ANALISIS PERBANDINGAN TINGKAT PENGEMBALIAN DAN RISIKO INVESTASI ANTARA PASAR MODAL DAN PASAR VALAS(Studi Pada Pasar Keuangan Indonesia Periode 2008-2009)

NUGRAHA, HARI (2010) ANALISIS PERBANDINGAN TINGKAT PENGEMBALIAN DAN RISIKO INVESTASI ANTARA PASAR MODAL DAN PASAR VALAS(Studi Pada Pasar Keuangan Indonesia Periode 2008-2009). Other thesis, University of Muhammadiyah Malang.

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Abstract

This study is a comparative study to Indonesia financial market titled “Comparison Analysis of Return rate and Investment Risk between Capital Market and stock exchange”. The study aimed to find out the difference between return rate and investment risk between capital market and stock exchange. In this study, the writer took hypothesis : there were difference at return rate and investment risk between capital market and stock exchange. Analytical tools used to find out return rate of investment at capital market (Rm), to find out the expected return rate at capital market E(Rm), to find out investment risk at capital market (σ Rm), also to find out return rate of investment at stock exchange (Rv), to find out the expected return rate at stock exchange E(Rv), to find out investment risk at stock exchange (σ Rv), while to determine the difference of return rate and investment risk between capital market and stock exchange, there used variance analysis (ANOVA). The equation of return rate in capital market (Rm) along the study was minus 18,0679231, expected return rate in capital market E(Rm) along the study was minus 0, 057358, and investment risk at capital market (σ Rm) along the study was 1,016395. Return rate in stock exchange (Rv) along the study was 10,23413364, expected return rate in stock exchange E(Rv) along the study was minus 0,032489, and investment risk in stock exchange (σ Rv) along the study was 0,575712. While to find out the difference of investment rate between capital market and stock exchange according variance analysis was 3.062. From the analysis, the return rate in capital market was lower than return rate in stock exchange, and also has higher risk consequence. The risk at stock exchange was also lower, but also has higher return rate, so that there were difference investment return rate and investment risk between capital market and stock exchange. It concluded that the hypothesis had proven. According to the above conclusion, the writer could imply that risk seeker could choose to invest in stock exchange as alternative in investment.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Accounting
Depositing User: Rayi Tegar Pamungkas
Date Deposited: 14 May 2012 07:31
Last Modified: 14 May 2012 07:31
URI: http://eprints.umm.ac.id/id/eprint/5218

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