Lampiran 1. Daftar Perusahaan Sampel PENGARUH RETURN ON EQUITY, DIVIDEND PAYOUT RATIO, PRICE TO BOOK VALUE DAN EARNING PER SHARE TERHADAP RETURN SAHAM (Studi Empiris pada Perusahaan Manufaktur yang Terdaftar di BEI Periode 2013-2015).
Lampiran 1. Daftar Perusahaan Sampel
NO
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
KODE
AISA
AMFG
ASII
AUTO
CPIN
DLTA
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INAI
INDF
INDS
INTP
KBLI
KIAS
KLBF
LION
NAMA PERUSAHAAN
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Delta Jakarta Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indal Aluminium Industry Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indosping Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Lion Metal Works Tbk
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
LMSH
MERK
MLBI
MYOR
ROTI
SCCO
SKLT
SMGR
SMSM
SQBB
TCID
TOTO
TRIS
TRST
TSPC
UNVR
PT. Lionmesh Prima Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Sekar Laut Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
Lampiran 2. Tabulasi Data
No
1
2
3
Periode
2013
Kode
AISA
AMFG
ASII
Nama Perusahaan
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
Variabel
Dependen
Return Saham
ROE
DPR
PBV
EPS
0.32
-0.16
-0.07
14.75
12.6
21
7.52
10.26
31.67
1.95
1.13
2.59
106.39
780
480
Variabel Independen
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
AUTO
CPIN
DLTA
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INDF
INDS
INTP
KBLI
KIAS
KLBF
LION
MERK
MLBI
MYOR
ROTI
SCCO
SMGR
SMSM
SQBB
TCID
TOTO
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Delta Jakarta Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indosping Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Lion Metal Works Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
-0.01
-0.08
0.49
0.22
0.3
0.11
-0.25
0.04
0.31
-0.08
0.13
-0.36
-0.11
-0.24
-0.11
0.18
0.15
0.24
0.67
0.3
-0.85
0.09
-0.11
0.37
0.28
0.08
0.16
10.6
0.26
39.86
29.91
14
16.59
14.9
76.4
18
9.12
9.6
8.4
26.4
8.53
4
22.64
16.11
34.25
90
26
20.32
14.89
25.7
36
43
13
22.84
41.63
29.68
72.66
8.58
30.80
14.29
35.56
53.06
48.69
15.03
64.91
101.79
33.06
44.44
5.11
41.46
32.13
45.58
35.45
20.63
118.04
49.12
40.63
53.74
84.33
49.40
83.68
1.87
5.53
9.04
0.70
2.74
1.15
2.75
27.77
1650.57
2.04
1.57
0.80
3.24
660.29
1.18
6.91
1.55
8.39
2560.32
5.97
6.65
1287.32
3.86
4.96
8.97
2.06
3.68
209
155
16515
174.85
112
56
2250
2450
382
193
285
280
1361
18
4.7
41
1245
7832
41091
1115
31.2
509
905
214
14822
749
239
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
2014
TRIS
TRST
TSPC
UNVR
AISA
AMFG
ASII
AUTO
CPIN
DLTA
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INAI
INDF
INDS
INTP
KBLI
KIAS
KLBF
MERK
MLBI
MYOR
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Delta Jakarta Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indal Aluminium Industry Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indosping Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
