Pengaruh Kebijakan Deviden dan Return On Equity Terhadap Harga Saham Pada Perusahaan Manufaktur

   

  Lampiran 1

Daftar Perusahaan Manufaktur yang Terdaftar di BEI

  No Nama Perusahaan Kode Kriteria penentuan Sampel Sampel

  136 Indocement Tunggal Prakasa Tbk

  INTP    137 Holcim Indonesia Tbk SMCB    138 Semen Gresik Tbk SMGR    139 Asahimas Flat Glass Tbk AMFG    140 Arwana Citra Mulia Tbk ARNA    141 Inti Keramik Alam Asri Industri Tbk

  IKAI    142 Keramika Indonesia Assosiasi Tbk KIAS    143 Mulia Industrindo Tbk MLIA    144 Surya Toto Indonesia Tbk TOTO    145 Alaska Industrindo Tbk ALKA    146 Alumindo Light Metal Industry Tbk ALMI    147 Beton Jaya Manunggal Tbk BTON    148 Citra Turbindo Tbk CTBN    149 Gunawan Dianjaya Steel Tbk GDST    150 Indal Aluminium Industry Tbk

  INAI    151 Itamaraya Tbk

  ITMA    152 Jakarta Kyoei Steel Work LTD Tbk JKSW    153 Jaya Pari Steel Tbk JPRS    154 Krakatau Steel Tbk KRAS    155 Lion Metal Works Tbk LION    156 Lionmesh Prima Tbk LMSH    157 Hanson International Tbk MYRX    158 Pelat Timah Nusantara Tbk NIKL    159 Pelangi Indah Canindo Tbk PICO    160 Tembaga Mulia Semanan Tbk TBMS    161 Barito Pasific Tbk BRPT    162 Budi Acid Jaya Tbk) BUDI    163 Budi Acid Jaya Tbk) DPNS    164 Ekadharma International Tbk EKAD    165 Eterindo Wahanatama Tbk ETWA    166 Intan Wijaya International Tbk

  INCI    167 Sorini Agro Asia Corporindo Tbk SOBI    168 Indo Acitama Tbk SRSN    169 Chandra Asri Petrochemical TPIA    170 Unggul Indah Cahaya Tbk UNIC    171 Alam Karya Unggul Tbk AKKU    172 Argha Karya Prima Industry Tbk AKPI    173 Asiaplast Industries Tbk APLI    174 Berlina Tbk BRNA    175 Titan Kimia Nusantara Tbk FPNI    176 Champion Pasific Indonesia Tbk

  IGAR    177 Indopoly Swakarsa Industry Tbk

  IPOL    178 Sekawan Intipratama Tbk SIAP    179 Siwani Makmur Tbk SIMA    180 Trias Sentosa Tbk TRST    Sampel1 181 Yana Prima Hasta Persada Tbk YPAS    182 Charoen Pokphand Indonesia Tbk CPIN    183 Japfa Comfeed Indonesia Tbk JPFA    184 Malindo Feedmill Tbk MAIN   

    185 Siearad Produce Tbk SIPD    186 Sumalindo Lestari Jaya Tbk SULI    187 Tirta Mahakam Resources Tbk TIRT    188 Alkindo Naratama Tbk ALDO    189 Fajar Surya Wisesa Tbk FASW    190 Indah Kiat Pulp & paper Tbk

  INKP    191 Toba Pulp Lestari Tbk

  INRU    192 Kertas Basuki Rachmat Indonesia Tbk

  KBRI    193 Surabaya Agung Industri Pulp & Kertas Tbk

  SAIP    194 Suparma Tbk SPMA    195 Pabrik Kertas Tjiwi Kimia Tbk TKIM    196 Astra International Tbk ASII    Sampel 2 197 Astra Otopart Tbk AUTO    Sampel 3 198 Indo Kordsa Tbk BRAM    199 Goodyear Indonesia Tbk GDYR    200 Gajah Tunggal Tbk GJTL    201 Indomobil Sukses International Tbk

