Analisis Pengaruh Loan to Deposit Ratio (LDR), Return on Equity (ROE), Debt to Equity Ratio (DER), Price to Book Value (PBV), dan Earnings per Share ( EPS) terhadap Return Saham pada Perusahaan Perbankan yang Terdaftar di BEI (2008-2011)
LAMPIRAN DATA VARIABEL PENELITIAN LOAN TO DEPOSIT RATIO
14. Bank Nusantara Parahyangan Tbk. BBNP
87.04
80.00
73.26
79.77
15. Bank OCBC NISP Tbk. NISP
84.92
80.41
73.64
66.12
70.40
78.93
70.20
64.10
68.60
13. Bank Negara Indonesia Tbk. BBNI
63.75
56.03
56.82
64.67
12. Bank Mega Tbk. MEGA
82.10
16. Bank Pan Indonesia Tbk. PNBN
73.31
83.77
19. Bank of India Indonesia Tbk. BSWD
63.62
40.22
50.43
53.46
20. Bank Victoria International Tbk. BVIC
85.72
87.36
82.10
83.10
76.20
74.22
75.17
80.88
79.93
18. Bank Rakyat Indonesia Tbk. BBRI
83.10
87.50
90.60
81.80
17. Bank Permata Tbk. BNLI
80.36
78.38
11. Bank Mayapada Tbk. MAYA 100.22
(LDR) NO. Nama Perusahaan Kode Tahun 2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk.
59.86
5. Bank Central Asia Tbk. BBCA
44.24
50.60
49.65
67.72
4. Bank Capital Indonesia Tbk. BACA
67.53
54.18
50.58
3. Bank Bumi Artha Tbk. BNBA
50.30
85.01
71.85
75.99
83.60
2. Bank Bukopin Tbk. BBKP
82.21
76.13
84.04
93.47
INPC
53.80
55.20
74.10
81.70
67.70
61.40
59.20
10. Bank Mandiri (Persero) Tbk. BMRI
75.48
71.65
66.97
74.66
9. Bank Kesawan Tbk. BKSW
8. Bank Himpunan Saudara 1906 Tbk. SDRA 102.20 94.94 100.20
61.70
98.30
93.80
88.80
86.40
7. Bank Danamon Indonesia Tbk. BDMN
94.41
88.04
95.11
87.84
6. Bank CIMB Niaga Tbk. BNGA
21. Bank Windu Kentjana Int'l Tbk. MCOR 79,30 81,29 65,58 86,14
RETURN ON EQUITY (ROE)
Tahun NO. Nama Perusahaan Kode 2008 2009 2010 2011
Bank Artha Graha Internasional
4.13
4.60
8.79
8.79 1. Tbk.
INPC
2. BBKP
18.80
16.52
19.02
20.10 Bank Bukopin Tbk.
3. BNBA
9.44
9.19
8.39
11.94 Bank Bumi Artha Tbk.
4. BACA
6.54
6.50
5.11
5.19 Bank Capital Indonesia Tbk.
5. BBCA
30.2
31.8
33.3
33.5 Bank Central Asia Tbk.
6. BNGA
7.39
15.34
20.88
19.09 Bank CIMB Niaga Tbk.
7. BDMN
14.6
11.2
18.5
17.5 Bank Danamon Indonesia Tbk. Bank Himpunan Saudara 1906
21.63
17.62
17.45
23.36 8. Tbk. SDRA
9. BKSW
2.85
3.27
0.77
0.72 Bank Kesawan Tbk.
10. BMRI
18.15
22.15
24.25
22.05 Bank Mandiri (Persero) Tbk.
11. MAYA
4.41
4.27
7.28
11.53 Bank Mayapada Tbk.
12. MEGA
20.47
18.72
27.20
26.74 Bank Mega Tbk.
13. BBNI
9.0
16.3
24.7
20.1 Bank Negara Indonesia Tbk.
14. Bank Nusantara Parahyangan Tbk. BBNP
8.98
8.51
12.38
12.82
15. Bank OCBC NISP Tbk. NISP
8.90
11.82
8.12
12.90
16. Bank Pan Indonesia Tbk. PNBN
10.16
10.40
11.62
14.63
17. Bank Permata Tbk. BNLI
12.4
13.6
22.8
15.9
18. Bank Rakyat Indonesia Tbk. BBRI
34.50
35.22
43.83
42.49
19. Bank of India Indonesia Tbk. BSWD
10.48
23.36
22.69
25.26
20. Bank Victoria International Tbk. BVIC
7.81
8.00
18.41
24.90
21. Bank Windu Kentjana Int'l Tbk. MCOR
1.39
6.03
7.24
6.94
DEBT TO EQUITY RATIO (DER)
Tahun NO. Nama Perusahaan Kode 2008 2009 2010 2011 1.
