Accuracy of Capital Asset Pricing Model and Arbitrage Pricing Theory in Predicting Stock Return

The process of predicting the stock return is considered main challenge confronting financial analyst and investment decision-maker in particular. objective study aims at testing ability both CAPM model APT theory return. investigated a sample 10 banks listed Iraq Stock Exchange for period (2012-2021). A variety appropriate statistical means tools were employed. results many conclusions including rejection hypotheses acceptance alternative based on analytical results, then there difference required rate calculated according to each as well actual