Analisis Pengaruh Return On Assets (ROA), Return On Equity (ROE), Dan Economic Value Added (EVA) Terhadap Market Value (MV) Pada Perusahaan Perbankan Yang Terdaftar Di Bei
No Kode
2012
0.15
7.25
22.58
16.76
16.19
28.8
14.33
7.16
-3.42
20.96
10.93
18.76
10.95
25.59
13.99
3.26
12.45
21.99
10.23
12.91
22.09
2013
0.45
7.71
22.29
13.58
19
26.92
13.18
1.27
0.22
21.21
8.53
16.6
9.63
21.51
14.19
7.85
9.35
8.58
8.47
9.93
21.4
2009
0.07
0.65
2.41
0.97
1.09
2.31
1.64
-9.46
0.17
1.82
1.17
1.47
0.87
1.89
0.63
0.27
0.57
1.35
1.18
1.33
1.48
2010
-360343.58
-8924772.2
-5475903.3
-746528.56
-4963572.3
-4333395.6
-2677313
-314086.22
-21694178
-16113133
-318673.7
906204985
-4185011.2
279060703
-910971.73
-631428.36
-143310.7
1251803.48
-4439260.3
-4148925.1
-166414.41
EVA
2011
-200487.63
-3339675.7
8922828.35
653319577
4449217.97
14385910
2116076.28
-216420.82
-32765954
10492972.7
166526131
2460542.36
696601055
1023343.02
124502346
499635891
223241134
809071252
449611532
1403106.97
715819771
2012
1035201.2
-1939318.6
9218663.3
236570732
1437394.31
6720458.43
-1637282.1
31106.21
-77742958
16173144.2
-29666567
895727303
227575644
1685794.29
229316825
-15565017
652407421
1056045.59
456237735
1569693.94
800103779
Variabel Dependen
MV
2013
2009
2010
2011
2012
2013
47597922.33 16548000 111427500 85530500 5.19654E+11 7.19324E+11
-26840.66316 66915737000 1.47896E+11 1.27634E+11 9081891681 1.03764E+11
10398248.73 2.08773E+13 2.53251E+13 2.65857E+13 2.97654E+13 3.97761E+13
-233391.15 8.08226E+11 4.17132E+12 5.24541E+12 2.52036E+12 6.2239E+12
3191059.12 1.27529E+13 3.12484E+13 2.98254E+13 2.63817E+13 3.25871E+13
11887340.75 3.25404E+13 4.49264E+13 6.55116E+13 6.27013E+13 7.8393E+13
634747.32 1.37301E+13 9.77312E+12 1.20429E+13 8.71357E+12 6.93143E+12
19779.76 1138012500 41415022000 69475538835 55743352041 24320362520
1238.76 3400090000 65258306370 3.0984E+11 76346515520 66286480810
10005619.18 3.17371E+13 3.98894E+13 8.62188E+13 5.70195E+13 7.4504E+13
-31267.34 37472782000 1.35353E+11 10736414500 32303166888 7343949800
-498513.64 3.87257E+11 6.15023E+12 1.39766E+12 1.86796E+11 2.45879E+11
-90409.8 88083225200 7.2312E+11 4.29227E+11 3.30824E+11 2.966E+11
1290084.55 4.87442E+11 1.06125E+12 9.04138E+11 4.4931E+11 1.04046E+13
-259744439 1.54167E+11 60237222500 2.46075E+11 75029398544 71721545110
-269448.32 10081198215 16567876429 72807665522 3.87179E+11 49684349083
-69255.88 91978294355 90590691613 42867816250 34969025078 43904592997
300932.25 4274353250 3269374775 2618630400 13252943625 14178563350
-269369.46 1.13381E+11 1.04154E+11 2.19745E+12 55062734160 35039141010
-382646.49 1.10656E+12 1.53474E+12 1.20492E+12 1.33351E+12 2.65222E+12
88995.8 1.51991E+12 1.98903E+12 4.96133E+11 1.18849E+12 5.55244E+11
LAMPIRAN I
Hasil Tabulasi Data
Universitas Sumatera Utara
1 BABP
2 BACA
3 BBCA
4 BBKP
5 BBNI
6 BBRI
7 BDMN
8 BEKS
9 BKSW
10 BMRI
11 BNBA
12 BNGA
13 BNLI
14 BTPN
15 BVIC
16 INPC
17 MCOR
18 MEGA
19 NISP
20 PNBN
21 SDRA
2009
0.93
4.45
24.44
14.28
12.99
26.81
10.21
288.84
2.23
20.5
6.8
14.05
10.05
20.63
7.35
4.35
5.33
15.79
10.54