INPC
12.97
15.02
15.18
15.62 Bank Artha Graha Internasional Tbk.
2. BBKP
14.08
13.65
15.45
12.07 Bank Bukopin Tbk.
3. BNBA
4.20
4.80
5.12
5.22 Bank Bumi Artha Tbk.
4. BACA
7.83
5.86
7.09
6.71 Bank Capital Indonesia Tbk.
5. BBCA
9.55
9.14
8.51
8.09 Bank Central Asia Tbk.
6. Bank CIMB Niaga Tbk. BNGA
10.09
8.55
9.43
8.08
7. Bank Danamon Indonesia Tbk. BDMN
9.09
5.23
5.40
4.49
8. Bank Himpunan Saudara 1906 Tbk. SDRA
8.86
8.48
7.25
9.75
9. Bank Kesawan Tbk. BKSW
14.97
12.15
13.54
3.03
10. Bank Mandiri (Persero) Tbk. BMRI
10.75
10.23
9.81
7.81
11. Bank Mayapada Tbk. MAYA
4.80
6.68
5.81
6.79
12. Bank Mega Tbk. MEGA
11.15
10.66
10.82
11.70
13. Bank Negara Indonesia Tbk. BBNI
12.07
10.88
6.50
6.90 14. BBNP
9.87
9.55
9.25
10.28 Bank Nusantara Parahyangan Tbk.
15. NISP
8.43
7.96
8.81
8.08 Bank OCBC NISP Tbk.
16. PNBN
7.02
6.16
7.81
6.85 Bank Pan Indonesia Tbk.
17. BNLI
11.59
10.57
8.31
10.09 Bank Permata Tbk.
18. BBRI
10.01
10.63
10.02
8.43 Bank Rakyat Indonesia Tbk.
19. BSWD
3.81
4.08
3.93
5.00 Bank of India Indonesia Tbk.
20. Bank Victoria International Tbk. BVIC
9.66
10.69
12.88
8.74
21. Bank Windu Kentjana Int'l Tbk. MCOR
7.00
8.29
7.35
10.57
PRICE TO BOOK VALUE (PBV)
1.11
1.70
1.48
PNBN
1.15 16. Bank Pan Indonesia Tbk.
2.18
1.41
1.12
NISP
0.93 15. Bank OCBC NISP Tbk.
0.99
1.41
1.18
BBNP
1.87 14. Bank Nusantara Parahyangan Tbk.
2.18
1.58
0.67
BBNI
2.62 13. Bank Negara Indonesia Tbk.
2.31
2.15
1.98
MEGA
2.24
17. Bank Permata Tbk. BNLI
2.77
1.50
1.27
1.08
1.02
0.79
21. Bank Windu Kentjana Int'l Tbk. MCOR
0.70
0.84
0.84
0.62
20. Bank Victoria International Tbk. BVIC
1.63
0.88
1.72
1.84
19. Bank of India Indonesia Tbk. BSWD
3.34
3.53
3.46
2.52
18. Bank Rakyat Indonesia Tbk. BBRI
1.34
2.04
1.28
2.66 12. Bank Mega Tbk.
NO. Nama Perusahaan Kode Tahun 2008 2009 2010 2011 1.
Bank Artha Graha Internasional Tbk.
0.74
4.29
3.44
5. Bank Central Asia Tbk. BBCA
1.19
0.85
0.88
0.79
4. Bank Capital Indonesia Tbk. BACA
0.67
0.87
0.35
4.69
BNBA
1.05 3. Bank Bumi Artha Tbk.
1.39
0.85
0.53
BBKP
0.71 2. Bank Bukopin Tbk.
