CD Skripsi

Analisis Perbandingan Keakuratan Capital Asset Pricing Model (Capm) Dan Arbitrage Pricing Theory (Apt) Dalam Memprediksi Tingkat Return Saham Lq-45 Di Bei (Periode 2010-2013)

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There are two models that can be used by invesor to predict stock returns and is still a debate about the financial management experts for accuracy in predicting stock returns , the Capital Asset Pricing Model ( CAPM ) and the Arbitrage Pricing Theory ( APT ) . This study describes the comparison of the accuracy of the model Capital Asset Pricing Model ( CAPM ) and the Arbitrage Pricing Theory ( APT ) in predicting stock return LQ - 45 in Indonesia Stock Exchange .
The population of this research is all monthly stock returns companies LQ - 45 has go - public in Indonesia Stock Exchange . The sample used in this study is the monthly stock returns 25 LQ - 45 2010-2013 . The accuracy of the model Capital Asset Pricing Model ( CAPM ) and the Arbitrage Pricing Model Theory ( APT ) is measured by the Mean Absolute Deviation ( MAD ) , while the Student t test was used to compare the accuracy of the model of CAPM and APT models.
The results of this study indicate that : There is no significant difference between the accuracy of the Capital Asset Pricing Model ( CAPM ) with the Arbitrage Pricing Theory ( APT ) in predicting stock return LQ - 45 . This is evident from the MAD value dihasilakan models Capital Asset Pricing Model ( CAPM ) there is no significant difference with the model Arbitrage Pricing Theory ( APT ).
Keywords : Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), LQ - 45.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

02 02. 115 (0323)

Penerbit

Pekanbaru : Universitas Riau - Fakultas Ekonomi - Manajemen., 2015

Deskripsi Fisik

ix, 91 hlm.:ill.; 29 cm

Bahasa

ISBN/ISSN

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Klasifikasi

02 02. 115 (0323)

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

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Info Detail Spesifik

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Pernyataan Tanggungjawab

DAUS

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