Pengaruh Debt to Equity Ratio, Tingkat Suku Bunga serta Tingkat Inflasi Terhadap Return Saham Sektor Perbankan di Bursa Efek Indonesia Periode 2010-2014
LAMPIRAN
LAMPIRAN 1
DAFTAR NAMA BANK YANG GO PUBLIK DI BURSA EFEK INDONESIA
PERIODE 2010-2014
No..
Nama Bank
Kode Saham
1 Bank Rakyat Indonesia Agro Niaga Tbk
AGRO
2 Bank MNC Internasional Tbk
BABP
3 Bank Capital Indonesia Tbk
BACA
4 Bank Ekonomi Raharja Tbk
BAEK
5 Bank Central Asia Tbk
BBCA
6 Bank Bukopin Tbk
BBKP
7 Bank Mestika Dharma Tbk
BBMD
8 Bank Negara Indonesia (Persero) Tbk
BBNI
9 Bank Nusantara Parahyangan Tbk
BBNP
10 Bank Rakyat Indonesia (Persero) Tbk
BBRI
11 Bank Tabungan Negara (Persero) Tbk
BBTN
12 Bank Mutiara Tbk
BCIC
13 Bank Danamon Indonesia Tbk
BDMN
14 Bank Pundi Indonesia Tbk
BEKS
15 Bank Jabar Banten Tbk
BJBR
16 Bank Pembangunan Daerah Jawa Timur
BJTM
17 Bank Kesawan Tbk
BKSW
18 Bank Maspion Indonesia Tbk
BMAS
19 Bank Mandiri (Persero) Tbk
BMRI
20 Bank Bumi Arta Tbk
BNBA
21 Bank CIMB Niaga Tbk
BNGA
22 Bank Internasional Indonesia Tbk
BNII
62
Universitas Sumatera Utara
23 Bank Permata Tbk
BNLI
24 Bank Sinar Mas Tbk
BSIM
25 Bank Swadesi Tbk
BSWD
26 Bank Tabungan Pensiunan Nasional Tbk
BTPN
27 Bank Victori Internasional Tbk
BVIC
28 Bank Artha Graha Internasional Tbk
INPC
29 Bank Mayapada Internasional Tbk
MAYA
30 Bank Dinar Indonesia Tbk
DNAR
31 Bank Agris Tbk
AGRS
32 Bank Yudha Bhakti Tbk
BBYB
33 Bank Ina Perdana Tbk
BINA
34 Bank Windu Kentjana Internasional Tbk
MCOR
35 Bank Mega Tbk
MEGA
36 Bank Mitraniaga Tbk
NAGA
37 Bank NISP OCBC Tbk
NISP
38 Bank Nationalnobu Tbk
NOBU
39 Bank Pan Indonesia Tbk
PNBN
40 Bank Pan Indonesia Syariah Tbk
PNBS
41 Bank Himpunan Saudara 1906 Tbk
SDRA
Sumber : www.sahamok.com
63
Universitas Sumatera Utara
LAMPIRAN 2
TOTAL ASET DARI BANK YANG MENJADI SAMPEL PENELITIAN
No.
