Pengaruh Debt to Equity Ratio, Price to Book Value, Price Earning Ratio, Return On Investment, dan Total Assets Turn Over Terhadap Harga Saham Pada Perusahaan Property dan Real Estate yang Terdaftar di BEI
LAMPIRAN Lampiran i: Data Penelitian Sebelum Transformasi
Debt to Equity Ratio (DER)
21 PWON
1.31
20 LPKR
1.40
1.03
0.94
1.26
1.94
1.96
1.66
1.42
1.41
22 GPRA
1.33
0.97
1.49
2.11
0.86
0.99
16 JRPT
0.87
1.10
1.15
1.25
17 KIJA
1.00
19 LPCK
0.6
0.51
18 LAMI
2.20
1.83
1.09
0.89
0.90
23 RBMS
0.50
1.46
3 BIPP
0.83
0.88
1.10
1.08
4 BKDP
1.16
1.19
1.19
1.05
5 BCIP
2.09
1.92
4.84
1.26
2.17
0.05
0.15
0.07
0.08
0.08
24 BKSL
0.22
0.17
0.22 Price to Book Value No. Kode
0.65
Tahun 2009 2010 2011 2012
1 ASRI
0.97
2.39
2.95
2.25
2 BAPA
0.54
0.27
No. Kode Tahun 2009 2010 2011 2012
6 BSDE
0.38
5 BCIP
0.24
0.25
0.3
0.77
0.96
0.40
0.70
0.55
0.59
7 CTRA
0.34
0.43
0.38
0.36
0.77
1.01
1 ASRI
0.84
1.07
1.16
0.57
2 BAPA
0.82
4 BKDP
0.83
0.82
3 BIPP
0.96
1.04
1.66
1.11
0.51
8 CTRP
0.83
1.80
0.14
0.07
0.08
0.23
13 GMTD
1.92
1.81
0.42
2.98
14 MORE
1.47
0.88
0.47
0.43
15 DILD
12 KPIG
0.41
0.07
1.35
0.08
0.20
0.49
9 COWL
0.58
1.05
0.49
0.29
10 DUTI
0.62
0.55
0.46
0.28
11 FMII
0.09
3.90 No. Kode Tahun 2009 2010 2011 2012
6 BSDE
4 BKDP -128.67 -57.68 -40.47 -11.71
2 BAPA
4.85
12.81
16.30
24.52
3 BIPP -3.76 -15.84 -4.06 -8.37
5 BCIP
13.63
32.73 15.78 371.05
78.73
6 BSDE
31.17
39.93
16.94
12.24
8.84
18.14
26.98
0.22
0.80
0.72
0.77
1.01
23 RBMS
0.22
0.24
0.30
19.95
24 BKSL
0.43
0.76
1.81
5.71 Price Earning Ratio No. Kode
Tahun 2009 2010 2011 2012
1 ASRI
7 CTRA
20.58
3.43
14 MORE
45.68
25.36
13 GMTD
1.11
0.61
1.37
1.04
8.33
8.69
2.80
5.09
13.80
15 DILD
77.71
12.57
8.96
8.54
12 KPIG
16.58
19.29
17.69
8 CTRP
20.31
17.42
17.88
11.50
9 COWL
10.97
11 FMII -15.99 -46.07 -523.15 -488.16
5.33
3.61
10 DUTI
5.93
14.55
7.88
7.01
22 GPRA
3.17
4.11
1.13
1.41
0.93
0.72
11 FMII
0.59
1.03
2.02
10 DUTI
12 KPIG
0.61
0.71
1.34
1.40
13 GMTD
0.14
0.51
1.05
0.39
1.23
2.57
2.08
2.04
7 CTRA
0.79
1.08
1.07
8 CTRP
1.08
0.45
0.78
0.84
0.89
9 COWL
2.01
0.71
0.13
0.29
6.32
1.52
0.58
1.08
0.91
1.02
19 LPCK
0.31
0.49
1.77
0.99
20 LPKR
1.81
1.91
1.62
1.73
21 PWON
1.94
18 LAMI
1.08
14 MORE
0.70
2.32
0.73
0.92
1.02
15 DILD
1.72
1.23
0.87
0.99
16 JRPT
1.63
2.35
3.18
3.37
17 KIJA
1.02
19.49 No. Kode Tahun 2009 2010 2011 2012
16 JRPT
0.01
14 MORE
0.11
0.14
0.12
0.00
15 DILD
0.08
0.10
0.03
0.03
16 JRPT
0.07
0.08
0.08
0.09
0.07
0.08
0.01
11 FMII -0.03 -0.01
0.04
10 DUTI
0.05
0.06
0.01
0.09
0.00
0.04
0.00
12 KPIG
0.06
0.08
0.03
0.05
13 GMTD
17 KIJA
0.02
0.03