9.63
14.05
ROE
2010 2011
1.71 -15.3
4.26 4.57
24.86 25.74
17.07 16.95
12.39 15.35
31.28 30.28
16.17 13.35
-34.55 -31.79
0.68 0.57
22.55 20.26
6.21 8.95
18.61 17.29
12.68 12.66
19.84 24.92
14.38 15.46
7.93 8.7
5.43 6.49
21.8 22.01
7.08 11.42
11.55 14.27
15.23 19.03
Variabel Independen
ROA
2010 2011 2012 2013 2009
0.14 -1.31 0.01 0.05 -302364.67
0.53 0.59 0.84 0.9 -334982.57
2.61 2.83 2.65 2.87 -9939111.3
1.04 1.3 1.28 1.07 -2138307.1
1.65 1.94 2.11 2.34 -23848088
2.84 3.21 3.39 3.41 -20111442
2.52 2.43 2.64 2.26 -5091204.2
-5.68 -2.46 0.61 0.09 -125676.67
0.05 0.14 -0.64 0.03 -52340918
2.08 2.3 2.52 2.57 -28944119
1.01 1.44 1.64 1.19 -316055.45
1.78 1.9 2.15 1.96 -10653818
1.36 1.14 1.04 0.86 -2574296.7
2.42 3 3.35 3.06 -1166680.8
1.04 1.59 1.43 1.27 833405671
0.49 0.52 0.31 0.94 -553945.75
0.65 0.56 1.45 1.08 -68608401
1.84 1.73 2.11 0.79 847716345
0.72 1.26 1.16 1.17 222524193
1.3 1.82 1.53 1.26 -7163006.5
1.85 1.77 1.56 1.5 -101334.09
LAMPIRAN II
Statistik Deskriptif Dan Hasil Uji Asumsi Klasik
Statistik Deskriptif Variabel Penelitian
Statistics
ROE
N
Valid
ROA
EVA
MV
105
105
105
105
0
0
0
0
Mean
14.8416
1.2155
9.8633E7
9.1664E12
Std. Deviation
2.81889
.15591
2.40012E7
1.82373E12
Median
12.9900
1.3000
-69,255.8800
3.8726E11
Minimum
-34.55
-9.46
-2.60E8
16548000.00
Maximum
288.84
3.41
9.06E8
8.62E13
Missing
Hasil Uji Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,b
105
Mean
Std. Deviation
Most Extreme Differences
.0000000
2.55420863
Absolute
.070
Positive
.061
Negative
-.070
Kolmogorov-Smirnov Z
.717
Asymp. Sig. (2-tailed)
.683
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
LAMPIRAN III
Hasil Uji Asumsi Klasik
Grafik Histogram
Grafik Normal P-Plot
Universitas Sumatera Utara
LAMPIRAN IV
Hasil Uji Asumsi Klasik
Hasil Uji Multikolinearitas
Coefficientsa
Model
Collinearity Statistics
Tolerance
1
VIF
(Constant)
a.
ROE
.866
1.155
ROA
.863
1.159
EVA
Dependent Variable: MV
.995
1.005
Grafik Scatterplot
Uji Durbin-Watson
Model Summaryb
Model
Std. Error of the
R
dimension0
1
R Square
.777a
Adjusted R Square
.604
Estimate
.588
Durbin-Watson
1.99949
a. Predictors: (Constant), EVA, ROE, ROA
b. Dependent Variable: MV
Universitas Sumatera Utara
2.084
LAMPIRAN V
Analisis Hasil Regresi
Hasil Regresi
Coefficientsa
Model
1
Standardized
Unstandardized Coefficients
Coefficients
B
Beta
Std. Error
(Constant)
23.071
1.412
ROA
.309
.216
EVA
.027
ROE
.386
t
Sig.
16.345
.000
.491
6.065
.000
.088
.024
.301
.764
.168
.484
5.854
.000
a. Dependent Variable: MV
Koefisien Determinsi
Model Summary
Model
dimension0
R
R Square
Adjusted R Square
.614a
1
Std. Error of the Estimate
.377
.358
2.61115
a. Predictors: (Constant), ROA, EVA, ROE
Hasil Uji-F
ANOVAb
Model
1
Sum of Squares df
Mean Square
Regression
411.894
3
137.298
Residual
681.809
100
6.818
1093.703
103
Total
F
Sig.
20.137
.000a
a. Predictors: (Constant), ROA, EVA, ROE
b. Dependent Variable: MV
Hasil Uji-t
Coefficientsa
Model
1
Standardized
(Constant)
Unstandardized Coefficients
Coefficients
B
Beta
Std. Error
23.071
1.412
ROA
.309
.216
EVA
.027
ROE
.386
t
Sig.
