COMPARISON BETWEEN SELECTED SHARES IN PROPERTY COMPANY AND MINING COMPANY FOR INVESTOR DECISION MAKING IN INVESTMENT ANALYSIS

Abstract

During the study in President University the writer has a passion about capital market. The reason the writer doing this research because the writer wants to know the investment decision to return in shares if investment in Indonesia. The research method using modern portfolio Analysis by Edwin J. Elthon books. The writer using the Capital Asset Pricing Model (CAMP) to determine expected return in a portfolio and using Janssen and Trent method to determine the portfolio performance. The shares in the portfolio are selected shares from the writer standard. From the research the writer finds that expected return is different than the actual return on a portfolio. The risk of portfolio already stated with the beta, so the user can be easily judged with the investor. The risk already calculated to get the expected return on a portfolio. With the regression the investor can be determined how much profit from return on investment. For the future the writer hopes that the investor and company can be better performed. An investor can be better performance with the knowledge from this thesis and company can use this thesis to improve the company performance.