S PEM 1001660Table Of Content

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vi Fitri Andayani, 2014

Analisis Pengambilan Keputusan Investasi sagam dengan Menggunakan Metode Capital Asset Pricing Model (CAPM)

Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu

DAFTAR ISI

ABSTRAK ... Error! Bookmark not defined.

ABSTRACT ... Error! Bookmark not defined.

KATA PENGANTAR... Error! Bookmark not defined.

DAFTAR ISI ... vi

DAFTAR TABEL ... Error! Bookmark not defined.

DAFTAR GAMBAR ... Error! Bookmark not defined.

DAFTAR LAMPIRAN ... Error! Bookmark not defined.

BAB I PENDAHULUAN ... Error! Bookmark not defined.

1.1 Latar Belakang ... Error! Bookmark not defined.

1.2 Identifikasi Masalah ... Error! Bookmark not defined.

1.3 Rumusan Masalah ... Error! Bookmark not defined.

1.4 Tujuan Penelitian ... Error! Bookmark not defined.

1.5 Kegunaan Penelitian ... Error! Bookmark not defined.

BABII KAJIAN PUSTAKA... Error! Bookmark not defined.

2.1 Kajian Pustaka ... Error! Bookmark not defined.

2.1.1 Investasi ... Error! Bookmark not defined.

2.1.1.1 Pengertian Investasi ... Error! Bookmark not defined.

2.1.1.2 Tujuan Investasi ... Error! Bookmark not defined.

2.1.1.3 Bentuk-Bentuk Investasi ... Error! Bookmark not defined.

2.1.1.4 Tipe-Tipe Investasi ... Error! Bookmark not defined.

2.1.1.5 Proses Investasi ... Error! Bookmark not defined.

2.1.1.6 Dasar Keputusan Investasi... Error! Bookmark not defined.

2.1.2 Portofolio ... Error! Bookmark not defined.

2.1.2.1 Pengertian Portofolio ... Error! Bookmark not defined.

2.1.2.2 Tujuan Pembentukan Portofolio ... Error! Bookmark not defined.

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vii Fitri Andayani, 2014

2.1.3.1 Kombinasi Dua Sekuritas Yang Beresiko :Short Sales Tidak

Diperkenankan ... Error! Bookmark not defined.

2.1.3.2 Permukaan Yang Efisien Apabila Short Sales Diperkenankan ... Error! Bookmark not defined.

2.1.4 Portofolio dan Diversifikasi Investasi ... Error! Bookmark not defined.

2.1.5 Metode Pemilihan Investasi ... Error! Bookmark not defined.

2.1.6 Capital Asset Pricing Model (CAPM) ... Error! Bookmark not defined.

2.1.6.1 Pengertian CAPM ... Error! Bookmark not defined.

2.1.6.2 Asumsi-Asumsi Yang Digunakan Dalam CAPM ... Error! Bookmark not defined.

2.1.6.3 Formulasi Model CAPM ... Error! Bookmark not defined.

2.1.7 Lembaga Pasar Modal ... Error! Bookmark not defined.

2.1.8 Pasar Modal ... Error! Bookmark not defined.

2.1.8.1 Pengertian Pasar Modal ... Error! Bookmark not defined.

2.1.8.2 Tujuan dan Manfaat Pasar Modal ... Error! Bookmark not defined.

2.1.8.3 Instrumen Di Pasar Modal ... Error! Bookmark not defined.

2.1.8.4 Jenis Pasar Modal ... Error! Bookmark not defined.

2.1.9 Indeks Pasar Modal ... Error! Bookmark not defined.

2.1.10 Indeks LQ45 ... Error! Bookmark not defined.

2.1.11 Hubungan CAPM dengan Keputusan Investasi. Error! Bookmark not defined.

2.2 Penelitian Terdahulu ... Error! Bookmark not defined.

2.3 Kerangka Pemikiran ... Error! Bookmark not defined.

BAB III METODE PENELITIAN ... Error! Bookmark not defined.

3.1 Objek Penelitian ... Error! Bookmark not defined.

3.2 Metode dan Desain Penelitian ... Error! Bookmark not defined.

3.2.1 Metode Penelitian ... Error! Bookmark not defined.

3.2.2 Desain Penelitian ... Error! Bookmark not defined.

3.3 Operasional Variabel ... Error! Bookmark not defined.

3.4 Jenis, Sumber dan Teknik Pengambilan Data ... Error! Bookmark not defined.

3.4.1 Jenis dan Sumber ... Error! Bookmark not defined.

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viii Fitri Andayani, 2014

3.5 Populasi, Sampel dan Teknik Penarikan Data ... Error! Bookmark not defined.

3.5.1 Populasi ... Error! Bookmark not defined.

3.5.2 Sampel ... Error! Bookmark not defined.

3.6 Rancangan Analisis Data dan Uji Hipotesis ... Error! Bookmark not defined.

3.6.1 Pengelolaan dan Analisis Data ... Error! Bookmark not defined.

3.6.2 Analisis Deskriptif ... Error! Bookmark not defined.

BAB IV HASIL PENELITIAN DAN PEMBAHASAN ... Error! Bookmark not defined.

4.1 Hasil Penelitian ... Error! Bookmark not defined.

4.1.1 Gambaran Perusahaan LQ45 ... Error! Bookmark not defined.

4.1.2 Gambaran Pembentukan Beta (β) Metode Capital Asset Pricing Model

(CAPM) Pada Perusahaan di LQ45 ... Error! Bookmark not defined.

4.1.2.1 Tingkat Pengembalian Saham Individual (Ri) ... Error! Bookmark not defined.

4.1.2.2 Tingkat Pengembalian Bebas Risiko (Rf) .... Error! Bookmark not defined.

4.1.2.3 Tingkat Pengembalian Pasar (Rm)... Error! Bookmark not defined.

4.1.3 Risiko Sistematis (Beta) ... Error! Bookmark not defined.

4.1.4 Tingkat Pengembalian Yang Diharapkan [E(Ri)]Error! Bookmark not defined.

4.1.5 Penggambaran Security Market Line (SML) ... Error! Bookmark not defined.

4.1.6 Klasifikasi Investasi Saham... Error! Bookmark not defined.

4.1.6.1Klasifikasi Investasi Saham Per Tahun Perusahaan LQ45 Periode 2009-2013 ... Error! Bookmark not defined.

4.1.6.2 Klasifikasi Investasi Saham Per Rata-Rata 24 Perusahaan LQ45 Pada Periode 2009-2013... Error! Bookmark not defined.

4.1.7Keputusan Investasi Berdasarkan Klasifikasi Undervalued dan Overvalued

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4.1.7.1 Keputusan Investasi Saham Berdasarkan Klasifikasi Undervalued dan Overvalued Per Tahun Pada 24 Perusahaan LQ45 Periode 2009-2013 ... Error! Bookmark not defined.

4.1.7.2 Keputusan Investasi Berdasarkan Klasifikasi Undervalued dan Overvalued Per Rata-Rata 24 Perusahaan LQ45 Periode 2009-2013 ... Error! Bookmark not defined.