Kode Saham
Total Asset Sampai Tahun 2014 (dalam Rupiah)
1
AGRO
6.385.191.484.000
2
BACA
9.251.776.000.000
3
BAEK
29.726.856.000.000
4
BBCA
552.423.892.000.000
5
BBKP
79.051.268.000.000
6
BBNI
416.573.708.000.000
7
BBNP
9.468.873.488.000
8
BBRI
801.955.021.000.000
9
BBTN
144.575.961.000.000
10 BDMN
195.708.593.000.000
11 BMRI
855.039.673.000.000
12 BNBA
5.155.422.644.599
13 BNGA
233.162.423.000.000
14 BNII
143.318.466.000.000
15 BNLI
185.349.861.000.000
16 BTPN
75.014.737.000.000
17 BVIC
21.364.882.284.000
18 INPC
23.453.347.000.000
19 MAYA
36.173.590.792.000
20 MCOR
9.769.591.000.000
21 MEGA
66.647.891.000.000
22 NISP
103.123.179.000.000
23 PNBN
172.581.667.000.000
64
Universitas Sumatera Utara
24 SDRA
16.432.776.000.000
Sumber : www.idx.co.id
65
Universitas Sumatera Utara
LAMPIRAN 3
DAFTAR RETURN SAHAM, DEBT TO EQUITY RATIO , TINGKAT INFLASI
SERTA TINGKAT SUKU BUNGA 24 BANK PERIODE 2010-2014
Kode Bank
Tahun
Return
Debt to
Tingkat
Tingkat
Saham
Equity
Inflasi
Suku
Ratio
AGRO
BACA
BAEK
Bunga
2010
0,1915
9,974652115
5,13
6.500
2011
-0,2976
9,014365586
5,40
6.583
2012
0,2458
9,862795074
4,30
5.771
2013
-0,1769
5,122631304
7,00
6.481
2014
-0,1322
6,063096206
6,42
7.538
2010
0,0408
7,144234836
5,13
6.500
2011
0,3725
6,711944059
5,40
6.583
2012
-0,1429
7,613986573
4,30
5.771
2013
-0,2667
6,876604993
7,00
6.481
2014
0,0909
8,496861505
6,42
7.538
2010
0,08
8,345913493
5,13
6.500
2011
-0,2407
8,500149836
5,40
6.583
2012
0,1707
8,453721476
4,30
5.771
2013
-0,2917
8,692629732
7,00
6.481
2014
0,0588
8,392629732
6,42
7.538
66
Universitas Sumatera Utara
BBCA
BBKP
BBNI
BBNP
BBRI
2010
0,3196
8,498076278
5,13
6.500
2011
0,25
8,070115929
5,40
6.583
2012
0,1375
7,516044548
4,30
5.771
2013
0,0549
6,736225899
7,00
6.481
2014
0,3672
6,064515339
6,42
7.538
2010
0,1304
15,42118108
5,13
6.500
2011
-0,1077
12,0732131
5,40
6.583
2012
0,069
12,14653228
4,30
5.771
2013
0
10,17874425
7,00
6.481
2014
0,2097
10,58858019
6,42
7.538
2010
0,1071
6,49876594
5,13
6.500
2011
-0,0194
6,902596817
5,40
6.583
2012
-0,0263
6,65769736
4,30
5.771
2013
0,0676
7,108775037
7,00
6.481
2014
0,5443
5,590648008
6,42
7.538
2010
-0,0538
9,165095094
5,13
6.500
2011
0,0569
10,27556651
5,40
6.583
2012
-0,0446
11,41903744
4,30
5.771
2013
0,1916
8,488551503
7,00
6.481
2014
0,5608
7,319884991
6,42
7.538
2010
-0,0355
10,02403374
5,13
6.500
2011
-0,0074
8,43187838
5,40
6.583
67
Universitas Sumatera Utara
BBTN
BDMN
BMRI
BNBA
2012
0,0296
7,497559692
4,30
5.771
2013
0,0432
6,893650269
7,00
6.481
2014
0,6069
7,205198655
6,42
7.538
2010
0,1754
9,606885417
5,13
6.500
2011
-0,097
11,17233058
5,40
6.583
2012
0,1983
9,871679682
4,30
5.771
2013
-0,4
10,35005049
7,00
6.481
2014
0,3851
10,84426939
6,42
7.538
2010
0,2527
5,352108933
5,13
6.500
2011
-0,2807
4,49356246
5,40
6.583
2012
0,378
4,42197549
4,30
5.771
2013
-0,3319
4,838983528
7,00
6.481
2014
0,1987
4,927415787
6,42
7.538
2010
0,1404
9,090866739
5,13
6.500
2011
0,0385
7,20427763
5,40
6.583
2012
0,2
6,85735603
4,30
5.771
2013
-0,0309
6,720705963
7,00
6.481
2014
0,3726
6,648123762
6,42
7.538
2010
0,2331
5,043781436
5,13
