Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)

We know that in this fluctuate market, those investors must have analysis about the possibility of stock's price. One of those analysis can be done by knowing earning which is reported in annual financial report. This research aim to prove there is a connection between earning betas and stoc...

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Main Authors:	, ATISOMYA NARESWARI, , Prof. Marwan Asri, M.B.A., Ph.D.
Format:	Theses and Dissertations NonPeerReviewed
Published:	[Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:	ETD
Online Access:	https://repository.ugm.ac.id/120077/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=60085
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Institution:	Universitas Gadjah Mada

id	id-ugm-repo.120077
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spelling	id-ugm-repo.1200772016-03-04T08:24:48Z https://repository.ugm.ac.id/120077/ Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011) , ATISOMYA NARESWARI , Prof. Marwan Asri, M.B.A., Ph.D. ETD We know that in this fluctuate market, those investors must have analysis about the possibility of stock's price. One of those analysis can be done by knowing earning which is reported in annual financial report. This research aim to prove there is a connection between earning betas and stock return at company which belongs to Indonesia stock market. In thisresearch, we use a sample companies from Kompas100 index since August 2012 toJanuary 2013. From those samples, we can acquire annually index return, stock's price and earning per share for each company at four years period. The resultof this research shows that there is a connection between earning betas and stock return from those companies. Whereas result from the T test shows that bullish earning betas means a negative connection between those two, and bearish earning betas means a positive connection between those two. Those condition indicates that the investors had to have premiums when they burden a bigger risk [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , ATISOMYA NARESWARI and , Prof. Marwan Asri, M.B.A., Ph.D. (2013) Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011). UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=60085
institution	Universitas Gadjah Mada
building	UGM Library
country	Indonesia
collection	Repository Civitas UGM
topic	ETD
spellingShingle	ETD , ATISOMYA NARESWARI , Prof. Marwan Asri, M.B.A., Ph.D. Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)
description	We know that in this fluctuate market, those investors must have analysis about the possibility of stock's price. One of those analysis can be done by knowing earning which is reported in annual financial report. This research aim to prove there is a connection between earning betas and stock return at company which belongs to Indonesia stock market. In thisresearch, we use a sample companies from Kompas100 index since August 2012 toJanuary 2013. From those samples, we can acquire annually index return, stock's price and earning per share for each company at four years period. The resultof this research shows that there is a connection between earning betas and stock return from those companies. Whereas result from the T test shows that bullish earning betas means a negative connection between those two, and bearish earning betas means a positive connection between those two. Those condition indicates that the investors had to have premiums when they burden a bigger risk
format	Theses and Dissertations NonPeerReviewed
author	, ATISOMYA NARESWARI , Prof. Marwan Asri, M.B.A., Ph.D.
author_facet	, ATISOMYA NARESWARI , Prof. Marwan Asri, M.B.A., Ph.D.
author_sort	, ATISOMYA NARESWARI
title	Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)
title_short	Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)
title_full	Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)
title_fullStr	Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)
title_full_unstemmed	Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)
title_sort	hubungan risk-return sekuritas pada kondisi pasar bullish dan bearish dengan menggunakan analisis beta earning (studi pada perusahaan yang terdaftar pada bursa efek indonesia tahun 2008-2011)
publisher	[Yogyakarta] : Universitas Gadjah Mada
publishDate	2013
url	https://repository.ugm.ac.id/120077/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=60085
_version_	1681231261390077952

Hubungan Risk-Return Sekuritas pada Kondisi Pasar Bullish dan Bearish Dengan Menggunakan Analisis Beta Earning (Studi pada Perusahaan yang Terdaftar pada Bursa Efek Indonesia Tahun 2008-2011)

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