3. Hasil Uji Normalitas dengan Uji Kolmogorov Smirnov
One-Sample Kolmogorov-Smirnov Test
55 .0000000
.63396300 .059
.042 -.059
.438 .991
N Mean
Std. Deviation Normal Parameters
a,b
Absolute Positive
Negative Most Extreme
Differences
Kolmogorov-Smirnov Z Asymp. Sig. 2-tailed
Unstandardiz ed Residual
Test distribution is Normal. a.
Calculated from data. b.
B. Uji Heteroskedastisitas
a. Grafik Scatterplot
Regression Studentized Residual
2 1
-1 -2
-3
R e
g re
s s
io n
S ta
n d
a rd
iz e
d P
re d
ic te
d
V a
lu e
2 1
-1 -2
-3
Scatterplot Dependent Variable: LN_Harga_Saham
Universitas Sumatera Utara
b. Uji Glejser
Coefficients
a
87.419 70.433
1.241 .220
-193.246 61.871
-.541 -3.123
.003 23.219
45.519 .068
.510 .612
6.379 11.487
.099 .555
.581 -31.720
61.153 -.060
-.519 .606
Constant LN_Rasio_Beban_Klaim
LN_Rasio_Likuiditas LN_Rasio_ABS
LN_Rasio_PP Model
1 B
Std. Error Unstandardized
Coefficients Beta
Standardized Coefficients
t Sig.
Dependent Variable: absut a.
C. Uji Autokorelasi
Uji Autokorelasi
Runs Test
Harga_Saham Test Value
a
255.00 Cases Test Value
27 Cases = Test Value
28 Total Cases
55 Number of Runs
28 Z
-.134 Asymp. Sig. 2-tailed
.894 a. Median
Sumber: Hasil Pengolahan Data
4. Uji Multikolinearitas
Coefficients
a
6.408 .392
16.333 .000
.249 .345
.140 .723
.473 .435
2.300 .515
.254 .301
2.030 .048
.743 1.346
.181 .064
.567 2.834
.007 .409
2.445 .110
.341 .042
.323 .748
.981 1.020
Constant LN_Rasio_Beban_Klaim
LN_Rasio_Likuiditas LN_Rasio_ABS
LN_Rasio_PP Model
1 B
Std. Error Unstandardized
Coefficients Beta
Standardized Coefficients
t Sig.
Tolerance VIF
Collinearity Statistics
Dependent Variable: LN_Harga_Saham a.
Analisis Regresi Berganda
Universitas Sumatera Utara
Coefficients
a
6.408 .392
16.333 .000
.249 .345
.140 .723
.473 .515
.254 .301
2.030 .048
.181 .064
.567 2.834
.007 .110
.341 .042
.323 .748
Constant LN_Rasio_Beban_Klaim
LN_Rasio_Likuiditas LN_Rasio_ABS
LN_Rasio_PP Model
1 B
Std. Error Unstandardized
Coefficients Beta
Standardized Coefficients
t Sig.
Dependent Variable: LN_Harga_Saham a.
2. Koefisien Determinasi
Model Summary
b
Model R
R Square Adjusted R
Square Std. Error of the
Estimate 1
.419
a
.175 .109
.66144 a. Predictors: Constant, LN_Rasio_PP, LN_Rasio_ABS,
LN_Rasio_Likuiditas, LN_Rasio_Beban_Klaim b. Dependent Variable: LN_Harga_Saham
Uji Statistik
a. Uji – F
ANOVA
b
4.818 4
1.204 2.775
.037
a
21.703 50
.434 26.521
54 Regression
Residual Total
Model 1
Sum of Squares
df Mean Square
F Sig.
Predictors: Constant, LN_Rasio_PP, LN_Rasio_ABS, LN_Rasio_Likuiditas, LN_ Rasio_Beban_Klaim
a. Dependent Variable: LN_Harga_Saham
b.
Universitas Sumatera Utara
b. Uji – T
Coefficients
a
6.408 .392
16.333 .000
.249 .345
.140 .723
.473 .515
.254 .301
2.030 .048
.181 .064
.567 2.834
.007 .110
.341 .042
.323 .748
Constant LN_Rasio_Beban_Klaim
LN_Rasio_Likuiditas LN_Rasio_ABS
LN_Rasio_PP Model
1 B
Std. Error Unstandardized
Coefficients Beta
Standardized Coefficients
t Sig.
