Keputusan Investasi dengan Menggunakan Metode Capital Asset Pricing Model (CAPM)

Studi Kasus Pada Saham Penggerak IHSG

Authors

  • Retno Widya Ningrum Program Studi Manajemen, Fakultas Ekonomi dan Bisnis, Universitas Informatika dan Bisnis Indonesia
  • Sabilla Saberina Program Studi Manajemen, Fakultas Ekonomi dan Bisnis, Universitas Informatika dan Bisnis Indonesia

DOI:

https://doi.org/10.37278/insearch.v21i2.648

Abstract

This study aims to determine the condition of stocks driving the JCI that are undervalued or overvalued and investment decisions related to the results of calculations using the CAPM method. This study uses a descriptive research method with a quantitative approach. The sample selection used a purposive sampling method with two criteria such as (1) stocks with a minimum market capitalization of IDR 50 trillion (2) have been registered on the IDX since January 2018 and 9 sample stocks were obtained. From the results of this study it is known that there are 8 stocks undervaluede with investment decisions to buy/hold and 1 overvalued with investment decisions to sell.

Published

2022-11-01

Issue

Section

Articles