Lampiran 1 Kapitalisasi Pasar LQ45 Per 17 Jun 2014

  Lampiran 1

Kapitalisasi Pasar LQ45

Per 17 Jun 2014

  26 PT Bumi Serpong Damai Tbk 18371,85 1580 29027517,30

  20 PT Bank Danamon Indonesia Tbk 9488,80 4325 41039046,73

  21 PT Media Nusantara Citra Tbk 14180,35 2880 40839393,60

  22 PT Jasa Marga (Persero) Tbk 6800,00 5975 40630000,00

  23 PT Tower Bersama Infrastructur Tbk 4796,53 8000 38372209,59

  24 PT Indo Tembangraya Megah Tbk 1129,93 27525 31101186,97

  25 PT Global Mediacom Tbk 14115,08 2150 30347427,48

  27 PT Tambang Batubara Bukit Asam (Persero) Tbk 2304,13 10825 24942229,77

  18 PT Astra Agro Lestari Tbk 1574,74 27025 42557483,49

  28 PT Lippo Karawaci Tbk 23077,69 1050 24231573,92

  29 PT AKR Corporindo Tbk 3903,44 4550 17760658,83

  30 PT Summarecon Agung Tbk 14426,78 1195 17240004,11

  31 PT Pawukon Jati Tbk 48159,60 355 17096658,85

  32 PT Ciputra Development Tbk 15165,82 1050 15924111,33

  33 PT PP London Sumatra Indonesia Tbk 6822,86 2260 15419672,12

  34 PT Wijaya Karya (Persero) Tbk 6146,19 2260 13890384,88

  19 PT Adaro Energy Tbk 31985,96 1285 41101959,81

  17 PT XL Axiata Tbk 8534,49 5200 44379351,47

  Total Nilai Kapitalisasi (Rp jutaan) Rp 2.949.019.949 No Emiten Jumlah saham (Rpjutaan) Harga (Rp) Nilai Kapitalisasi (Rp jutaan)

