Faktor Yang Mempengaruhi Harga Saham Pada Perusahaan Terdaftar Di Bursa Efek Indonesia

• 3 AKRA AKR Corporindo Tbk √ - √ √ √
• 4 ANTM Aneka Tambang (Persero) Tbk √ √ √ √ √
• 7 BBCA Bank Central Asia Tbk √ √ √ √ √
• 9 BBNI
• 12 BDMN Bank Danamon Indonesia Tbk √ √ √ √ √
• 14 BISI
• 15 BJBR
• 16 BLTA Berlian Laju Tanker Tbk √ - √ √ √
• 17 BMRI Bank Mandiri (Persero) Tbk √ √ √ √ √
• 19 BNBR Bakrie & Brothers Tbk √ - √ √ √
• 20 BNGA CIMB Niaga Tbk √ - √ √ √
• 21 BNII
• 22 BORN Borneo Lumbung Energi & Metal √ - √ √ √
• 23 BRAU Berau Coal Energy Tbk √ - √ √ √
• 24 BRPT Barito Pacific Tbk √ - √ √ √
• 25 BSDE Bumi Serpong Damai Tbk √ - √ √ √
• 26 BTEL Bakrie Telecom √ - √ √ √
• 27 BUMI Bumi Resources Tbk √ - √ √ √
• 28 BYAN Bayan Resources Tbk √ - √ √ √
• 29 CPIN Charoen Pokphand Indonesia Tbk √ - √ √ √
• 30 CTRA Ciputra Development Tbk √ - √ √ √
• 31 DEWA Darma Henwa Tbk √ - √ √ √
>32 DOID Delta Dunia Makmur Tbk √ - √ √ √

  Bank Negara Indonesia (Persero) Tbk √ √ √ √ √

  18 BMTR Global Mediacom Tbk √ - √ √ √

  8

  BPD Jawa Barat Tbk √ - √ √ √

  Bisi International Tbk √ - √ √ √

  13 BIPI Benakat Petroleum Energy Tbk √ - √ √ √

  7

  11 BBTN Bank Tabungan Negara (Persero) Tbk √ - √ √ √

  6

  √ √ √ √ √

  10 BBRI Bank Rakyat Indonesia (Persero) Tbk

  5

  8 BBKP Bank Bukopin Tbk √ - √ √ √

  Lampiran 1 DAFTAR SAMPEL PERUSAHAAN No.

  4

  √ - √ √ √

  6 ASRI Alam Sutera Realty Tbk

  3

  5 ASII Astra International Tbk √ √ √ √ √

  2

  2 ADRO Adaro Energy Tbk √ √ √ √ -

  1

  1 AALI Astra Agro Lestari Tbk √ √ √ √ √

  Sampel 1 2 3 4 5

  Nama Emiten Kriteria

  Kode Efek

  Bank Internasional Indonesia Tbk √ - √ √ √

• 34 ELTY Bakrieland Development Tbk √ - √ √ √
• No.
• 36 EXCL XL Axianta √ - √ √ √
• 37 GGRM Gudang Garam Tbk √ - √ √ √
• 38 GJTL Gajah Tunggal Tbk √ - √ √ √
• 39 HEXA Hexindo Adiperkasa Tbk √ - √ √ √
• 40 HRUM Harum Energy √ - √ √ √
• 41
• 42
• 43

• 46

• 49 JSMR Jasa Marga (Persero) Tbk √ √ √ √ √
• 52 LPKR Lippo Karawaci Tbk √ √ √ √ √
• 55 MIRA Mitra Rajasa Tbk √ - √ √ √
• 56 PGAS Perusahaan Gas Negara (Persero) Tbk √ √ √ √ √
• 58 PTBA
• 59 SMCB Holcim Indonesia Tbk √ √ √ √ √
• 62 TINS Timah Tbk √ √ √ √ √

