Analisis perbandingan metode farma-french dan capital asset pricing model terhadap return saham di sektor property dan real estate

Nasution, Muhammad Bobby Afif (2019) Analisis perbandingan metode farma-french dan capital asset pricing model terhadap return saham di sektor property dan real estate. Masters thesis, Institut Pertanian Bogor.

[img]
Preview
Text
R55-01-Nasution-Cover.pdf - Published Version

Download (317kB) | Preview
[img]
Preview
Text
R55-02-Nasution-Ringkasan.pdf - Published Version

Download (349kB) | Preview
[img]
Preview
Text
R55-03-Nasution-Summary.pdf - Published Version

Download (282kB) | Preview
[img]
Preview
Text
R55-04-Nasution-Daftarisi.pdf - Published Version

Download (382kB) | Preview
[img]
Preview
Text
R55-05-Nasution-Pendahuluan.pdf - Published Version

Download (1MB) | Preview
[img] Text
Tesis full.pdf
Restricted to Registered users only

Download (1MB)
Official URL: http://lib.sb.ipb.ac.id/

Abstract

Property and real estate sector often be considered as leading indicators for a nation’s economic. Property and real estate, experiencing a decline in performance due to several factors such as decline in economic power. This performance decline could lead to increase investor’s doubt in investing to Property and Real Estate, consider these sector are capital intensive. Therefore, additional information to assist investment decision making in property and real estate sectors are required This research are quantitative research using Capital Asset Pricing Model and Fama-French Three Factors Model method. Total of 31 firms are chosen as samples within research period of 2011 to 2016. This research aim to seek the corellation of micro and macro factors within CAPM and Fama-French Three Factors Model to property and real estate stock return. Results show that both CAPM and Fama-French Three Factors Model indicate that economic macro factor proxied by IHSG have positive and significan impact to stock return. Three Factor Model also shows that property and real estate sector are dominated by big size firm and high market price firm. Both model consistently able to explain variance of stock retrun, however in Fama-French Three Factor Model could explain variance better in overall.

Item Type: Thesis (Masters)
Uncontrolled Keywords: CAPM, Model Tiga Faktor, Property dan Real Estate, CAPM, FAMA-FRENCH Three Factors Model, Property dan Real Estate,
Subjects: Manajemen Keuangan
Depositing User: SB-IPB Library
Date Deposited: 18 Jun 2019 03:32
Last Modified: 18 Jun 2019 03:32
URI: http://repository.sb.ipb.ac.id/id/eprint/3357

Actions (login required)

View Item View Item