393 KBLV First Media Tbk
II. Daftar Perusahaan Sampel Penelitian
No. Kode
Nama Perusahaan
1 UNSP Bakrie Sumatera Plantation, Tbk
2 INCO
International Nickel Indonesia INCO, Tbk 3 PTBA
Tambang Batubara Bukit Asam, Tbk 4
TINS Timah persero, Tbk
5 ARGO Argo Pantes, Tbk
6 CNTX Century Textile Industry Centex, Tbk
7 UNTX Unitex, Tbk
8 MYTX APAC Citra Centertex Tbk formerly Apac Inti Corpora
9 DSUC Daya Sakti Unggul Corporation, Tbk
10 SULI
Sumalindo Lestari Jaya, Tbk 11 FASW
Fajar Surya Wisesa, Tbk 12 TKIM
Pabrik Kertas Tjiwi Kimia, Tbk 13 SPMA
Suparma, Tbk 14
SAIP Surabaya Agung Industry pulp, Tbk
15 INRU
Toba Pulp Lestari, Tbk 16
UNIC Unggul Indah Cahaya, Tbk
17 TPIA
Tri polyta Indonesia, Tbk 18 AMFG
Ashahimas Flat Glass, Tbk 19 CTBN
Citra Tubindo, Tbk 20 TOTO
Surya Toto Indonesia, Tbk 21
PTSN Sat Nusapersada, Tbk
22 KLBF Kalbe Farma, Tbk
III. Daftar Perusahaan Sampel yang rusak
No. Kode
Nama Perusahaan
1 UNTX Unitex, Tbk
2 TPIA
Tri polyta Indonesia, Tbk
Lampiran 2
Data Pembentuk
Environmental Performance
No Kode
Peringkat Penghargaan EP score
PROPER Periode 20042005
1 UNSP
Hitam 1
2 INCO
Merah 2
3 PTBA
Biru
3 4
TINS Biru
3 5
ARGO Biru
3 6
CNTX Biru
3 7
MYTX
Biru
3 8
SULI Biru
3 9
FASW Biru
3 10
TKIM Biru
3 11
SPMA
Merah
2 12
UNIC Biru
3 13
CTBN Biru
3
Periode 20062007
14 UNSP
Biru 3
15 INCO
Biru Minus 2
16 PTBA
Biru 3
17 ARGO
Biru Minus 2
18 CNTX
Biru 3
19 MYTX
Biru 3
20 SULI
Merah 2
21 FASW
Biru
3 22
TKIM
Biru
3 23
SPMA Biru
3 24
SAIP Merah Minus
1 25
UNIC
Biru
3 26
AMFG
Biru Minus
2 27
CTBN Merah
2 28
TOTO Biru Minus
2 29
KLBF Biru
3
No Kode
Peringkat Penghargaan EP score
PROPER Periode 20082009
30 UNSP
Biru Minus
2 31
INCO Biru Minus
2 32
PTBA Hijau
4 33
ARGO Merah
2 34
CNTX
Biru Minus
2 35
MYTX
Biru Minus
2 36
DSUC Hitam
1 37
SULI Merah
2 38
FASW
Biru Minus
2 39
TKIM Biru Minus
2 40
SPMA Hitam
1 41
SAIP Merah Minus
1 42
INRU Hijau
4 43
UNIC Biru
3 44
AMFG Biru Minus
2 45
CTBN Biru
3 46
TOTO
Biru
3 47
PTSN Biru
3 48
KLBF Biru Minus
2
Lampiran 3
Daftar Return Saham per Bulan 1.