  IMAS    202 Indospring Tbk

  INDS    203 Multi Prima Sejahtera Tbk LPIN    204 Multistrada Arah Sarana Tbk MASA    205 Nipress Tbk NIPS    206 Prima alloy steel Universal Tbk PRAS    207 Selamat Sempurna Tbk SMSM    208 Polychem Indonesia Tbk ADM

  G    209 Argo Pantes Tbk ARGO    210 Centex Tbk – Saham Seri B CNTB    211 Centex Tbk CNTX    212 Eratex Djaya Tbk ERTX    213 Ever Shine Textile Industry Tbk ESTI    214 Pan Asia Indosyntec Tbk HDTX    215 Indo Rama Synthetic Tbk

  INDR    216 Karwell Indonesia Tbk KAR W

     217 Apac Citra Centertex Tbk MYTX    218 Pan Asia Filament Inti Tbk PAFI    219 Pan Brothers Tbk PBRX    220 Asia Pasific Fibers Tbk POLY    221 Ricky Putra Globalindo Tbk RICY    222 Sunson Textile Manufacturer Tbk SSTM    223 Nusantara Inti Corpora Tbk UNIT    224 Unitex Tbk UNTX    225 Primarindo Asia Infrastructure Tbk BIMA    226 Surya Intrindo Makmur Tbk SIMM    227 Sumi Indo Kabel Tbk

  IKBI    228 Jembo Cable Company Tbk JECC    229 KMI Wire and Cable Tbk KBLI    230 Kabelindo Murni Tbk KBLM    231 Supreme Cable Manufacturing and

  Commerce Tbk SCCO    232 Voksel Electric Tbk

  VOKS    233 Sat Nusa Persada Tbk PTSN    234 Akasha Wira International Tbk ADES    235 Tiga Pilar Sejahtera Food Tbk AISA    236 Cahaya Kalbar Tbk CEKA   

    237 Davomas Abadi Tbk DAVO    238 Delta Djakarta Tbk DLTA    239 Indofood CBP Sukses Makmur Tbk

  ICBP    240 Indofood Sukses Makmur Tbk

  INDF    Sampel 4 241 Multi Bintang Indonesia Tbk MLBI    Sampel 5 242 Mayora Indah Tbk MYOR    Sampel 6 243 Prashida Aneka Niaga Tbk PSDN    244 Nippon Indosari Corporindo Tbk ROTI    245 Sekar Laut Tbk SKLT    246 Siantar Top Tbk STTP    247 Ultrajaya Milk Industry and Trading

  Company Tbk ULTJ    248 Gudang Garam Tbk GGRM    Sampel 7

  249 Hanjaya Mandala Sampoerna Tbk HMSP    250 Bentoel International Investama Tbk RMBA    251 Darya Varia Laboratoria Tbk DVLA    252 Indofarma Tbk

  INAF    253 Kimia Farma Tbk KAEF    Sampel 8 254 Kalbe Farma Tbk KLBF    255 Merck Tbk MERK    Sampel 9 256 Pyridam Farma Tbk PYFA    257 Schering Plough Indonesia Tbk SCPI    258 Taisho Pharmaceutical Indonesia Tbk SQBI    259 Tempo Scan Pasific Tbk TSPC    260 Martina Berto Tbk MBTO    261 Mustika Ratu Tbk MRAT    262 Mandom Tbk TCID    Sampel

  10 263 Unilever Indonesia Tbk UNVR    Sampel 11 264 Kedawung Setia Industrial Tbk KDSI   

  265 Kedaung Indag Can Tbk KICI    266 Langgeng Makmur Industry Tbk LMPI    267 Aqua Golden Missisippi Tbk AQUA    Sampel

  12 268 HM Sampoerna Tbk HMSP    Sampel 13 269 Sepatu Bata Tbk BATA    Sampel 14 270 Lautan Luas Tbk LTLS    Sampel

  15

  Lampiran 2 Daftar Sampel PerusahaanManufaktur No Nama Perusahaan Manufaktur

  1 PT Aqua Golden Missisippi Tbk

  2 PT Astra Internasional Tbk

  3 PT Astra Otoparts Tbk

  4 PT Sepatu Bata Tbk

  5 PT Gudang Garam Tbk

  6 PT HM Sampoerna Tbk

  7 PT Indofood Sukses Makmur Tbk

  8 PT Kimia Farma Tbk

  9 PT Merck Tbk

  10 PT Mayora Indah Tbk

  11 PT Multi Bintang Indonesia Tbk

  12 PT Trias Sentosa Tbk

  13 PT Unilever Indonesia Tbk

  14 PT Mandom Tbk

  15 PT Lautan Luas Tbk Sumber: www.idx.co.id , diolah

   

