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All Journal Jurnal Ilmiah Mahasiswa Ekonomi Manajemen International Journal of Social Science, Educational, Economics, Agriculture Research, and Technology (IJSET)
Fathurrahman Anwar
Unknown Affiliation
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Economics, Econometrics & Finance Education

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ANALISIS KEAKURATAN REKOMENDASI SAHAM PADA PT RHB SEKURITAS INDONESIA Rayzi Maulizhar; Fathurrahman Anwar
Jurnal Ilmiah Mahasiswa Ekonomi Manajemen Vol 4, No 4 (2019): November
Publisher : Departemen Manajemen

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24815/jimen.v4i4.12369

Abstract

This study aims to find the accuracy of stocks, target price and bias recommendation by analyzing RHB sekuritas indonesia. The data were collected from primary and secondary. Population of this study were all LQ 45 companies listed in Indonesia Stock Exchange that have been received recommendation from  RHB Sekuritas Indonesia for the period of august 2018- january 2019. The hypothesis testing used in this study by using binomial test, the results show that: 1) Accuracy rate of analysis recommendation is 71%. 2) Target price of analysis securities companies doesn't reached.3) Analysis recommendation of pt rhb shown bias negatively.
TESTING THE CAPITAL ASSET PRICING MODEL AND SENTIMENT ON STOCKS LISTED ON THE INDONESIA STOCK EXCHANGE Zainul, Zaida; Nurhalis; Fathurrahman Anwar; Sophia Imari
International Journal of Social Science, Educational, Economics, Agriculture Research and Technology (IJSET) Vol. 5 No. 1 (2025): DECEMBER
Publisher : RADJA PUBLIKA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.5281/zenodo.18639841

Abstract

The Capital Asset Pricing Model (CAPM) provides a strong theoretical foundation for understanding stock returns; however, the dynamics of modern financial markets indicate that stock price movements are influenced not only by market risk but also by psychological factors, particularly sentiment. This study aims to analyze the effects of market risk premium, investor sentiment, and market sentiment on excess stock returns of companies listed on the Indonesia Stock Exchange (IDX). The sample consists of 93 companies listed on the IDX during the 2013–2023 period. Panel data regression analysis using the Common Effect Model is employed to test the research hypotheses. The results show that the market risk premium and investor sentiment have a positive and significant effect on excess stock returns in Indonesia. However, market sentiment does not have a significant effect on excess stock returns. These findings enrich the theoretical understanding of the relevance of the Capital Asset Pricing Model and stock market behavior in Indonesia. For investors, investment timing strategies can be implemented based on changes in market sentiment and market risk premium conditions to maximize potential returns.
Co-Authors Nurhalis Rayzi Maulizhar Sophia Imari Zainul, Zaida