  15

  53 LSIP PP London Sumatra Indonesia Tbk √ √ √ √ √

  16

  54 MEDC Medco Energi Internasional Tbk √ √ √ √ -

  17

  57 PNBN Bank Pan Indonesia Tbk √ - √ √ √

  Tambang Batubara Bukit Asam (Persero) Tbk

  √ √ √ √ √

  58 SGRO Sampoerna Agro Tbk √ - √ √ √

  18

  19

  60 SMGR Semen Gresik (Persero) Tbk √ √ √ √ √

  20

  61 TBLA Tunas Baru Lampung Tbk √ - √ √ √

  21

  63 TLKM Telekomunikasi Indonesia Tbk √ √ √ √ √

  22

  64 TRUB Truba Alam Manunggal Engineering Tbk

  51 KRAS Krakatau Steel (Persero) Tbk √ - √ √ √

  50 KLBF Kalbe Farma Tbk √ √ √ √ √

  14

  INDF Indofood Sukses Makmur Tbk √ √ √ √ √

  33 ELSA Elnusa Tbk √ - √ √ √

  Kode Efek

  Nama Emiten Kriteria

  Sampel 1 2 3 4 5

  35 ENRG Energi Mega Persada Tbk √ - √ √ √

  ICBP Indofood CBP Sukses Makmur Tbk √ - √ √ √

  INCO International Nickel Indonesia Tbk √ √ √ √ -

  9

  13

  44 INDY Indika Energy Tbk √ √ √ √ √

  10

  45 INKP Indah Kiat Pulp & Paper Tbk √ - √ √ √

  INTP Indocement Tunggal Prakarsa Tbk √ √ √ √ √

  1

  47 ISAT Indosat Tbk √ √ √ √ √

  12

  48 ITMG Indo Tambangraya Megah Tbk √ √ √ √ -

  √ - √ √ √

  65 UNSP Bakrie Sumatera Plantations Tbk √ √ √ √ √

  23

  66 UNTR United Tractors Tbk √ √ √ √ √

  24

  67 UNVR Unilever Indonesia Tbk √ √ √ √ √

  25

  68 WIKA Wijaya Karya (Persero) Tbk √ - √ √ √

  Lampiran 2

DATA PENELITIAN TAHUN 2009-2012

Data Penelitian Tahun 2009

  13 JSMR 6,137 13,819 26,888 117,338 29,197 1.810 15-Mar-10

  24 UNTR 15,643 27,576 13,055 75,513 458,994 15.500 19-Feb-10

  23 UNSP 4,984 9,468 10,871 89,932 66,733 580 26-Mar-10

  22 TLKM 11,616 29,064 17,543 122,177 224,844 9.450 08-Apr-10

  21 TINS 6,461 9,147 4,069 41,555 124,677 2.000 26-Mar-10

  20 SMGR 25,685 32,620 23,120 25,822 560,815 7.550 17-Mar-10

  19 SMCB 12,329 27,022 15,070 119,135 23,379 1.550 02-Feb-10

  18 PTBA 33,765 47,843 30,485 40,214 236,769 17.250 01-Mar-10

  17 PGAS 21,726 53,094 34,559 135,463 256,958 3.900 23-Mar-10

  16 LSIP 14,581 18,552 22,111 27,241 103,694 1.670 02-Feb-10

  15 LPKR 3,200 7,940 15,128 139,930 22,428 510 29-Jan-10

  14 KLBF 14,331 21,552 10,223 39,242 18,295 260 11-Mar-10

  12 ISAT 2,722 8,343 7,911 204,666 275,720 4.725 18-Feb-10

  No. Kode Efek ROA (%) ROE (%) NPM (%) DER (%) EPS (%) Harga Saham (Rupiah) Tanggal Dipublikasi Laporan Keuangan

