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
Lampiran 2_8. Perhitungan Nilai Alpha Dan Beta Saham Perusahaan Sampel 29.
PT. Exploitasi Energi Indonesia Tbk CNKO
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,007 ,007
,901 ,370
Rmt 2,282
1,184 ,191
1,928 ,057
a. Dependent Variable: Rit
30. PT. Darma Henwa Tbk DEWA
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
-,007 ,003
-2,053 ,043
Rmt 2,238
,311 ,588
7,195 ,000
a. Dependent Variable: Rit
31. PT. Intiland Development Tbk DILD
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,006 ,004
1,349 ,181
Rmt 1,258
,420 ,289
2,994 ,003
a. Dependent Variable: Rit
32. PT. Central Omega Resources Tbk DKFT
Coefficients
a
Model Unstandardized
Coefficients Standardized
Coefficients t
Sig. B
Std. Error Beta
1 Constant
,028 ,010
2,731 ,007
Rmt 1,155
,529 ,215
2,183 ,031
a. Dependent Variable: Rit