23 RBMS
0.10
22 GPRA
0.02
0.03
0.04
0.04
0.00
0.07
0.00
0.12
0.11
24 BKSL
0.00
0.01
0.03
0.07
0.04
0.06
0.02
0.05
18 LAMI
0.02
0.03
0.09
0.05
19 LPCK
0.04
21 PWON
0.13
0.14
20 LPKR
0.03
0.03
0.03
0.04
0.09
0.07
11.48
19.88
27.99
26.26
18.73
21 PWON
36.95
33.01
14.39
20 LPKR
22 GPRA
14.35
12.22
11.16
11.50
23 RBMS 209.11
56
22.74
5.33
24.91
10.36
13.49
17.45
16.84
17 KIJA 100.19
26.62
11.55
18 LAMI
4.83
8.66
11.69
4.71
10.16
19 LPCK
6.10
4.21
1.76
24 BKSL 395.44
9 COWL
0.02
6 BSDE
0.07
0.03
0.08
0.09
7 CTRA
0.03
0.01
0.04
0.06
8 CTRP
0.02
0.04
0.04
0.05
0.03
0.10
47.51
0.11
60.95
31.21 Return On Investment No. Kode
Tahun 2009 2010 2011 2012
1 ASRI
0.03
0.06
0.10
2 BAPA
0.05
0.07
0.10
0.04
0.03
3 BIPP -0.11 -0.03 -0.10 -0.08
4 BKDP -0.01 -0.01 -0.02 -0.06
5 BCIP
0.04
Total Assets Turn Over
0.21
0.19
0.21
20 LPKR
0.36
0.44
0.24
0.21
19 LPCK
0.21
0.27
0.21
0.22
18 LAMI
0.20
0.18
0.25
0.12
17 KIJA
0.22
0.22
0.23
0.26
16 JRPT
0.21
0.16
0.18
0.18
15 DILD
0.38
0.48
0.23
21 PWON
0.27
0.09
7 CTRA 552.08 535.41 441.66 690
6 BSDE 421.75 797.5 897.5 900
5 BCIP 261.65 261.65 317.25 527.5
4 BKDP 105.5 126 120 100
70.25
50
50
51.25
3 BIPP
2 BAPA 104 181.25 187 166.25
1 ASRI 91.83 200.41 354.12 540.83
Tahun 2009 2010 2011 2012
0.10 Harga Saham No. Kode
0.09
0.06
0.20
24 BKSL
0.27
0.12
0.14
0.10
23 RBMS
0.27
0.31
0.26
0.23
22 GPRA
0.29
0.26
0.31
0.49
14 MORE
No. Kode Tahun 2009 2010 2011 2012
4 BKDP
0.22
0.22
0.21
0.28
6 BSDE
0.31
0.23
0.44
0.44
5 BCIP
0.01
0.02
0.04
0.04
0.17
0.16
0.13
0.26
0.16
3 BIPP
0.16
0.21
0.40
0.47
2 BAPA
0.22
0.23
0.17
0.11
1 ASRI
7 CTRA
0.18
0.27
0.24
0.39
0.33
0.21
13 GMTD
0.15
0.04
0.03
0.03
12 KPIG
0.11
0.07
0.03
0.06
11 FMII
0.27
0.19
0.21
0.23
10 DUTI
0.18
0.47
0.37
0.48
9 COWL
0.14
0.10
0.09
0.09
8 CTRP
0.22
8 CTRP 282.66 348.33 432.91 575
No. Kode Tahun 2009 2010 2011 2012
1.02
0.54
0.3
11 FMII
0.53
0.68
0.74
0.79
10 DUTI
0.70
1.16
0.76
0.65
9 COWL
0.70
0.45
0.28
0.26
8 CTRP
0.88
0.71
0.66
0.58
0.64
12 KPIG
0.77
0.69
1.07
1.05
0.93
16 JRPT
0.73
0.71
0.52
0.91
15 DILD
0.66
0.94
0.37
1.21
14 MORE
1.73
1.35
1.34
1.39
13 GMTD
0.48
0.28
0.26
7 CTRA
0.74
9 COWL 366.25 162 169.25 243.33
19 LPCK 216.58 303.75 1100.83 3120
1 ASRI
No. Kode Tahun 2009 2010 2011 2012
Lampiran ii: Data Penelitian Setelah Transformasi SQRT Debt to Equity Ratio
24 BKSL 105.5 114 183.75 219.75
76 88.75 137
70.75
23 RBMS
22 GPRA 168.25 132 138.75 166
21 PWON 396.25 827.5 850 223.5
20 LPKR 702.5 555 663.33 861.66
18 LAMI 118.75 186 206.25 288.75
1.03
17 KIJA 102 112.25 143 198.75
16 JRPT 685 950 1665 2725
