A MASTER'S THESIS AT THE UNIVERSITY OF BASRAH DISCUSSES THE PREDICTION OF STOCK RETURNS USING BOTH THE CAPITAL ASSETS PRICING MODEL AND THE WEIGHTED PRICING THEORY

A MASTER'S THESIS AT THE UNIVERSITY OF BASRAH DISCUSSES THE PREDICTION OF STOCK RETURNS USING BOTH THE CAPITAL ASSETS PRICING MODEL AND THE WEIGHTED PRICING THEORY:
On Sunday 18/6/2023 the College of Administration and Economics at the University of Basrah discussed a master's thesis in the Department of Banking and Financial Sciences entitled (Prediction stock returns using both the capital asset pricing model and the weighted pricing theory) - an analytical study of a sample of commercial banks listed in the Iraq Stock Exchange For the period (2012-2020).
The researcher's thesis (Zahra Abd al-Nabi Hussein) aimed to test the ability of both the CAPM model and the APT theory to predict the return on the share, through comparison with the actual return, to find out which of the two models is more accurate.
The thesis concluded that there is a discrepancy or difference in the required rate of return calculated according to both the CAPM model and the APT theory, as well as with the actual return.