Feasibility Analyze Of Stock Listed In Business Index 27 With Methods Of Capital Asset Pricing Model (CAPM)

RONI ZAKARIYA

Abstract


Abstract: To select an investment in the stock market especiallyinvesting in stocks, we need to know how much risk to be coveredand how much return obtained after taking the risk. This study aims toanalyze the feasibility of the method CAPM (Capital Asset PricingModel) shares through sexual risk and return are seen from betastocks listed in Business Index 27. The data used in this study aresecondary data from the monthly closing price of the shares,Composite Stock Price Index (CSPI) monthly, and the interest rate ofBank Indonesia Certificates (SBIs) are calculated monthly in theCAPM method and processed using SPSS 18 with linear regressionanalysis. The unit of analysis of this study are 27 stocks listed in theBusiness Index 27-year period from April 2012. The results showedthat the Bussiness Index 27 not feasible to be used and not requieredfor investors investing.Keywords: return, risk, CAPM, beta, Business Index 27, the feasibility of the stock.


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