RESIKO SISTEMATIS DAN TINGKAT KEUNTUNGAN SAHAM DI PASAR MODAL

Abstract

Capital Market is one of effective tools in fastening the reconstruction of a state.It is caused
by capital market is a conscription of a long range fund from society to be distributied to the
productive sector. A capitalist that will invest fund in capital market, must take a consideration
berween the risk and the adventage that is expected from the investment.
While the purpose of this research are to know how big the systematic risk and profit level
that is expectsd, to know the correlation between the systematic risk and the profit level that is
expected.From the result we are able to significant relationship between systematic risk and the
profit level. It shows that the bigger systematic risk the bigger also to the profit level. Vice verse. By
forming portofolio namely combination of high stock systematic risk () and low stock systematic risk
(). This combined is expected to form the efficient portofolio.