6.500
2011
-0,1524
5,223387647
5,40
6.583
2012
0,1871
5,66694917
4,30
5.771
2013
-0,0485
6,168058845
7,00
6.481
68
Universitas Sumatera Utara
BNGA
BNII
BNLI
BTPN
BVIC
2014
0,0064
7,561839445
6,42
7.538
2010
0,1099
9,37916636
5,13
6.500
2011
0,2079
8,080334888
5,40
6.583
2012
-0,0984
7,715047145
4,30
5.771
2013
-0,1636
7,454786393
7,00
6.481
2014
-0,0924
7,196180084
6,42
7.538
2010
0,2308
9,072189147
5,13
6.500
2011
-0,125
10,93350204
5,40
6.583
2012
-0,0357
10,97548403
4,30
5.771
2013
-0,242
10,32674154
7,00
6.481
2014
-0,3225
8,782796388
6,42
7.538
2010
1,2375
8,213399563
5,13
6.500
2011
-0,2402
10,0903782
5,40
6.583
2012
-0,0294
9,547656067
4,30
5.771
2013
-0,0455
10,73908835
7,00
6.481
2014
0,1944
9,842637729
6,42
7.538
2010
-0,1795
7,185959423
5,13
6.500
2011
0,0625
7,305055474
5,40
6.583
2012
0,25
6,640378814
4,30
5.771
2013
0,0118
6,031269905
7,00
6.481
2014
-0,0814
5,037082106
6,42
7.538
2010
0,1594
12,8750385
5,13
6.500
69
Universitas Sumatera Utara
INPC
MAYA
MCOR
MEGA
2011
-0,1938
8,737175215
5,40
6.583
2012
-0,093
8,769204936
4,30
5.771
2013
0,0684
10,65590422
7,00
6.481
2014
-0,04
10,47523618
6,42
7.538
2010
0,1146
15,1818691
5,13
6.500
2011
-0,1028
15,6202489
5,40
6.583
2012
0,1563
9,611925607
4,30
5.771
2013
-0,1802
7,112564289
7,00
6.481
2014
-0,1319
7,624849776
6,42
7.538
2010
-0,2036
5,810228466
5,13
6.500
2011
0,0752
6,785064904
5,40
6.583
2012
1,3776
8,300638691
4,30
5.771
2013
-0,2294
8,955366831
7,00
6.481
2014
-0,3164
11,68254757
6,42
7.538
2010
0,3393
7,351156457
5,13
6.500
2011
0,2533
10,57173702
5,40
6.583
2012
-0,0532
7,595404048
4,30
5.771
2013
-0,2865
6,646682036
7,00
6.481
2014
0,6142
7,006949208
6,42
7.538
2010
0,3804
10,81730921
5,13
6.500
2011
0,1024
11,6956729
5,40
6.583
2012
-0,1391
9,413695043
4,30
5.771
70
Universitas Sumatera Utara
NISP
PNBN
SDRA
2013
-0,3196
9,864696196
7,00
6.481
2014
-0,0244
8,580423263
6,42
7.538
2010
0,5
7,599514504
5,13
6.500
2011
-0,28
8,07905251
5,40
6.583
2012
0,2315
7,841194123
4,30
5.771
2013
-0,0752
6,225885322
7,00
6.481
2014
0,1057
5,917687092
6,42
7.538
2010
0,0357
7,075670194
5,13
6.500
2011
-0,2414
6,852036152
5,40
6.583
2012
0,2273
7,431244126
4,30
5.771
2013
1,4444
7,219862652
7,00
6.481
2014
0,7652
6,429672978
6,42
7.538
2010
-0,0263
7,246891309
5,13
6.500
2011
0,0541
9,748185657
5,40
6.583
2012
-0,1923
13,16845105
4,30
5.771
2013
0,4206
13,24464712
7,00
6.481
2014
0,2849
3,208929466
6,42
7.538
71
Universitas Sumatera Utara
LAMPIRAN 4
STATISTIK DESKRIPTIF
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
Return Saham
120
-.4000
.9434
.074804
.2674835
DER
120
3.2089
15.6202
8.364022
2.3025733
Tingkat Inflasi
120
4,30
7,00
5,6500 ,96013
Tingkat Suku Bunga
120
5,77
7,54
6,5746 ,56598
Valid N (listwise)
120
HASIL PENGUJIAN ASUMSI NORMALITAS
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parameters
120
a,,b
Mean
.0000000
Std. Deviation
Most Extreme Differences
.25565905
Absolute
.092
Positive
.092
Negative
-.041
Kolmogorov-Smirnov Z
1.003
Asymp. Sig. (2-tailed)
.267
a. Test distribution is Normal.
b. Calculated from data.
