ANALISIS KINERJA SAHAM KEPEMILIKAN DOMESTIK DAN ASING PERUSAHAAN DI BURSA EFEK INDONESIA DENGAN PENDEKATAN CAPITAL ASSET PRICING MODEL (CAPM)
Daftar Isi:
- This study aims to analyze the peiformance of shares of private ownership,foreign and governments by using the Capital Asset Pricing Model (CAPM).CAPM is the a method used to determine the shares included efficient and inefficient. This study is a descriptive study with a quantitative approach. The samples are 51 stocks of companies listed on the Indonesia Stock Exchange (IDX) with domestic and foreign categories of ownership. Research shows that the amount of shares Percentage of private domestic ownership efficient amounted to 64. 70%, the government's domestic ownership of 76.47 and foreign ownership amounted to 52.94%. This study also showed a significant difference between returns stockcompared to government ownership with foreign ownership that has significant value is 0. 034 or <0. 05.