资本资产定价模型作为股票有效分组的分析

Aning Azzahra, Tengku Eka Susilawaty, Alyuna Andini
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引用次数: 0

摘要

本研究采用描述性研究方法,利用二手数据进行应用研究。本研究的目的是通过使用CAPM方法找出哪些股票是高效的,哪些是低效的,以避免投资错误,让投资者了解CAPM方法,帮助他们确定最佳的投资决策。本研究的人口是2019-2021年期间的Business-27指数。抽样方法为目的抽样,共抽样16家公司。本研究使用月度收盘价数据和SBI数据与商业指数数据27。结果表明,CAPM模型中存在ADRO、BBCA、BBNI、bbi、BMRI、TLKM、UNTR等7个效率存量。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Capital asset pricing model as an analysis of the efficient grouping of stock
This research is applied research with descriptive research methods using secondary data. The purpose of this study is to find out which stocks are efficient and inefficient by using the CAPM method to avoid investment mistakes so that investors can understand the CAPM method to help them determine the best investment decisions. The population of this study is the Business-27 Index for the 2019–2021 period. The sampling method used was purposive sampling, with a total sample of 16 companies. This study uses monthly closing price data and SBI data with Business Index data 27. The results show that there are seven efficiency stocks in the CAPM model, namely ADRO, BBCA, BBNI, BBRI, BMRI, TLKM, and UNTR.
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