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Nurhayati, Immas
Universitas Ibn Khaldun Bogor
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PERBANDINGAN AKURASI METODE ARBITRAGE PRICING THEORY DAN THREE FACTOR MODEL DALAM MENGESTIMASI RETURN SAHAM: (Studi Pada Perusahaan Sub Sektor Farmasi Yang Listing di BEI Periode Frbruari 2020 – Desember 2022) Nur Arifah; Immas Nurhayati; Renea Shinta Aminda
Cross-border Vol. 6 No. 2 (2023): JULI-DESEMBER
Publisher : Lembaga Penelitian Dan Pengabdian Masyarakat Institut Agama Islam Sultan Muhammad Syafiuddin Sambas Kalimantan Barat

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Abstract

The purpose of this study was to determine the accuracy of the Arbitrage Pricing Theory (APT) and Three Factor Model (TFM) models in estimating stock returns in pharmaceutical sub-sector companies for the period February 2020 – December 2022. The population of this study were all stocks in the pharmaceutical sub-sector for the period February 2020 – December 2022 with a total sample of 9 companies. The selection of data samples in this study was carried out by purposive sampling. Data analysis techniques were carried out using the Normality Test, the Mean Absolute Deviation (MAD) Test, the t-Test: Two-Sample Assuming Equal Variances. The results of research and statistical tests show that the TFM model is more accurate than the APT model because it is shown by the MAD TFM value which is smaller than the MAD APT and there is no significant difference in accuracy between the Arbitrage Pricing Theory (APT) method and the Three Factor Model (TFM). in estimating stock returns for pharmaceutical sub-sector companies listed on the IDX for the period February 2020 – December 2022.
Co-Authors Abdul Azis Abdul Azis Abdul Karim Halim Adnania, Siti Zaenab Alya Hasanah Kurniawati Amelia indriyanti Rusmaniar Amelia Rahmawati Amelia, Tia Amir Tengku Ramly Ananda Serly Nurlita Andini Fajriani Anggraeni, Deti Ari, Silvia Arizal Tursina Atika Atika Ayu, Fitri Senja Puspa Bahagia Bahagia Bahar, Rajip Barhoya, Ahmad Fahmi Berlianto, Anggie Budi Susetyo Budi Susetyo Cholillah, Syifa Cicih Sukarsih Dedi Supriadi Dedi Supriadi Denia Maulani Desti Nurrahmawati Diah Yudhawati Dini Anggraini, Dini Ecin Kuraesin Endin Mujahidin F, M. Rifqiyansyah Fangiziah, Elsya Azkiyathul Fauzan Azhari, Fauzan Finna Octaviani Firdaus, Azis Firdaus, M Azis Hablinur Alkindi Hannisa Rahmaniar Hasnin Hariansyah, M Hasyim Mulya Abdillah Hendri Maulana Hendri Tanjung Holisah, Ika Nur Hudri, Abdul Hurriyaturrohman Hurriyaturrohman Husodo, Zaafri Ananto Imam Supriyadi Indu Purnahayu Indupurnahayu Inka Nandita Listianingrum Irfan Syauqi Beik Irwan Adi Ekaputra Iswandira, Anesti Jani Subakti Kartika Rinda, Rachmatullaily Tina Kayla Suci Dinanty Lestari, Nur Fitriani Putri Lisa Laelatul Amalia Lubis, Vivi Alda Indah Lustiana, Fifi Ulfa M. Hariansyah M. Imam Sundarta Madani, Achmad Yusuf Magenta Permata Auradhea Marlina, Asti Meliana Kumalasari Meysa Wijaya Kusuma Miranti Miranti Mohammad Jibriel Avessina Mubarok, A. Muhammad Jamaluddin MUHAMMAD JAMALUDDIN Muhammad Ramadhan Muniroh, Leny Nada Ilmanna Fiah Nasution, Umi Sakinah Neli Paujiah Ningrum, Almyanti Novita Sari Nur Arifah Nur Richana Nurul Nurul Prasetyowati, Riris Aishah Prayitno, Danil Dwi Priyanti, Asti Puji Astuti Puspa Eosina Rachmadi, Deddy Rachmatullaily Tinakartika Rinda Rahma, Alya Rahmat Rosyadi, Abdu Rakhim, Yudi Rasiman Rasiman Ratu Andhita Trihadiyanti Reggina Firgie Natasya Renea Shina Aminda Renea Shinta Aminda Ribowo, Sugeng Rifki Zainaldi Rika Susilawati Rimun Wibowo Risma Khairunnisa Rivai, Novan Mushaf Riviega Rosihan Riyadh, Muhammad Sofwan Sa'diah, Maemunah Safitri, Lestari Saidah, Latifatus Saidah, Rina Sari, Anggi Novita Sari, Hasna`u Mayang Setiani, Yuli Caturi Shalsabila, Mutiara Siti Aisyah Suartika, Ika Suhendri Suhendri Sukarsih, Cicih Supramono Suryaman, Ahmad Sutoyo, Edi Syahrum Agung Titing Suharti Tjahjo Tri Hartono Wardhania, Rani Wibowo , Agung Yudawati, Diah Yuggo Afrianto Yulyawati, Suci Yuni Wulandari Yuningsih, Ayu Yunita, Puteri Eka Yupitasari, Dini Zaäfri Ananto Husodo Zainaldi, Rifki