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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 Abrista Devi Adnania, Siti Zaenab Alya Hasanah Kurniawati Amelia indriyanti Rusmaniar Amelia, Tia Amir Tengku Ramly Andini Fajriani Andini Novia Wulandari Anggraeni, Deti Aprillia Purwanti Ardianto Pangestu 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 Dalva Wahdatul Rizkiyah Dedi Supriadi Dedi Supriadi Denia Maulani Denia Maulani Desmy Riani Desti Nurrahmawati Dewi Megawati Diah Yudhawati Dini Anggraini, Dini Ecin Kuraesin Elsya Azkiyathul Fangiziah Endin Mujahidin F, M. Rifqiyansyah Fauzan Azhari, Fauzan Finna Octaviani Firdaus, Azis Gilang Febrian Adha Hablinur Alkindi Hannisa Rahmaniar Hasnin Hariansyah, M Hartanti Nugrahaningsih Hasyim Abdillah Hendri Maulana Hendri Tanjung Holisah, Ika Nur Hudri, Abdul Hurriyaturrohman Hurriyaturrohman Husnul Khatimah Husnul Khatimah 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 Madani, Achmad Yusuf Magenta Permata Auradhea Marlina, Asti Marwah Marwah Meliana Kumalasari Meysa Wijaya Kusuma Miranti Miranti Mohammad Jibriel Avessina Mubarok, A. Muhammad Basman Iqbal Muhammad Ihsan Rabbani Muhammad Jamaluddin MUHAMMAD JAMALUDDIN Muhammad Qodri Muhammad Ramadhan Muniroh, Leny Nada Ilmanna Fiah Nasution, Umi Sakinah Neli Paujiah Novita Sari Nur Arifah Nur Richana Nurul Huda Nurul Nurul Popy Novita Pasaribu Prasetyowati, Riris Aishah Prayitno, Danil Dwi Priyanti, Asti Puji Astuti Puspa Eosina Qurroh Ayuniyyah Rachmadi, Deddy Rachmatullaily Tinakartika Rinda Rahma, Alya Rahmat Rosyadi, Abdu Rasiman Rasiman Rasiman Rasiman Ratu Andhita Trihadiyanti Renea Shina Aminda Renea Shinta Aminda Ribowo, Sugeng Rifki Zainaldi Rika Susilawati Rimun Wibowo Risma Khairunnisa Rivai, Novan Mushaf Riviega Rosihan Riyadh, Muhammad Sofwan Ruslaini Sa'diah, Maemunah Safitri, Lestari Saidah, Latifatus Saidah, Rina Sari, Anggi Novita Sari, Hasna`u Mayang Setiani, Yuli Caturi Shalsabila, Mutiara Siti Aisyah Siti Robiah Suartika, Ika Suhendri Suhendri Sukarsih, Cicih Supramono Suryaman, Ahmad Sutoyo, Edi Syahrum Agung Titing Suharti Wardhania, Rani Wibowo , Agung Widi Nurfitriani Yudawati, Diah Yudiana Yuggo Afrianto Yulyawati, Suci Yuni Wulandari Yuningsih, Ayu Yunita, Puteri Eka Yupitasari, Dini Zaafri Ananto Husodo Zaäfri Ananto Husodo Zainaldi, Rifki