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Penerapan metode capital asset pricing model untuk menentukan kelompok saham efisien di bursa efek Indonesia
This research aims to assess and classify the share of an efficient companyby using the method of capital asset pricing model. Based on the CAPM method, an investor can determine the expected return level of securities. This type of research is descriptive quantitative. The data used is secondary data obtained throught share data (share price) company. The population of this research are all shares of campanies listed in Indonesia Stock Exchange (IDX) period 2014-2016. Sampling technique in this research using purposive sampling method, and obtained as many as 45 shares of the campony used as sample research. The result show that in 2014 there are 30 stocks that are efficient, in 2015 there are 37 stocks efficiently, and 2016 there are 31 stock efficiently.
Keywords : CAPM, Expected Return, Return, Risk Efficient Stock.
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