0.18
-0.28
-0.12
0.25
0.47
0.15
0.09
0.15
0.12
0.03
-0.25
-0.23
0.32
0.45
0.1
0.28
-0.18
-0.42
0.02
-0.4
0.25
-0.02
-0.05
0.46
-0.15
-0.65
-0.2
16.3
1.9
16.55
133.2
10.54
15
18
9.4
0.16
37.54
6.16
8.6
15.3
16.4
75.4
18.8
-2.21
18.41
13.6
7
21.8
7.77
4
21.16
33.47
142
10
28.01
83.33
45.39
94.72
7.69
7.48
32.07
46.39
42.99
68
42.90
47.26
15.52
28.47
49.57
41.85
-41.30
11.30
31.63
51.81
62.63
22.22
29.96
43.10
76.86
68.17
51
1.33
0.41
3.81
48.77
1.88
1.13
2.50
2.00
5.63
8.21
0.50
1.99
1.34
3.52
32.04
5237.56
1.65
0.91
1.47
0.58
3.47
601.10
1.09
8.79
6.59
1615.45
4.58
32.13
12
141
701
110.57
1069
474
180
107
17647
46.62
73
58
2810
2306
454
-46
70.76
449
193
1437
18
5.04
44.08
8132
377
451
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
2015
ROTI
SCCO
SMGR
SMSM
SQBB
TCID
TOTO
TRIS
TRST
TSPC
UNVR
AISA
AMFG
ASII
AUTO
CPIN
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INAI
INDF
INTP
KBLI
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indal Aluminium Industry Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
0.36
-0.1
0.14
0.38
0.04
0.47
-0.48
-0.03
0.52
-0.12
0.24
-0.42
-0.19
-0.19
-0.62
-0.31
0.1
-0.23
-0.22
-0.09
0.37
0.03
-0.41
0.16
-0.23
-0.11
-0.14
19.78
17.01
23.2
38
45
14
26.28
11.3
1.7
14.23
134.5
9.42
10.1
12
3.2
0.15
4.09
11.1
16.11
17
32.4
18.9
-0.81
11.93
8.9
17.6
11.23
8.37
22.56
43.48
46.13
85.82
42.33
40.13
41.54
45.45
58.14
91.11
7.96
10.18
31.65
72.73
16.07
45.32
41.24
13.43
23.92
41.92
43.11
-58.82
38.75
65.09
114.12
13.79
7.35
1009.82
3.84
6.09
8.74
2.81
3.50
1.31
0.61
3.16
51.92
0.98
0.84
1.92
0.76
3.39
0.53
1.49
0.96
2.78
18.50
4794.85
0.98
0.53
1.05
3.44
464.16
37.27
665
937
271
16314
874
299
22.87
11
129
776
100.49
786
357
66
112
33.1
97
67
3345
2326
515
-17
90.33
338
1183
29
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
KIAS
KLBF
LION
LMSH
MERK
MLBI
MYOR
ROTI
SCCO
SMGR
SMSM
SQBB
TCID
TOTO
TRIS
TRST
TSPC
UNVR
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Lion Metal Works Tbk
PT. Lionmesh Prima Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
-0.39
-0.28
-0.89
-0.91
-0.14
-0.98
0.46
-0.09
-0.06
-0.3
0
0.07
-0.06
0.75
-0.07
-0.18
-0.39
0.15
-9
18.32
10.12
1.73
30.1
66
24
22.76
17.34
17.1
32
42
31.8
19.12
11.4
1.3
12.03
122.2
-15.26
44.43
454.55
500
263.91
58.47
11.73
10.35
25.87
49.26
33.67
110.12
14.40
42.55
44.08
55.55
64.65
98.95
0.74
5.66
1.20
49.09
6.48
23.78
5.25
5.39
835.72
2.46
4.76
9.78
1.93
4.81
1.14
0.44
1.82
58.49
-10.16
42.76
88
20
2463
236
1364
53.45
773
762
297
14529
2708
282
21.55
9
116
766
Lampiran 3. Hasil Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,b
Most Extreme Differences
102
Mean
Std. Deviation
,0000000
,28897895
Absolute
,069
Positive
,048
Negative
-,069
Kolmogorov-Smirnov Z
,697
Asymp. Sig. (2-tailed)
,717
a. Test distribution is Normal.
b. Calculated from data.
Lampiran 4. Hasil Uji Multikolinearitas
Coefficientsa
Model
Unstandardized
Standardized
Coefficients
Coefficients
B
Std.
t
Sig.