IHSG
Bulan Close Price
Return 2004
2006 2008
2004 2006
2008 Jan
752.932 1232.321 2627.251
Feb 761.081 1230.664 2721.944
0.0108 -0.0013
0.0360 Mar
735.677 1322.974 2447.299 -0.0334
0.0750 -0.1009
Apr 783.413 1464.406 2304.516
0.0649 0.1069
-0.0583 May
732.516 1329.996 2444.349 -0.0650
-0.0918 0.0607
Jun 732.401 1310.263 2349.105
-0.0002 -0.0148
-0.0390 Jul
756.983 1351.649 2304.508 0.0336
0.0316 -0.0190
Aug 754.704 1431.262 2165.943
-0.0030 0.0589
-0.0601 Sep
820.134 1534.615 1832.507 0.0867
0.0722 -0.1539
Oct 860.487 1582.626 1256.704
0.0492 0.0313
-0.3142 Nov
977.767 1718.961 1241.541 0.1363
0.0861 -0.0121
Dec 1000.233 1805.523 1355.410
0.0230 0.0504
0.0917
2. UNSP
Bulan Close Price
Return 2004
2006 2008
2004 2006
2008 Jan
650 420
2525 Feb
1025 590
2550 0.5769
0.4048 0.0099
Mar 1050
680 1780
0.0244 0.1525
-0.3020 Apr
1175 840
1610 0.1190
0.2353 -0.0955
May 975
960 1950
-0.1702 0.1429
0.2112 Jun
900 890
1880 -0.0769
-0.0729 -0.0359
Jul 1100
1070 1390
0.2222 0.2022
-0.2606 Aug
1100 960
1060 0.0000
-0.1028 -0.2374
Sep 1500
880 710
0.3636 -0.0833
-0.3302 Oct
1625 820
270 0.0833
-0.0682 -0.6197
Nov 365
840 245
-0.7754 0.0244
-0.0926 Dec
310 970
260 -0.1507
0.1548 0.0612
3. INCO
Bulan Close Price
Return 2004
2006 2008
2004 2006
2008 Jan
33000 14550
7950 Feb
45000 15600
9450 0.3636
0.0722 0.1887
Mar 45000
17150 7000
0.0000 0.0994
-0.2593 Apr
34000 20000
6650 -0.2444
0.1662 -0.0500
May 31500
19750 6100
-0.0735 -0.0125
-0.0827 Jun
34650 19550
6050 0.1000
-0.0101 -0.0082
Jul 34550
19950 4600
-0.0029 0.0205
-0.2397 Aug
8100 22000
3725 -0.7656
0.1028 -0.1902
Sep 10150
23000 3075
0.2531 0.0455
-0.1745 Oct
10550 26300
1690 0.0394
0.1435 -0.4504
Nov 11850
27500 1970
0.1232 0.0456
0.1657 Dec
11550 31000
1930 -0.0253
0.1273 -0.0203
4. PTBA
Bulan Close Price
Return 2004
2006 2008
2004 2006
2008 Jan
825 1960
11400 Feb
800 2050
11450 -0.0303
0.0459 0.0044
Mar 775
2050 10050
-0.0313 0.0000
-0.1223 Apr
825 3000
10600 0.0645
0.4634 0.0547
May 750
3350 14600
-0.0909 0.1167
0.3774 Jun
675 3150
16400 -0.1000
-0.0597 0.1233
Jul 725
3275 13650
0.0741 0.0397
-0.1677 Aug
775 3400
14500 0.0690
0.0382 0.0623
Sep 850
3375 9350
0.0968 -0.0074
-0.3552 Oct
925 3450
5475 0.0882
0.0222 -0.4144
Nov 1425
3250 6900
0.5405 -0.0580
0.2603 Dec
1525 3525
6900 0.0702
0.0846 0.0000
5. TINS
Bulan Close Price
Return 2004
2006 2008
2004 2006
2008 Jan
2325 1920
28800 Feb
2325 2050
27500 0.0000
0.0677 -0.0451
Mar 2350
2025 28950
0.0108 -0.0122
0.0527 Apr
2325 2425
25500 -0.0106
0.1975 -0.1192
May 1925
1930 33950
-0.1720 -0.2041
0.3314 Jun
1700 1740
37450 -0.1169
-0.0984 0.1031
Jul 2050
1740 31950
0.2059 0.0000
-0.1469 Aug
2125 1740
2575 0.0366
0.0000 -0.9194
Sep 2025
1770 1660
-0.0471 0.0172
-0.3553 Oct
2075 2400
1160 0.0247
0.3559 -0.3012
Nov 2175
2300 1050
0.0482 -0.0417
-0.0948 Dec
2075 4425
1080 -0.0460
0.9239 0.0286
6. ARGO
Bulan Close Price
Return 2004
2006 2008
2004 2006
2008 Jan
1300 1200
1400 Feb
1300 1100
1250 0.0000
-0.0833 -0.1071
Mar 1275
1100 1100
-0.0192 0.0000
-0.1200 Apr
1325 1100
1300 0.0392
0.0000 0.1818
May 1300
1100 1300
-0.0189 0.0000
0.0000 Jun
1300 1100
1300 0.0000
0.0000 0.0000
Jul 1300
1100 1300
0.0000 0.0000
0.0000 Aug
1300 1100
1300 0.0000
0.0000 0.0000
Sep 1300
1100 1300
0.0000 0.0000
0.0000 Oct
1300 1100
1200 0.0000
0.0000 -0.0769
Nov 1300
1100 1300
0.0000 0.0000
0.0833 Dec
1325 1100
1300 0.0192
0.0000 0.0000