PENGAMATAN TERHADAP RISK DAN RETURN SAHAM YANG MASUK DALAM LQ-45 DI BURSA EFEK INDONESIA PERIODE 2011-2014

Abstract

ABSTRACTThe aims of this research is to observe the risks and returns on these stocks. It is given that stocks in LQ-45 are stocks with high levels of liquidity and high market capitalization. These shares are also included seed stocks with certain criteria were evaluated every 6 months. These stocks are classified in the class of blue chip stocks and nonblue chips. Sample in this study are the stocks that include on six evaluation periods during the study period. The sampling technique used is Purposive sampling obtained by 29 companies, and 10 companies, including blue chip category and 19 companies categorized as non-blue chips. The results showed that: 1) it turns out shares belonging to the category of blue chip provides higher returns than the stocks included in the non blue-chip, 2) shares of blue chip provides a higher risk compared with stocks which included nonblue chip category.