Pengaruh Ukuran Perusahaan, Momentum dan Price Earning Ratio Terhadap Return Saham pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia (BEI)

  LAMPIRAN Lampiran 1 Dafter Sampel Penelitian

NO NAMA PERUSAHAAN KODE EMITEN

  1. Astra Internasional Tbk ASII

  2. Astra Otoparts Tbk AUTO

  3. Sepatu bata Tbk BATA

  4. Indo kordosa Tbk BRAM

  5. Berlina Tbk BRNA

  6 Darya-varia Laboratoria Tbk DVLA

  7. Goodyear IndonesiaTbk GDYR

  8. Gudang garam Tbk GGRM

  9. HM sampoerna Tbk HMSP

  10. Sumi IndoKabel Tbk

  IKBI

  11. Indocement tungal Prakasa Tbk

  INTP

  12. Kimia Farma Tbk KAEF

  13. Kalbe Farma Tbk KLBF

  14. Liom metal works Tbk LION

  15. Mustika Ratu Tbk. MRAT

  16. Fast food Indonesia Tbk. FAST

  17. Semen Gresik Tbk. SMGR

  18. Selamat Sempurna Tbk SMSM

  19. Mandom IndonesiaTbk TCID

  20. Pabrik kertas tjiwi kimia Tbk TKIM

  21. Tempo scan pacific Tbk TSPC

  22. Tunas Ridean Tbk TURI

  23. United Tractors Tbk UNTR

  24. Unilever Indonesia Tbk UNVR

  25. Indospring Tbk

  INDS

  26. Gajah Tunggal Tbk GJTL

  27. Indofood Sukses Makmur Tbk

  INDF

  28. Multi Bintang Indonesia Tbk MLBI

  29. Budi Acid jayaTbk BUDI

  30. Delta Djakarta Tbk DLTA

     

     