  11 INTP 34,535 25,716 25,970 24,081 149,225 13.700 03-Mar-10

  10 INDY 6,211 13,610 29,183 118,887 139,361 2.225 25-Mar-10

  9 INDF 5,140 20,441 5,589 245,057 236,419 3.550 18-Mar-10

  8 BMRI 1,813 20,381 21,950 1023,443 68,244 4.700 22-Feb-10

  7 BDMN 1,554 9,696 8,675 523,202 28,894 4.500 10-Feb-10

  6 BBRI 2,306 26,812 20,683 1062,793 118,546 3.825 24-Mar-10

  5 BBNI 1,092 12,976 12,773 1088,210 31,890 1.980 09-Feb-10

  4 BBCA 2,411 24,437 29,686 913,732 441,760 4.850 05-Mar-10

  3 ASII 11,289 11,289 10,190 44,982 496,047 3.470 24-Feb-10

  2 ANTM 6,080 7,416 6,937 21,452 63,355 2.200 02-Mar-10

  1 AALI 21,933 26,671 22,368 19,003 210,910 22.750 19-Feb-10

  25 UNVR 40,669 82,211 16,683 101,988 3989,655 11.050 23-Mar-10

  Data Penelitian Tahun 2010 Tanggal Harga Kode ROA ROE NPM DER Dipublikasi No. EPS (%) Saham Efek (%) (%) (%) (%) Laporan (Rupiah) Keuangan

  1 AALI 22,939 27,965 22,805 18,505 256,140 26.200 18-Feb-11

  2 ANTM 13,674 17,572 19,251 28,287 176,486 2.450 21-Mar-11

  3 ASII 12,729 29,134 11,052 109,852 709,783 5.455 24-Feb-11

  4 BBCA 2,614 24,860 41,041 849,808 550,267 6.400 18-Mar-11

  5 BBNI 1,650 12,385 21,774 650,463 45,299 3.875 22-Feb-11

  6 BBRI 2,838 31,283 25,714 1002,403 186,020 5.250 29-Mar-11

  7 BDMN 2,439 15,629 18,533 539,830 54,227 5.700 04-Feb-11

  8 BMRI 2,050 22,190 27,167 981,408 87,808 6.500 30-Mar-11

  9 INDF 6,246 17,593 7,689 133,593 336,300 4.875 11-Mar-11

  10 INDY 6,743 14,209 20,521 110,381 148,397 4.725 25-Mar-11

  11 INTP 21,015 24,793 28,955 17,264 175,210 15.950 28-Feb-11

  12 ISAT 1,225 3,625 3,269 193,728 119,099 5.400 10-Feb-11

  13 JSMR 6,297 15,420 27,257 136,856 35,103 3.425 22-Mar-11

  14 KLBF 18,291 23,937 12,578 23,454 25,331 650 08-Mar-11

  15 LPKR 3,252 6,814 16,809 103,451 24,290 680 25-Jan-11

  16 LSIP 18,580 22,690 28,762 22,119 151,451 2.570 01-Feb-11

  17 PGAS 19,445 44,989 31,567 122,482 257,383 4.425 23-Mar-11

  18 PTBA 23,031 31,553 25,400 35,834 174,373 22.950 28-Feb-11

  19 SMCB 7,937 12,142 13,898 52,931 21,622 2.250 31-Jan-11

  20 SMGR 23,345 30,261 25,329 28,512 612,528 9.450 08-Mar-11

  21 TINS 16,118 22,555 11,367 39,927 376,687 2.750 24-Mar-11

  22 TLKM 11,565 25,973 16,811 97,580 228,909 7.950 29-Mar-11

  23 UNSP 4,354 9,685 26,815 119,674 59,440 390 09-Mar-11

  24 UNTR 13,040 24,001 10,377 83,882 465,653 23.800 24-Feb-11

  25 UNVR 38,925 83,724 17,201 115,004 4439,017 16.500 23-Mar-11

  Data Penelitian Tahun 2011 Tanggal Harga Kode ROA ROE NPM DER Dipublikasi No. EPS (%) Saham Efek (%) (%) (%) (%) Laporan (Rupiah) Keuangan

