Risk Analysis And Stock Return Of Multiple Sector Manufacturing Industry On The Indonesia Stock Exchange For The 2017-2022 Period

Abstract

Industry Manufacturing in the Miscellaneous sector is sector moving industry _ in field consumer like Machinery , Heavy Equipment , Textile , Garment , Cables, Components Automotive , Footwear, Electronics and more . In sector miscellaneous There are 30 companies , of which company data obtained from the official website of the Indonesia Stock Exchange . The Capital Asset Pricing Model ( CAPM) is a model that links expected rate of return from something asset risky with risk from asset under conditions of a balanced market , with destination predict about connection Among risk something asset with the expected return , and as base election in invest . Study this using secondary data , namely Industrial data Miscellaneous Sector , price stocks , JCI, BI, and websites. In study this writer use CAPM method in analyze data. and results study showing that the 30 companies studied there are 4 companies that are undervalued or no efficient , and 26 companies are overvalued or share efficient .