  2.94  

  6.97  

  3.09  

  22   SMSM Selamat Sempurna Tbk.

  9.89

  9.65  

  3.04  

  21   SMGR Semen Gresik Tbk.

  7.12

  7.12  

  3.00  

  20   FAST Fast Food Indonesia Tbk.

  6.05

  5.96  

  19   MRAT Mustika Ratu Tbk.

  23   TCID Mandom Indonesia Tbk.

  7.11

  7.04  

  2.89  

  18   MLBI Multi Bintang Indonesia Tbk.

  5.9

  5.72  

  2.83  

  17   LION Lion Metal Works Tbk.

  9.02

  8.86  

  2.77  

  16   KLBF Kalbe Farma Tbk.

  7.49

  7.41  

  7.04

  3.14  

  15   KAEF Kimia Farma Tbk.

  10.3  

  9.25  

  3.40  

  30   GJTL Gajah Tunggal Tbk.

  7.04

  6.65  

  3.37  

  INDS Indospring Tbk

  29  

  9.26

  9.07  

  3.33  

  28   UNVR Unilever Indonesia Tbk.

  10.75

  3.30  

  6.95  

  27   UNTR United Tractors Tbk.

  7.84

  7.65  

  3.26  

  26   TURI Tunas Ridean Tbk.

  8.35

  8.19  

  3.22  

  25   TSPC Tempo Scan Pasific Tbk.

  10.06

  9.91  

  3.18  

  24   TKIM Pabrik Kertas Tjiwi Kimia Tbk.

  7.03

  2.71  

  9.81

  Lampiran 2 Data Variabel Penelitian Ukuran Perusahaan

  8.85

  6   BUDI Budi Acid Jaya Tbk.

  6.47

  6.31  

  1.61  

  5   BRNA Berlina Tbk.

  7.41

  7.31  

  1.39  

  4   BRAM Indo Kordsa Tbk.

  6.25

  6.18  

  1.10  

  3   BATA Sepatu Bata Tbk.

  8.63  

  7.58  

  0.69  

  2   AUTO Astra Otoparts Tbk.

  11.94

  11.63  

  0.00  

  1   ASII Astra Internasional Tbk.

  2011  

  2010  

  2009  

  TAHUN  PENELITIAN SAMPEL 

  NAMA  PERUSAHAAN 

  PERUSAHAAN  

  KODE  

  No  

  1.79  

  7.66

  9.64  

  11   HMSP HM Sampoerna Tbk.

  2.64  

  14   INTP Indocement Tunggal Prakasa Tbk.

  10.89

  10.65  

  2.56  

  13   INDF Indofood Sukses Makmur Tbk.

  6.42

  6.4  

  2.48  

  12   IKBI Sumi Indo Kabel Tbk.

  9.87

  9.93  

  2.40  

  10.57

  7   DLTA Delta Djakarta Tbk.

  10.33  

  2.30  

  10   GGRM Gudang Garam Tbk.

  7.08

  7.04  

  2.20  

  9   GDYR Goodyear Indonesia Tbk.

  6.83

  6.75  

  2.08  

  8   DVLA Darya-Varia Laboratoria Tbk.

  6.55

  6.56  

  1.95  

  9.35

     

  255   ‐150

  128  

  292  

  22   SMSM Selamat Sempurna Tbk.

  2000

  1900  

  3375  

  21   SMGR Semen Gresik Tbk.

  550   ‐550

  5369  

  20   FAST Fast Food Indonesia Tbk.

  242  

  23   TCID Mandom Indonesia Tbk.

  19   MRAT Mustika Ratu Tbk.

  84050

  97950  

  172050  

  18   MLBI Multi Bintang Indonesia Tbk.

    1450

  ‐975  1700

  17   LION Lion Metal Works Tbk.

    150

  ‐273  3123

  16   KLBF Kalbe Farma Tbk.

  290

  2600   ‐900 

  1224   ‐1141 

  8300  

  30   GJTL Gajah Tunggal Tbk.

    ‐700

    10106

  INDS Indospring Tbk 1203

  29  

  2300

  5450  

  3250  

  28   UNVR Unilever Indonesia Tbk.

  2550

  11100  

  500

  27   UNTR United Tractors Tbk.

  20

  990   ‐1160 

  26   TURI Tunas Ridean Tbk.

  840

  980  

  330  

  25   TSPC Tempo Scan Pasific Tbk.

  1200   ‐875

  1100  

  24   TKIM Pabrik Kertas Tjiwi Kimia Tbk.

  181

  15   KAEF Kimia Farma Tbk.

  Momentum

  2   AUTO Astra Otoparts Tbk.

  280  

  5   BRNA Berlina Tbk.

    ‐250

  ‐350  950

  4   BRAM Indo Kordsa Tbk.

  31600   ‐12600

  15500  

  3   BATA Sepatu Bata Tbk.

  8200   ‐10550

  2250  

  19450

  6   BUDI Budi Acid Jaya Tbk.

  19850  

  24150  

  1   ASII Astra Internasional Tbk.

  2011

  2010  

  2009  

  TAHUN  PENELITIAN SAMPEL 

  NAMA  PERUSAHAAN 

  PERUSAHAAN  

  KODE  

  No  

  1000   ‐1547

  90    

  1100

  11   HMSP HM Sampoerna Tbk.

  2250  

  9100  

  14   INTP Indocement Tunggal Prakasa Tbk.

  1325   ‐275

  2620  

  13   INDF Indofood Sukses Makmur Tbk.

  1120   ‐420  ‐450

  12   IKBI Sumi Indo Kabel Tbk.

  10850

  17750  

  2300  

  22050

  20

  18450  

  17300  

  10   GGRM Gudang Garam Tbk.

  2900   ‐2950

  4600  

  9   GDYR Goodyear Indonesia Tbk.

  570   ‐360  ‐20

  8   DVLA Darya-Varia Laboratoria Tbk.

  58000   ‐8500

  42000  

  7   DLTA Delta Djakarta Tbk.

  ‐1056  ‐5715  700

     