  1 AALI 24,485 29,652 23,194 21,105 317,329 21.700 20-Feb-12

  2 ANTM 12,662 17,951 18,603 41,309 201,787 1.620 14-Mar-12

  3 ASII 13,729 27,792 12,966 102,433 1041,354 7.400 24-Feb-12

  4 BBCA 2,820 25,627 43,840 807,012 698,939 8.000 27-Mar-12

  5 BBNI 2,003 15,832 28,954 690,260 66,165 3.800 24-Feb-12

  6 BBRI 3,255 30,703 31,759 843,188 248,026 6.750 27-Feb-12

  7 BDMN 2,377 13,056 18,405 449,356 57,162 4.100 07-Feb-12

  8 BMRI 2,261 19,918 33,076 720,428 106,967 6.750 07-Mar-12

  9 INDF 9,363 15,873 11,068 69,521 571,433 4.600 15-Mar-12

  10 INDY 6,575 15,528 23,037 136,169 230,351 2.175 26-Mar-12

  11 INTP 19,842 22,890 25,933 15,364 195,669 17.050 12-Mar-12

  12 ISAT 1,788 4,958 4,534 177,277 171,681 5.650 20-Feb-12

  13 JSMR 6,166 14,302 26,642 131,942 38,870 4.200 22-Mar-12

  14 KLBF 18,608 23,630 14,111 26,990 30,321 680 09-Mar-12

  15 LPKR 3,176 6,163 13,842 94,060 25,129 660 17-Feb-12

  16 LSIP 25,052 29,138 36,307 16,310 249,384 2.250 06-Feb-12

  17 PGAS 19,897 35,866 31,499 80,256 254,252 3.175 06-Mar-12

  18 PTBA 26,817 37,794 29,163 40,932 267,855 17.350 28-Feb-12

  19 SMCB 9,634 14,016 14,022 45,478 27,535 2.175 14-Feb-12

  20 SMGR 20,117 27,063 24,149 34,529 666,823 11.450 19-Mar-12

  21 TINS 13,655 19,512 10,253 42,890 356,496 1.670 20-Mar-12

  22 TLKM 15,022 25,387 21,727 68,994 307,163 7.050 30-Mar-12

  23 UNSP 3,570 7,371 15,288 106,483 48,779 285 04-Apr-12

  24 UNTR 12,626 21,319 10,651 68,849 628,768 26.350 20-Feb-12

  25 UNVR 30,015 85,476 13,406 184,773 4123,596 18.800 30-Mar-12

  Data Penelitian 2012 No. Kode Efek ROA (%) ROE (%) NPM (%) DER (%) EPS (%) Harga Saham (Rupiah) Tanggal Dipublikasi Laporan Keuangan

