Abstrak.docx - Abstrak Untuk menghitung tingkat keuntungan...

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Abstrak Untuk menghitung tingkat keuntungan portofolio, investor membutuhkan suatu alat analisis. Maka dibentuklah model-model keseimbangan umum yang memungkinkan investor untuk menentukan pengukur risiko yang relevan, salah satunya ialah Capital Asset Pricing Model (CAPM). Telah banyak penelitian yang dilakukan untuk menguji model tersebut, namun belum dapat dibuktikan secara empiris. Artikel ini akan menjelaskan secara rinci mengenai Capital Asset Pricing Model (CAPM). CAPM adalah suatu model yang menggambarkan risiko sistematis dengan menggunakan beta untuk menghubungkan risk dan return . Perhitungan CAPM didasarkan pada kondisi ekuilibrium (seimbang). Model ini bertujuan untuk menghitung risiko yang tidak dapat di diversifikasi (risiko non sistematis) dalam suatu portofolio dan membandingkannya dengan prediksi tingkat pengembalian ( return ). Dalam CAPM terhadap dua jenis risiko; risiko sistematis dan risiko tidak sistematis. CAPM memiliki kelebihan
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  • Fall '14

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Christopher Reinemann
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