PT Bank Mandiri (Persero) Tbk (BMRI) merupakan bank nasional terbesar di Indonesia dari sisi aset. Harga saham BMRI mencatat imbal hasil diatas rata-rata Indeks harga Saham Gabungan (II-ISG), dan bahkan saham-saham sektor keuangan. Penelitian ini meneliti kinerja BMRI saat ini menggunakan CAMELS serta meneliti volatilitas pada harga saham BMRI.
Hasil penelitian menunjukkan kondisi BMRI saat ini merupakan bank yang tergolong baik dan mampu mengatasi pengaruh negatif kondisi perekonomian dan industri keuangan namun bank masih memiliki kelemahan-kelemahan minor yang dapat segera diatasi oleh tindakan rutin. Sedangkan mengenai volatilitas terhadap imbal hasil 'saham harian, diketahui bahwa terdapat persistensi yang cukup tinggi.
PT Bank Mandiri (Persero) Tbk (BMRI) is the largest national bank in Indonesia by assets. BMRI share price recorded a yield above the average Composite Stock Price Index (JCI), and even the financial sector stocks. This study examines the performance BMRI currently using CAMELS and investigate the existence of volatility spillover in the stock price showed.
The result is, the condition is now bank that is fair and able to overcome the negative effect of economic conditions and the financial industry, but the bank still has minor flaws that can be immediately handled by routine measures. While on the volatility of daily stock retums, it is known that there is high enough persistence
