Jurnal Perspektif Pembiayaan dan Pembangunan Daerah
Vol. 6 No. 5 (2019): Jurnal Perspektif Pembiayaan dan Pembangunan Daerah

Rating of LQ-45 stock index performance credibility in Indonesia Stock Exchange

Tona Aurora Lubis (Master of Management Program, Postgraduate Program, Universitas Jambi, Indonesia)
Ade Octavia (Master of Management Program, Postgraduate Program, Universitas Jambi, Indonesia)
Widyanti Fitri (Master of Management Program, Postgraduate Program, Universitas Jambi, Indonesia)

Article Info

Publish Date
02 May 2019

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.

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Journal Info
Jurnal Perspektif Pembiayaan dan Pembangunan Daerah
Website

Abbrev

JES

Publisher

Universitas Jambi

Subject

Economics, Econometrics & Finance

Description

Jurnal Perspektif Pembiayaan dan Pembangunan Daerah (The Journal of Perspectives on Financing and Regional Development) is an open-access, peer-reviewed international forum for scientists involved in research to publish high quality and refereed papers. Jurnal Perspektif Pembiayaan focuses on ...