scholarly journals IPTEKS PENGHITUNGAN RISIKO PASAR DALAM KEPUTUSAN INVESTASI

2019 ◽  
Vol 3 (1) ◽  
Author(s):  
Winston Pontoh ◽  
Novi Swandari Budiarso
Keyword(s):  
Asset Pricing ◽  
Market Risk ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Pricing Model ◽  
Capital Asset ◽  
Knowledge And Skills ◽  
Asset Pricing Model ◽  
Stock Investment ◽  
Stock Investments

Well-established life is a common objective of people, and in term of to reach that objective then most of people should utilize knowledge and skills. One of the effort of people is normally make an investment especially stock investment. One of the reference for investors in case to make stock investments is market risk. Stock beta is one of market risk representative which measures stock responsiveness on market movements and capital asset pricing model (CAPM) is one method to measure market risk.Keywords : market risk, stock investment, CAPM

scholarly journals IPTEKS PENGHITUNGAN RISIKO PASAR DALAM KEPUTUSAN INVESTASI

2019 ◽  
Vol 3 (01) ◽  
Author(s):  
Winston Pontoh ◽  
Novi Swandari Budiarso
Keyword(s):  
Asset Pricing ◽  
Market Risk ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Pricing Model ◽  
Capital Asset ◽  
Knowledge And Skills ◽  
Asset Pricing Model ◽  
Stock Investment ◽  
Stock Investments

Well-established life is a common objective of people, and in term of to reach that objective then most of people should utilize knowledge and skills. One of the effort of people is normally make an investment especially stock investment. One of the reference for investors in case to make stock investments is market risk. Stock beta is one of market risk representative which measures stock responsiveness on market movements and capital asset pricing model (CAPM) is one method to measure market risk.Keywords : market risk, stock investment, CAPM 

scholarly journals On the Validity of the Capital Asset Pricing Model (CAPM)

2020 ◽  
Vol 12 (4) ◽  
pp. 1
Author(s):  
M. J. Alhabeeb
Keyword(s):  
Asset Pricing ◽  
Market Risk ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Pricing Model ◽  
Capital Asset ◽  
Technical Tool ◽  
Expected Return ◽  
Asset Pricing Model

This study exposes the meaning and role of the Capital Asset Pricing Model (CAPM) and lays out the key elements that make it work. It shows the model’s theoretical strength and examines its applicability and validity as a technical tool to measure the expected return to the investment in stock, along with assessing the market risk associated with that investment.

scholarly journals MEMBANDINGKAN RISIKO SISTEMATIS MENGGUNAKAN CAPM-GARCH DAN CAPM-EGARCH

2017 ◽  
Vol 6 (4) ◽  
pp. 241
Author(s):  
VIKY AMELIAH ◽  
KOMANG DHARMAWAN ◽  
I NYOMAN WIDANA
Keyword(s):  
Asset Pricing ◽  
Price Index ◽  
Secondary Data ◽  
Capital Asset Pricing ◽  
Pricing Model ◽  
Capital Asset ◽  
Asset Pricing Model ◽  
Stock Investment ◽  
Egarch Model ◽  
Stock Investments

In making stock investments, investors usually pay attention to the rate of return and risk of the stock investment. To calculate risk using capital asset pricing model (CAPM), GARCH, and EGARCH. The data used in this study is secondary data in the form of daily closing price (daily close price), JII price index and monthly SBI rate. All data were processed using matlab 13. The research sample consisted of 6 flagship shares for the period of 2013-2017 ie ADHI, SMGR, UNTR, BSDE, ICBP, KLBF. The conclusion of the research is the beta of each stock including aggressive beta because beta greater than 1. For return CAPM GARACH and CAPM EGARCH obtained Kalbe Farma stock (KLBF) has small beta and big return means GARCH and EGARCH model equally Can predict that stock KLBF shares the least risk and large returns among the six stocks.

scholarly journals Analisis Pengembalian Keputusan Investasi Saham Dengan Pendekatan Capital Asset Pricing Model (CAPM) pada Perusahaan Perbankan Terdaftar di Bursa Efek Indonesia

2018 ◽  
Vol 2 (2) ◽  
pp. 215
Author(s):  
Nurmala Nurmala
Keyword(s):  
Asset Pricing ◽  
Financial Services ◽  
Investment Decision ◽  
Return Rate ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Pricing Model ◽  
Capital Asset ◽  
Asset Pricing Model ◽  
Stock Investment

ABSTRACT The investors chose the banking shares because the management of this banking is overseen and regulated by Financial Services Authority in a transparent manner. This banking world will always be professional and transparent in managing public funds. It certainly will provide trust and positive value in the eyes of the community. The problem of this research is how to make Stock Investment Decision in accordance with Capital Asset Pricing Model (CAPM) Method on Banking Companies registered in Indonesia Stock Exchange. The purpose of this research is to analyze the decision of stock investment in accordance with Capital Asset Pricing Model (CAPM) method in Bankingcompanies registered in Indonesia Stock Exchange.The method used in this research is descriptive quantitative method and data are collected by documentation technique. The data analysis technique is used to calculate Individual Shares Return Rate (Ri), Risk Free Return (Rf), Market Rate (Rm),  Premium Risk (Rp),  expected Return Rate {E (Ri)}, and to help the efficiency and the decision of Stock Investments.Based on the results of the research, it can be seen that the risk with the lowest expected stock return is 0.340 and the highest expected rate of return is equal to 0.00532. There are 25 companies stocks included in the category of efficient stocks and 13 companies stocks included in the category of inefficient stocks among 38 companies stocks taken as this research sample. These stocks have greater Ri value than E (Ri) or [Ri> E (Ri)]. The investment decision taken by the investor is to buy the stocks. 

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