Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2010

Model penentuan harga saham: pengujian capital asset pricing model melalui pengujian economic value added

Jurnal Keuangan dan Perbankan, Volume 4, Nomor 2, Mei 2010
Journal from JIPTUNMERPP / 2011-12-20 06:31:21
Oleh : Suripto, Diploma 3 of Finance and Banking Merdeka University Malang (jurkubank@yahoo.com)
Dibuat : 2010-05-01, dengan 0 file

Keyword : Characteristic of the firm, EVA, stock return, CAPM.

This rearch rested the influence of characteristics of the firms and of EVA (Economic Value Added) to stock of returns. This research sample was company Self-100 Value Creator of year 2001 until 2006. Result of research indicated that company size measure. Profitability, capital structure (characteristics of the forms) and EVA by stimulant had an effect on significant to stock of returns, but by partial only characteristic company. Condition of company fundamentals had an effect on significance to stock of returns. This indication that investor still condosodered factors of fundamentals was having investment. EVA did not have an effect on significant to stock of returns. This finding indicated that model determinatioan of stock of returns (CAPM Irrelevant setermined the level of EVA and also indicated that CAPM (Capital Assets Pricing Model) was not relevant in determining stock of returns in Indonesian Stock Excange.

Deskripsi Alternatif :

This rearch rested the influence of characteristics of the firms and of EVA (Economic Value Added) to stock of returns. This research sample was company Self-100 Value Creator of year 2001 until 2006. Result of research indicated that company size measure. Profitability, capital structure (characteristics of the forms) and EVA by stimulant had an effect on significant to stock of returns, but by partial only characteristic company. Condition of company fundamentals had an effect on significance to stock of returns. This indication that investor still condosodered factors of fundamentals was having investment. EVA did not have an effect on significant to stock of returns. This finding indicated that model determinatioan of stock of returns (CAPM Irrelevant setermined the level of EVA and also indicated that CAPM (Capital Assets Pricing Model) was not relevant in determining stock of returns in Indonesian Stock Excange.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Finance and Banking Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.