  7 PT Perusahaan Gas Negara (Persero) Tbk 24241,51 5450 132116228,25

  1 PT Astra International Tbk 40483,55 7225 292493647,31

  2 PT Bank Central Asia Tbk 24408,46 11075 270323684,75

  3 PT Bank Rakyat Indonesia (Persero) Tbk 24422,47 10175 248498636,12

  4 PT Telekomunikasi Indonesia (Persero) Tbk 100800,00 2420 243935991,29

  5 PT Bank Mandiri (Persero) Tbk 23100,00 9900 228690000,00

  6 PT Unilever Indonesia Tbk 7630,00 29500 225085000,00

  8 PT Gudang Garam Tbk 1924,09 53025 102024766,20

  16 PT Indofood CBP Sukses Makmur Tbk 5830,95 10000 58309541,02

  9 PT Indocement Tunggal Prakarsa Tbk 3681,23 24950 91846736,75

  10 PT Semen Indonesia (Persero) Tbk 5931,52 15425 91493696,00

  11 PT Bank Negara Indonesia (Persero) Tbk 18462,17 4900 90464632,46

  12 PT United Tractor Tbk 3730,14 22525 84021291,10

  13 PT Kalbe Farma Tbk 46875,12 1645 77109575,87

  14 PT Chareon Pokphand Indinesia Tbk 16398,00 3890 63788220,00

  15 PT Indofood Sukses Makmur Tbk 8780,43 6825 59926412,62

  35 PT Alam Sutera Realty Tbk 19649,41 460 9038729,47

  36 PT Pembangunan Perumahan (Persero) Tbk 4842,44 1825 8837446,61

  37 PT Multipolar Tbk 10064,75 800 8051797,86

  38 PT Waskita Karya (Persero) Tbk 9648,09 685 6608944,01

  39 PT Harum Energy Tbk 2703,62 2375 6421097,50

  40 PT Adhi Karya (Persero) Tbk 1801,32 2905 5232834,60

  41 PT Malindo Feedmill Tbk 1791,00 2790 4996890,00

  42 PT Visi Media Asia Tbk 16464,27 272 4478281,55

  43 PT Sentu City Tbk 31396,90 112 3516453,28

  44 PT Surya Semesta Internusa 4705,25 685 3223095,92

  45 PT Express Transindo Utama Tbk 2145,60 1205 2585448,00

  Sumber

  Lampiran 2

Perkembangan Saham LQ45

Per Tanggal 7 November 2014

  27 PT Lippo Karawaci Tbk 910 1005 95 10,44

  21 PT Telekomunikasi Indonesia (Persero) Tbk 2150 2615 465 21,63

  22 PT Bumi Serpong Damai Tbk 1290 1540 250 19,38

  23 PT Surya Citra Media Tbk 2625 3130 505 19,24

  24 PT Unilever Indonesia Tbk 26000 29800 3800 14,62

  25 PT Indocement Tunggal Prakarsa Tbk 20000 22875 2875 14,38

  26 PT Chareon Pokphand Indinesia Tbk 3375 3730 355 10,52

  28 PT AKR Corporindo Tbk 4375 4775 400 9,14

  19 PT Bank Tabungan Negara (Persero) Tbk 870 1100 230 26,44

  29 PT Semen Indonesia (Persero) Tbk 14150 15300 1150 8,13

  30 PT Indofood CBP Sukses Makmur Tbk 10200 11000 800 7,84

  31 PT Bank Danamon Indonesia Tbk 3775 4005 230 6,09

  32 PT Alam Sutera Realty Tbk 430 445 15 3,49

  33 PT Astra International Tbk 6800 6950 150 2,21

  34 PT Adaro Energy Tbk 1090 1095 5 0,46

  35 PT XL Axiata Tbk 5200 5175 -25 -0,48

  20 PT Tambang Batubara Bukit Asam (Persero) Tbk 10200 12550 2350 23,04

  18 PT Matahari Department Store Tbk 11000 14200 3200 29,09

  No Nama Emiten LQ45 (Periode Agus 2014-Jan 2015) Harga Saham Perubahan Harga 2013 (Rp) 7 nov 2014 (Rp) %