   

  63

  34.23

  9 PT Merck Tbk

  66.9

  45.67

  55.23

  65.12

  10 PT Mayora Indah Tbk

  23.33

  23.67

  24.74

  25.02

  11 PT Multi Bintang indonesia Tbk

  62.33

  62.79

  63.70

  33

  27.86

  42.65

  41.08

  40.91

  15 PT Lautan Luas Tbk

  19.09

  17.65

  29.70

  12 PT Trias Sentosa Tbk

  14 PT Mandom Tbk

  

13 PT Unilever Indonesia Tbk 206.69 201.01 199.13 200.12

  29.27

  32.10

  34.23

  34.50

  34.09

  32.9

  Lampiran 3 Dividend Payout Ratio NO. Nama Perusahaan Tahun 2008 2009 2010 2011

  32.67

  1 PT Aqua Golden Missisippi Tbk

  17.95

  17.98

  17.97

  17.96

  2 PT Astra International Tbk

  28.32

  33.77

  48.12

  49.33

  3 PT Astra Otoparts Tbk

  7.66

  15.76

  23.45

  

4 PT Sepatu Bata Tbk 281.12 280.17 289.32 290.09

  8 PT Kimia Farma Tbk

  23.90

  42.88

  41.90

  41.45

  41.43

  7 PT Indofood Sukses Makmur Tbk

  35.49

  33.09

  5 PT Gudang Garam Tbk

  32.43

  6 PT HM Sampoerna Tbk

  42.07

  42.21

  41.90

  40.16

  54.66

   

