期刊名称:Jurnal Perspektif Pembiayaan dan Pembangunan Daerah
印刷版ISSN:2338-4603
电子版ISSN:2335-8520
出版年度:2019
卷号:6
期号:5
页码:595-602
DOI:10.22437/ppd.v6i5.6707
语种:Indonesian
出版社:Program Magister Ilmu Ekonomi Fakultas Ekonomi dan Bisnis Universitas Jambi
摘要:This study aims to analyze stock performance credibility using the Capital Asset Pricing Model (CAPM) method, the Arbitrage Pricing Theory (APT) method, the Fama-French Three-Factor Model (FFTFM), and the 2013-2017 LQ-45 Stock Performance rating. The technique used for sampling is purposive sampling. The samples in this study are 23 companies. The results show that the CAPM model is more accurate in stock credibility assessment than the APT model and the FFTFM.