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Cut Mutia
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Analisis Metode Capital Asset Pricing and Arbitrage Pricing Theory terhadap Investasi Saham Selfiana Dewi; Cut Mutia; T. Aris Nouval; Muammar Khaddafi
Jurnal Rimba Riset Ilmu manajemen Bisnis dan Akuntansi Vol. 3 No. 3 (2025): Agustus : Riset Ilmu Manajemen Bisnis dan Akuntansi
Publisher : Asosiasi Riset Ilmu Manajemen Kewirausahaan dan Bisnis Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61132/rimba.v3i3.2048

Abstract

This study aims to compare the effectiveness of the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) in predicting stock returns through a literature review of 30 relevant studies. The findings show that CAPM, which relies solely on market risk, is more frequently proven accurate (18 studies) compared to APT (6 studies), while the remaining studies found no significant difference. Financial behavior also plays an important role in enhancing the accuracy of both models. Overall, CAPM is more effective in stable market conditions, while APT is more suitable in complex economic environments. Model selection should be based on market conditions and investor needs.
Co-Authors Ali Muryati Cut Zahri Harun Dori Gusti Alex Candra Elisma Fauziah Fauziah Fitra Yuda Fitri, Zahwa Syuhada Iko Imelda Arisa Maharini, Indri Meiditra, Irzon Muammar Khaddafi Nasir Usman Nurfadillah Nurfadillah Perita Wati S R.A. Talitha Nabila Sakhi Rayyan Firdaus Rismawati Selfiana Dewi Sofyatuddin Karina Sri Agustina T. Aris Nouval Yulia Sari, Ersa