15 DILD 451.25 818.25 287.5 331.25
14 MORE 413.75 230.25 248.75 317.5
13 GMTD 147 153 618.75 660
12 KPIG 315 395 690 871.53
90 98.5 185.5
90
11 FMII
10 DUTI 800.83 1330 1900 2000
0.92
1.08
0.84
0.6
0.98
6 BSDE
0.88
0.55
0.5
0.49
5 BCIP
0.62
0.62
0.63
4 BKDP
0.75
1.05
1.29
1.02
0.98
3 BIPP
0.91
0.91
0.91
1
2 BAPA
1.12 No. Kode Tahun 2009 2010 2011 2012
17 KIJA
1.01
0.36
0.62
0.54
14 MORE
1.52
0.85
0.96
15 DILD
13 GMTD
1.31
1.11
0.84
0.93
16 JRPT
1.28
1.53
0.37
1.18
1.84
0.85
0.84
1.04
1.02
10 DUTI
0.71
1.19
0.96
11 FMII
1.16
0.77
1.01
1.06
1.42
12 KPIG
0.78
0.84
1.78
17 KIJA
9 COWL
23 RBMS
1.78
1.85
22 GPRA
0.89
0.85
0.88
1.00
0.47
1.39
0.49
0.47
0.55
24 BKSL
0.66
0.87
1.35
2.51
21 PWON
1.01
1.01
0.99
1.04
0.99
18 LAMI
0.76
1.04
0.95
19 LPCK
1.32
0.56
0.7
1.23
1.33
20 LPKR
1.35
1.38
1.27
1.42
0.94
0.99
0.93
1.29
1.19
1.19
22 GPRA
1.15
0.98
0.95
23 RBMS
21 PWON
0.22
0.26
0.28
0.28
24 BKSL
0.47
0.41
1.39
1.12
0.47 SQRT Price to Book Value No. Kode
0.94
1.00
0.77
0.71
18 LAMI
1.48
1.35
1.04
19 LPCK
0.97
1.45
1.4
1.22
1.14
20 LPKR
1.18
1.01
0.39
Tahun 2009 2010 2011 2012
0.92
1.43
1.39
2.2
1.97
6 BSDE
2.03
1.60
1.44
7 CTRA
5 BCIP
0.89
1.04
1.03
1.11
8 CTRP
0.67
0.88
1.45
1.02
1 ASRI
1.09
0.98
1.55
1.72
1.50
2 BAPA
0.81
1.47
1.12
1.09
3 BIPP
0.91
0.94
1.05
1.04
4 BKDP
1.21
1.08
2.39
SQRT Price Earning Ratio
3.34
5.75
4.46
3.79
22 GPRA
3.79
3.5
3.39
21 PWON
23 RBMS
14.46
7.48
1.33
4.99
24 BKSL
6.08
4.33
6.89
19 LPCK
3.22
18 LAMI
2.94
3.42
2.17
3.19
2.47
5.12
2.05
2.2
2.31
20 LPKR
4.77
5.29
19.89
7.81
5.16
0.13
6 BSDE
0.26
0.18
0.28
0.30
7 CTRA
0.17
0.09
0.21
0.24
8 CTRP
0.14
0.2
0.20
0.17
0.31
5.59 SQRT Return On Investment No. Kode
2 BAPA
Tahun 2009 2010 2011 2012
1 ASRI
0.16
0.25
0.32
0.33
0.26
0.23
0.31
0.2
0.17
3 BIPP
4 BKDP
5 BCIP
3.4
10.01
No. Kode Tahun 2009 2010 2011 2012
4.54
5.58
6.32
4.12
3.50
7 CTRA
5.19
4.07
8.87
4.21
8 CTRP
4.51
4.17
4.23
3.39
6 BSDE
19.26
4.39
2.2
1 ASRI
4.47
4.26
3.69
2.97
2 BAPA
3.58
3.97
4.04
4.95
3 BIPP
4 BKDP
5 BCIP
5.72
9 COWL
3.31
17 KIJA
3.55
2.89
1.67
2.26
3.71
15 DILD
8.82
2.99
1.02
4.41
16 JRPT
3.39
3.67
4.18
4.10
14 MORE
1.17
2.31
11 FMII
1.90
10 DUTI
2.44
3.81
2.81
2.65
12 KPIG
0.78
2.95
2.92
6.76
5.04
13 GMTD
1.05
0.22 No. Kode Tahun 2009 2010 2011 2012
9 COWL
0.31
7 CTRA
0.39
0.42
0.43
0.47
8 CTRP
0.3
0.32
0.47
0.37
9 COWL
0.69
0.61
0.68
0.42
10 DUTI
0.48
0.47
0.46
0.52
0.19
0.40
3 BIPP
0.4
0.51
0.36
0.41
4 BKDP
0.21
0.53
0.14
0.10
5 BCIP
0.67
0.66
0.48
0.56
6 BSDE
0.46
0.49
0.63
0.47
0.43
0.41
0.46
16 JRPT
0.51
0.48
0.47
17 KIJA
15 DILD
0.35
0.42
0.45
0.45