0.87
0.68
0.32
INPC
4.63
6. Bank CIMB Niaga Tbk. BNGA
4.53
1.08
11. Bank Mayapada Tbk. MAYA
2.51
3.29
2.81
1.39
10. Bank Mandiri (Persero) Tbk. BMRI
2.83
3.66
2.60
2.48
9. Bank Kesawan Tbk. BKSW
1.71
1.27
1.66
0.37
8. Bank Himpunan Saudara 1906 Tbk. SDRA
1.52
2.60
2.42
1.48
7. Bank Danamon Indonesia Tbk. BDMN
1.67
3.32
1.52
4.33
EARNINGS PER SHARE ( EPS ) Tahun NO. Nama Perusahaan Kode 2008 2009 2010 2011 1.
INPC 2,55 4,88 9,76 11,71 Bank Artha Graha Internasional Tbk.
2. BBKP 64,55 63,09 81,10 94,67 Bank Bukopin Tbk.
3. BNBA 11,96 12,58 12,17 18,45 Bank Bumi Artha Tbk.
4. BACA 8,01 7,73 5,11 6,13 Bank Capital Indonesia Tbk.
5. BBCA 236 279 348 444 Bank Central Asia Tbk.
6. Bank CIMB Niaga Tbk. BNGA 28,14 65,52 106,46 126,77
7. Bank Danamon Indonesia Tbk. BDMN 303,7 186,36 342,92 378,78
8. Bank Himpunan Saudara 1906 Tbk. SDRA 25,11 23,73 26,47 38,88
9. Bank Kesawan Tbk. BKSW 6,21 6,37 1,94 1,86
10. Bank Mandiri (Persero) Tbk. BMRI 254,51 347,72 439,39 529,33
11. Bank Mayapada Tbk. MAYA 15,95 15,95 24,89 55,40
12. Bank Mega Tbk. MEGA 158 169 279 314 13.
BBNI 80 163 266 312 Bank Negara Indonesia Tbk.
14. BBNP
90 93 153 164 Bank Nusantara Parahyangan Tbk.
15. NISP 49,91 75,15 59,45 106,88 Bank OCBC NISP Tbk.
16. PNBN 34,60 43.03 53,66 75,99 Bank Pan Indonesia Tbk.
17. BNLI
58 63 128 128 Bank Permata Tbk.
18. BBRI 496,99 609,50 478,6 628,91 Bank Rakyat Indonesia Tbk.
19. BSWD
32
41
40
55 Bank of India Indonesia Tbk.
20. Bank Victoria International Tbk. BVIC 12,91 13,09 27,61 35,25
21. Bank Windu Kentjana Int'l Tbk. MCOR 1,33 5,86 8,81 9,60
RETURN SAHAM
12. Bank Mega Tbk. MEGA 0,111 -0,343 0,380 0,102
21. Bank Windu Kentjana Int'l Tbk. MCOR -0,667 0,493 0,339 0,246
20. Bank Victoria International Tbk. BVIC -0,388 0,484 0,159 -0,194
19. Bank of India Indonesia Tbk. BSWD -0,333 0,000 0,000 0,000
18. Bank Rakyat Indonesia Tbk. BBRI -0,382 0,672 0,373 -0,357
17. Bank Permata Tbk. BNLI -0,449 0,633 1,238 -0,240
16. Bank Pan Indonesia Tbk. PNBN -0,147 0,310 0,500 -0,316
15. Bank OCBC NISP Tbk. NISP -0,222 0,429 0,700 -0,365
14. Bank Nusantara Parahyangan Tbk. BBNP 0,000 -0,139 -0,054 0,057
13. Bank Negara Indonesia Tbk. BBNI -0,655 1,912 0,957 -0,019
NO. Nama Perusahaan Kode Tahun 2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk.
