| This study was conducted to compare between value and growth stocks on "go public" stocks at Indonesian Stock Exchange (BEI) in the period 2001 to 2010. The classification of value and growth stocks in this study is done by sorting the 115 company stocks which became the sample based on PE ratios and PBV ratio. Then it sorted by quartile which value stocks are in quartile one (Q1), while growth stocks are in quartile four (Q4). The analysis of this study is using independent sample t test used to determine whether there is a difference between value and growth stock in terms of return, market capitalization, volume / shares, coefficient beta (ß) of stock, stock returns and market capitalization based on the beta coefficient (ß) of stock , as well as return and beta based on market capitalization. The result was obtained that was there are some significant differences between: mean return of value stock and mean return of growth stock on "go public" stocks in the period 2001 - 2010 (sorted by PE ratio) ; mean return of value stock and mean return of growth stock on "go public" stocks for 2002, 2005, 2006, 2007, 2009 and 2010 (sorted by PBV ratio) ; market capitalization of value stocks and market capitalization of growth stocks based on the beta coefficient (ß) shares. While the results of of the other variables are insignificant. |