  14 KLBF 1,813 21,552 10,223 39,242 18,295 1.670 15-Mar-13

  24 UNTR 15,643 27,576 13,055 75,513 458,994 15.500 19-Feb-13

  23 UNSP 4,984 9,468 10,871 89,932 66,733 580 26-Mar-13

  22 TLKM 11,616 29,064 17,543 122,177 224,844 9.450 10-Apr-13

  21 TINS 6,461 9,147 4,069 41,555 124,677 2.000 26-Mar-13

  20 SMGR 25,685 32,620 4,534 25,822 560,815 7.550 17-Mar-13

  19 SMCB 6,137 27,022 25,933 119,135 23,379 1.550 06-Feb-13

  18 PTBA 2,722 47,843 23,037 40,214 236,769 17.250 01-Mar-13

  17 PGAS 34,535 53,094 11,068 135,463 256,958 3.900 23-Mar-13

  16 LSIP 6,211 18,552 33,076 27,241 103,694 285 02-Feb-13

  15 LPKR 5,140 7,940 15,128 139,930 22,428 7.050 29-Jan-13

  13 JSMR 6,137 13,819 26,888 117,338 29,197 11.450 10-Mar-13

  1 AALI 6,297 26,671 22,368 139,930 210,910 22.750 20-Feb-13

  12 ISAT 2,722 8,343 7,911 204,666 275,720 2.175 18-Feb-13

  11 INTP 34,535 25,716 43,840 24,081 149,225 3.425 30-Mar-13

  10 INDY 6,211 13,610 12,966 118,887 139,361 2.225 21-Mar-13

  9 INDF 5,140 20,441 18,603 245,057 236,419 3.550 01-Feb-13

  8 BMRI 1,813 20,381 23,194 1023,443 68,244 4.700 25-Jan-13

  7 BDMN 1,554 9,696 8,675 523,202 28,894 4.500 08-Mar-13

  6 BBRI 2,306 26,812 20,683 25,822 118,546 5.550 22-Mar-13

  5 BBNI 19,445 12,976 12,773 119,135 31,890 1.670 09-Feb-13

  4 BBCA 18,580 24,437 29,686 40,214 441,760 11.450 05-Mar-13

  3 ASII 3,252 11,289 10,190 135,463 496,047 2.175 24-Feb-13

  2 ANTM 18,291 7,416 6,937 27,241 63,355 17.350 06-Febr-13

  25 UNVR 40,669 82,211 16,683 101,988 3989,655 11.050 23-Feb-13

  Lampiran 3

HASIL OUTPUT IBM SPSS STATISTICS

  Warning # 849 in column 23. Text: in_ID

The LOCALE subcommand of the SET command has an invalid parameter. It

could not be mapped to a valid backend locale.

  Your temporary usage period for IBM SPSS Statistics will expire in 5 days. GET DATA /TYPE=XLSX /FILE='D:\Skripsi\Data Penelitian.xlsx' /SHEET=name 'Gabungan' /CELLRANGE=full /READNAMES=on /ASSUMEDSTRWIDTH=32767. EXECUTE. DATASET NAME DataSet1 WINDOW=FRONT. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT HargaSahamRupiah /METHOD=ENTER ROA ROE NPM DER EPS /SCATTERPLOT=(*ZRESID ,*ZPRED) /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID) /SAVE RESID.

  Regression [DataSet1] _a

  Variables Entered/Removed Model Variables Entered Variables Method Removed

EPS (%), NPM (%),

  1 DER (%), ROA (%), . Enter _b ROE (%) a. Dependent Variable: Harga Saham (Rupiah) b. All requested variables entered.

  Model Summary

^b

Model R R Square Adjusted R Square

  Std. Error of the Estimate Durbin-Watson 1 ,573 ^a ,328 ,280 5807,5346 2,161

  a. Predictors: (Constant), EPS (%), NPM (%), DER (%), ROA (%), ROE (%)

  b. Dependent Variable: Harga Saham (Rupiah) ANOVA

^a

Model Sum of Squares df Mean Square F Sig.

  1 Regression 1136891379,648 5 227378275,930 6,742 ,000 ^b Residual 2327194589,019 69 33727457,812 Total 3464085968,667

  74

  a. Dependent Variable: Harga Saham (Rupiah)

  b. Predictors: (Constant), EPS (%), NPM (%), DER (%), ROA (%), ROE (%) Coefficients ^a

  Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Tolerance

  VIF

  1 (Constant) 991,354 1836,732 ,540 ,591

ROA (%) 550,294 175,815 ,792 3,130 ,003 ,152 6,582

ROE (%) -69,784 132,040 -,161 -,529 ,599 ,105 9,524

NPM (%) -30,675 95,978 -,040 -,320 ,750 ,607 1,647

DER (%) 5,934 3,717 ,270 1,596 ,115 ,341 2,931

EPS (%) ,440 1,754 ,052 ,251 ,802 ,227 4,411

  a. Dependent Variable: Harga Saham (Rupiah)

  a Coefficient Correlations Model EPS (%) NPM (%) DER (%) ROA (%) ROE (%) EPS (%) 1,000 ,453 ,118 ,249 -,759

