Latihan 4 Asistensi Statek

Venty IE 2009 Maret 2013 Dosen: Pak Uka & Bu Nanda

Soal 1
Bleki adalah seorang lulusan FEUI yang baru saja diterima di sebuah perusahaan investasi terkenal di kawasan Sudirman. Untuk bisa melewati masa probation (percobaan) dengan baik, ia harus dapat menunjukkan kemampuan analisis yang baik terhadap pasar saham di Indonesia dan dunia. Tugas pertama yang dihadapinya adalah menghitung IHSG dalam waktu 5 menit, sehingga ia dapat memberikan rekomendasi saham kepada investor dengan cepat. Untuk itu ia diberikan data harga saham per lembar beserta jumlah saham beredar sebagai berikut (asumsi sahamsaham tersebut adalah seluruh saham yang di jual di Bursa Efek Indonesia).

2007 Saham Harga Outstanding TLKM BUMI BBCA BBNI WIKA 600 1000 2000 1500 1800 2000 200 400 100 500

Harga 500 1200 1800 1500 1700

2008 Outstanding 1500 200 500 200 600

2009 Harga Outstanding 700 1300 2500 1600 1800 2200 200 600 300 650

An index is a convenient way to express a change in a diverse group of items. The Consumer Price Index (CPI), for example, encompasses about 400 itemsincluding golf balls, lawn mowers, hamburgers, funeral services, and dentists fees. Converting the prices of these many diverse goods and services to one index number allows the federal government and others concerned with inflation keep informed of the overall movement of consumer prices. Converting data to indexes also makes it easier to assess the trend in a series composed of exceptionally large numbers. The estimate of U.S. retail e-commerce sales for the fourth quarter of 2007, adjusted for seasonal variation, was $36,200,000 and $30,700,000 for the fourth quarter of 2006, an increase of $5,500,000. This increase is 18 percent, expressed as an index. In many situations we wish to combine several items and develop an index to compare the cost of this aggregation of items in two different time periods. For example, we might be interested in an index for items that relate to the expense of operating and maintaining an automobile. The items in the index might include tires, oil changes, and gasoline prices. Or we might be interested in a college student index. This index might include the cost of books, tuition, housing, meals, and entertainment.

Why Convert Data to Indexes?

DIFFERENT INDEX NUMBERS 1. Unweighted Indexes Simple Average of the Price Indexes Simple Aggregate Index Weighted Indexes Lespeyres Price Index Paasche Price Index Fishers Price Index

2.

3.

4.
5.

Value Index
Special Purpose Index Consumer Price Index Producer Price Index S&P Index

1. Rumus Laspeyers:

0 0 0

, sehingga dengan tahun dasar 2007,

IHSG per tahun adalah: 2007 = 100 2008 = 91,08 2009 = 114,46 2. Agar dapat dibandingkan, maka tahun dasar Dow Jones harus diubah menjadi tahun 2007, dengan cara: Dow Jones 2007 (tahun dasar 2007) = 100 Dow Jones 2008 (tahun dasar 2007) =
155,53 100 156,78 190,67 100

= 99,20

Dow Jones 2009 (tahun dasar 2007) =

156,78

= 121,62

Oleh karena itu, pola pergerakan IHSG dan Dow Jones serupa, menurun dari tahun 2007-2008 dan meningkat dari tahun 20082009.

Soal 2
The average hourly earnings of production workers for September of selected years are given below.

Using 2000 as the base period and 100 as the base value, determine the indexes for the other years. Use the average of 2000, 2005 and 2008 as the base and determine indexes for the other years.
Year 2000 2005 2008 2010 2011 Average Hourly Earnings $11.47 $13.73 $15.19 $15.88 $16.40

Year Earnings Price Index (2000 = 100) answer no.a 2000 $11.47 2005 $13.73 2008 $15.19 2010 $15.88 2011 $16.40 100 13.73/11.47*100 = 119.70 15.19/11.47*100 = 132.43 15.88/11.47*100 = 138.45 16.40/11.47*100 = 142.98

Price Index (2000-2008 = 100) answer no.b 11.47/13.46*100 = 85.22 13.73/13.46*100 = 102.01 15.19/13.46*100 =112.85 15.88/13.46*100 =117.98 16.40/13.46*100 =121.84

Soal 3
Fruit prices and the amounts consumed for 2005 and 2010 are below. Use 2005 as the base. a) Determine Laspeyres price index. b) Determine the Paasche price index c) Determine Fishers ideal index.
Fruits Bananas Grapefruit Apples Strawberries 2005 Price ($) 0.23 0.29 0.35 1.02 2010 Price ($) 0.35 0.27 0.35 1.40

Quantity 100 50 85 8

Quantity 120 55 85 10

Oranges

0.89

0.99

Laspeyres price index

Po 0.23 0.29 0.35 1.02 0.89 Pt 0.35 0.27 0.35 1.40 0.99
t o

qo 100 50 85 8 6

Pt.qo 35 13.5 29.75 11.2 5.94

Po.qo 23 14.5 29.75 8.16 5.34

p .q P p .q
o

95.39 .100 .100 118.13 80.75 o

Konsumsi buah meningkat 18.13% dari 2005 ke 2010.

Paasche price index

Po 0.23 0.29 0.35 1.02 0.89
t t t

p .q P p .q
o

Pt 0.35 0.27 0.35 1.40 0.99

qt 120 55 85 10 8

Pt.qt 42 14.85 29.75 14 7.92

Po.qt 27.6 15.95 29.75 10.2 7.12

108.52 .100 .100 119.75 90.62

Konsumsi buah meningkat 9.75% dari 2005 ke 2010.

Fishers ideal index

Fishers ideal index = (Laspeyres price index) (Paasche price index)

(118.13).(119.75) 14146.07 118.94