Article Per Year (5 Year)
p-Index From 2021 - 2026
0
P-Index
This Author published in this journals
All Journal Jurnal Ekonomi dan Kewirausahaan
Dewi Pujiani Kun Ismawati
Unknown Affiliation
Economics, Econometrics & Finance Social Sciences

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
HISTORY ANALISIS KASUS PORTOFOLIO DENGAN METODE CAPITAL ASSET PRICING MODEL ATAS SAHAM INDUSTRI PERBANKAN DI PT. BES DENGAN PT BEI Dewi Pujiani Kun Ismawati
JURNAL EKONOMI DAN KEWIRAUSAHAAN Vol. 14 No. 2 (2014): Jurnal Ekonomi dan Kewirausahaan : Juny
Publisher : Universitas Slamet Riyadi

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This research aims at: 1) in order to apply the concept of Capital Asset Pricing Model (CAPM) in the investment banking industry shares that go public in the company Surabaya Stock Exchange; 2) to find out which stocks can form optimal portfolio. Modern portfolio theory was first introduced formally by Dr. Harry M. Markowitz in the 1950s. Basically this portfolio theory is a theoretical framework for selecting the optimum portfolio-portfolio systematically. The literal sense is a set of portfolio investment opportunities. Methods used in this study is CAPM. As defined in the CAPM beta (β), so companies that have operating leverage is defined as a company that has high risk and the beta subunits. The main results in this study is there is a risk that the bank ' s shares as 0,733 with the expected profit rate of 3,45%; BNI had a level of risk with the level of profits that 0,309 expected 16,70%; Bank CIC International have risk-level profit 0,111 expected 6,40%; Bank Danamon has the risk level of profit 0,350 expected 19,33%; BII has the risk level of profit 0,454 expected 7,41%. The conclusion is a bank Danamon shares the least risk. Keywords: portfolio, CAPM, investment, risk, expected
Co-Authors