INPC -0,500 0,520 0,408 -0,103
10. Bank Mandiri (Persero) Tbk. BMRI -0,421 1,321 0,383 0,038
9. Bank Kesawan Tbk. BKSW 0,340 0,104 0,405 -0,317
8. Bank Himpunan Saudara 1906 Tbk. SDRA -0,662 4,600 0,036 -0,241
7. Bank Danamon Indonesia Tbk. BDMN -0,613 0,468 0,253 -0,281
6. Bank CIMB Niaga Tbk. BNGA -0,450 0,434 1,690 -0,361
5. Bank Central Asia Tbk. BBCA -0,555 0,492 0,320 0,250
4. Bank Capital Indonesia Tbk. BACA -0,047 -0,030 0,041 0,569
3. Bank Bumi Artha Tbk. BNBA -0,778 1,217 0,233 -0,152
2. Bank Bukopin Tbk. BBKP -0,643 0,875 0,733 -0,108
11. Bank Mayapada Tbk. MAYA 0,740 0,000 -0,204 0,075
Daftar Perusahaan Perbankan yang Menjadi Sampel NO. Nama Perusahaan Kode Kriteria Penentuan Sampel Sampel
Sampel 17
17. Bank Mega Tbk. MEGA
Sampel 12
18. Bank Mutiara Tbk. BCIC x
19. Bank Negara Indonesia Tbk. BBNI
Sampel 13
20. Bank Nusantara Parahyangan Tbk. BBNP Sampel 14
21. Bank OCBC NISP Tbk. NISP
Sampel 15
22. Bank Pan Indonesia Tbk. PNBN
Sampel 16
23. Bank Permata Tbk. BNLI
24. Bank Pundi Indonesia Tbk. BEKS x
16. Bank Mayapada Tbk. MAYA
25. Bank Rakyat Indonesia Tbk. BBRI Sampel 18
26. Bank Sinarmas Tbk. BSIM x x x
27. Bank of India Indonesia Tbk. BSWD
Sampel 19
28. Bank Tabungan Negara (Persero) Tbk. BBTN x x x
29. Bank Tabungan Pensiunan Nasional Tbk. BTPN
x
30. Bank Victoria International Tbk. BVIC
Sampel 20
31. Bank Windu Kentjana Int'l Tbk. MCOR
Sampel 21
Sampel 11
Sampel 10
1
6. Bank Central Asia Tbk. BBCA
2
3
4
1. Bank Agroniaga Tbk. AGRO x 2. Bank Artha Graha Internasional Tbk.
INPC Sampel 1
3. Bank Bukopin Tbk. BBKP
Sampel 2
4. Bank Bumi Artha Tbk. BNBA
Sampel 3
5. Bank Capital Indonesia Tbk. BACA
Sampel 4
Sampel 5
15. Bank Mandiri (Persero) Tbk. BMRI
7. Bank CIMB Niaga Tbk. BNGA
Sampel 6
8. Bank Danamon Indonesia Tbk. BDMN
Sampel 7
9. Bank Ekonomi Raharja Tbk. BAEK x x
10. Bank Himpunan Saudara 1906 Tbk. SDRA Sampel 8
11. Bank ICB Bumiputera Tbk. BABP x
12. Bank Internasional Indonesia Tbk. BNII x
13. Bank Kesawan Tbk. BKSW
Sampel 9
14. Bank Lippo Tbk. LPBN x x x
32. BPD Jawa Barat dan Banten Tbk. BJBR x x x
HASIL OUTPUT SPSS DENGAN DATA ASLI Regression
GET FILE='E:\SKRIPSIQ 1\DATA UJI 76.sav'. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y /METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*ZPRED ,*SRESID) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID).
Descriptive Statistics N Minimum Maximum Mean Std. Deviation Return Saham
84 -.7780 4.6000 .177429 .7191964 Loan to Deposit Ratio 84 40.2200 102.2000 74.822381 14.1171049 Return on Equity 84 .7200 43.8300 15.426548 9.4962110 Debt to Equity Ratio 84 3.0300 15.6200 8.924167 2.9563797 Price to Book Value 84 .3200 4.6900 1.794881 1.0841325 Earnings per Share 84 1.3300 628.9100 124.844524 156.2418097 Valid N (listwise)
84 One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N a,,b
84 Normal Parameters Mean .0000000
Std. Deviation .69523273
Most Extreme Differences Absolute .153Positive .153
Negative -.136
Kolmogorov-Smirnov Z 1.403 Asymp. Sig. (2-tailed) .039 a. Test distribution is Normal.b. Calculated from data.