  8 PT Ciputra Development Tbk 750 1120 370 49,33

  1 PT Waskita Karya (Persero) Tbk 405 960 555 137,04

  2 PT Pembangunan Perumahan (Persero) Tbk 1160 2670 1510 130,17

  3 PT Wijaya Karya (Persero) Tbk 1580 2760 1180 74,68

  4 PT Pawukon Jati Tbk 270 442 172 63,70

  5 PT Adhi Karya (Persero) Tbk 1510 2450 940 62,25

  6 PT Summarecon Agung Tbk 780 1255 475 60,90

  7 PT Tower Bersama Infrastructur Tbk 5800 9050 3250 56,03

  9 PT Bank Rakyat Indonesia (Persero) Tbk 7250 10650 3400 46,90

  17 PT Bank Mandiri (Persero) Tbk 7850 10175 2325 29,62

  10 PT Gudang Garam Tbk 42000 61300 19300 45,95

  11 PT Bank Negara Indonesia (Persero) Tbk 3950 5725 1775 44,94

  12 PT Vale Indonesia Tbk 2650 3810 1160 43,77

  13 PT Jasa Marga (Persero) Tbk 4725 6400 1675 35,45

  14 PT Kalbe Farma Tbk 1250 1655 405 32,40

  15 PT Bank Central Asia Tbk 9600 12700 3100 32,29

  16 PT Perusahaan Gas Negara (Persero) Tbk 4475 5900 1425 31,84

  36 PT United Tractor Tbk 19000 18850 -150 -0,79

  37 PT Media Nusantara Citra Tbk 2625 2585 -40 -1,52

  38 PT PP London Sumatra Indonesia Tbk 1930 1890 -40 -2,07

  39 PT Indofood Sukses Makmur Tbk 6600 6450 -150 -2,27

  40 PT Global Mediacom Tbk 1900 1800 -100 -5,26

  41 PT Astra Agro Lestari Tbk 25100 22925 -2175 -8,67

  42 PT Express Transindo Utama Tbk 1460 1260 -200 -13,70

  43 PT Aneka Tambang (Persero) Tbk 1090 935 -155 -14,22

  44 PT Indo Tambangraya Megah Tbk 28500 19900 -8600 -30,18

  45 PT Harum Energy Tbk 2750 1450 -1300 -47,27

  Sumber

  Lampiran 3

Daftar Sampel Penelitian

  05 Juli 1996 Perkebunan

  13 INTP Indocement Tunggal Prakarsa Tbk

  05 Des 1989 Semen

  14 JSMR Jasa Marga (Persero) Tbk

  12 Nov 2007 Jalan tol, pelabuhan, bandara dan sejenisnya

  15 KLBF Kalbe Farma Tbk

  30 Juli 1991 Farmasi

  16 LPKR Lippo Karawaci Tbk

  28 Juni 1996 Property dan Real estate

  17 LSIP PP London Sumatera Tbk

  18 PTBA Tambang Batubara Bukit Asam (Persero) Tbk

  12 INDF Indofood Sukses Makmur Tbk

  23 Des 2002 Tambang Batubara

  19 SMGR Semen Indonesia (Persero) Tbk

  08 Juli 1991 Semen

  20 TLKM Telekomunikasi Indonesia (Persero) Tbk

  14 Nov 1995 Telekomuni- kasi

  21 UNTR United Tractor Tbk

  19 Sep 1989 Perdagangan besar barang produksi

  22 UNVR Unilever Indonesia Tbk

  11 Jan 1982 Kosmetik dan Peralatan rumah tangga

  14 Juli 1994 Makanan dan Minuman

  11 ICBP Indofood CBP Sukses Makmur Tbk 07 Okt 2010 Makanan dan Minuman

  No Kode Nama Perusahaan Listing Sektor

  10 Nov 2003 Bank

  1 AALI Astra Agro Lestari Tbk

  09 Des 1997 Perkebunan

  2 ASII Astra International Tbk

  04 April 1990 Otomitif

  3 BBCA Bank Central Asia Tbk

  31 May 2000 Bank

  4 BBNI Bank Negara Indonesia Tbk

  25 Nov 1996 Bank

  5 BBRI Bank Rakyat Indonesia (Persero) Tbk

  6 BDMN Bank Danamon Indonesia Tbk

  27 Agus 1990 Rokok

  06 Des 1989 Bank

  7 BMRI Bank Mandiri (Persero) Tbk

  14 Juli 2003 Bank

  8 CPIN Charoen Pokphand Indonesia Tbk

  18 Mar 1991 Pakan ternak

  9 EXCL

  XL Axiata Tbk

  29 Sep 2005 Telekomuni- kasi

  10 GGRM Gudang Garam Tbk

  Sumber : www.idx.co.id

  Lampiran 4

Data Outlier

  No Data ke Return CFO CFI CFF DER Size

  1 32 -0,185 -44,779 1,07 -0,865 0,56 17,541

  2 3 0,074 -12,261 -1,663 -0,082 8,09 19,761

  3 21 -0,002 3,307 1,112 -32,437 0,69 17,654

  4 16 0,299 -1,542 29,996 -0,649 0,94 16,72

  5 29 0,176 -0,557 -16,685 -1,372 7,31 20,27

  6 26 0,161 -0,548 -11,343 -2,924 6,66 19,625

  7 51 0,122 0,407 7,123 -2,154 7,26 20,413

  8 54 0,209 -0,374 0,501 14,786 0,73 17,743

  Sumber : Data diolah, 2015

Lampiran 5

  