Beta
Collinearity Statistics
Tolerance
VIF
Error
1
(Constant)
.009
.043
.215
.830
ROE
.001
.001
.095
1.004
.318
.883
1.132
DPR
-.002
.000
-.376
-4.191
.000
.988
1.013
PBV
2.697E-005
.000
.073
.806
.425
.972
1.029
EPS
1.578E-005
.000
.254
2.673
.009
.880
1.136
a. Dependent Variable: RS
Lampiran 5. Hasil Uji Heteroskedastisitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Coefficients
B
1
Std. Error
(Constant)
,226
,026
ROE
,001
,001
DPR
,000
PBV
EPS
a. Dependent Variable: ABS
Beta
8,736
,000
,201
1,929
,057
,000
-,121
-1,230
,222
-1,285E-005
,000
-,064
-,644
,521
-6,033E-006
,000
-,179
-1,714
,090
Lampiran 6. Hasil Uji Autokorelasi
Model Summaryb
Model
1
R
R Square
,477a
Adjusted R
Std. Error of the
Square
Estimate
,228
a. Predictors: (Constant), EPS, DPR, PBV, ROE
b. Dependent Variable: RS
,196
,29488
Durbin-Watson
2,137
Lampiran 7. Hasil Uji Regresi Linier Berganda
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Coefficients
B
1
Std. Error
(Constant)
,009
,043
ROE
,001
,001
DPR
-,002
PBV
EPS
a. Dependent Variable: RS
Beta
,215
,830
,095
1,004
,318
,000
-,376
-4,191
,000
2,697E-005
,000
,073
,806
,422
1,578E-005
,000
,254
2,673
,009
Lampiran 8. Hasil Uji Koefisien Determinassi (Adjusted R2)
Model Summary
Model
1
R
R Square
,477a
Adjusted R
Std. Error of the
Square
Estimate
,228
a. Predictors: (Constant), EPS, DPR, PBV, ROE
b. Dependent Variable: RS
,196
,29488
Durbin-Watson
2,137
Lampiran 9. Hasil Uji F
ANOVAa
Model
1
Sum of Squares
df
Mean Square
Regression
2,489
4
,622
Residual
8,434
97
,087
10,923
101
Total
a. Dependent Variable: RS
b. Predictors: (Constant), EPS, DPR, PBV, ROE
F
7,155
Sig.
,000b
Lampiran 10. Uji Statistik t
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Coefficients
B
1
Std. Error
(Constant)
,009
,043
ROE
,001
,001
DPR
-,002
PBV
EPS
a. Dependent Variable: RS
Beta
,215
,830
,095
1,004
,318
,000
-,376
-4,191
,000
2,697E-005
,000
,073
,806
,422
1,578E-005
,000
,254
2,673
,009
NO
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
KODE
AISA
AMFG
ASII
AUTO
CPIN
DLTA
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INAI
INDF
INDS
INTP
KBLI
KIAS
KLBF
LION
NAMA PERUSAHAAN
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Delta Jakarta Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indal Aluminium Industry Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indosping Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Lion Metal Works Tbk
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
LMSH
MERK
MLBI
MYOR
ROTI
SCCO
SKLT
SMGR
SMSM
SQBB
TCID
TOTO
TRIS
TRST
TSPC
UNVR
PT. Lionmesh Prima Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Sekar Laut Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
Lampiran 2. Tabulasi Data
No
1
2
3
Periode
2013
Kode
AISA
AMFG
ASII
Nama Perusahaan
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
Variabel
Dependen
Return Saham
ROE
DPR
PBV
EPS
0.32
-0.16
-0.07
14.75
12.6
21
7.52
10.26
31.67
1.95
1.13
2.59
106.39
780
480
Variabel Independen
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
AUTO
CPIN
DLTA
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INDF
INDS
INTP
KBLI
KIAS
KLBF
LION
MERK
MLBI
MYOR
ROTI
SCCO
SMGR
SMSM
SQBB
TCID
TOTO
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Delta Jakarta Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indosping Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Lion Metal Works Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
