How accurate is the CAPM approach compared to the Reward Beta for shares of manufacturing and mining companies in Indonesia's LQ45 Index?
This study evaluates the efficacy of the Capital Asset Pricing Model (CAPM) and Beta Reward Model in forecasting stock returns of companies within the manufacturing and mining sectors listed on Indonesia's LQ45 index. Utilizing monthly closing stock prices from January 2010 to December 2019, t...
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| Format: | Article |
| Language: | English |
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Master Program in Economics, Graduate Program of Universitas Jambi
2023-08-01
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| Series: | Jurnal Perspektif Pembiayaan dan Pembangunan Daerah |
| Subjects: | |
| Online Access: | https://mail.online-journal.unja.ac.id/JES/article/view/28904 |