PERBANDINGAN KEAKURATAN MODEL CAPM DAN APT DALAM MEMPREDIKSI RETURN SAHAM PADA INDEKS SRI KEHATI
Total View This Week0

Institusion

Universitas Katolik Musi Charitas

Author

Chandra, Jerry

Subject

H Social Sciences (General) 

Datestamp

2022-04-07 09:16:08 

Abstract :
This study aimed to examine the accuracy of the results of the calculation of stock returns on SRI- KEHATI stock indexes using test model Capital Asset Pricing Model ( CAPM ) and the Arbitrage Pricing Theory ( APT ) . The population in this study is a company belonging to the SRI - KEHATI index during the period 2009 - 2014 respectively . Determination of samples was done by using purposive sampling , and obtained a sample of 14 companies . Data were taken to test the accuracy of the calculation of the model of CAPM and APT models is the daily stock price data , interset rate return, IHSG return, and the interest rate of Bank Indonesia . The data is processed and tested with SPSS . Results from this study show that ( 1 ) there are differences in the calculation of the stock return calculation results of the two models but not significantly , and ( 2 ) the CAPM model is more accurate than APT model in predicting stock returns that are listed on stock index SRI - KEHATI . Keywords : CAPM, APT, return IHSG, Kurs return, the interest rate of Bank Indonesia, SRI-KEHATI index 

File :
EA-2016-111482-Cover.pdf
EA-2016-111482-Abstract.pdf
EA-2016-111482-Complete.pdf
EA-2016-111482-Summary_id.pdf
EA-2016-111482-Tabelofcontent.pdf
EA-2016-111482-Chapter1.pdf
EA-2016-111482-Chapter2.pdf
EA-2016-111482-Chapter3.pdf
EA-2016-111482-Chapter4.pdf
EA-2016-111482-Conclusion.pdf
EA-2016-111482-Reference.pdf
EA-2016-111482-Attachment.pdf