Analisis Capital Asset Pricing Model (CAPM) Danarbitrage Pricing Theory (APT) Untuk Memprediksi Tingkat Return Saham (Studi Pada Saham Yang Terdaftar Di Jakarta Islamic Index Tahun 2017 - 2021)

Prasasti, Ajeng and , Muhammad Sholahuddin, S.E. M.Si. (2022) Analisis Capital Asset Pricing Model (CAPM) Danarbitrage Pricing Theory (APT) Untuk Memprediksi Tingkat Return Saham (Studi Pada Saham Yang Terdaftar Di Jakarta Islamic Index Tahun 2017 - 2021). Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This study aims to determine the effect of risk free returns, market returns, inflation, currency exchange rates and the money supply, the CAPM or APT model which is more accurate in analyzing stock returns and differences in accuracy between the CAPM and APT models in predicting stock returns. This type of research is quantitative research. This research was conducted on companies listed on the Jakarta Islamic Index for the period 2017 – 2021. The sampling method used was purposive in addition to the method by obtaining 12 companies that met the criteria as samples. The results of data analysis show that: risk free returns, market returns, inflation, currency exchange rates and the money supply partially affect stock returns, and CAPM is more accurate than APT but in this study there is no significant difference between the two methods CAPM and APT.

Item Type:	Thesis (Skripsi)
Uncontrolled Keywords:	CAPM, APT, return asset, market return
Subjects:	H Social Sciences > HB Economic Theory H Social Sciences > HD Industries. Land use. Labor > HD28 Management
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	AJENG PRASASTI
Date Deposited:	27 Jul 2022 04:17
Last Modified:	27 Jul 2022 04:24
URI:	http://eprints.ums.ac.id/id/eprint/102003

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