72
Universitas Sumatera Utara
73
Universitas Sumatera Utara
HASIL PENGUJIAN ASUMSI AUTOKORELASI
b
Model Summary
Model
R
1
.294
Adjusted R
Std. Error of the
Square
Estimate
R Square
a
.086
.063
Durbin-Watson
.2589439
1.782
a. Predictors: (Constant), Tingkat Suku Bunga, DER, Tingkat Inflasi
b. Dependent Variable: Return Saham
b
ANOVA
Model
1
Sum of Squares
Regression
df
Mean Square
.736
3
.245
Residual
7.778
116
.067
Total
8.514
119
F
Sig.
3.659
.015
a
a. Predictors: (Constant), Tingkat Suku Bunga, DER, Tingkat Inflasi
b. Dependent Variable: Return Saham
HASIL PENGUJIAN ASUMSI MULTIKOLINIEARITAS
Coefficients
Model
1
Unstandardized
Standardized
Coefficients
Coefficients
B
Std. Error
(Constant)
-.251
.307
DER
-.013
.010
Tingkat Inflasi
-.094
.147
Tingkat
Suku
Beta
a
Collinearity Statistics
t
Sig.
Tolerance
VIF
-.817
.415
-.112
-1.248
.215
.973
1.027
.032
-.338
-2.905
.004
.580
1.723
.055
.311
2.677
.008
.583
1.717
Bunga
a. Dependent Variable: Return Saham
74
Universitas Sumatera Utara
HASIL PENGUJIAN ASUMSI HETEROSKEDASTISITAS
75
Universitas Sumatera Utara
LAMPIRAN 1
DAFTAR NAMA BANK YANG GO PUBLIK DI BURSA EFEK INDONESIA
PERIODE 2010-2014
No..
Nama Bank
Kode Saham
1 Bank Rakyat Indonesia Agro Niaga Tbk
AGRO
2 Bank MNC Internasional Tbk
BABP
3 Bank Capital Indonesia Tbk
BACA
4 Bank Ekonomi Raharja Tbk
BAEK
5 Bank Central Asia Tbk
BBCA
6 Bank Bukopin Tbk
BBKP
7 Bank Mestika Dharma Tbk
BBMD
8 Bank Negara Indonesia (Persero) Tbk
BBNI
9 Bank Nusantara Parahyangan Tbk
BBNP
10 Bank Rakyat Indonesia (Persero) Tbk
BBRI
11 Bank Tabungan Negara (Persero) Tbk
BBTN
12 Bank Mutiara Tbk
BCIC
13 Bank Danamon Indonesia Tbk
BDMN
14 Bank Pundi Indonesia Tbk
BEKS
15 Bank Jabar Banten Tbk
BJBR
16 Bank Pembangunan Daerah Jawa Timur
BJTM
17 Bank Kesawan Tbk
BKSW
18 Bank Maspion Indonesia Tbk
BMAS
19 Bank Mandiri (Persero) Tbk
BMRI
20 Bank Bumi Arta Tbk
BNBA
21 Bank CIMB Niaga Tbk
BNGA
22 Bank Internasional Indonesia Tbk
BNII
62
Universitas Sumatera Utara
23 Bank Permata Tbk
BNLI
24 Bank Sinar Mas Tbk
BSIM
25 Bank Swadesi Tbk
BSWD
26 Bank Tabungan Pensiunan Nasional Tbk
BTPN
27 Bank Victori Internasional Tbk
BVIC
28 Bank Artha Graha Internasional Tbk
INPC
29 Bank Mayapada Internasional Tbk
MAYA
30 Bank Dinar Indonesia Tbk
DNAR
31 Bank Agris Tbk
AGRS
32 Bank Yudha Bhakti Tbk
BBYB
33 Bank Ina Perdana Tbk
BINA
34 Bank Windu Kentjana Internasional Tbk
MCOR
35 Bank Mega Tbk
MEGA
36 Bank Mitraniaga Tbk
NAGA
37 Bank NISP OCBC Tbk
NISP
38 Bank Nationalnobu Tbk
NOBU
39 Bank Pan Indonesia Tbk
PNBN
40 Bank Pan Indonesia Syariah Tbk
PNBS
41 Bank Himpunan Saudara 1906 Tbk
SDRA
Sumber : www.sahamok.com
63
Universitas Sumatera Utara
LAMPIRAN 2
TOTAL ASET DARI BANK YANG MENJADI SAMPEL PENELITIAN
No.