-0.01
-0.08
0.49
0.22
0.3
0.11
-0.25
0.04
0.31
-0.08
0.13
-0.36
-0.11
-0.24
-0.11
0.18
0.15
0.24
0.67
0.3
-0.85
0.09
-0.11
0.37
0.28
0.08
0.16
10.6
0.26
39.86
29.91
14
16.59
14.9
76.4
18
9.12
9.6
8.4
26.4
8.53
4
22.64
16.11
34.25
90
26
20.32
14.89
25.7
36
43
13
22.84
41.63
29.68
72.66
8.58
30.80
14.29
35.56
53.06
48.69
15.03
64.91
101.79
33.06
44.44
5.11
41.46
32.13
45.58
35.45
20.63
118.04
49.12
40.63
53.74
84.33
49.40
83.68
1.87
5.53
9.04
0.70
2.74
1.15
2.75
27.77
1650.57
2.04
1.57
0.80
3.24
660.29
1.18
6.91
1.55
8.39
2560.32
5.97
6.65
1287.32
3.86
4.96
8.97
2.06
3.68
209
155
16515
174.85
112
56
2250
2450
382
193
285
280
1361
18
4.7
41
1245
7832
41091
1115
31.2
509
905
214
14822
749
239
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
2014
TRIS
TRST
TSPC
UNVR
AISA
AMFG
ASII
AUTO
CPIN
DLTA
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INAI
INDF
INDS
INTP
KBLI
KIAS
KLBF
MERK
MLBI
MYOR
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Delta Jakarta Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indal Aluminium Industry Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indosping Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
0.18
-0.28
-0.12
0.25
0.47
0.15
0.09
0.15
0.12
0.03
-0.25
-0.23
0.32
0.45
0.1
0.28
-0.18
-0.42
0.02
-0.4
0.25
-0.02
-0.05
0.46
-0.15
-0.65
-0.2
16.3
1.9
16.55
133.2
10.54
15
18
9.4
0.16
37.54
6.16
8.6
15.3
16.4
75.4
18.8
-2.21
18.41
13.6
7
21.8
7.77
4
21.16
33.47
142
10
28.01
83.33
45.39
94.72
7.69
7.48
32.07
46.39
42.99
68
42.90
47.26
15.52
28.47
49.57
41.85
-41.30
11.30
31.63
51.81
62.63
22.22
29.96
43.10
76.86
68.17
51
1.33
0.41
3.81
48.77
1.88
1.13
2.50
2.00
5.63
8.21
0.50
1.99
1.34
3.52
32.04
5237.56
1.65
0.91
1.47
0.58
3.47
601.10
1.09
8.79
6.59
1615.45
4.58
32.13
12
141
701
110.57
1069
474
180
107
17647
46.62
73
58
2810
2306
454
-46
70.76
449
193
1437
18
5.04
44.08
8132
377
451
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
2015
ROTI
SCCO
SMGR
SMSM
SQBB
TCID
TOTO
TRIS
TRST
TSPC
UNVR
AISA
AMFG
ASII
AUTO
CPIN
DPNS
DVLA
EKAD
GGRM
HMSP
ICBP
IMAS
INAI
INDF
INTP
KBLI
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
PT. Tiga Pilar Sejahtera Food Tbk
PT. Asahimas Flat Glass Tbk
PT. Astra International Tbk
PT. Astra Otopart Tbk
PT. Charoen Pokphand Indonesia Tbk
PT. Duta Pertiwi Nusantara Tbk
PT. Darya Varia Laboratoria Tbk
PT. Ekadharma International Tbk
PT. Gudang Garam Tbk
PT. HM Sampoerna Tbk
PT. Indofood CBP Sukses Makmur Tbk
PT. Indomobil Sukes International Tbk
PT. Indal Aluminium Industry Tbk
PT. Indofood Sukses Makmur Tbk
PT. Indocement Tunggal Perkasa Tbk
PT. KMI Wire and Cable Tbk
0.36
-0.1
0.14
0.38
0.04
0.47
-0.48
-0.03
0.52
-0.12
0.24
-0.42
-0.19
-0.19
-0.62
-0.31
0.1
-0.23
-0.22
-0.09
0.37
0.03
-0.41
0.16
-0.23
-0.11
-0.14
19.78
17.01
23.2
38
45
14
26.28
11.3
1.7
14.23
134.5
9.42
10.1
12
3.2
0.15
4.09
11.1
16.11
17
32.4
18.9
-0.81
11.93
8.9
17.6
11.23
8.37
22.56
43.48
46.13
85.82
42.33
40.13
41.54
45.45
58.14
91.11
7.96
10.18
31.65
72.73
16.07
45.32
41.24
13.43
23.92
41.92
43.11
-58.82
38.75
65.09
114.12
13.79
7.35
1009.82
3.84
6.09
8.74
2.81
3.50
1.31
0.61
3.16
51.92
0.98
0.84
1.92
0.76
3.39
0.53
1.49
0.96
2.78
18.50
4794.85
0.98
0.53
1.05
3.44
464.16
37.27
665
937
271
16314
874
299
22.87
11
129
776
100.49
786
357
66
112
33.1
97
67
3345
2326
515
-17
90.33
338
1183
29
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
KIAS
KLBF
LION
LMSH
MERK
