CAPM Negatif Ada penurunan harga saham periode Juli - Desem Desember 2017
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Date Adj Close** return saham Adj Close** return ihsg ihsg+1 rm rf
Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 IHSG b
Enter
a. Dependent Variable: Saham
b. All requested variables entered.
Model Summary
ANOVAa
Sum of Mean
Model Squares df Square F Sig.
1 Regression
.010 1 .010 9.373 ,003b
Coefficientsa
Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -.003 .003 -1.150 .253
IHSG 1.737 .568 .266 3.061 .003
a. Dependent Variable: Saham