  21   SMGR Semen Gresik Tbk.

  14   INTP Indocement Tunggal Prakasa Tbk.

  15   KAEF Kimia Farma Tbk.

  16   KLBF Kalbe Farma Tbk.

  17   LION Lion Metal Works Tbk.

  18   MLBI Multi Bintang Indonesia Tbk.

  19   MRAT Mustika Ratu Tbk.

  20   FAST Fast Food Indonesia Tbk.

  22   SMSM Selamat Sempurna Tbk.

  12   IKBI Sumi Indo Kabel Tbk.

  23   TCID Mandom Indonesia Tbk.

  24   TKIM Pabrik Kertas Tjiwi Kimia Tbk.

  25   TSPC Tempo Scan Pasific Tbk.

  26   TURI Tunas Ridean Tbk.

  27   UNTR United Tractors Tbk.

  28   UNVR Unilever Indonesia Tbk.

  29  

  INDS Indospring Tbk

  13   INDF Indofood Sukses Makmur Tbk.

  11   HMSP HM Sampoerna Tbk.

  Price Earning Ratio

  2011

  No  

  KODE  

  PERUSAHAA N  

  NAMA  PERUSAHAAN 

  TAHUN  PENELITIAN SAMPEL 

  2009  

  2010  

  1   ASII Astra Internasional Tbk.

  10   GGRM Gudang Garam Tbk.

  2   AUTO Astra Otoparts Tbk.

  3   BATA Sepatu Bata Tbk.

  4   BRAM Indo Kordsa Tbk.

  5   BRNA Berlina Tbk.

  6   BUDI Budi Acid Jaya Tbk.

  7   DLTA Delta Djakarta Tbk.

  8   DVLA Darya-Varia Laboratoria Tbk.

  9   GDYR Goodyear Indonesia Tbk.

  30   GJTL Gajah Tunggal Tbk.

     

