Lampiran 2_6. Perhitungan Nilai Alpha Dan Beta Saham Perusahaan Sampel 21.
PT. Bank CIMB Niaga Tbk BNGA
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,001 ,004
,249 ,804
Rmt 1,443
,355 ,380
4,063 ,000
a. Dependent Variable: Rit
22. PT. Bank Internasional Indonesia Tbk BNII
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
-,002 ,002
-,733 ,465
Rmt ,173
,158 ,110
1,095 ,276
a. Dependent Variable: Rit
23. PT. Bank Internasional Indonesia Tbk BNII
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
-,002 ,002
-,862 ,391
Rmt ,375
,205 ,182
1,829 ,070
a. Dependent Variable: Rit
24. PT. Bank Permata Tbk BNLI
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
-,001 ,002
-,414 ,679
Rmt -,280
,240 -,117
-1,165 ,247
a. Dependent Variable: Rit
Lampiran 2_7. Perhitungan Nilai Alpha Dan Beta Saham Perusahaan Sampel 25.
PT. Bank Permata Tbk BNLI
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,004 ,003
1,364 ,176
Rmt ,441
,270 ,162
1,630 ,106
a. Dependent Variable: Rit
26. PT. Bumi Serpong Damai Tbk BSDE
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,002 ,003
,557 ,579
Rmt ,347
,315 ,111
1,102 ,273
a. Dependent Variable: Rit
27. PT. Bank Tabungan Pensiunan Nasional Tbk BTPN
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,005 ,004
1,405 ,163
Rmt ,514
,347 ,148
1,484 ,141
a. Dependent Variable: Rit
28. PT. Bank Victoria Internasional Tbk BVIC
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,001 ,003
,212 ,832
Rmt ,935
,311 ,291
3,006 ,003
a. Dependent Variable: Rit