Close Price periode 2011-2014

Tahun No EMITEN 2011 2012 2013 2014

  1 AALI 22195,83 21170,83 19454,17 25402,08

  2 ASII 62550,00 34158,33 6941,67 7183,33

  3 BBCA 7420,83 7970,83 10191,67 10658,33

  4 BBNI 3872,92 3818,75 4433,33 5189,58

  5 BBRI 6158,33 6845,83 8075,00 10377,08

  6 BDMN 5502,08 5495,83 5166,67 4134,58

  7 BMRI 6783,33 7533,33 8862,50 9943,75

  8 CPIN 2157,08 2987,50 4185,42 3983,75

  9 EXCL 5454,17 5783,33 4877,08 5224,17

  10 GGRM 49470,83 54566,67 44483,33 53795,83

  11 ICBP 5164,58 6258,33 10475,00 10847,92

  12 INDF 5300,00 5252,08 6900,00 6937,50

  13 INTP 15691,67 19604,17 21658,33 23316,67

  14 JSMR 3654,17 5364,58 5627,08 6127,08

  15 KLBF 3356,25 3142,50 1302,50 1620,00

  16 LPKR 663,33 861,67 1225,83 948,75

  17 LSIP 3087,50 2503,75 1717,92 2058,33

  18 PTBA 19583,33 16775,00 12908,33 11354,17

  19 SMGR 9279,17 12879,17 15533,33 15495,83

  20 TLKM 7425,00 8416,67 7360,42 2565,83

  21 UNTR 23716,67 23666,67 17762,50 20375,00

  22 UNVR 16091,67 22733,33 27579,17 30150,00

  : www.idx.co.id Sumber

  Lampiran 6

Arus Kas Operasi (dalam jutaan rupiah)

  12 INDF 6989734 4968991 7419046 6928790

  22 UNVR 3619189 5461876 5191646 6241679

  21 UNTR 2423881 10440274 6306434 12219782

  20 TLKM 27758763 30553000 27941000 36574000

  19 SMGR 3378416 4415753 5591865 6047147

  18 PTBA 2489794 3601898 2212701 2051330

  17 LSIP 1415031 1736347 1413366 1251562

  16 LPKR -689996 374257 1288793 -2078824

  15 KLBF 1253908 1473495 1376344 927164

  14 JSMR 1533256 1785731 1931728 2085832

  13 INTP 3376092 3883711 5674822 5419268

  11 ICBP 2252042 2174427 3053526 1993496

  No EMITEN Tahun 2010 2011 2012 2013

  10 GGRM 2872598 -90307 3953574 2472971

  9 EXCL 8794891 8432997 8985420 7166911

  8 CPIN 2408406 1076052 1689376 2061273

  7 BMRI 38064274 20440640 9047882 12733517

  6 BDMN -2962519 -8762571 -3178032 3533128

  5 BBRI 54335687 15975074 -1995693 4399086

  4 BBNI -14172924 15384156 6948459 -5006646

  3 BBCA 3305964 -37228553 27715044 -4189827

  2 ASII 2907000 9330000 8930000 21250000

  1 AALI 2946657 3162475 2609511 3152611

  Sumber : www.idx.co.id

  Lampiran 7

Arus Kas Investasi (dalam jutaan rupiah)

  Tahun No EMITEN 2010 2011 2012 2013

  1 AALI -1390878 -2026977 -2630545 -2865915

  2 ASII -5148000 -8677000 -9437000 -8306000

  3 BBCA -4999306 3316909 2052255 -4612390

  4 BBNI -7927936 433079 -4479197 -12569113

  5 BBRI -2191988 -1788462 -5714204 -12377189

  6 BDMN 3575115 1760110 -3378453 -2467186

  7 BMRI 4370759 98592 -1546381 -12561665

  8 CPIN -387346 -1435558 -1772354 -2155498

  9 EXCL -5057077 -6683125 -10000557 -7981192

  10 GGRM -1094197 -1813859 -3754694 -5635456

  11 ICBP -644937 -547827 -1507238 -2378918

  12 INDF -2080903 -3098274 -5093117 -14401832

  13 INTP -435833 -504789 -959008 -2005318

  14 JSMR -1780790 -2239514 -2804736 -4463027

  15 KLBF -232134 -630954 -914532 -882146

  16 LPKR -93734 -2905342 -1704447 -580321

  17 LSIP -402144 -420884 -1023086 -1350460

  18 PTBA -799160 -506253 -1182464 -1324238

  19 SMGR -1771240 -4295179 4774274 -2675189

  20 TLKM -16518304 -14505000 -11311000 -22702000

  21 UNTR -3629170 -7664971 -6122135 -3497071

  22 UNVR -1310024 -1433138 -1102030 -1129148

  Sumber : www.idx.co.id

  Lampiran 8

Arus Kas Pendanaan (dalam jutaan rupiah)