  1.581699346 0.64556962   ‐0.23077

  0.271028

  0.449230769 0.135881104  

  22   SMSM Selamat Sempurna Tbk.

  0.21164

  0.808383234 0.251655629  

  21   SMGR Semen Gresik Tbk.

  2.209677419 0.055276382   ‐0.05238

  20   FAST Fast Food Indonesia Tbk.

  19   MRAT Mustika Ratu Tbk.

  0.472727273 ‐0.111111111 

  0.305692

  34.75757576 0.553389831  

  18   MLBI Multi Bintang Indonesia Tbk.

    0.381579

  ‐0.317073171 0.80952381

  17   LION Lion Metal Works Tbk.

    0.046154

  ‐0.6825 24.59055118

  23   TCID Mandom Indonesia Tbk.

  0.069444

  1.138365

  0.107143

  1.125 4.411764706  

  30   GJTL Gajah Tunggal Tbk.

  7.4   ‐0.66667

  INDS Indospring Tbk 0.041666667

  29  

  0.139394

  0.416666667 0.49321267  

  28   UNVR Unilever Indonesia Tbk.

  2.522727273 0.535483871  

  24   TKIM Pabrik Kertas Tjiwi Kimia Tbk.

  27   UNTR United Tractors Tbk.

  0.034483

  1.32 ‐0.666666667 

  26   TURI Tunas Ridean Tbk.

  0.491228

  0.825 1.342465753  

  25   TSPC Tempo Scan Pasific Tbk.

  1.571428571 0.666666667   ‐0.29167

  16   KLBF Kalbe Farma Tbk.

  16.10526316 ‐0.877692308 

  Return Saham

  2   AUTO Astra Otoparts Tbk.

  0.875 1.666666667   ‐0.96688

  5   BRNA Berlina Tbk.

    ‐0.10417

  ‐0.194444444 0.655172414

  4   BRAM Indo Kordsa Tbk.

  0.756097561 0.877777778   ‐0.18639

  3   BATA Sepatu Bata Tbk.

  0.642857143 1.426086957   ‐0.75627

  0.356554

  0.692307692  

  2.289099526 0.57204611  

  1   ASII Astra Internasional Tbk.

    2011

  TAHUN  PENELITIAN SAMPEL  2009 2010

  NAMA  PERUSAHAAN 

  PERUSAHAAN  

  KODE  

  No  

  6   BUDI Budi Acid Jaya Tbk.

  0.090909

  15   KAEF Kimia Farma Tbk.

  0.283950617 1.706730769  

  0.068966

  1.97826087 0.164233577  

  14   INTP Indocement Tunggal Prakasa Tbk.

  2.817204301 0.373239437   ‐0.05641

  13   INDF Indofood Sukses Makmur Tbk.

  2.24 ‐0.259259259  ‐0.375

  12   IKBI Sumi Indo Kabel Tbk.

  0.385435

  11   HMSP HM Sampoerna Tbk.

  7   DLTA Delta Djakarta Tbk.

  0.55125

  4.070588235 0.856148492  

  10   GGRM Gudang Garam Tbk.

  0.92 0.302083333   ‐0.236

  9   GDYR Goodyear Indonesia Tbk.

  0.59375 ‐0.235294118  ‐0.01709

  8   DVLA Darya-Varia Laboratoria Tbk.

  2.1 0.935483871   ‐0.07083

  0.304348

  Lampiran 3 Hasil Pengolahan Data SPSS 19

Descriptive Statistics

  Standart N Minimum Maximum Mean deviation X1= Ukuran 90 .00 11.94 562.20 6.2467 Perusahaan

X2= Momentum 90 -12600.00 172050.00 715656.00 7951.7333

X3= Price Earning

  90 .80 79.82 1203.32 13.3702 Ratio Y = Return Saham 90 -.97 34.76 133.51 1.4834 Valid N (listwise)

90 Hasil Uji Normalitas Melalui Histogram

     

     

  Uji Hasil Normalitas melalui Normal P-Plots

Hasil Uji Normalitas melalui Kolmogorov-Smirnov

One-Sample Kolmogorov-Smirnov Test

  Unstandardiz ed Residual N

  65 Normal Parameters a,b

  Mean .0000000 Std. Deviation 1.15260662 Most Extreme Differences

  Absolute .090 Positive .090 Negative -.072 Kolmogorov-Smirnov Z .724

  Asymp. Sig. (2-tailed) .670

  a. Test distribution is Normal

  b. Calculated from data

  Uji Multikolinearitas a

Coefficients

  Collinearity Statistics Model Tolerance

  VIF

  

1 X1= Ukuran Perusahaan .809 1.236

X2= Momentum .961 1.040 X3= Price Earning Ratio .782 1.279

a. Dependent Variable: Y = Return Saham

  Hasil Uji Heteroskedastisitas

                             

     

     

  Hasil Uji Autokorelasi Model Summary b Model Durbin-Watson 1 1.793 a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1= Ukuran Perusahaan

b. Dependent Variable: Y = Return Saham

  sumber: SPSS 19, diolah 2014

Koefisien Regresi

Coefficients

a

  Model Unstandardized Coefficients Standardized Coefficients

  B Std. Error Beta 1 (Constant) -2.020 .806

X1= Ukuran Perusahaan -.850 .247 -.404

X2= Momentum .301 .078 .414

X3= Price Earning Ratio .255 .281 .109

  a. Dependent Variable: Y = Return Saham Sumber: SPSS 19, diolah 2014

Hasil Uji Koefisien Determinasi

  Model Summary

b

  Model R R Square Adjusted R Square 1 .564 a

  .318 .285

  a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1=ukuran perusahaan

b. Dependent Variabel: Y= Return Saham

  

Hasil Uji F

b ANOVA Model Sum of Squares df Mean Square F Sig. a

  1 Regression 39.693 3 13.231 9.492 .000 Residual 85.024 61 1.394 Total 124.717

  64

  a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1= Ukuran Perusahaan

  b. Dependent Variable: Y = Return Saham Sumber : SPSS 19, diolah 2014 Hasil Uji t a Coefficients Model T Sig.

  1 (Constant) -2.505 .015 X1= Ukuran Perusahaan -3.439 .001 X2= Momentum 3.842 .000 X3= Price Earning Ratio .909 .367

  a. Dependent Variable: Y = Return Saham Sumber : SPSS 19, diolah 2014