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Widyanti Fitri
Master of Management Program, Postgraduate Program, Universitas Jambi, Indonesia
Economics, Econometrics & Finance

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Rating of LQ-45 stock index performance credibility in Indonesia Stock Exchange Tona Aurora Lubis; Ade Octavia; Widyanti Fitri
Jurnal Perspektif Pembiayaan dan Pembangunan Daerah Vol. 6 No. 5 (2019): Jurnal Perspektif Pembiayaan dan Pembangunan Daerah
Publisher : Program Magister Ilmu Ekonomi Pascasarjana Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (402.165 KB) | DOI: 10.22437/ppd.v6i5.6707

Abstract

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.
Co-Authors Ade Octavia Tona Aurora Lubis