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

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Probabilitas Tingkat Laba Bursa Efek Indonesia Periode 1 Juli 1997 – 1 Juli 2011 Soemapradja, Tomy G.
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. 
Simulasi Perdagangan Saham PT Tambang Batubara Bukit Asam, Tbk. dengan Macd dan Williams % Range Benny, Benny; Soemapradja, Tomy G.
Binus Business Review Vol 1, No 2 (2010): Binus Business Review
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/bbr.v1i2.1098

Abstract

Moving Average Convergence Divergence (MACD) is a momentum indicator to determine the indication of the trend reversal point. Williams% Range is also a momentum indicator that can provide when reversal trend will occur. This analysis will use the data movement of stock prices for PT Tambang Coal Bukit Asam Tbk. (PTBA). PTBA stock prices are influenced by fundamental conditions such as limited supply of fuel which is rumored and coal is the main alternative fuels other than oil. Study period was 241 trade days. Data are analyzed in several periods and then fitted with the MACD indicator and Williams % R, then simulate the trade during the period of research studies to determine the level of trading profits or losses based on the combination of both these technical indicators. The conclusion of this analysis, the MACD is an indicator that is considered slow (lagging) in giving an indication of weakness, but in reverse the MACD is considered to provide an accurate indication of where the indication given is rarely wrong. Williams% R is an rapid indicator in anticipation of a reversal trend, but these indicators often give a false indication since this indicator is quite sensitive to the movement of stock prices goings go up or down. 
Simulasi Perdagangan Kontrak Berjangka CPO pada Bursa Malaysia dengan Cyclic Forecasting Periode Januari-Desember 2009 Soemapradja, Tomy G.; Suria, Billy Utama
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. 
EMAS SEBAGAI LINDUNG-NILAI INFLASI Soemapradja, Tomy G.
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.v3i2.1272

Abstract

One of the factors that can reduce the value of assets and investments is inflation. Inflation is a systemic risk that cannot be avoided even it is performed portfolio management. Nevertheless, it could still be pursued with inflation hedging, ie by combining gold investments in a portfolio investor. 
Pengembangan Aplikasi Simulasi Perdagangan Saham dengan Sector Rotation dan Linear Programming Soemapradja, Tomy G.; Logahan, Jerry Marcellinus; Ongowarsito, Hengky
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 Soemapradja, Tomy G.; Susanto, Prycillia
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%.
Analisis Kinerja Kontrak Berjangka Komoditi pada Tokyo Grain Exchange – Jepang Soemapradja, Tomy G.
Journal the Winners: Economics, Business, Management, and Information System Journal Vol 6, No 1 (2005): The Winners Vol. 6 No. 1 2005
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/tw.v6i1.483

Abstract

Futures contract is one of derivative instruments in which its value depends on underlying asset’s price fluctuation in the future. At the beginning, the futures contracts were traded with hedging motive, but now they are traded with speculative motive also. As an agricultural nation, finally, Indonesia has a commodity futures exchange (BBJ) by the end of 2000. Low volume of transactions and less futures alternative on BBJ made Tokyo Grain Exchange (TGE) as the object of this research. The statistical test concluded: The average rate of return of futures portfolio model is greater than average of forex trading of USD, and the risk of futures portfolio model is greater than forex trading of USD.
Co-Authors Benny Benny Billy Utama Suria, Billy Utama Hengky Ongowarsito, Hengky Jerry Marcellinus Logahan, Jerry Marcellinus Susanto, Prycillia