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What is APT Analysis for Efficient Stock Grouping about?

This study aims to identify efficient and inefficient stocks using Arbitrage Pricing Theory (APT) to aid investors in making informed decisions. Analyzing 27 Business Indices from 2019-2021, the research found that 9 out of 16 stocks were efficient according to the CAPM model. The methodology involved quantitative analysis of stock prices and macroeconomic variables, with results indicating the importance of understanding APT for effective investment strategies.

Author

sucisayangbunda

Language

EN