b Model Summary
Adjusted R Std. Error of Model R R Square Square the Estimate a 1 .256 .066 .006 .7171697 a. Predictors: (Constant), Earnings per Share, Debt to Equity Ratio, Loan to Deposit Ratio, Price to Book Value, Return on Equity
b. Dependent Variable: Return Saham
Variables Entered/Removed Model Variables Entered Variables Removed Method
1 Earnings per Share, . Enter Debt to Equity Ratio, Loan to Deposit Ratio, Price to Book Value, Return on a Equity a. All requested variables entered. b
ANOVA Model Sum of Squares df Mean Square F Sig. a
1 Regression 2.813 5 .563 1.094 .371 Residual 40.118 78 .514 Total 42.931
83
a. Predictors: (Constant), Earnings per Share, Debt to Equity Ratio, Loan to Deposit Ratio, Price to Book Value, Return on Equity b. Dependent Variable: Return Saham a
Coefficients
Unstandardized Standardized Collinearity Coefficients Coefficients StatisticsModel B Std. Error Beta t Sig. Tolerance
VIF 1 (Constant) -.463 .545 -.849 .399
Loan to Deposit .001 .006 .028 .253 .801 .993 1.007
RatioReturn on Equity .008 .013 .108 .649 .518 .430 2.328
Debt to Equity .022 .027 .091 .822 .414 .968 1.033
RatioPrice to Book .183 .086 .275 2.120 .037 .710 1.409
Value
Earnings per .000 - .001 -.207 .244 .386 2.588
Share 1.174a. Dependent Variable: Return Saham a Collinearity Diagnostics
Variance Proportions Loan to Return Debt to Price to Condition Deposit on Equity Book Earnings
Model Dimension Eigenvalue Index (Constant) Ratio Equity Ratio Value per Share
1 1 5.059 1.000 .00 .00 .00 .00 .01 .01 2 .591 2.925 .00 .01 .01 .02 .00 .23 3 .178 5.329 .00 .00 .05 .06 .81 .07 4 .090 7.510 .00 .00 .83 .16 .00 .55 5 .068 8.597 .02 .19 .07 .58 .13 .12 6 .014 19.296 .97 .80 .03 .18 .05 .02 a. Dependent Variable: Return Saham a
Residuals Statistics
Minimum Maximum Mean Std. Deviation N Predicted Value -.162777 .667946 .177429 .184105984 Std. Predicted Value -1.848 2.664 .000 1.000
84 Standard Error of Predicted .091 .333 .183 .056
84 Value Adjusted Predicted Value -.220258 .961626 .183671 .2033536
84 Residual -1.2229462 4.3143544 .0000000 .6952327
84 Std. Residual -1.705 6.016 .000 .969
84 Stud. Residual -1.899 6.195 -.004 1.003
84 Deleted Residual -1.5166261 4.5748577 -.0062420 .7449317
84 Stud. Deleted Residual -1.932 8.635 .027 1.204
84 Mahal. Distance .338 16.895 4.940 3.615
84 Cook's Distance .000 .386 .012 .045
84 Centered Leverage Value .004 .204 .060 .044
84
Residuals Statistics
a Minimum Maximum Mean Std. Deviation N Predicted Value -.162777 .667946 .177429 .184105984 Std. Predicted Value -1.848 2.664 .000 1.000
84 Standard Error of Predicted Value .091 .333 .183 .056
84 Adjusted Predicted Value -.220258 .961626 .183671 .2033536
84 Residual -1.2229462 4.3143544 .0000000 .6952327
84 Std. Residual -1.705 6.016 .000 .969
84 Stud. Residual -1.899 6.195 -.004 1.003
84 Deleted Residual -1.5166261 4.5748577 -.0062420 .7449317
84 Stud. Deleted Residual -1.932 8.635 .027 1.204
84 Mahal. Distance .338 16.895 4.940 3.615
84 Cook's Distance .000 .386 .012 .045
84 Centered Leverage Value .004 .204 .060 .044
84
a. Dependent Variable: Return Saham
- 0.5
- 0.643
- 0.778
- 0.047
- 0.555
- 0.45
- 0.613
- 0.662
- 0.421
- 0.655
- 0.222
- 0.147
- 0.449
- 0.382
- 0.333
