2. Hasil Output Regresi Untuk Persamaan Regresi pada Hipotesis 2 dua
Variables EnteredRemoved
b
LEV, DER
a
. Enter
Model 1
Variables Entered
Variables Removed
Method All requested variables entered.
a. Dependent Variable: RETURN SAHAM
b.
Model Summary
b
.073
a
.005 .001
.89628 .005
1.333 2
493 .265
1.759 Model
1 R
R Square Adjusted
R Square Std. Error of
the Estimate R Square
Change F Change
df1 df2
Sig. F Change Change Statistics
Durbin- Watson
Predictors: Constant, LEV, DER a.
Dependent Variable: RETURN SAHAM b.
ANOVA
b
2.141 2
1.070 1.333
.265
a
396.038 493
.803 398.179
495 Regression
Residual Total
Model 1
Sum of Squares
df Mean Square
F Sig.
Predictors: Constant, LEV, DER a.
Dependent Variable: RETURN SAHAM b.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Coefficients
a
.170 .114
1.492 .136
-.032 .033
-.059 -.978
.329 .006
-.044 -.044
.555 1.801
.474 .291
.098 1.626
.105 .059
.073 .073
.555 1.801
Constant DER
LEV Model
1 B
Std. Error Unstandardized
Coefficients Beta
Standardized Coefficients
t Sig.
Zero-order Partial
Part Correlations
Tolerance VIF
Collinearity Statistics
Dependent Variable: RETURN SAHAM a.
Coefficient Correlations
a
1.000 -.667
-.667 1.000
.085 -.006
-.006 .001
LEV DER
LEV DER
Correlations Covariances
Model 1
LEV DER
Dependent Variable: RETURN SAHAM a.
Collinearity Diagnostics
a
2.528 1.000
.02 .04
.01 .423
2.446 .09
.56 .01
.050 7.144
.89 .40
.98 Dimension
1 2
3 Model
1 Eigenvalue
Condition Index
Constant DER
LEV Variance Proportions
Dependent Variable: RETURN SAHAM a.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Casewise Diagnostics
a
6.654 6.38
.4166 5.96345
4.422 4.29
.3265 3.96355
4.422 4.29
.3265 3.96355
6.654 6.38
.4166 5.96345
8.113 7.67
.3981 7.27189
5.917 5.67
.3666 5.30343
5.779 5.49
.3104 5.17961
5.865 5.67
.4134 5.25658
Case Number 284
325 362
365 378
431 436
479 Std. Residual
RETURN SAHAM
Predicted Value
Residual
Dependent Variable: RETURN SAHAM a.
Residuals Statistics
a
-.2197 .4315
.3408 .06577
496 -8.523
1.379 .000
1.000 496
.041 .733
.059 .037
496 -.6018
.4345 .3399
.07476 496
-1.11493 7.27189
.00000 .89447
496 -1.244
8.113 .000
.998 496
-1.247 8.129
.000 1.000
496 -1.12128
7.30040 .00089
.89857 496
-1.248 8.727
.005 1.028
496 .022
329.789 1.996
15.164 496
.000 .091
.002 .008
496 .000
.666 .004
.031 496
Predicted Value Std. Predicted Value
Standard Error of Predicted Value
Adjusted Predicted Value Residual
Std. Residual Stud. Residual
Deleted Residual Stud. Deleted Residual
Mahal. Distance Cooks Distance
Centered Leverage Value Minimum
Maximum Mean
Std. Deviation N
Dependent Variable: RETURN SAHAM a.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Regression Standardized Residual
10 8
6 4
2 -2
Fre q
u en
cy
200
150
100
50
Histogram
Dependent Variable: RETURN SAHAM
Mean =5.32E-16 Std. Dev. =0.998
N =496
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Observed Cum Prob
1.0 0.8
0.6 0.4
0.2 0.0
E xpected Cum
P rob
1.0 0.8
0.6 0.4
0.2 0.0
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: RETURN SAHAM
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
3. Hasil Output Regresi Untuk Persamaan Regresi pada Hipotesis 3 tiga
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