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ANALISIS PERBANDINGAN METODE CAPITAL ASSETS PRICING MODEL (CAPM) DAN ARBITRAGE PRICING THEORY (APT) DALAM MEMPREDIKSI RETURN SAHAM PADA INDEKS LQ-45 DAN INDEKS KOMPAS100 PERIODE 2020-2021.

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The purpose of this study is to find out and analyze the CAPM method or the APT method which is better in calculating stock returns on the LQ-45 Index and the Kompas100 Index for the period 2020 to 2021. The population of this study is all companies listed on the LQ-45 Index and the Kompas100 Index in from 2020 to 2021 with a selected sample of 39 companies for the LQ-45 index and 79 companies for the Kompas100 index. The selection of data samples in this study was carried out by purposive sampling. The data analysis technique was carried out using the normality test. The result of this study is that there is a significant in accuracy between the Capital Assets Pricing Model (CAPM) method and the Arbitrage Pricing Theory (APT) method in predicting stock returns on the LQ-45 Index and the Kompas100 Index, as evidenced by the results of the paired t-test analysis using SPSS22 obtained a significance value of 0.000

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Inventory Code Barcode Call Number Location Status
2307000374T89469T894692023Central Library (Referens)Available
Detail Information
Series Title
-
Call Number
T894692023
Publisher
Indralaya : Prodi Manajemen, Fakultas Ekonomi Universitas Sriwijaya.,
Collation
xv, 67 hlm.; ilus.; 29 cm
Language
Indonesia
ISBN/ISSN
-
Classification
658.150 7
Content Type
Text
Media Type
-
Carrier Type
-
Edition
-
Subject(s)
Prodi Manajemen, Manajemen Keuangan
Specific Detail Info
-
Statement of Responsibility
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