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Journal : Media Riset Akuntansi Auditing

PERBANDINGAN RETURN SAHAM PADA PERUSAHAAN PERKEBUNAN BEI DAN BURSA MALAYSIA Etty Rahayu Jamil; Wirmie Eka Putra; Fitrini Mansur
Media Riset Akuntansi, Auditing & Informasi Vol. 19 No. 2 (2019): September
Publisher : LEMBAGA PENERBIT FAKULTAS EKONOMI DAN BISNIS UNIVERSITAS TRISAKTI

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (429.842 KB) | DOI: 10.25105/mraai.v19i2.4075

Abstract

The purpose of this research is to know the difference between the actual return and the expected return of the stock using the CAPM model in plantation sector companies listed on the Indonesia Stock Exchange and Malaysia Stock Exchange during the period 2015-2017. This research is a quantitative study using secondary data in the form of stock closing price data, stock index and interest rates by the Central Bank. The hypothesis test in this study is an independent sample t-test to compare the results of the calculation of returns obtained. Results of this study is (1) There is a significant difference between actual return and expected return on plantation companies listed on the Indonesia Stock Exchange, (2) There is no significant difference between actual return and expected return on plantation companies listed on Bursa Malaysia, and (3) There is a significant difference between stock returns of plantation sector companies listed on the Indonesia Stock Exchange and Malaysia Stock Exchange during the 2015-2017 period. Both Indonesia and Malaysia obtained negative returns during the study period, but Malaysia's value is better than Indonesia.  Keywords: Actual Return, CAPM, Expected Return, and Stock Investment.
Co-Authors - Afrizal . Rafniati Abd Aziz, Marwa Achmad Hizazi Akbar Syariz, Ali Al-Idris, Mohamad Yudha Alan Pratama Aldafi Salsabilah Alfala, Miftakul Khoir Alfia, Lilik Ali Akbar Syariz Amalia, Rani Anggraini, Dea Putri Anggun Agustika Asmila Mila Sari Azhari, Julia Rinnia Bagus, Andika Banjarnahor, Raffly Nataldo Bin Abu Seman, Shahri Cindy Damanik, Eva Setia Rini Deri Rezky Brimer Desri Yanto Dewi Fitriyani Eko Prasetyo Eko Prasetyo Enggar Diah P.A Erni Achmad Etty Rahayu Jamil Faramitha Riskia Fernadi Abi Wijaya Fredy Olimsar Heni Pujiastuti Herawati, Rosa Afri Hernando, Riski Ihsan, M. Ihwanul indahwati, Vanessa Indriani, Rika Khairunnisa, Siti Nabilah Kinanti, Mutiara Lidya Febriyana Malau, Yemima Christiani Melinda, Dian Misni Erwati, Misni Muhammad Farhan Muhammad Rakhendi Setiawan Muhammad Ridwan Muhammad Ridwan Mukhzarudfa, Mukhzarudfa Musyafiq, Nazrul Nanang Yuliyapranata Nela Safelia Netty Herawaty Ocha Rosyanna Parassela Pangestu Permata Sari, Lian Undari Prasetia, Primadi Prasetyo, Primadi Primadi Prasetia Priyanto, Angga Putri Anggraini putri, alpiani sakinah Putri, Anjelika Denya Putri, Ferandien Cahya Dira Raja gukguk, Maria Cristina Ratih Kusumastuti Ratih Ratnasari Reka Maiyarni Rezky Brimer, Deri Rico Wijaya Z Rio Antoni Riski Hernando Rizal Syafiie, Moh. Rizqa Raaiqa Bintana ruky, nuraini elfa Septiawati Septiawati Siswahyudianto Sri Rahayu Suci Safitri Sulis Septiani Suswita Roza Tona Aurora L Widya Sari Wendry Wijaya, Fernadi Abi Windah, Windah Wiralestari, Wiralestari Wirmie Eka Putra Wiwik Tiswiyanti Wiwik Tiswiyanti Yenny Yuniarti Yosep Tri Krisnanto Zulma, Gandy Wahyu Maulana