Kode Saham
Total Asset Sampai Tahun 2014 (dalam Rupiah)
1
AGRO
6.385.191.484.000
2
BACA
9.251.776.000.000
3
BAEK
29.726.856.000.000
4
BBCA
552.423.892.000.000
5
BBKP
79.051.268.000.000
6
BBNI
416.573.708.000.000
7
BBNP
9.468.873.488.000
8
BBRI
801.955.021.000.000
9
BBTN
144.575.961.000.000
10 BDMN
195.708.593.000.000
11 BMRI
855.039.673.000.000
12 BNBA
5.155.422.644.599
13 BNGA
233.162.423.000.000
14 BNII
143.318.466.000.000
15 BNLI
185.349.861.000.000
16 BTPN
75.014.737.000.000
17 BVIC
21.364.882.284.000
18 INPC
23.453.347.000.000
19 MAYA
36.173.590.792.000
20 MCOR
9.769.591.000.000
21 MEGA
66.647.891.000.000
22 NISP
103.123.179.000.000
23 PNBN
172.581.667.000.000
64
Universitas Sumatera Utara
24 SDRA
16.432.776.000.000
Sumber : www.idx.co.id
65
Universitas Sumatera Utara
LAMPIRAN 3
DAFTAR RETURN SAHAM, DEBT TO EQUITY RATIO , TINGKAT INFLASI
SERTA TINGKAT SUKU BUNGA 24 BANK PERIODE 2010-2014
Kode Bank
Tahun
Return
Debt to
Tingkat
Tingkat
Saham
Equity
Inflasi
Suku
Ratio
AGRO
BACA
BAEK
Bunga
2010
0,1915
9,974652115
5,13
6.500
2011
-0,2976
9,014365586
5,40
6.583
2012
0,2458
9,862795074
4,30
5.771
2013
-0,1769
5,122631304
7,00
6.481
2014
-0,1322
6,063096206
6,42
7.538
2010
0,0408
7,144234836
5,13
6.500
2011
0,3725
6,711944059
5,40
6.583
2012
-0,1429
7,613986573
4,30
5.771
2013
-0,2667
6,876604993
7,00
6.481
2014
0,0909
8,496861505
6,42
7.538
2010
0,08
8,345913493
5,13
6.500
2011
-0,2407
8,500149836
5,40
6.583
2012
0,1707
8,453721476
4,30
5.771
2013
-0,2917
8,692629732
7,00
6.481
2014
0,0588
8,392629732
6,42
7.538
66
Universitas Sumatera Utara
BBCA
BBKP
BBNI
BBNP
BBRI
2010
0,3196
8,498076278
5,13
6.500
2011
0,25
8,070115929
5,40
6.583
2012
0,1375
7,516044548
4,30
5.771
2013
0,0549
6,736225899
7,00
6.481
2014
0,3672
6,064515339
6,42
7.538
2010
0,1304
15,42118108
5,13
6.500
2011
-0,1077
12,0732131
5,40
6.583
2012
0,069
12,14653228
4,30
5.771
2013
0
10,17874425
7,00
6.481
2014
0,2097
10,58858019
6,42
7.538
2010
0,1071
6,49876594
5,13
6.500
2011
-0,0194
6,902596817
5,40
6.583
2012
-0,0263
6,65769736
4,30
5.771
2013
0,0676
7,108775037
7,00
6.481
2014
0,5443
5,590648008
6,42
7.538
2010
-0,0538
9,165095094
5,13
6.500
2011
0,0569
10,27556651
5,40
6.583
2012
-0,0446
11,41903744
4,30
5.771
2013
0,1916
8,488551503
7,00
6.481
2014
0,5608
7,319884991
6,42
7.538
2010
-0,0355
10,02403374
5,13
6.500
2011
-0,0074
8,43187838
5,40
6.583
67
Universitas Sumatera Utara
BBTN
BDMN
BMRI
BNBA
2012
0,0296