  NPM (%) ,453 1,000 -,324 -,153 -,273

Correlations DER (%) ,118 -,324 1,000 ,783 -,493

ROA (%) ,249 -,153 ,783 1,000 -,728 ROE (%) -,759 -,273 -,493 -,728 1,000

  1 EPS (%) 3,076 76,221 ,770 76,639 -175,667 NPM (%) 76,221 9211,835 -115,423 -2573,367 -3459,626

Covariances DER (%) ,770 -115,423 13,819 512,056 -241,745

ROA (%) 76,639 -2573,367 512,056 30910,743 -16894,316

ROE (%) -175,667 -3459,626 -241,745 -16894,316 17434,637

  a. Dependent Variable: Harga Saham (Rupiah) _a Collinearity Diagnostics

  Model Dimension Eigenvalue Condition Variance Proportions Index (Constant) ROA ROE NPM DER EPS (%) (%) (%) (%) (%)

  1 4,211 1,000 ,01 ,00 ,00 ,00 ,00 ,00 2 1,059 1,994 ,00 ,01 ,00 ,01 ,10 ,05 3 ,547 2,775 ,02 ,01 ,00 ,02 ,12 ,14

  1 4 ,095 6,661 ,96 ,05 ,02 ,12 ,06 ,07 5 ,066 7,973 ,01 ,21 ,02 ,81 ,33 ,28 6 ,022 13,983 ,00 ,72 ,96 ,04 ,39 ,46 a. Dependent Variable: Harga Saham (Rupiah) Residuals Statistics ^a

  Minimum Maximum Mean Std. Deviation N Predicted Value 2414,339 19484,877 6957,533 3919,6169

  75 Residual -9586,8691 19539,6074 ,0000 5607,9030

  75 Std. Predicted Value -1,159 3,196 ,000 1,000

  75 Std. Residual -1,651 3,365 ,000 ,966

  75

  a. Dependent Variable: Harga Saham (Rupiah) Charts

  DESCRIPTIVES VARIABLES=ROA ROE NPM DER EPS HargaSahamRupiah /STATISTICS=MEAN STDDEV MIN MAX.

  Descriptives [DataSet1]

  Descriptive Statistics N Minimum Maximum Mean Std. Deviation ROA (%)

  75 1,092 40,669 12,18760 9,851650 ROE (%) 75 3,625 85,476 23,59327 15,779333 NPM (%) 75 3,269 43,840 19,86788 9,025990 DER (%) 75 15,364 1088,210 226,64259 310,898172 EPS (%) 75 18,295 4439,017 387,00621 808,397454 Harga Saham (Rupiah) 75 260,0 26350,0 6957,533 6841,9275 Valid N (listwise)

75 NPAR TESTS

  /K-S(NORMAL)=RES_1 /MISSING ANALYSIS.

  NPar Tests [DataSet1]

  One-Sample Kolmogorov-Smirnov Test Unstandardized Residual

  N

  75 Normal Parameters ^a,b Mean

  0E-7 Std. Deviation 5607,90295273 Most Extreme Differences Absolute ,136

  Positive ,136 Negative -,067 Kolmogorov-Smirnov Z 1,177 Asymp. Sig. (2-tailed) ,125 a. Test distribution is Normal.

  b. Calculated from data.

  CORRELATIONS /VARIABLES=ROA ROE NPM DER EPS HargaSahamRupiah RES_1 /PRINT=TWOTAIL NOSIG /MISSING=PAIRWISE.

  Correlations [DataSet1] D:\Skripsi\Data Penelitian.sav

  

Correlations

ROA ROE NPM DER EPS Harga Unstandar (%) (%) (%) (%) (%) Saham dized

  (Rupiah) Residual _{** ** ** **} Pearson Correlation 1 ,761 ,163 -,539 ,551 ,547 ,000

ROA (%) Sig. (2-tailed) ,000 ,161 ,000 ,000 ,000 1,000

  N

  75

  75

  75 _{* ** ** **}

  75

  75

  75

  75 Pearson Correlation ,761 1 ,254 -,062 ,819 ,457 ,000

ROE (%) Sig. (2-tailed) ,000 ,028 ,595 ,000 ,000 1,000

N

  75

  75 _{* *}

  75

  75

  75

  75

  75 Pearson Correlation ,163 ,254 1 ,287 -,070 ,122 ,000 NPM (%) Sig. (2-tailed) ,161 ,028 ,013 ,549 ,298 1,000 N

  75

_{** *}

  