- 0.388
- 0.03
79.3
1.39
7
0.79
1.33
22
0.52
84.04
4.6
15.02
0.68
4.88
23 0.875
75.99
16.52
13.65
0.85
63.09
24 1.217
50.58
9.19
12.91 21 -0.667
0.62
9.66
34.5
34.6
17
81.8
12.4
11.59
0.88
58
18
79.93
10.01
7.81
2.52
19
83.1
10.48
3.81
1.84
32
20
53.46
4.8
0.74
12.58
22.15
23.73
30 0.104
66.97
3.27
12.15
2.6
6.37
31 1.321
61.4
10.23 2.81 347.72
8.48
32
83.77
4.27
6.68
4.33
15.95
33
56.82
18.72
1.66
17.62
25
27 0.434
49.65
6.5
5.86
0.88
7.73
26 0.492
50.3
31.8
9.14 4.29 279
95.11
94.94
15.34
8.55
1.52
65.52
28 0.468
88.8
11.2
5.23 2.42 186.36
29
1.48
10.16
7.02
9.55
4
67.72
6.54
7.83
0.79
8.01
5
53.8
30.2
3.44
0.35
36
6
87.84
7.39
10.09
1.27
28.14
7
86.4
11.96
4.2
78.93
12.97
DATA VARIABEL PENELITIAN SETELAH TRIMMING DATA No Y (Return Saham)
X1 (LDR)
X2 (ROE)
X3 (DER)
X4 (PBV)
X5 (EPS)
1
93.47
4.13
0.32
9.44
2.55
2
83.6
18.8
14.08
0.53
64.55
3
59.86
14.6
9.09 1.48 303.7
8
8.98
11.15 1.98 158
13
68.6
9
12.07
0.67
80
14
66.12
9.87
102.2
1.41
90
15
79.77
8.9
8.43
1.12
49.91
16
20.47
64.67
12 0.111
15.95
21.63
8.86
0.37
25.11
9
0.34
74.66
2.85
14.97
2.48
6.21
10
59.2
18.15
10.75 1.39 254.51
11
0.74 100.22
4.41
4.8
4.53
10.66 2.15 169
- 0.343
- 0.139
1.86
3.53
2.24
53.66
59 1.238
87.5
22.8
8.31 2.04 128
60 0.373
75.17
43.83
10.02
61
11.62
87.36
22.69
3.93
1.63
40
62 0.159
40.22
18.41
12.88
0.84
7.81
74.22
65.58
6.5 2.18 266
2.77
24.89
54
0.38
56.03
27.2
10.82 2.31 279
55 0.957
70.2
24.7
56
0.5
80.41
12.38
9.25 0.99 153
57
0.7
80
8.12
8.81
2.18
59.45
58
27.61 63 0.339
7.24
7.28
17.5
0.25
61.7
33.5
8.09 4.69 444
69
94.41
19.09
8.08 1.67 126.77
70
98.3
4.49 1.52 378.78
6.13
71
81.7
23.36
9.75
1.08
38.88
72
75.48
0.72
3.03
2.83
68
1.19
7.35
20.1
1.08
8.81
64
82.21
8.79
15.62
0.71
11.71
65
85.01
12.07
6.71
1.05
94.67
66
67.53
11.94
5.22
0.67
18.45
67 0.569
44.24
5.19
5.81
78.38
34 1.912
1.72
63
39 0.672
80.88
35.22
10.63
3.46
40
82.1
23.36
4.08
41
10.57
41 0.484
50.43
8
10.69
0.84
13.09 42 0.493
81.29
6.03
8.29
1.02
5.86
1.28
13.6
76.13
73.26
64.1
16.3
10.88 1.58 163
35
73.64
8.51
9.55
1.11
93
36 0.429
11.82
90.6
7.96
1.41
75.15
37
0.31
73.31
10.4
6.16
1.7
43.03
38 0.633
43 0.408
8.79
53
7.25
88.04
20.88
9.43 3.32 106.46
49 0.253
93.8
18.5
5.4 2.6 342.92
50 0.036
100.2
17.45
1.71
48
26.47
51 0.405
71.65
0.77
13.54
3.66
1.94
52 0.383
67.7
24.25
9.81 3.29 439.39
1.69
8.51 4.63 348
15.18
8.39
0.87
9.76
44 0.733
71.85
19.02
15.45
1.39
81.1
45 0.233
54.18
5.12
33.3
0.87
12.17
46 0.041
50.6
5.11
7.09
0.85
5.11
47
0.32
55.2
- 0.204
- 0.054
- 0.103
- 0.108
- 0.152
- 0.361
- 0.281
- 0.241
- 0.317
- 0.019
- 0.365
85.72
1.18
75.99
80
83.1
15.9
10.09 1.34 128
81
76.2
42.49
8.43
3.34
82
25.26
14.63
5
1.5
55
83
63.62
24.9
8.74
0.7
35.25 84 0.246
86.14
6.94
10.57
1.27
6.85
80.36
9.6
63.75
73 0.038
74.1
22.05
7.81
2.51
74 0.075
82.1
11.53
6.79
2.66
55.4
75 0.102
26.74
79
11.7 2.62 314
76
70.4
20.1
6.9 1.87 312
77 0.057
84.92
12.82
10.28 0.93 164
78
87.04
12.9
8.08 1.15 106.88
- 0.316
- 0.24
- 0.357
- 0.194
HASIL OUTPUT SPSS SETELAH DILAKUKAN TRIMMING DATA
GET FILE='E:\SKRIPSIQ 1\DATA UJI 76.sav'. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y /METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*ZPRED ,*SRESID) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID).
