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Pricing Model
KADEK ARY WIDYAWATI
1806249333
10 Saham dengan Kinerja Terbaik Tahun 2018
Grafik Pergerakan Harga 4 Saham VS IHSG
30000
25000
20000
15000
10000
5000
0
-0.05 -0.04 -0.03 -0.02 -0.01 0 0.01 0.02 0.03
-0.15
y = 0,7077x + 0,0003
-0.2 R² = 0,0447
-0.25
CAPM PGAS
Regresion Beta PGAS 1,488862
Daily Market Return 0,032%
Annual Market Return (Rm) 12,42%
Risk Free Rate (Rf) 4,87%
Regresi HPR PGAS VS HPR IHSG
Cost of Equity = Rf + β*(Rm – Rf) 16,11% 0.25
0.2
y = 1,4889x - 0,0012
R² = 0,1441 0.15
0.1
Beta PGAS Reuters 1,88
0.05
-0.1
-0.15
-0.2
-0.25
CAPM BBCA
Regresion Beta BBCA 0,850794
Daily Market Return 0,032%
Annual Market Return (Rm) 12,42%
Risk Free Rate (Rf) 4,87%
Cost of Equity = Rf + β*(Rm – Rf) 11,29%
0
-0.05 -0.04 -0.03 -0.02 -0.01 0 0.01 0.02 0.03
-0.02
-0.04
-0.06
CAPM ICBP
Regresion Beta ICBP 0,862893
Daily Market Return 0,032%
Annual Market Return (Rm) 12,42%
Risk Free Rate (Rf) 4,87%
Cost of Equity = Rf + β*(Rm – Rf) 11,38% Regresi HPR ICBP VS HPR IHSG
0.08
0.06
y = 0,8629x - 4E-05
Beta ICBP Reuters 1,17 R² = 0,2334 0.04
0
-0.05 -0.04 -0.03 -0.02 -0.01 0 0.01 0.02 0.03
-0.02
-0.04
-0.06
-0.08
Summary CAPM dari 4 Saham