Analyzing The Level Of Stock Return With Capital Asset Pricing Model (CAPM) For Determining The Company's Stock Portfolio In Index LQ-45

NISA, MARDINI (2015) Analyzing The Level Of Stock Return With Capital Asset Pricing Model (CAPM) For Determining The Company's Stock Portfolio In Index LQ-45. S1 thesis, Universitas Andalas.

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Abstract

This study ix to analyze the relationship between stock returns and risks using Capital Asset Pricing Mode! (CAPM) in LQ-t5 period February 2010 - January 2015. The results of analysis is investors can predict stock with a small risk bia generate profits largely based on the concept of ri.sk and the rate of return. The method used m this research is descriptive method with quantitative approach, samples used were 18 .shares for 10 period of l.Q-45 index continuoiLsly and only .stocks that has individual positive stock returns are taken. Analysts of the results showed Shares of PT Hank Negara Indonesia Tbk (BHNl) had the highest individual .stock price of0.064893, while the stock Unilever Indonesia Tbk ((INVR) has the highest beta price of 3.071964 and the company Semen Indonesia Tbk (SMGR) have the highest total expected return is 0.030468291.

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