75

  75

  75

  75

  75

  75 Pearson Correlation -,539 -,062 ,287 1 -,082 -,163 ,000 DER (%) Sig. (2-tailed) ,000 ,595 ,013 ,487 ,162 1,000 N

  75

  

75

_{** ** **}

  75

  75

  75

  75

  75 Pearson Correlation ,551 ,819 -,070 -,082 1 ,338 ,000 EPS (%) Sig. (2-tailed) ,000 ,000 ,549 ,487 ,003 1,000 N

  75

  

75

_{** **}

  75

  75

  75

  75

  75 _{** **} Pearson Correlation ,547 ,457 ,122 -,163 ,338 1 ,820 Harga Saham

  Sig. (2-tailed) ,000 ,000 ,298 ,162 ,003 ,000 (Rupiah) N

  75

  

75

  75

  75

  75

  75

  75 _**

Pearson Correlation ,000 ,000 ,000 ,000 ,000 ,820

  1 Unstandardized

Sig. (2-tailed) 1,000 1,000 1,000 1,000 1,000 ,000

Residual N

  75

  

75

  75

  75

  75

  75

  75 **. Correlation is significant at the 0.01 level (2-tailed).

• . Correlation is significant at the 0.05 level (2-tailed).

  NONPAR CORR /VARIABLES=ROA ROE NPM DER EPS HargaSahamRupiah RES_1 /PRINT=SPEARMAN TWOTAIL NOSIG /MISSING=PAIRWISE.

  Nonparametric Correlations [DataSet1] D:\Skripsi\Data Penelitian.sav

  Correlations ROA ROE NPM DER EPS Harga Unstandar (%) (%) (%) (%) (%) Saham dized

• _{** ** ** **} (Rupiah) Residual Correlation Coefficient 1,000 ,694 ,175 -,759 ,466 ,366 -,128

  o rh

s ROA (%) Sig. (2-tailed) . ,000 ,133 ,000 ,000 ,001 ,275

an'

  N

  75

  75

  75

  75

  75

  75

  75 m

• _{** ** ** **}

  Correlation Coefficient ,694 1,000 ,443 -,194 ,608 ,597 ,082 pear S

  ROE (%) Sig. (2-tailed) ,000 . ,000 ,095 ,000 ,000 ,486

  75

  75

• _** N

  75

  75

  75

  75

  75 Correlation Coefficient ,175 ,443 1,000 ,053 ,078 ,215 ,063 NPM (%) Sig. (2-tailed) ,133 ,000 . ,652 ,504 ,064 ,593 N

  75

  75

  75

  75

  75

  75 _**

  75 Correlation Coefficient -,759 -,194 ,053 1,000 -,119 -,074 ,172 DER (%) Sig. (2-tailed) ,000 ,095 ,652 . ,310 ,526 ,140 N

  75

  75 _{** * ** **}

  75

  75

  75

  75

  75 Correlation Coefficient ,466 ,608 ,078 -,119 1,000 ,639 ,250 EPS (%) Sig. (2-tailed) ,000 ,000 ,504 ,310 . ,000 ,051 N

  75 _{** ** ** **}

  75

  75

  75

  75

  75

  75 Correlation Coefficient ,366 ,597 ,215 -,074 ,639 1,000 ,731 Harga Saham Sig. (2-tailed) ,001 ,000 ,064 ,526 ,000 . ,000 (Rupiah) N

  75

  75

  75

  75

  75

  75 _{** *}

  75 Correlation Coefficient -,128 ,082 ,063 ,172 ,250 ,731 1,000 Unstandardized Sig. (2-tailed) ,275 ,486 ,593 ,140 ,030 ,000 . Residual N

  75

  75

  75

  75

  75

  75

  75 **. Correlation is significant at the 0.01 level (2-tailed).

• . Correlation is significant at the 0.05 level (2-tailed).

  Lampiran 4

Pengumuman Saham Emiten yang Masuk dan Keluar dalam Perhitungan Indeks

LQ-45 Periode Februari 2009 – Januari 2012