Analisis Hubungan Antara Risiko Pasar Dengan Return Pada Saham Perbankan (Studi Kasus Pada 27 Bank Umum Yang Listing Di BEI Periode 2009-2011) Dengan Pendekatan Capital Asset Pricing Model

Muzaki, Muhammad (2014) Analisis Hubungan Antara Risiko Pasar Dengan Return Pada Saham Perbankan (Studi Kasus Pada 27 Bank Umum Yang Listing Di BEI Periode 2009-2011) Dengan Pendekatan Capital Asset Pricing Model. S1 thesis, STIE Indonesia Banking School.

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Abstract

This study is designed to identify the yield (return) and risk of doing binding decision. Trade-offs between the two suggests that if investors expect higher returns on assets it chooses, then he should be willing to bear greater losses, and vice versa.Therefore, investors should always pay attention to the element of uncertainty which is basically a risk of an investment.In the investment world are known two types of risk: systematic risk (systematic risk) and unsystematic risk (nonsystematic risk). Systematic risk is influenced by market conditions making it difficult to be eliminated, while unsystematic risk can be eliminated by diversifying a stock portfolio. The research used was purposive sampling method with a sampling method based on a certain criteria. Criteria for the study sample was banking stocks listed on the Indonesia Stock Exchange in the period 2009-2011. In this study there were only 27 shares of 31 shares of listed banks in the period 2009-2011.Analysis of data using Eviews version 6 is to seek stocks return, market return, also to calculate beta of portofolio in Capital Asset Model Pricing Model (CAPM).The result of this study are From the results of this research are (1) there influence which is significant and positive relationship between the market risk premium against stock return (BACA, BBCA, BBKP, BBNI, BMRI, BNBA, BNGA, and PNBN). While it is known that there no influence which isn’t significant between the market risk premium against stock return (AGRO, BACA, BBCA, BBKP, BBNI, BBNP, BCIC, BEKS, BMRI, BNGA, BNII, BNLI, BTPN, INPC, MCOR, MEGA, NISP, PNBN, BABP, BAEK, BBRI, BDMN, BKSW, BSWD, BVIC, and MAYA). (2) BNBA is the aggressive stock and AGRO, BACA, BBCA, BBKP, BBNI, BBNP, BCIC, BEKS, BMRI, BNGA, BNII, BNLI, BTPN, INPC, MCOR, MEGA, NISP, PNBN, BABP, BAEK, BBRI, BDMN, BKSW, BSWD, BVIC, and MAYA are the devensive stock.

Item Type:	Thesis (S1)
Subjects:	H Social Sciences > HF Commerce > HF5601 Accounting
Divisions:	Prodi S1 Akuntansi
Depositing User:	Ms Dyta Medina
Date Deposited:	19 Nov 2020 07:04
Last Modified:	17 Jul 2024 07:24
URI:	http://repository.ibs.ac.id/id/eprint/742

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