Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan
Vol. 4 No. 5 (2021): Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan

SELEKSI SAHAM DENGAN MODEL CAPITAL ASSET PRICING MODEL (CAPM)

Rakhman, Ani Rakhmanita (Unknown)
Nugraha (Unknown)
Maya Sari (Unknown)
Desy Tri Anggarini (Unknown)



Article Info

Publish Date
29 Dec 2021

Abstract

This research was motivated by the Covid-19 pandemic, where the pandemic had amajor influence on the condition of the Indonesian capital market. Investors arevery careful in deciding investments from the possibilities they will face. Thepurpose of this research is to select efficient property and consumer good stocksduring the COVID-19 pandemic by using the Capital Asset Pricing Model. Thisstudy uses a descriptive quantitative approach. The sample used is the monthlyshares of the largest property companies in Indonesia and food and beveragecompanies in the 2016 - 2020 period. The data used in this study is secondary datataken from the Indonesia Stock Exchange and Bank Indonesia. The results of thisstudy indicate that the 8 companies studied, 1 company is in an efficient conditionand 7 companies are in an inefficient condition. Investment decisions that must betaken during a pandemic require accuracy, sufficient knowledge, experience andbusiness instincts from investors in deciding which shares to buy, to sell, and tohold.

Copyrights © 2021






Journal Info

Abbrev

fairvalue

Publisher

Subject

Economics, Econometrics & Finance

Description

The Aim of this Fair Value : jurnal Ilmiah Akuntansi dan Keuangan is the media for scientific studies resulting from research, thoughts and critical-analysis studies on accounting, financial, Cooperative and SMEs issues in Indonesia and southeast asia especially and also in the world. The intended ...