PROBABILITAS TINGKAT LABA BURSA EFEK INDONESIA PERIODE 1 JULI 1997 – 1 JULI 2011
| Main Author: | Tomy, G. Soemapradja |
|---|---|
| Format: | Article PeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
Binus University
, 2011
|
| Subjects: | |
| Online Access: |
http://eprints.binus.ac.id/13931/1/0202-1111%2019_AK%20-%20Tomy%20Gurtama%20Soemapradja_setting-ABSTRACT.pdf http://eprints.binus.ac.id/13931/ |
| ctrlnum |
13931 |
|---|---|
| fullrecord |
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<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><relation>http://eprints.binus.ac.id/13931/</relation><title>PROBABILITAS TINGKAT LABA BURSA EFEK INDONESIA PERIODE 1 JULI 1997 – 1 JULI 2011</title><creator>Tomy, G. Soemapradja</creator><subject>Management</subject><description>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.</description><publisher>Binus University</publisher><date>2011-11</date><type>Journal:Article</type><type>PeerReview:PeerReviewed</type><type>Book:Book</type><language>eng</language><rights/><identifier>http://eprints.binus.ac.id/13931/1/0202-1111%2019_AK%20-%20Tomy%20Gurtama%20Soemapradja_setting-ABSTRACT.pdf</identifier><identifier> Tomy, G. Soemapradja (2011) PROBABILITAS TINGKAT LABA BURSA EFEK INDONESIA PERIODE 1 JULI 1997 – 1 JULI 2011. Jurnal Binus Business Review, 02 (02). ISSN 2087-1228 </identifier><relation>
http://library.binus.ac.id/Collections/journal_detail.aspx?subject=21&volnoed=Volume 02 / Nomor 02 / November 2011&title=PROBABILITAS TINGKAT LABA BURSA EFEK INDONESIA PERIODE 1 JULI 1997 – 1 JULI 2011
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|
| language |
eng |
| format |
Journal:Article Journal PeerReview:PeerReviewed PeerReview Book:Book Book |
| author |
Tomy, G. Soemapradja |
| title |
PROBABILITAS TINGKAT LABA BURSA EFEK INDONESIA PERIODE 1 JULI 1997 – 1 JULI 2011 |
| publisher |
Binus University |
| publishDate |
2011 |
| topic |
Management |
| url |
http://eprints.binus.ac.id/13931/1/0202-1111%2019_AK%20-%20Tomy%20Gurtama%20Soemapradja_setting-ABSTRACT.pdf http://eprints.binus.ac.id/13931/ |
| contents |
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. |
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Universitas Bina Nusantara |
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library:university library |
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Binus University Library and Knowledge Center |
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478 |
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Binus University e-Thesis Repository |
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3176 |
| city |
JAKARTA BARAT |
| province |
DKI JAKARTA |
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IOS3176 |
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2016-09-23T10:49:11Z |
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2016-09-23T10:49:11Z |
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