7,497559692
4,30
5.771
2013
0,0432
6,893650269
7,00
6.481
2014
0,6069
7,205198655
6,42
7.538
2010
0,1754
9,606885417
5,13
6.500
2011
-0,097
11,17233058
5,40
6.583
2012
0,1983
9,871679682
4,30
5.771
2013
-0,4
10,35005049
7,00
6.481
2014
0,3851
10,84426939
6,42
7.538
2010
0,2527
5,352108933
5,13
6.500
2011
-0,2807
4,49356246
5,40
6.583
2012
0,378
4,42197549
4,30
5.771
2013
-0,3319
4,838983528
7,00
6.481
2014
0,1987
4,927415787
6,42
7.538
2010
0,1404
9,090866739
5,13
6.500
2011
0,0385
7,20427763
5,40
6.583
2012
0,2
6,85735603
4,30
5.771
2013
-0,0309
6,720705963
7,00
6.481
2014
0,3726
6,648123762
6,42
7.538
2010
0,2331
5,043781436
5,13
6.500
2011
-0,1524
5,223387647
5,40
6.583
2012
0,1871
5,66694917
4,30
5.771
2013
-0,0485
6,168058845
7,00
6.481
68
Universitas Sumatera Utara
BNGA
BNII
BNLI
BTPN
BVIC
2014
0,0064
7,561839445
6,42
7.538
2010
0,1099
9,37916636
5,13
6.500
2011
0,2079
8,080334888
5,40
6.583
2012
-0,0984
7,715047145
4,30
5.771
2013
-0,1636
7,454786393
7,00
6.481
2014
-0,0924
7,196180084
6,42
7.538
2010
0,2308
9,072189147
5,13
6.500
2011
-0,125
10,93350204
5,40
6.583
2012
-0,0357
10,97548403
4,30
5.771
2013
-0,242
10,32674154
7,00
6.481
2014
-0,3225
8,782796388
6,42
7.538
2010
1,2375
8,213399563
5,13
6.500
2011
-0,2402
10,0903782
5,40
6.583
2012
-0,0294
9,547656067
4,30
5.771
2013
-0,0455
10,73908835
7,00
6.481
2014
0,1944
9,842637729
6,42
7.538
2010
-0,1795
7,185959423
5,13
6.500
2011
0,0625
7,305055474
5,40
6.583
2012
0,25
6,640378814
4,30
5.771
2013
0,0118
6,031269905
7,00
6.481
2014
-0,0814
5,037082106
6,42
7.538
2010
0,1594
12,8750385
5,13
6.500
69
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INPC
MAYA
MCOR
MEGA
2011
-0,1938
8,737175215
5,40
6.583
2012
-0,093
8,769204936
4,30
5.771
2013
0,0684
10,65590422
7,00
6.481
2014
-0,04
10,47523618
6,42
7.538
2010
0,1146
15,1818691
5,13
6.500
2011
-0,1028
15,6202489
5,40
6.583
2012
0,1563
9,611925607
4,30
5.771
2013
-0,1802
7,112564289
7,00
6.481
2014
-0,1319
7,624849776
6,42
7.538
2010
-0,2036
5,810228466
5,13
6.500
2011
0,0752
6,785064904
5,40
6.583
2012
1,3776
8,300638691
4,30
5.771
2013
-0,2294
8,955366831
7,00
6.481
2014
-0,3164
11,68254757
6,42
7.538
2010
0,3393
7,351156457
5,13
6.500
2011
0,2533
10,57173702
5,40
6.583
2012
-0,0532
7,595404048
4,30
5.771
2013
-0,2865
6,646682036
7,00
6.481
2014
0,6142
7,006949208
6,42
7.538
2010
0,3804
10,81730921
5,13
6.500
2011
0,1024
11,6956729
5,40
6.583
2012
-0,1391
9,413695043
