ANALISIS HARGA SAHAM, UKURAN PERUSAHAAN, DAN RISIKO TERHADAP RETURiV YANG DIHARAPKAN INVESTOR PADA PERUSAHAAN-PERUSAHAAN SAHAM AKTIF

Yunia Panjaitan, Oky Dewinta, Sri Desinta K

Abstract


This study examines whether the actual return of the 50's most active stocks at BEJ the
same as the investors's expected return, and how did the market price, firm size as well as risk
effect investors's expected retarn. We use paired sample T-test to analyze the significancy
between fair market price, actual return, expected return, and multiple linear regression to
analyze the effect of independent variables towards investors's expected return. The study found
that market price of the active stocks at BEJ did not reflect their fair market price. There are
differences between expected return and actual return. This study has also shown that only the
risk have a sign~ficant effect on the investors's expected return, while others independent
variables - market price, overvalued/undewalued stocks, and firm size - have no significant
tfkct.
Key words : Market Price, Fair Market Price, Risk, Firm Size, Actual Return, and Expected
Return

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