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Tomy G. Soemapradja
Bina Nusantara University
Economics, Econometrics & Finance

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Simulasi Perdagangan Kontrak Berjangka CPO pada Bursa Malaysia dengan Cyclic Forecasting Periode Januari-Desember 2009 Tomy G. Soemapradja; Billy Utama Suria
Binus Business Review Vol. 2 No. 1 (2011): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v2i1.1117

Abstract

Crude palm oil (CPO) is one commodity that could be consumed and also as one alternative of non- fossil fuel: biodiesel. Since 2006, CPO commodity trade has its significant raise, followed by forward contract trade. The increasing of CPO price in 2006 is the lowest in historic analysis data period 2007-2008. Cyclic forecasting model is used following cycle pattern of twice-a-year, with a combination of Solver function in Ms. Excel that could minimize MSE as 161,02, Beta 0,0688 and intercept in -11,0396. Cyclic forecasting period is supposed to be used along with technical analysis, using stop loss to reduce risk. It needs additional research to adjust confidence level so VaR value is not too high that could fix trading strategy along this research. 
Probabilitas Tingkat Laba Bursa Efek Indonesia Periode 1 Juli 1997 – 1 Juli 2011 Tomy G. Soemapradja
Binus Business Review Vol. 2 No. 2 (2011): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v2i2.1228

Abstract

Capital market investor should considers whether the higher expected return, the more risk should be taken, to minimize speculative decision. The research objectives are measuring and describes the probability distribution of market return of IHSG, in July 1, 1997- July 1, 2011, according to availability of public data provided by Indonesian Stock Exchange (IDX). Classification were made with several considered assumptions, results that the largest probability movements of Indonesian Stock Exchange, represented by IHSG percentage of change, is relatively stable of 89,1%, the cumulative probability of downtrend and market crash is 6.3%, whether the cumulative probability of uptrend and booming is 4,6%. This research results the expected return based on probability distribution is 0.049% per day. Assumed 12% pa of time deposits interest rate or 0.033% per day, it means the market risk premium only 0.17% per day or 6% pa. The Capital market is suitable for risk seeker rather than risk averter or risk normal. But risk averter and risk normal may use other alternative instrument such mutual funds when they want to invest their money into capital market. 
Pengembangan Aplikasi Simulasi Perdagangan Saham dengan Sector Rotation dan Linear Programming Tomy G. Soemapradja; Jerry Marcellinus Logahan; Hengky Ongowarsito
Binus Business Review Vol. 5 No. 1 (2014): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v5i1.1263

Abstract

In strategic development a university will shift from teaching university to research university. It is because academic outcomes will be more useful if they can be commercialized by industries, which help improve the ranking of a university. The development of capital market and management measures of Indonesia Stock Exchange during the last 8 years aiming at academicians in order to identify and be interested in investing in the stock market needs to be observed. That is by providing a simulation so that more students can improve the competition at their graduation. The involvement of industry selection strategy and portfolio management will be required so that the expertise and ability to manage investments in the capital market can be better. So, it necessarily requires a development of simulation application of stock trading with business rotation and linear programming.
Analisis Model Peramalan Status Kredit Kendaraan Bermotor pada Astra Credit Companies (ACC) Cabang X Periode 2011 Tomy G. Soemapradja; Prycillia Susanto
Binus Business Review Vol. 3 No. 1 (2012): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v3i1.1340

Abstract

In order to increasing revenue, credit and financial institution, especially, automotive financing, gave lower interest rate. This, of course, will impact to the costumer with higher opportunity to have their dream which facilitated by those institutions. Despites to all economic risks and sales targets, credit and financial institutions have to empower their credit monitoring to anticipate earlier of credit defaults. Inspired by Altman’s research in 1968, about predicting bankruptcy of US companies, this research has purpose to determine which variable that significantly to the car loan status at Astra Credit Companies (ACC), and further continue to arrange prediction model of loan status and measure it’s accuracy level.. The statistic test shows there are 2 independent variables affect to dependent variable significantly, where model’s accuracy level achieves 100%.
Model Analisis Prediksi Kebangkrutan Bank Swasta Nasional Periode 2002-2006 Agha Swara Ganesha; Tomy G. Soemapradja; Darman Darman; Desmizar Desmizar
Binus Business Review Vol. 3 No. 2 (2012): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v3i2.1356

Abstract

There are two main objectives to be achieved by this study:to determine the accuracy level of prediction models of health national private banks using CAMEL ratios, and model the value of Z for the national private commercial banks by using multiple discriminant analysis (MDA) as well as Altman Z values on the model. Determination of the model using the Z value ratios banking health of Capital, Assets, Earnings and Liability (CAEL), then create a new Z value model specifically for national private commercial bank in Indonesia by using statistical analysis of MDA, with SPSS. The samples used were 30 banks, consisting of 19 survived banks in 2002 and 11 bankrupt banks in the same year. The results showed that the model value of Z in the year 2003-2006 cannot reach good accuracy when measured on a per year. Instead, the new Z value model generated by this study has better accuracy in predicting the rate of bankruptcy cases nationwide private commercial bank in Indonesia (86.7%) in 2002 and an average accuracy of 71.67% for the 4-year period of the review.
Co-Authors Agha Swara Ganesha Billy Utama Suria Darman Darman Desmizar Desmizar Hengky Ongowarsito Jerry Marcellinus Logahan Prycillia Susanto