MLBI
MYOR
ROTI
SCCO
SMGR
SMSM
SQBB
TCID
TOTO
TRIS
TRST
TSPC
UNVR
PT. Keramika Indonesia Assosiasi Tbk
PT. Kalbe Farma Tbk
PT. Lion Metal Works Tbk
PT. Lionmesh Prima Tbk
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mayora Indah Tbk
PT. Nippon Indosari Corpindo Tbk
PT. Supreme Cable Manufacturing Tbk
PT. Semen Indonesia (Persero) Tbk
PT. Selamat Sempurna Tbk
PT. Taisho Pharmaceutical Indonesia Tbk
PT. Mandom Indonesia Tbk
PT. Surya Toto Indonesia Tbk
PT. Trisula International Tbk
PT. Trias Sentosa Tbk
PT. Tempo Scan Pacific Tbk
PT. Unilever Indonesia Tbk
-0.39
-0.28
-0.89
-0.91
-0.14
-0.98
0.46
-0.09
-0.06
-0.3
0
0.07
-0.06
0.75
-0.07
-0.18
-0.39
0.15
-9
18.32
10.12
1.73
30.1
66
24
22.76
17.34
17.1
32
42
31.8
19.12
11.4
1.3
12.03
122.2
-15.26
44.43
454.55
500
263.91
58.47
11.73
10.35
25.87
49.26
33.67
110.12
14.40
42.55
44.08
55.55
64.65
98.95
0.74
5.66
1.20
49.09
6.48
23.78
5.25
5.39
835.72
2.46
4.76
9.78
1.93
4.81
1.14
0.44
1.82
58.49
-10.16
42.76
88
20
2463
236
1364
53.45
773
762
297
14529
2708
282
21.55
9
116
766
Lampiran 3. Hasil Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,b
Most Extreme Differences
102
Mean
Std. Deviation
,0000000
,28897895
Absolute
,069
Positive
,048
Negative
-,069
Kolmogorov-Smirnov Z
,697
Asymp. Sig. (2-tailed)
,717
a. Test distribution is Normal.
b. Calculated from data.
Lampiran 4. Hasil Uji Multikolinearitas
Coefficientsa
Model
Unstandardized
Standardized
Coefficients
Coefficients
B
Std.
t
Sig.
Beta
Collinearity Statistics
Tolerance
VIF
Error
1
(Constant)
.009
.043
.215
.830
ROE
.001
.001
.095
1.004
.318
.883
1.132
DPR
-.002
.000
-.376
-4.191
.000
.988
1.013
PBV
2.697E-005
.000
.073
.806
.425
.972
1.029
EPS
1.578E-005
.000
.254
2.673
.009
.880
1.136
a. Dependent Variable: RS
Lampiran 5. Hasil Uji Heteroskedastisitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Coefficients
B
1
Std. Error
(Constant)
,226
,026
ROE
,001
,001
DPR
,000
PBV
EPS
a. Dependent Variable: ABS
Beta
8,736
,000
,201
1,929
,057
,000
-,121
-1,230
,222
-1,285E-005
,000
-,064
-,644
,521
-6,033E-006
,000
-,179
-1,714
,090
Lampiran 6. Hasil Uji Autokorelasi
Model Summaryb
Model
1
R
R Square
,477a
Adjusted R
Std. Error of the
Square
Estimate
,228
a. Predictors: (Constant), EPS, DPR, PBV, ROE
b. Dependent Variable: RS
,196
,29488
Durbin-Watson
2,137
Lampiran 7. Hasil Uji Regresi Linier Berganda
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Coefficients
B
1
Std. Error
(Constant)
,009
,043
ROE
,001
,001
DPR
-,002
PBV
EPS
a. Dependent Variable: RS
Beta
,215
,830
,095
1,004
,318
,000
-,376
-4,191
,000
2,697E-005
,000
,073
,806
,422
1,578E-005
,000
,254
2,673
,009
Lampiran 8. Hasil Uji Koefisien Determinassi (Adjusted R2)
Model Summary
Model
1
R
R Square
,477a
Adjusted R
Std. Error of the
Square
Estimate
,228
a. Predictors: (Constant), EPS, DPR, PBV, ROE
b. Dependent Variable: RS
,196
,29488
Durbin-Watson
2,137
Lampiran 9. Hasil Uji F
ANOVAa
Model
1
Sum of Squares
df
Mean Square
Regression
2,489
4
,622
Residual
8,434
97
,087
10,923
101
Total
a. Dependent Variable: RS
b. Predictors: (Constant), EPS, DPR, PBV, ROE
F
7,155
Sig.
,000b
Lampiran 10. Uji Statistik t
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Coefficients
B
1
Std. Error
(Constant)
,009
,043
ROE
,001
,001
DPR
-,002
PBV
EPS
a. Dependent Variable: RS
Beta
,215
,830
,095
1,004
,318
,000
-,376
-4,191
,000
2,697E-005
,000
,073
,806
,422
1,578E-005
,000
,254
2,673
,009