Jurnal Ekonomi
Vol. 13 No. 01 (2024): Jurnal Ekonomi, Edition January - March 2024

Analysis of IDX-MES BUMN17 stocks using capital asset pricing

Muhammad Arifuddin (Unknown)
M Firdaus (Unknown)

Article Info

Publish Date
23 Jan 2024

Abstract

The purpose of this study is to analyze the CAPM method as the basis for the IDX-MES BUMN 17 share investment decision in January 2021-December 2022. The type of research in this study is quantitative research. The sampling technique used is purposive sampling. The sample in this research were 14 stocks on the IDX-MES BUMN 17 index with several criteria. To assess stock efficiency by comparing actual return (Ri) and expected return (Rj) and using the Security market Line (SML). The results of this study indicate there are 2 stocks including efficient stock, namely PGAS & PTPP. These shares have a value Ri>E(Rj), β>1 and based on Security market Line (SML) area. The investment decisions that investors make are to buy the stock.

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Journal Info
Jurnal Ekonomi
Website

Abbrev

Ekonomi

Publisher

SEAN INSTITUTE

Subject

Economics, Econometrics & Finance

Description

Jurnal Ekonomi [p. ISSN 2301-6280, e. ISSN 2721-9879] is a peer-reviewed journal published Half times a year (June, and December) by SEAN Institute. Jurnal Ekonomi is intended to be the journal for publishing articles reporting the results of economics research. Jurnal Ekonomi invites manuscripts ...