  Tahun No EMITEN 2010 2011 2012 2013

  1 AALI -1083520 -1537968 -593915 178607

  2 ASII 588000 5382000 -1927000 -6665000

  3 BBCA -3022702 -2773338 -1300874 83951

  4 BBNI 9317751 -1594301 3067078 9984640

  5 BBRI -7068118 -8722594 -5951467 -2579081

  6 BDMN 2483919 11267898 3688814 3419528

  7 BMRI -1553898 14820020 -5508449 6354122

  8 CPIN -1090985 -79767 142630 220321

  9 EXCL -4118644 -1117555 806428 1323716

  10 GGRM -1745964 1752874 236074 3726626

  11 ICBP 998527 -548384 -592602 207792

  12 INDF 1033719 782066 -2308723 6790594

  13 INTP -883854 -1190000 -1126361 -1707042

  14 JSMR -945122 206201 1411382 1588874

  15 KLBF -574668 -406975 -921269 -613321

  16 LPKR 2953057 1037745 1536825 1141962

  17 LSIP -496644 -408728 -681807 -458110

  18 PTBA -1344949 -1357240 -1892303 -3303540

  19 SMGR -1353162 -409207 1171112 -2323591

  20 TLKM -9819578 -15539000 -13314000 -13327000

  21 UNTR -90100 2832468 -3469953 -5308775

  22 UNVR -2847461 -4010747 -4196937 -5121735

  Sumber : www.idx.co.id

Lampiran 9

  13 INTP 0,150 0,170 0,160

  Sumber : www.idx.co.id

  22 UNVR 1,850 2,020 2,140

  21 UNTR 0,690 0,560 0,610

  20 TLKM 0,690 0,660 0,650

  19 SMGR 0,350 0,460 0,410

  18 PTBA 0,410 0,500 0,550

  17 LSIP 0,160 0,200 0,210

  16 LPKR 0,940 1,170 1,210

  15 KLBF 0,270 0,280 0,050

  14 JSMR 1,320 1,530 1,610

  

Debt to Equity Ratio (DER)

No EMITEN Tahun 2011 2012 2013

  1 AALI 0,210 0,330 0,460

  11 ICBP 0,420 0,480 0,600

  10 GGRM 0,590 0,560 0,730

  9 EXCL 1,280 1,310 1,630

  8 CPIN 0,430 0,510 0,580

  7 BMRI 7,810 7,310 7,260

  6 BDMN 4,490 4,260 4,840

  5 BBRI 8,430 7,500 6,890

  4 BBNI 6,900 6,660 7,110

  3 BBCA 8,090 7,520 6,760

  2 ASII 1,020 1,030 1,020

  12 INDF 0,700 0,740 1,040

  Lampiran 10

Ukuran Perusahaan (dalam jutaan rupiah)

