scholarly journals Application of Capital Asset Pricing Model Based on the Security Market Line

2012 ◽  
Vol 5 (1) ◽  
pp. 17
Author(s):  
Ritika Sinha
Keyword(s):  
Asset Pricing ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Security Market ◽  
Pricing Model ◽  
Capital Asset ◽  
Asset Pricing Model ◽  
Model Based

scholarly journals THE IMPORTANCE OF INVESTMENT DECISIONS USING CAPITAL ASSET PRICING MODEL (CAPM) IN STOCK SECTOR TELECOMMUNICATION

2020 ◽  
Vol 18 (3) ◽  
pp. 387
Author(s):  
Pristiwantiyasih Pristiwantiyasih ◽  
Mochammad Ardi Setyawan
Keyword(s):  
Asset Pricing ◽  
Stock Returns ◽  
Stock Exchange ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Security Market ◽  
Pricing Model ◽  
Capital Asset ◽  
Asset Pricing Model ◽  
Telecommunications Sector

The purpose of this study is to analyze the overall performance of company shares in the telecommunications sector based on stock returns and risks, and determine the grouping and valuation of shares that are efficient and inefficient based on the Capital Asset Pricing Model (CAPM) method for companies in the telecommunications sector that listed on the Indonesia Stock Exchange (IDX) for the period 2015-2018. From the 4 shares of the research sample company, there were 3 shares that were considered efficient (undervalued). An undervalued stock is a stock that has an individual Return (Ri) greater than the expected rate of return [E (Ri)] and is above the Security Market Line (SML).

scholarly journals Empirical Validity of CAPM through Security Market Line and Non Linearity Tests: Indian Experience

2013 ◽  
Vol 1 (2) ◽  
pp. 236-244
Author(s):  
Lazar D ◽  
Yaseer K M
Keyword(s):  
Asset Pricing ◽  
Capital Market ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Security Market ◽  
Pricing Model ◽  
Capital Asset ◽  
Empirical Validity ◽  
Asset Pricing Model ◽  
Indian Experience

Capital Asset Pricing Model (CAPM) is one of the important talk factors in finance and it has been widely discussed and tested in different capital markets throughout the world.This study examines the validity of capital asset pricing model in Indian Capital Market by using the data of 70 companies listed in BSE 100 index The study used Black, Jensen and Scholes (1972) methodology and Fama Macbeth methodology (1973) to test the empirical validity of the model. The results showed linear relationship between beta and return, and also it showed weakness in explaining the various assumptions of CAPM.

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