Abstract :
This research check about comparison of beta before and after the
obligation issued publication. The target of this research is to know there is
difference of beta before and after the obligation issued publication. Sum up
sampel in this research as much 12 company enlisted in Indonesia Stock
Exchange and publish obligation period of year 2005 up to year 2008. Data
obtained from Indonesia Stock Exchange.
Method used in this research is CAPM model ( Capital of Asset of Profit
Margin) to calculating beta and technique analyse data using test two sampel
wilcoxon model. Pursuant to result of examination conclusion that not there are
difference of beta before and hereafter the obligation publication.