Analisis Metode Capital Asset Pricing Model Dalam Upaya Pengambilan Keputusan Terhadap Investasi Saham (Studi Pada Saham-saham Perusahaan Sektor Properti Dan Real Estate Di Bursa Efek Indonesia (Bei) Periode 2010 – 2012)

The research was motivated by the development of the business world, where companies rely heavily on investment. Before investing, stock investment in this case, it is necessary to consider the possibilities that will be faced by investors. One method used to assess investment decisions is the CAPM (Capital Asset Pricing Model). This study aims to analyze the CAPM method related to stock investment decisions. Types of research used in this research is descriptive research with quantitative approach. The sample collected is 19 companies of property and real estate sector. Results of the analysis has been carried out, shows that the average individual stock return () sample of 19 companies is greater than the average market return (). While the average risk of 19 shares of companies in the study sample were 1 (β> 1). And the average interest rate of Bank Indonesia, which is at 0.52%, which is the risk-free rate (). Furthermore, by using the method of analysis Capital Asset Pricing Model (CAPM), the results obtained from the estimation that 14 shares of stock classified as undervalued stocks, while 5 stocks classified as overvalued stocks