  Tahun No EMITEN 2010 2011 2012 2013

  1 AALI 8791799 10204495 12419820 14963190

  2 ASII 112857000 153521000 182274000 213994000

  3 BBCA 324419069 381908353 442994197 496304573

  4 BBNI 248580529 299058161 333303506 386654815

  5 BBRI 404285602 469899284 551336790 626182926

  6 BDMN 118206573 141934432 155791308 184237348

  7 BMRI 449774551 551891704 635618708 733099762

  8 CPIN 6518276 8848204 12348627 15722197

  9 EXCL 27251281 31170654 35455705 40277626

  10 GGRM 30741679 39088705 41509325 50770251

  11 ICBP 13361313 15222857 17753480 21267470

  12 INDF 47275955 53585933 59324207 78092789

  13 INTP 15346146 18151331 22755160 26607241

  14 JSMR 18952129 21432134 24753551 28336345

  15 KLBF 7032497 8274554 9417957 11315061

  16 LPKR 16155385 18259171 24869296 31300362

  17 LSIP 5561433 6791859 7551796 7974876

  18 PTBA 8722699 11507104 12728981 11677155

  19 SMGR 15562999 19661603 26579084 30792884

  20 TLKM 99758447 103054000 111369000 127951000

  21 UNTR 29700914 46440062 50300633 57362244

  22 UNVR 8701262 10482312 11984979 7485249

  Sumber : www.idx.co.id

  Lampiran 11

Hasil Regresi

  Sumber : Data diolah, 2015 Uji Normalitas

  Sumber : Data diolah, 2015

  One-Sample Kolmogorov-Smirnov Test Unstandardized Residual

  N _a,,b

  58 Normal Parameters Mean .0000000 Std. Deviation .24370996 Most Extreme Differences Absolute .076 Positive .067

  Negative -.076 Kolmogorov-Smirnov Z .583 Asymp. Sig. (2-tailed) .887 a. Test distribution is Normal.

  Sumber : Data diolah, 2015

Uji Autokorelasi b Model Summary

  Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson _a 1 .450 .203 .126 .255158 2.088 a. Predictors: (Constant), Size, AKP, AKI, AKO, DER

  b. Dependent Variable: Return Sumber : Data diolah, 2015

  Uji Multikolinearitas Coefficients ^a Model Unstandardized

  Coefficients

Standardized

Coefficients

t Sig.

  Collinearity Statistics B Std. Error Beta Tolerance

  VIF 1 (Constant) 1.796 .699 2.568 .013 AKO .070 .042 .253 1.659 .103 .659 1.518 AKI .037 .033 .145 1.105 .274 .896 1.116 AKP -.029 .015 -.250 -1.910 .062 .893 1.120 DER .077 .025 .683 3.004 .004 .296 3.374 Size -.109 .042 -.538 -2.599 .012 .358 2.797

  a. Dependent Variable: Return Sumber : Data diolah, 2015 Uji Heteroskedastisitas Coefficients ^a

  Model Unstandardized Coefficients Standardized

  Coefficients t Sig. B Std. Error Beta 1 (Constant) -.161 .400 -.402 .689 AKO .022 .024 .146 .907 .369

  AKI .036 .019 .258 1.874 .067 AKP -.007 .009 -.118 -.856 .396 DER -.014 .015 -.232 -.971 .336 Size .021 .024 .194 .889 .378 a. Dependent Variable: Abs_res

  Sumber : Data diolah, 2015

  Sumber : Data diolah, 2015

Uji Analisis Statistik Deskriptif Descriptive Statistics

  N Minimum Maximum Mean Std. Deviation Return 58 -.797 .674 .04336 .272975 CFO 58 -3.204 2.444 -.13005 .992998 CFI 58 -3.247 2.706 .19941 1.075070 CFF 58 -10.530 8.153 -.33572 2.384568 DER 58 .050 8.430 1.84897 2.436386 Size 58 15.731 20.255 17.52179 1.353265 Valid N (listwise)

Uji Koefisien Determinasi Model Summary

  ^b Mod el R

  R Square Adjusted R Square

  Std. Error of the Estimate Change Statistics

  Durbin- Watson R Square Change

  F Chang e df1 df2 Sig. F

  Change 1 .450 ^a .203 .126 .255158 .203 2.648

  5 52 .033 2.088

  a. Predictors: (Constant), Size, CFF, CFI, CFO, DER

  b. Dependent Variable: Return Sumber : Data diolah, 2015

Uji Statistik t Coefficients

  ^a Model Unstandardized

  Coefficients

Standardized

Coefficients

t Sig.

  Collinearity Statistics B Std. Error Beta Tolerance

  VIF 1 (Constant) 1.796 .699 2.568 .013 CFO .070 .042 .253 1.659 .103 .659 1.518 CFI .037 .033 .145 1.105 .274 .896 1.116 CFF -.029 .015 -.250 -1.910 .062 .893 1.120 DER .077 .025 .683 3.004 .004 .296 3.374 Size -.109 .042 -.538 -2.599 .012 .358 2.797

  a. Dependent Variable: Return Sumber : Data diolah, 2015

Uji Statistik F ANOVA

  58 Size 17.52179 1.353265

  a. Dependent Variable: Return Sumber : Data diolah, 2015

  1.00

  1.00 .01 .01 .00 .54

  1 1 2.712 1.000 .00 .02 .00 .01 .02 .00 2 1.330 1.428 .00 .12 .19 .20 .00 .00 3 .911 1.725 .00 .26 .52 .00 .00 .00 4 .781 1.863 .00 .08 .11 .73 .03 .00 5 .265 3.198 .00 .51 .17 .06 .40 .00 6 .001 49.879

  Index Variance Proportions (Constant) CFO CFI CFF DER Size

  Model Dime nsion Eigenvalu e Condition

  58 Sumber : Data diolah,2015 Collinearity Diagnostics ^a

  ^b Model Sum of Squares df Mean Square F Sig.