Dependent Variable: LN_Harga_Saham a.
Universitas Sumatera Utara
Data Laporan Keuangan Perusahaan Asuransi untuk data Rasio Early Warning System periode 2005 – 2009
1. Rasio Beban Klaim =
Pendapatan Premi Beban Klaim
A . Tahun 2005
No. Keterangan Beban Klaim
Pendapatan Premi RBK
1. PT. Asuransi Bina Dana Arta Tbk
103,655,733,000 148,647,288,000
0.69733 2.
PT. Asuransi Harta Aman Pratama Tbk 8,307,879,552
28,130,805,608 0.29533
3. PT. Asuransi Multi Arta Guna Tbk
81,204,086,000 139,075,822,000
0.58388 4.
PT. Asuransi Bintang Tbk 61,707,045,000
90,651,401,000 0.68071
5. PT. Asuransi Dayin Mitra Tbk
32,511,347,017 65,662,280,889
0.49513 6.
PT. Asuransi Jasa Tania Tbk 23,138,634,075
67,630,072,552 0.34214
7. PT. Asuransi Ramayana Tbk
44,649,562,876 146,433,486,616
0.30491 8.
PT. Lippo General Insurance Tbk 81,716,783,538
114,084,844,504 0.71628
9. PT. Maskapai Reasuransi Tbk
60,319,860,469 101,271,463,131
0.59563 10.
PT. Panin Insurance Tbk 617,022,000
629,689,000 0.97988
11. PT. Panin Life Tbk
587,923,000 551,165,000
1.06669
B. Tahun 2006
No. Keterangan Beban Klaim
Pendapatan Premi RBK
1. PT. Asuransi Bina Dana Arta Tbk 96,477,024,000
156,624,831,000 0.62
2. PT. Asuransi Harta Aman Pratama Tbk 9,881,119,098
32,315,661,616 0.31
3. PT. Asuransi Multi Arta Guna Tbk 92,015,198,000
155,780,531,000 0.59
4. PT. Asuransi Bintang Tbk 43,476,703,000
101,946,205,000 0.43
5. PT. Asuransi Dayin Mitra Tbk 38,333,194,000
66,435,245,000 0.58
6. PT. Asuransi Jasa Tania Tbk 31,610,395,556
69,943,517,618 0.45
7. PT. Asuransi Ramayana Tbk 59,700,618,135
182,529,805,378 0.33
8. PT. Lippo General Insurance Tbk 97,840,430,504
132,377,779,526 0.74
9. PT. Maskapai Reasuransi Tbk 68,017,065,789
121,229,995,854 0.56
10. PT. Panin Insurance Tbk 1,244,487,000
1,228,100,000 1.01
11 PT. Panin Life Tbk 1,224,422,000
1,156,482,000 1.06
Universitas Sumatera Utara
C. Tahun 2007
No. Keterangan Beban Klaim
Pendapatan Premi RBK
1. PT. Asuransi Bina Dana Arta Tbk 73,680,866,000
155,656,612,000 0.473355
2. PT. Asuransi Harta Aman Pratama Tbk 13,149,792,186
42,752,613,564 0.307579
3. PT. Asuransi Multi Arta Guna Tbk 93,149,760,000
180,247,320,000 0.516789
4. PT. Asuransi Bintang Tbk 65,216,310,000
102,995,095,000 0.633198
5. PT. Asuransi Dayin Mitra Tbk 44,999,384,000
72,999,125,000 0.616437
6. PT. Asuransi Jasa Tania Tbk 33,755,163,901
60,124,859,291 0.561418
7. PT. Asuransi Ramayana Tbk 75,569,752,667
215,941,642,944 0.349955
8. PT. Lippo General Insurance Tbk 114,623,662,805
141,984,372,158 0.807298
9. PT. Maskapai Reasuransi Tbk 83,984,377,421
148,370,268,921 0.566046
10. PT. Panin Insurance Tbk 1,618,452,000
1,420,736,000 1.139164
11. PT. Panin Life Tbk 1,598,219,000
1,354,816,000 1.179658
C. Tahun 2008
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