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This document discusses using Arbitrage Pricing Theory (APT) to analyze returns on sharia stocks. APT uses macroeconomic variables as factors influencing stock returns. The study aims to apply APT to the Jakarta Islamic Index (JII) using inflation, exchange rate, and interest rate as determinants of sharia stock returns. Multiple linear regression was conducted on 11 sharia stocks in the JII from 2009 to 2014. The results found that only interest rate significantly influenced sharia stock returns, while inf

Author

Kania Nastiti Krisnandya

Language

EN