PENGARUH RETURN EKSPEKTASI TERHADAP TINGKAT RISIKO PASAR SAHAM (Studi pada Saham JII di BEI Periode 2005-2007)

Marfuatun, Baiq (2008) PENGARUH RETURN EKSPEKTASI TERHADAP TINGKAT RISIKO PASAR SAHAM (Studi pada Saham JII di BEI Periode 2005-2007). Other thesis, University of Muhammadiyah Malang.

[img]
Preview
Text
z.pdf

Download (156kB) | Preview

Abstract

The research was a study to 17 stocks of Jakarta Islamic Index at Indonesia Stock Exchange period 2005 to 2007 titled: “The influence of Expectation Return to the Risk Level of Stock Market”. The research aimed to find out the value of expectation return and stock market risk Jakarta Islamic Index and also find out and test empirically what the influence of profit level to the risk level to the Jakarta Islamic Index. In this research, the writer took hypothesis, whether there any positive influence between profit level along stock risk market level. Analytical tool used to find out the expectation return value and stock market risk level Jakarta Islamic Index used model CAPM, and to find out whether there any positive influence in profit increasing as the stock market risk increasing, the writer used Pearson product moment correlation analysis and regression analysis. Measurement to decide whether any positive influence of risk level along the risk of stock market was while t count larger than t table and F count larger than F table. Significance test by pearson product moment correlatino analysis was 3.703 for 5% fault, dk = 15 found t table = 2.131, while analytical tool using regression analysis found equation Y’ = 0.161 + 0.428X1, while for F test found F count 23.254 and F table (α = 0.05; db regression = 1; db residu = 15) was 4.543. From the pearson product moment correlation analysis and multiple regression analysis, as the existing measurement, there could be said that positive correlation existed showed the increasing of expectation return would increase the risk of stock market Jakarta Islamic Index and there was positive influence of profit rate along the risk increasing. The hypothesis has proven. According to above conclusion, the writer implied that it would be better for the investor to pay attention expectation return and macro factors of sistematical risk in determine stock market risk (β) to get good prediction.

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economic > Department of Management
Depositing User: Anggit Aldila
Date Deposited: 18 May 2012 03:23
Last Modified: 18 May 2012 03:23
URI: http://eprints.umm.ac.id/id/eprint/5492

Actions (login required)

View Item View Item