Analisis Perbandingan Capital Asset Pricing Model Dan Arbitrage Pricing Theory dalam Memprediksi Return Saham pada Perusahaan Telekomunikasi Periode 2016-2018 | Zendy

Tri Wahyuni | Zendy; Eni Kaharti | Zendy

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Analisis Perbandingan Capital Asset Pricing Model Dan Arbitrage Pricing Theory dalam Memprediksi Return Saham pada Perusahaan Telekomunikasi Periode 2016-2018

Author(s) -

Tri Wahyuni,

Eni Kaharti

Publication year - 2020

Publication title -

jurnal ilmiah mahasiswa manajemen bisnis dan akuntansi (jimmba)

Language(s) - English

Resource type - Journals

ISSN - 2721-2777

DOI - 10.32639/jimmba.v2i5.650

Subject(s) - capital asset pricing model , stock exchange , arbitrage pricing theory , consumption based capital asset pricing model , econometrics , rational pricing , economics , business , financial economics , finance

Article History: Received: September 16th 2020 Accepted: October 16th 2020 Published: October 22th 2020 This research aims to determine the influence of each model of balance used for determining the return of shares measured by CAPM and APT in telecommunications sector companies listed on the Indonesia Stock Exchange period 2016-2018. The data collection method uses purposive sampling. The population used in this research is the stock price on telecommunication telecommunications sectors listed on the Indonesia Stock Exchange. The purpose of this research is to compare the accuracy of Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) in estimating the return of telecommunication stock return. From the results of the Median Absolute Deviation (MAD) value has a small difference. Based on the results of Independent Sample T-Test can be concluded that there is no significant difference between CAPM and APT method in predicting the return of telecommunications stocks return.

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