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An analysis of the relationship between expected return using capital asset pricing model and actual return on stocks in the banking and finance industry listed on the Jakarta stock exchange

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An analysis of the relationship between expected return using capital asset pricing model and actual return on stocks in the banking and finance industry listed on the Jakarta Stock Exchange strives to provide the investors with a basis before investing money. Previous studies with mixed results in various countries encourage the author to do similar researches in Jakarta Stock Exchange. The thesis tries to measure the correlation between expected return using capital asset pricing model and actual return and the validity of the correlation. This thesis also tries to identify whether such correlation is valid in regards to future outcomes. The result shows that there is correlation between expected return and actual return. However, it is not valid to show future outcomes using actual return as a data. Thus, capital asset pricing model could not be used as a basis for investors to invest money in Jakarta Stock Exchange especially in banking and finance industry.

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Availability

B01250

(wh)

Available

Detail Information

Series Title

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Call Number

1250

Publisher

: Swiss German University., 2012

Collation

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Language

English

ISBN/ISSN

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Classification

NONE

Content Type

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Media Type

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Carrier Type

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Edition

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Subject(s)

Acctg

Specific Detail Info

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Statement of Responsibility

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Other version/related

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