18 LAMI
0.47
0.46
0.52
0.43
0.62
11 FMII
0.2
0.24
0.18
0.26
0.33
12 KPIG
0.16
0.18
0.39
0.69
13 GMTD
0.45
0.57
0.62
0.52
14 MORE
0.52
0.7
0.46
0.69
0.26
0.16
0.34
0.37
0.35
0.00
15 DILD
0.11
0.28
0.17
0.26
16 JRPT
0.27
0.28
0.29
0.30
17 KIJA
0.07
0.14
14 MORE
0.32
0.22
0.30
0.17
0.29
0.20
10 DUTI
0.22
0.24
0.12
11 FMII
0.28
0.00
12 KPIG
0.25
0.28
0.16
0.22
13 GMTD
0.21
0.24
18 LAMI
2 BAPA
0.03
0.20
23 RBMS
0.03
0.06
0.34
0.33
24 BKSL
0.12
0.17
0.16
0.20 SQRT Total Assets Turn Over No. Kode
Tahun 2009 2010 2011 2012
1 ASRI
0.34
0.41
0.48
0.47
0.19
0.15
0.15
20 LPKR
0.18
0.3
0.22
19 LPCK
0.13
0.2
0.36
0.37
0.18
22 GPRA
0.18
0.18
0.20
21 PWON
0.21
0.26
0.26
0.32
0.46 No. Kode Tahun 2009 2010 2011 2012
19 LPCK
28.61
20.34
15.17
15.77
17.82
15 DILD
21.24
16.96
25.69
18.20
16 JRPT
26.17
30.82
40.8
52.20
17 KIJA
14 MORE
24.87
10.59
9.92
36.47
43.59
44.72
11 FMII
9.49
9.49
13.62
12.37
12 KPIG
17.75
19.87
26.27
29.52
13 GMTD
12.12
10.1
11.96
10 DUTI
23 RBMS
14.95
22 GPRA
12.97
11.49
11.78
12.88
8.41
28.77
8.72
9.42
11.70
24 BKSL
10.27
10.68
13.56
29.15
19.91
14.10
14.72
18 LAMI
10.90
13.64
14.36
16.99
19 LPCK
17.43
21 PWON
33.18
55.86
20 LPKR
26.50
23.56
25.76
29.35
28.3
15.60
0.46
0.3
0.32
0.37
0.34
0.52
24 BKSL
0.24
0.29
0.52
0.32 SQRT Harga Saham No. Kode
Tahun 2009 2010 2011 2012
1 ASRI
9.58
14.16
18.82
23.26
23 RBMS
0.56
10.2
0.48
0.49
0.66
0.60
20 LPKR
0.46
0.44
0.50
0.51
21 PWON
0.45
0.56
0.51
0.54
22 GPRA
0.48
2 BAPA
13.46
13.01
26.27
29.96
30.00
7 CTRA
23.5
23.14
21.02
8 CTRP
20.54
16.81
18.66
20.81
23.98
9 COWL
19.14
12.73
28.24
6 BSDE
13.67
4 BKDP
12.89
3 BIPP
7.16
7.07
7.07
8.38
10.27
22.97
11.22
10.95
10.00
5 BCIP
16.18
16.18
17.81
14.82
Lampiran iii : Statistik Deskriptif Descriptive Statistics N Minimum Maximum Mean Std. Deviation DER
96 ,05 2,98 ,8144 ,58766 PBV 96 ,13 6,32 1,4394 1,12974 PER 96 -523,15 395,44 12,2717 98,13756 ROI 96 -,11 ,14 ,0428 ,04692 TATO 96 ,01 ,49 ,2149 ,11488 STOCK PRICE 96 50,00 3120,00 457,5847 526,61276 Valid N (listwise)
96 Descriptive Statistics Mean Std. Deviation N
SQRT STOCK PRICE 20,4369 9,63627
84 SQRT DER ,8521 ,34161
84 SQRT PBV 1,1362 ,44203
84 SQRT PER 4,4921 3,15655
84 SQRT ROI ,2192 ,08128
84 SQRT TATO ,4683 ,11616
84 Lampiran iv : Uji Normalitas
Sebelum Transformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual
N
96 a,,b
Normal Parameters Mean ,0000000 Std. Deviation 470,78755527 Most Extreme Differences Absolute ,158 Positive ,158
Negative -,105 Kolmogorov-Smirnov Z 1,543 Asymp. Sig. (2-tailed) ,017 a. Test distribution is Normal.
