he CAPM and the discovery of a variety of market anomalies provide ample evidence that financial markets are inefficientquot; Is this statement true?...

"The lack of empirical support for the CAPM and the discovery of a variety of market anomalies provide ample evidence that financial markets are inefficient"

Is this statement true? could you comment on this statement and give me some hints about how I can critically analyze this statement, I have no idea about where to start. Thank you so much for your help.