PENGARUH METODE CAPITAL ASSET PRICING MODEL (CAPM) TERHADAP PENENTUAN PILIHAN INVESTASI REKSA DANA SAHAM (Studi Pada Perusahaan Yang Masuk Dalam Reksa Dana Saham Periode 2016-2017)

Abstract

ABSTRACT

This study aims to determine the investment analysis of equity funds through the Capital Asset Pricing Model (CAPM) method to find out which stocks are efficient and inefficient, besides the CAPM method this study also uses the Treynor method to determine the performance of good and bad mutual funds. The population in this study took data from Indo Primary as many as 63 types of equity funds. The sample takers were carried out using a purposive sampling method with 39 types of equity funds. Analysis was carried out using descriptive statistics. The results of this study are to find out which investment funds are efficient and inefficient through the CAPM and Treynor methods.