b. Calculated from data.
Sesudah Transformasi SQRT One-Sample Kolmogorov-Smirnov Test Unstandardized Residual
N
84 Normal Parameters a,,b
Mean ,0000000 Std. Deviation 8,55620745 Most Extreme Differences Absolute ,101 Positive ,101
Negative -,080 Kolmogorov-Smirnov Z ,929 Asymp. Sig. (2-tailed) ,353 a. Test distribution is Normal.
b. Calculated from data.
Lampiran v : Uji Heteroskedastisitas
a Coefficients Unstandardized Standardized Coefficients Coefficients
Model t Sig.
B Std. Error Beta (Constant) 11,089 6,009 1,845 ,069 SQRT DER ,551 3,420 ,020 ,161 ,872 SQRT PBV 7,729 2,578 ,355 2,998 ,004
1 SQRT PER -,436 ,453 -,143 -,963 ,339 SQRT ROI 25,279 17,123 ,213 1,476 ,144
SQRT TATO -7,443 10,361 -,090 -,718 ,475
a. Dependent Variable: SQRT STOCK PRICE Lampiran vi : Uji Autokorelasi b Model Summary
Change Statistics Std. Error R Adjusted Model R of the
R Square F Sig. F Durbin- Square R Square df1 df2 Estimate
Change Change Change Watson a
1 ,460 ,212 ,161 8,82619 ,212 4,187
5 78 ,002 1,716
a. Predictors: (Constant), SQRT TATO, SQRT PBV, SQRT PER, SQRT DER, SQRT ROI
b. Dependent Variable: SQRT STOCK PRICE Lampiran vii : Uji Multikolinearitas a
Coefficients
Unstandardized Standardized Collinearity Coefficients Coefficients Correlations StatisticsStd. Zero- Model B Error Beta t Sig. order Partial Part Tolerance
VIF 1 (Constant) 11,089 6,009 1,845 ,069 SQRT ,551 3,420 ,020 ,161 ,872 ,112 ,018 ,016 ,688 1,454 DER SQRT 7,729 2,578 ,355 2,998 ,004 ,354 ,321 ,301 ,723 1,383 PBV SQRT -,436 ,453 -,143 -,963 ,339 -,162 -,108 -,097 ,459 2,179 PER SQRT 25,279 17,123 ,213 1,476 ,144 ,336 ,165 ,148 ,485 2,064 ROI SQRT -7,443 10,361 -,090 -,718 ,475 ,118 -,081 -,072 ,648 1,543 TATO a. Dependent Variable: SQRT STOCK PRICE
Lampiran viii : Uji Hipotesis Uji Determinasi
Model Summary
b1 Regression 1630,864 5 326,173 4,187 ,002 a
1
(Constant) 11,089 6,009 1,845 ,069
SQRT DER ,551 3,420 ,020 ,161 ,872
SQRT PBV 7,729 2,578 ,355 2,998 ,004
SQRT PER -,436 ,453 -,143 -,963 ,339
SQRT ROI 25,279 17,123 ,213 1,476 ,144
B Std. Error Beta
Model Unstandardized Coefficients Standardized Coefficients t Sig.
b. Dependent Variable: SQRT STOCK PRICE Uji Parsial Coefficients a
a. Predictors: (Constant), SQRT TATO, SQRT PBV, SQRT PER, SQRT DER, SQRT ROI
83
Residual 6076,321 78 77,902 Total 7707,185
b. Dependent Variable: SQRT STOCK PRICE Uji Simultan ANOVA
b
Model Sum of Squares df Mean Square F Sig.Mod el R R
a. Predictors: (Constant), SQRT TATO, SQRT PBV, SQRT PER, SQRT DER, SQRT ROI
5 78 ,002 1,716
,212 ,161 8,82619 ,212 4,187
1 ,460 a
F Change df1 df2 Sig. F Change
Durbin- Watson
R Square
Change
Std. Error of the Estimate Change Statistics
Square Adjusted R Square