Descriptive Statistics N Minimum Maximum Mean Std. Deviation
Return Saham 83 -.7780 1.9120 .12414458 .531179340 Loan to Deposit
84 40.2200 102.2000 74.82238095 1.411710486 Ratio Return
on Equity 84 .7200 43.8300 15.42654762 9.496210975
Debt to Equity84 3.0300 15.6200 8.92416667 2.956379750 Ratio Price to Book 84 .32000 4.6900 1.79488095 1.084132538 Value Earnings per 79 1.3300 444.0000 98.02037975 1.161947353 Share
Valid N (listwise) 78 One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual N a,,b
78 Normal Parameters Mean .0000000
Std. Deviation .50369519
Most Extreme Differences Absolute .129Positive .129
Negative -.067
Kolmogorov-Smirnov Z 1.137 Asymp. Sig. (2-tailed) .151 a. Test distribution is Normal.b. Calculated from data.
Variables Entered/Removed Variables Variables Model Entered Removed Method
1 Earnings per . Enter Share, Debt to Equity Ratio, Loan to Deposit Ratio, Price to Book Value, a Return on Equity a. All requested variables entered.
b
Model Summary Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson a 1 .351 .123 .062 .520891075 1.663 a. Predictors: (Constant), Earnings per Share, Debt to Equity Ratio, Loan to Deposit Ratio, Price to Book Value, Return on Equity b. Dependent Variable: Return Saham
b
ANOVA Model Sum of Squares df Mean Square F Sig. a
1 Regression 2.743 5 .549 2.022 .086 Residual 19.536 72 .271 Total 22.278
77
a. Predictors: (Constant), Earnings per Share, Debt to Equity Ratio, Loan to Deposit Ratio, Price to Book Value, Return on Equity
b. Dependent Variable: Return Saham
a
Coefficients
Unstandardized Standardized Collinearity Coefficients Coefficients Statistics Model B Std. Error Beta t Sig. Tolerance
VIF 1 (Constant) -.046 .408 -.113 .910
Loan to Deposit -.004 .004 -.107 -.960 .340 .985 1.015
RatioReturn on Equity .011 .010 -.010 -.068 .946 .571 1.752
Debt to Equity .022 .020 .126 1.124 .265 .967 1.034
RatioPrice to Book .162 .063 .321 2.561 .013 .773 1.294
ValueEarnings per Share .003 .001 .008 .053 .958 .510 1.960
a. Dependent Variable: Return Saham
a
Collinearity Diagnostics
Variance Proportions Loan to Return Debt to Price to Condition Deposit on Equity Book Earnings
Model Dimension Eigenvalue Index (Constant) Ratio Equity Ratio Value per Share
1 1 5.053 1.000 .00 .00 .00 .00 .01 .01 2 .546 3.043 .00 .01 .01 .02 .01 .33 3 .203 4.988 .00 .00 .06 .04 .81 .07 4 .111 6.748 .00 .00 .84 .11 .00 .51 5 .074 8.290 .02 .19 .04 .63 .13 .06 6 .014 19.031 .97 .80 .04 .19 .04 .01 a. Dependent Variable: Return Saham a
Residuals Statistics Minimum Maximum Mean Std. Deviation N Predicted Value -.20923790 .66408777 .12769231 .188730611
78 Std. Predicted Value -1.785 2.842 .000 1.000
78 Standard Error of Predicted Value .066 .245 .138 .043
78 Adjusted Predicted Value -.16162831 .77332890 .13360091 .203800159
78 Residual -1.045304537 1.720218420 .000000000 .503695188
78 Std. Residual -2.007 3.302 .000 .967
78 Stud. Residual -2.262 3.352 -.005 1.006
78 Deleted Residual -1.328328967 1.771931648 -.005908604 .546266759
78 Stud. Deleted Residual -2.331 3.623 .002 1.031
78 Mahal. Distance .262 16.089 4.936 3.703
78 Cook's Distance .000 .231 .014 .032
78 Centered Leverage Value .003 .209 .064 .048
78