  1 Regression .862 5 .172 2.648 .033 ^a Residual 3.385 52 .065 Total 4.247

  58 CFF -.33572 2.384568

  58 CFI .19941 1.075070

  58 CFO -.13005 .992998

  Descriptive Statistics Mean Std. Deviation N Return .04336 .272975

  b. Dependent Variable: Return Sumber : Data diolah, 2015

  a. Predictors: (Constant), Size, CFF, CFI, CFO, DER

  57

  58 DER 1.84897 2.436386

  Correlations Return CFO CFI CFF DER Size Pearson Correlation Return 1.000 .025 .076 -.200 .119 -.101

  CFO .025 1.000 .018 .265 -.526 -.362 CFI .076 .018 1.000 .181 -.222 -.230 CFF -.200 .265 .181 1.000 -.120 -.071 DER .119 -.526 -.222 -.120 1.000 .797 Size -.101 -.362 -.230 -.071 .797 1.000 Sig. (1-tailed) Return . .425 .285 .066 .187 .226 CFO .425 . .446 .022 .000 .003 CFI .285 .446 . .087 .047 .041 CFF .066 .022 .087 . .186 .297 DER .187 .000 .047 .186 . .000 Size .226 .003 .041 .297 .000 .

  N Return

  58

  

58

  58

  58

  58

  58 CFO

  58

  

58

  58

  58

  58

  58 CFI

  58

  

58

  58

  58

  58

  58 CFF

  58

  

58

  58

  58

  58

  58 DER

  58

  

58

  58

  58

  58

  58 Size

  58

  

58

  58

  58

  58

  58 Sumber : Data diolah, 2015 Variables Entered/Removed

  Variables Variables Model Entered Removed Method

  1 Size, CFF, CFI, . Enter _a CFO, DER

  Sumber : Data diolah, 2015

  a Coefficient Correlations Model Size CFF CFI CFO DER

  1 Correlations Size 1.000 -.030 .083 -.090 -.749 CFF -.030 1.000 -.197 -.259 -.026 CFI .083 -.197 1.000 .155 .108 CFO -.090 -.259 .155 1.000 .419 DER -.749 -.026 .108 .419 1.000 Covariances Size .002 -1.875E-5 .000 .000 .000 CFF -1.875E-5 .000 -9.803E-5 .000 -9.900E-6 CFI .000 -9.803E-5 .001 .000 9.181E-5 CFO .000 .000 .000 .002 .000 DER .000 -9.900E-6 9.181E-5 .000 .001 a. Dependent Variable: Return

  Sumber : Data diolah, 2015 _a Residuals Statistics

  Minimum Maximum Mean Std. Deviation N Predicted Value -.22665 .44220 .04336 .122966

  58 Std. Predicted Value -2.196 3.243 .000 1.000

  58 Standard Error of Predicted .035 .178 .076 .031

  58 Value Adjusted Predicted Value -.23161 .75802 .04870 .144699

  58 Residual -.646198 .563183 .000000 .243710

  58 Std. Residual -2.533 2.207 .000 .955

  58 Stud. Residual -2.695 2.277 -.009 1.015

  58 Deleted Residual -.731798 .599133 -.005335 .278171

  58 Stud. Deleted Residual -2.878 2.376 -.015 1.040

  58 Mahal. Distance .102 26.840 4.914 5.027

  58 Cook's Distance .000 .523 .026 .073

  58 Centered Leverage Value .002 .471 .086 .088

  58

  a. Dependent Variable: Return Sumber : Data diolah, 2015