Gracia Nazaretha Nauli br Silitonga, . (2023) ANALISIS PORTOFOLIO OPTIMAL MODEL CAPM DALAM PENGAMBILAN KEPUTUSAN INVESTASI SAHAM PADA IDXQ30. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
This paper aimed to analyze the optimal portfolio based on the Capital Asset Pricing Model (CAPM) method by classifying the undervalued and overvalued stocks. The population of this paper are stocks listed on IDXQ30 in the 2022-2023 period, there are 22 stocks used as research samples. This paper used IDXQ30 daily closing price, closing price of the daily Jakarta Stock Exchange Composite Index on the IDX, and Bank Indonesia's daily reference interest rate or the BI-7 Day Reverse Repo Rate. The results of this paper indicated that CAPM method generates 8 undervalued stocks and 14 overvalued stocks. Undervalued stocks consist of KLBF, ITMG, ASII, UNTR, BBCA, PTBA, BMRI and HRUM while overvalued stocks consist of MIKA, SIDO, HEAL, INTP, UNVR, HMSP, MNCN, CPIN, TLKM, TAPG, LSIP, ACES, SCMA and SRTG. The investment decisions are made by buying stocks that are classified as undervalued and selling stocks that are classified as overvalued.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No.Panggil: 1910111263] [Pembimbing: Alfida Aziz] [Penguji 1: Ardhiani Fadila] [Penguji 2: Siti Hidayati] |
| Uncontrolled Keywords: | Capital Asset Pricing Model, IDXQ30, Keputusan Investasi, Portofolio Optimal |
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1) |
| Depositing User: | Gracia Nazaretha Nauli br. Silitonga |
| Date Deposited: | 01 Sep 2023 07:15 |
| Last Modified: | 01 Sep 2023 07:15 |
| URI: | http://repository.upnvj.ac.id/id/eprint/25734 |
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