Analisis Portofolio Menggunakan Capital Asset Pricing Model (Capm) Untuk Penetapan Kelompok Saham-saham Efisien (Studi Pada Seluruh Saham Perusahaan Yang Terdaftar Di Bursa Efek Indonesia Tahun 2010-2012)

The objective of research is to explain the analysis against the performance of stocks of the companies listed in Indonesia Stock Exchange based on their return and risk, and to explain the analysis of the determination of efficient stock group based on Capital Asset Pricing Model (CAPM) over the stocks of the companies listed in Indonesia Stock Exchange for portfolio establishment in period 2010-2012. The USAge of Capital Asset Pricing Model (CAPM) in this research is that CAPM method can explain and giving the precise prediction about the balance between systematic risk level and the expected return of the investor on an asset. This research type is descriptive with quantitative approach. The population in this research is the whole companies stock which listed in Indonesia Stock Exchange in period 2010-2012. The sample used in this research is 18 stocks, while the method used in determinating the sample is purposive sampling method. It is then concluded there are 12 companies which its stock is classified as efficient and there are 6 companies with inefficient stock