资本资产分析案例投资决策模型:IDX30索引中的企业

Selly Septiana, Dedi Hariyanto, Heni Safitri
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引用次数: 1

摘要

本研究的目的是确定在IDX30指数成份股公司进行股票投资决策时使用的CAPM方法。基于资本资产定价模型分析的研究结果表明,对股票的投资决策效率不高或不好,即考虑出售这些股票。股票评估效率低下的股票包括:Adhi Karya、AKR Corporindo、Bank Rakyat Indonesia、Bank Mandiri Indonesia、Bumi Serpong Damai、Charoen phokand、Indofood Sukses Makmur、Lippo Karawaci、Matahari Department Store、Media Nusantara Citra、Gas Company State、PP Properti、Summarecon Agung、Sawit Sumbermas Sarana和Waskita Karya。具有有效股票评估的股票有:Adaro Energy、Astra International、Bank Central Asia、Bank Negara Indonesia、Gudang Garam、HM Sampoerna、Indofood CBP Sukses Makmur、IndoCement Tunggal Prakasa、Kimia Farma、Pakuwon Jati、Semen Gresik、Sri Rejeki Isman、Telekomunikasi Indonesia、United tractor和Unilever Indonesia。通过上述CAPM方法的计算和投资决策,笔者决定投资一些公司,考虑到该公司股票对市场的影响变化具有系统风险(β)良好,具有有效的股票评价。这些公司是中亚银行、印尼国家银行、Gudang Garam、IndoCement Tunggal Prakasa、United tractor和联合利华印度尼西亚公司。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Analisis Capital Asset Pricing Model Dalam Pengambilan Keputusan Investasi Saham Studi Kasus: Perusahaan Yang Tergabung Di Indeks IDX30
The purpose of this study was to determine the CAPM method used in making stock investment decisions in companies incorporated in the IDX30 Index. The results of research based on the analysis of Capital Asset Pricing Model states that investment decisions made on stocks are not efficient or not good, which is to consider selling these shares. The shares that have inefficient stock evaluation are: Adhi Karya, AKR Corporindo, Bank Rakyat Indonesia, Bank Mandiri Indonesia, Bumi Serpong Damai, Charoen Phokpand, Indofood Sukses Makmur, Lippo Karawaci, Matahari Department Store, Media Nusantara Citra, Gas Company State, PP Properti, Summarecon Agung, Sawit Sumbermas Sarana and Waskita Karya. The stocks that have efficient stock evaluation are: Adaro Energy, Astra International, Bank Central Asia, Bank Negara Indonesia, Gudang Garam, HM Sampoerna, Indofood CBP Sukses Makmur, IndoCement Tunggal Prakasa, Kimia Farma, Pakuwon Jati, Semen Gresik, Sri Rejeki Isman, Telekomunikasi Indonesia, United Tractors and Unilever Indonesia. Based on calculations and decisions to invest through the above CAPM method, the authors decide to invest in some companies with consideration of the company's shares affecting changes in the market with systematic risk (β) is good, have an efficient stock evaluation. The companies are Bank Central Asia, Bank Negara Indonesia, Gudang Garam, IndoCement Tunggal Prakasa, United Tractors and Unilever Indonesia.
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