3. Hasil Output Regresi Untuk Persamaan Regresi pada Hipotesis 3 tiga
Variables EnteredRemoved
b
EPS, NPM, ROE, ROA
a
. Enter
Model 1
Variables Entered
Variables Removed
Method All requested variables entered.
a. Dependent Variable: RETURN SAHAM
b.
Model Summary
b
.309
a
.095 .088
.85656 .095
12.925 4
491 .000
1.890 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, EPS, NPM, ROE, ROA a.
Dependent Variable: RETURN SAHAM b.
ANOVA
b
37.932 4
9.483 12.925
.000
a
360.247 491
.734 398.179
495 Regression
Residual Total
Model 1
Sum of Squares
df Mean Square
F Sig.
Predictors: Constant, EPS, NPM, ROE, ROA 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
.034 .058
.579 .563
.381 .152
.108 2.498
.013 .143
.112 .107
.983 1.017
.733 .400
.123 1.833
.067 .265
.082 .079
.411 2.436
1.849 .792
.169 2.333
.020 .278
.105 .100
.353 2.831
2.18E-006 .000
.003 .062
.951 .141
.003 .003
.743 1.346
Constant NPM
ROE ROA
EPS 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 .002
.026 -.368
.002 1.000
-.009 -.071
.026 -.009
1.000 -.720
-.368 -.071
-.720 1.000
1.26E-009 1.04E-008
3.68E-007 -1.0E-005
1.04E-008 .023
-.001 -.009
3.68E-007 -.001
.160 -.228
-1.0E-005 -.009
-.228 .628
EPS NPM
ROE ROA
EPS NPM
ROE ROA
Correlations
Covariances Model
1 EPS
NPM ROE
ROA
Dependent Variable: RETURN SAHAM a.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Collinearity Diagnostics
a
3.157 1.000
.03 .02
.02 .02
.03 .839
1.940 .00
.81 .00
.00 .11
.592 2.308
.16 .15
.02 .00
.63 .306
3.214 .81
.01 .14
.09 .15
.107 5.441
.00 .00
.82 .89
.07 Dimension
1 2
3 4
5 Model
1 Eigenvalue
Condition Index
Constant NPM
ROE ROA
EPS Variance Proportions
Dependent Variable: RETURN SAHAM a.
Casewise Diagnostics
a
7.028 6.38
.3598 6.02020
4.146 4.29
.7389 3.55110
4.146 4.29
.7389 3.55110
7.028 6.38
.3598 6.02020
8.647 7.67
.2633 7.40671
5.071 5.67
1.3266 4.34338
5.047 5.49
1.1672 4.32284
5.173 5.67
1.2391 4.43093
Case Number 284
325 362
365 378
431 436
479 Std. Residual
RETURN SAHAM
Predicted Value
Residual
Dependent Variable: RETURN SAHAM a.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Residuals Statistics
a
.0369 2.0175
.3408 .27682
496 -1.098
6.057 .000
1.000 496
.040 .510
.068 .052
496 .0340
2.0028 .3425
.28294 496
-1.85549 7.40671
.00000 .85310
496 -2.166
8.647 .000
.996 496
-2.225 8.696
-.001 1.003
496 -1.95776
7.49118 -.00163
.86606 496
-2.234 9.445
.003 1.034
496 .074
174.748 3.992
14.614 496
.000 .223
.003 .018
496 .000
.353 .008
.030 496
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
Fr eq
ue nc
y
200
150
100
50
Histogram
Dependent Variable: RETURN SAHAM
Mean =1.49E-16 Std. Dev. =0.996
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
Expected C u
m Prob
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
4. Hasil Output Regresi Untuk Persamaan Regresi pada Hipotesis 4 empat
Kategori