4,30
5.771
70
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NISP
PNBN
SDRA
2013
-0,3196
9,864696196
7,00
6.481
2014
-0,0244
8,580423263
6,42
7.538
2010
0,5
7,599514504
5,13
6.500
2011
-0,28
8,07905251
5,40
6.583
2012
0,2315
7,841194123
4,30
5.771
2013
-0,0752
6,225885322
7,00
6.481
2014
0,1057
5,917687092
6,42
7.538
2010
0,0357
7,075670194
5,13
6.500
2011
-0,2414
6,852036152
5,40
6.583
2012
0,2273
7,431244126
4,30
5.771
2013
1,4444
7,219862652
7,00
6.481
2014
0,7652
6,429672978
6,42
7.538
2010
-0,0263
7,246891309
5,13
6.500
2011
0,0541
9,748185657
5,40
6.583
2012
-0,1923
13,16845105
4,30
5.771
2013
0,4206
13,24464712
7,00
6.481
2014
0,2849
3,208929466
6,42
7.538
71
Universitas Sumatera Utara
LAMPIRAN 4
STATISTIK DESKRIPTIF
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
Return Saham
120
-.4000
.9434
.074804
.2674835
DER
120
3.2089
15.6202
8.364022
2.3025733
Tingkat Inflasi
120
4,30
7,00
5,6500 ,96013
Tingkat Suku Bunga
120
5,77
7,54
6,5746 ,56598
Valid N (listwise)
120
HASIL PENGUJIAN ASUMSI NORMALITAS
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parameters
120
a,,b
Mean
.0000000
Std. Deviation
Most Extreme Differences
.25565905
Absolute
.092
Positive
.092
Negative
-.041
Kolmogorov-Smirnov Z
1.003
Asymp. Sig. (2-tailed)
.267
a. Test distribution is Normal.
b. Calculated from data.
72
Universitas Sumatera Utara
73
Universitas Sumatera Utara
HASIL PENGUJIAN ASUMSI AUTOKORELASI
b
Model Summary
Model
R
1
.294
Adjusted R
Std. Error of the
Square
Estimate
R Square
a
.086
.063
Durbin-Watson
.2589439
1.782
a. Predictors: (Constant), Tingkat Suku Bunga, DER, Tingkat Inflasi
b. Dependent Variable: Return Saham
b
ANOVA
Model
1
Sum of Squares
Regression
df
Mean Square
.736
3
.245
Residual
7.778
116
.067
Total
8.514
119
F
Sig.
3.659
.015
a
a. Predictors: (Constant), Tingkat Suku Bunga, DER, Tingkat Inflasi
b. Dependent Variable: Return Saham
HASIL PENGUJIAN ASUMSI MULTIKOLINIEARITAS
Coefficients
Model
1
Unstandardized
Standardized
Coefficients
Coefficients
B
Std. Error
(Constant)
-.251
.307
DER
-.013
.010
Tingkat Inflasi
-.094
.147
Tingkat
Suku
Beta
a
Collinearity Statistics
t
Sig.
Tolerance
VIF
-.817
.415
-.112
-1.248
.215
.973
1.027
.032
-.338
-2.905
.004
.580
1.723
.055
.311
2.677
.008
.583
1.717
Bunga
a. Dependent Variable: Return Saham
74
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HASIL PENGUJIAN ASUMSI HETEROSKEDASTISITAS
75
Universitas Sumatera Utara