Calculating Expected Stock Return Using Arbitrage Pricing Theory Model and Analyzing Independent Variables That Affect Stock Expected Return (Analysis Conducted on Kompas100 Stock Issuers For The Period 2020 – 2022)
نویسندگان
چکیده
This study aims to determine which variabel independent (IHSG, USD exchange, money supply (M2), and inflation) that has the most influence of expected returns using Arbitrage Pricing Theory Model for selected stock issuers from KOMPAS100 Index period 2020 – 2022. The population in this are all registered as members 2022 a purposive sampling technique obtain 57 Data on who is taken doktorsaham.com website. monthly price data JCI Investing.com Monthly inflation - BI.go.id amount circulation exchange rate satudata.kemendag.go.id used calculate return sample Microsoft Excel application. JASP application test hypothesis Linear Regression.
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ژورنال
عنوان ژورنال: Journal Research of Social Science, Economics, and Management
سال: 2023
ISSN: ['2807-6311', '2807-6494']
DOI: https://doi.org/10.59141/jrssem.v2i09.432