(Writers, Dian Novita/06 48 025), Risk Analysis and Optimal Stock Returns Using The Approach Of Capital Assets Pricing Models (CAPM), (First Counselor: Nasir, Second Counselor: Rastina).

Return is the profits that will be obtain from the investment, where it can be classified into realization return and expectation return. The return rate used in this research is expectation return, because in investment the acceptable return in the future is valued more. Risk is the deviation between the expectance return and the obtain return.
This study aims to determine risk and stock return BEI 2006-2009.
The results showed that the level of expected return (expected return) of any shares following the magnitude of risk to be faced.
Based on research results, it is recommended to investors who wish to invest by buying shares should be careful before making investment decisions. For this decision to sell or buy stocks investors should have a basic valuation to make a decision. One that can be done by investors by applying the CAPM approach to assess risk and stock return.