ESTD PERPUSTAKAAN UNTAD
ESTD PERPUSTAKAAN UNTAD
| JudulUJI EFISIENSI PASAR MODAL PADA BENTUK LEMAH DENGAN MENGGUNAKAN RUN-TEST PADA PERUSAHAAN MAKANAN DAN MINUMAN DI BURSA EFEK INDONESIA (BEI) LQ-45 |
| Nama: HARAHAP |
| Tahun: 2020 |
| Abstrak ABSTRACT HARAHAP, Reg.Num.C 201 13 282. "EFFICIENCY TEST OF CAPITAL MARKET IN WEAK FORM USING RUN-TEST AT FOOD AND BEVERAGE COMPANIES IN INDONESIA STOCK EXCHANGE (BEI) LQ-45 FOR 2014-2018 PERIOD" (It is under the supervison of Muhammad Yunus Kasim). This research aims to determine to determine stock prices, capital markets and stock returns that are already efficient in the food and beverage sub-sector listed on the LQ-45 Indonesia Stock Exchange (BEI) period 2014-2018. The research was descriptive with quantitative approach and used as a secondary data sources. The data were gathered using non-participant observation method. The statistical method used was the run test, auto correlation test and correlation test with the SPSS for Windows Version 16.0 program. Based on the test results using the correlation test with stock return data of the nine Food and Beverage companies for the 2014-2018 period, only PT. Mayora Indah, Tbk, PT. Sekar Bumi, Tbk, PT. Siantar Top, Tbk and PT. Ultra Jaya Industry and Trading Company, Tbk whose stock returns period t and t-1 have relationship, while based on the test results using the auto correlation test with stock return data of the nine Food and Beverage companies for the 2014-2018 period 2014-2018, only PT. Wilmar Cahaya Indonesia, Tbk and PT. Siantar Top, Tbk has a negative autocorrelation between the company's stock price in period t and period t-1. Based on the test results using a run test with stock return data of the nine Food and Beverage companies for the 2014-2018 period, only PT. Sekar Bumi, Tbk, whose stock returns are not randomly. Keywords: Efficiency, Capital Market and Run-Test |