Research in Accounting Journal
Vol. 3 No. 2 (2022): RAJ (Research in Accounting Journal)

CAPITAL ASSET PRICING MODEL (CAPM) SEBAGAI ALAT ANALISIS DALAM PENGAMBILAN KEPUTUSAN INVESTASI SAHAM PADA INDEKS LQ-45 DI BURSA EFEK INDONESIA (BEI) PERIODE AGUSTUS 2020 – JANUARI 2021

Aprialinita, Dhea (Unknown)
Waldeska Aulia, Fezi (Unknown)
Dwi Aristi, Mentari (Unknown)
Hikmah Putri, Nurul (Unknown)
Nurliyana, Nurliyana (Unknown)
Putri Permatasari, Vina (Unknown)
Sari, Juita (Unknown)



Article Info

Publish Date
09 Oct 2022

Abstract

This study aims to assist investors in making stock investment decisions on the LQ-45 index for the period August 2020 - January 2021 using the Capital Asset Pricing Model (CAPM). The population of this study is all stocks listed on the Indonesia Stock Exchange (IDX), the sample in this study is 45 companies listed on LQ-45 for the period August 2020-January 2021. This type of research is descriptive research with a quantitative approach. The data collection technique used is documentation. Meanwhile, the data analysis technique uses the Capital Asset Pricing Model (CAPM). The results of this study indicate that there are 31 companies that are classified as efficient and 14 companies that are classified as inefficient.

Copyrights © 2022






Journal Info

Abbrev

raj

Publisher

Subject

Economics, Econometrics & Finance

Description

Reseach In Accounting Journal (RAJ) reviewed covers theoretical and applied research in the field of Accounting and Finance. Priority is given to those articles which satisfy the main scope of the journal, and have an impact in the research areas of interest. The RAJ Journal is intended to be the ...