177 research outputs found

    Analisis Kinerja Reksa Dana Nusantara PT Bhakti Asset Management dan Penyusunan Portfolio Optimum Teoritis Periode Januari – April 2005

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    The research objective is to find theoritical optimum portfolio of the Reksa Dana Nusantara (RDN) of BAM, using data from January – April 2005 (60 workdays). The coefficient of variance (CV) will be used to determine the stock rank, then it will be optimize with 3 methods ; linear programing, trial-error, and tableau method. The research found that RDN has Sharpe Performance Index (SPI) of 1.15 but the market can reach 1.60. The linear programing can not find optimum solution of portfolios consist of 9-5 stocks, but it can find the best portfolio consist in 3 stocks (TLKM, TKIM an CMNP) with SPI of 2.19. Overall, the research summarizes that RDN is still below the market performance

    Simulasi Perdagangan Kontrak Berjangka CPO pada Bursa Malaysia dengan Cyclic Forecasting Periode Januari-Desember 2009

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    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

    Uji Efektivitas Sponsorship Produk Bearing Racing pada PT. SKF Indonesia Periode 2008 - 2012

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    The highest achievement of marketing is sales transaction, so the marketing strategy should have impacts on sales. Promotion in the form of sponsorship has just been conducted by PT. SKF Indonesia since 2010-2011. This study aims to analyze the development of bearing products in PT. SKF Indonesia and to test the effectiveness of promotional strategies in the form of motor racing team sponsorship based on average sales of the bearing racing products data. Anova test results showed that the average sales prior to sponsorship were smaller than the average sales after sponsorship. Thus, sponsorship strategy is efective to raise the average of bearing racing product sales in SKF Indonesia with α = 0.05 and 0.01

    Pengembangan Aplikasi Simulasi Perdagangan Saham dengan Sector Rotation dan Linear Programming

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    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

    Reentrant Peak Effect in an anisotropic superconductor 2H-NbSe_2 : Role of disorder

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    The reentrant nature of Peak Effect is established in a single crystal of 2H-NbSe_2 via electrical transport and dc magnetisation studies. The role of disorder on the reentrant branch of PE has been examined in three single crystals with varying levels of quenched random disorder. Increasing disorder presumably shrinks the (H,T) parameter space over which vortex array retains spatial order. Although, the upper branch of the PE curve is somewhat robust, the lower reentrant branch of the same curve is strongly affected by disorder.Comment: 5 Pages of text, 4 figure

    Optimation of Ethanol Extract of Centella Asiatica and Cresintia Cujete Composition as Natural Antioxidant Source

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    Pengembangan antioksidan alami dalam pemanfaatan pegagan (Centella asiatica) dan majapahit (Cresintia cujete) merupakan potensi yang besar. Penelitian ini telah melakukan optimasi komposisi ekstrak etanol pegagan (Centella asiatica) dan majapahit (Cresintia cujete) sebagai sumber antioksidan dengan dilakukan uji aktifitas penangkapan radikal bebas terhadap DPPH. Hasil penelitian menunjukkan bahwa baik ekstrak etanol pegagan (Centella asiatica) dan majapahit (Cresintia cujete) memiliki kandungan total fenol yang ditunjukkan dengan adanya kemampuan mereduksi reagen Folin Ciocalteu menjadi berwarna biru. Hasil optimasi komposisi ekstrak pegagan (Centella asiatica): majapahit (Cresintia cujete) = 30:70 memiliki aktifitas penangkapan radikal bebas terhadap DPPH yang paling baik dibandingkan ekstraks etanol pegagan (Centella asiatica) dan majapahit (Cresintia cujete). Nilai IC50 untuk komposisi ekstrak etanol pegagan (Centella asiatica): majapahit (Cresintia cujete) = 30:70 sebesar 0,103 mg/mL

    Critical points in the Bragg glass phase of a weakly pinned crystal of Ca3_3Rh4_4Sn13_{13}

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    New experimental data are presented on the scan rate dependence of the magnetization hysteresis width ΔM(H)\Delta M(H) (\propto critical current density Jc(H)J_c(H)) in isothermal MHM-H scans in a weakly pinned single crystal of Ca3_3Rh4_4Sn13_{13}, which displays second magnetization peak (SMP) anomaly as distinct from the peak effect (PE). We observe an interesting modulation in the field dependence of a parameter which purports to measure the dynamical annealing of the disordered bundles of vortices injected through the sample edges towards the destined equilibrium vortex state at a given HH. These data, in conjunction with the earlier observations made while studying the thermomagnetic history dependence in Jc(H)J_c(H) in the tracing of the minor hysteresis loops, imply that the partially disordered state heals towards the more ordered state between the peak field of the SMP anomaly and the onset field of the PE. The vortex phase diagram in the given crystal of Ca3_3Rh4_4Sn13_{13} has been updated in the context of the notion of the phase coexistence of the ordered and disordered regions between the onset field of the SMP anomaly and the spinodal line located just prior to the irreversibility line. A multi-critical point and a critical point in the (H,TH,T) region of the Bragg glass phase have been marked in this phase diagram and the observed behaviour is discussed in the light of recent data on multi-critical point in the vortex phase diagram in a single crystal of Nb.Comment: To appear in Current trends in Vortex State Studies - Pramana J. Physic
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