  0.3

  0.5

  0.5

  0.4

  11 PT Multi Bintang indonesia Tbk

  0.5

  0.3

  0.2

  12 PT Trias Sentosa Tbk

  10 PT Mayora Indah Tbk

  0.3

  0.4

  0.2

  0.3

  9 PT Merck Tbk

  0.6

  0.6

  0.2

  0.5

  0.4

  0.4

  0.4

  0.3

  15 PT Lautan Luas Tbk

  0.7

  0.6

  0.4

  14 PT Mandom Tbk

  0.4

  0.9

  0.9

  0.8

  0.7

  13 PT Unilever Indonesia Tbk

  0.3

  0.5

  0.5

  0.4

  Lampiran 4 Return on Equity NO. Nama Perusahaan Tahun 2008 2009 2010 2011

  1.2

  0.3

  0.5

  0.4

  0.3

  3 PT Astra Otoparts Tbk

  1.3

  1

  0.3

  1.1

  2 PT Astra International Tbk

  0.7

  0.7

  0.8

  0.6

  1 PT Aqua Golden Missisippi Tbk

  4 PT Sepatu Bata Tbk

  0.3

  8 PT Kimia Farma Tbk

  1.1

  0.5

  0.6

  0.5

  0.4

  7 PT Indofood Sukses Makmur Tbk

  1.3

  1.2

  1.2

  0.4

  6 PT HM Sampoerna Tbk

  0.8

  0.7

  0.6

  0.7

  5 PT Gudang Garam Tbk

  0.5

  0.5

  Lampiran 5

Harga Saham

Tahun

  NO. Nama Perusahaan 2008 2009 2010 2011

  1 PT Aqua Golden Missisippi Tbk

  10.77

  10.79

  11.12

  11.45 PT Astra International Tbk

  10.22

  10.23

  9.12

  10.09

  2

  3 PT Astra Otoparts Tbk

  8.12

  9.01

  9.09

  9.13

  4 PT Sepatu Bata Tbk

  10.05

  10.09

  10.57

  10.56

  5 PT Gudang Garam Tbk

  10.05

  10.09

  10.14

  10.59

  6 PT HM Sampoerna Tbk

  9.54

  9.60

  9.55

  9.57

  7 PT Indofood Sukses Makmur Tbk

  7.85

  7.87

  7.91

  8.01

  8 PT Kimia Farma Tbk

  5.72

  5.67

  5.71

  5.69

  9 PT Merck Tbk

  7.63

  7.65

  7.49

  7.51

  10 PT Mayora Indah Tbk

  7.49

  7.50

  7.53

  7.60

  11 PT Multi Bintang indonesia Tbk

  10.94

  11.09

  11.12

  11.35 PT Trias Sentosa Tbk

  9.71

  9.56

  9.80

  9.75

  12

  13 PT Unilever Indonesia Tbk

  9.57

  10.01

  10.21

  10.09

  14 PT Mandom Tbk

  7.43

  7.40

  7.49

  7.56

  15 PT Lautan Luas Tbk

  8.91

  8.97

  9.01

  9.07  

   

  Lampiran 7

Hasil Uji Normalitas

Lampiran 6

  

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation DPR

  60 7.66 290.09 62.6757 74.01613 ROE 60 .20 1.30 .5583 .30213 HS

  60

  4.79 11.45 8.5168 1.70465 Valid N (listwise)

  60

   

  Lampiran 7 (lanjutan)

One-Sample Kolmogorov-Smirnov Test

  Unstandardized Residual N

  60 Normal Parameters ^a,b Mean .0000000 Std. Deviation 1.32825179

Most Extreme Differences Absolute .135

Positive .082

  Negative -.135

Kolmogorov-Smirnov Z 1.049

Asymp. Sig. (2-tailed) .222

a. Test distribution is Normal.

b. Calculated from data.

   

  Lampiran 8

Hasil Uji Multikolinieritas

  Lampiran 9

Hasil Uji Autokorelasi

  

Model Summary

^b Model R R Square

Adjusted R

  

Square

Std. Error of the Estimate Durbin-Watson 1 .627 ^a .393 .372 1.35135 1.374

  a. Predictors: (Constant), ROE, DPR

  b. Dependent Variable: HS

Coefficients

^a

  Model Unstandardized Coefficients Standardized Coefficients

  T Sig.

  Collinearity Statistics B Std. Error Beta Tolerance

  VIF 1 (Constant) 6.365 .399 15.969 .000 DPR .008 .002 .346 3.351 .001 1.000 1.000 ROE 2.960 .582 .525 5.083 .000 1.000 1.000

  a. Dependent Variable: HS

   

  Lampiran 10

Hasil Uji Heterokedastisitas

  

Coefficients

^a Model Unstandardized Coefficients

  Standardized Coefficients T Sig. B Std. Error Beta

1 (Constant) 1.140 .258 4.425 .000

  DPR -.003 .002 -.215 -1.664 .102 ROE .014 .376 .005 .037 .971

a. Dependent Variable: ABS_RES

  Lampiran 11

Koefisien Determinasi

  

Model Summary

^b

Model R R Square Adjusted R Square Std. Error of the Estimate

1 .627 ^a .393 .372 1.35135

  a. Predictors: (Constant), ROE, DPR

  b. Dependent Variable: HS

  Lampiran 12

Hasil Uji-t

_a

  

Coefficients

Standardized

Unstandardized Coefficients Coefficients

  Model B Std. Error Beta T Sig.

1 (Constant) 6.365 .399 15.969 .000

DPR .008 .002 .346 3.351 .001

  ROE 2.960 .582 .525 5.083 .000

  a. Dependent Variable: HS Lampiran 13

  

Hasil Uji F

_b ANOVA Model Sum of Squares Df Mean Square F Sig. _a

  1 Regression 67.352 2 33.676 18.441 .000 Residual 104.091 57 1.826 Total 171.443

  59

  a. Predictors: (Constant), ROE, DPR

  b. Dependent Variable: HS

   

   

  Lampiran 13 (lanjutan) Coefficients

^a

Model Unstandardized Coefficients

  Standardized Coefficients T Sig. B Std. Error Beta 1 (Constant) 6.365 .399 15.969 .000

  

DPR .008 .002 .346 3.351 .001

ROE 2.960 .582 .525 5.083 .000