16.345
.000
.491
6.065
.000
.088
.024
.301
.764
.168
.484
5.854
.000
a. Dependent Variable: MV
Universitas Sumatera Utara
2012
0.15
7.25
22.58
16.76
16.19
28.8
14.33
7.16
-3.42
20.96
10.93
18.76
10.95
25.59
13.99
3.26
12.45
21.99
10.23
12.91
22.09
2013
0.45
7.71
22.29
13.58
19
26.92
13.18
1.27
0.22
21.21
8.53
16.6
9.63
21.51
14.19
7.85
9.35
8.58
8.47
9.93
21.4
2009
0.07
0.65
2.41
0.97
1.09
2.31
1.64
-9.46
0.17
1.82
1.17
1.47
0.87
1.89
0.63
0.27
0.57
1.35
1.18
1.33
1.48
2010
-360343.58
-8924772.2
-5475903.3
-746528.56
-4963572.3
-4333395.6
-2677313
-314086.22
-21694178
-16113133
-318673.7
906204985
-4185011.2
279060703
-910971.73
-631428.36
-143310.7
1251803.48
-4439260.3
-4148925.1
-166414.41
EVA
2011
-200487.63
-3339675.7
8922828.35
653319577
4449217.97
14385910
2116076.28
-216420.82
-32765954
10492972.7
166526131
2460542.36
696601055
1023343.02
124502346
499635891
223241134
809071252
449611532
1403106.97
715819771
2012
1035201.2
-1939318.6
9218663.3
236570732
1437394.31
6720458.43
-1637282.1
31106.21
-77742958
16173144.2
-29666567
895727303
227575644
1685794.29
229316825
-15565017
652407421
1056045.59
456237735
1569693.94
800103779
Variabel Dependen
MV
2013
2009
2010
2011
2012
2013
47597922.33 16548000 111427500 85530500 5.19654E+11 7.19324E+11
-26840.66316 66915737000 1.47896E+11 1.27634E+11 9081891681 1.03764E+11
10398248.73 2.08773E+13 2.53251E+13 2.65857E+13 2.97654E+13 3.97761E+13
-233391.15 8.08226E+11 4.17132E+12 5.24541E+12 2.52036E+12 6.2239E+12
3191059.12 1.27529E+13 3.12484E+13 2.98254E+13 2.63817E+13 3.25871E+13
11887340.75 3.25404E+13 4.49264E+13 6.55116E+13 6.27013E+13 7.8393E+13
634747.32 1.37301E+13 9.77312E+12 1.20429E+13 8.71357E+12 6.93143E+12
19779.76 1138012500 41415022000 69475538835 55743352041 24320362520
1238.76 3400090000 65258306370 3.0984E+11 76346515520 66286480810
10005619.18 3.17371E+13 3.98894E+13 8.62188E+13 5.70195E+13 7.4504E+13
-31267.34 37472782000 1.35353E+11 10736414500 32303166888 7343949800
-498513.64 3.87257E+11 6.15023E+12 1.39766E+12 1.86796E+11 2.45879E+11
-90409.8 88083225200 7.2312E+11 4.29227E+11 3.30824E+11 2.966E+11
1290084.55 4.87442E+11 1.06125E+12 9.04138E+11 4.4931E+11 1.04046E+13
-259744439 1.54167E+11 60237222500 2.46075E+11 75029398544 71721545110
-269448.32 10081198215 16567876429 72807665522 3.87179E+11 49684349083
-69255.88 91978294355 90590691613 42867816250 34969025078 43904592997
300932.25 4274353250 3269374775 2618630400 13252943625 14178563350
-269369.46 1.13381E+11 1.04154E+11 2.19745E+12 55062734160 35039141010
-382646.49 1.10656E+12 1.53474E+12 1.20492E+12 1.33351E+12 2.65222E+12
88995.8 1.51991E+12 1.98903E+12 4.96133E+11 1.18849E+12 5.55244E+11
LAMPIRAN I
Hasil Tabulasi Data
Universitas Sumatera Utara
1 BABP
2 BACA
3 BBCA
4 BBKP
5 BBNI
6 BBRI
7 BDMN
8 BEKS
9 BKSW
10 BMRI
11 BNBA
12 BNGA
13 BNLI
14 BTPN
15 BVIC
16 INPC
17 MCOR
18 MEGA
19 NISP
20 PNBN
21 SDRA
2009
0.93
4.45
24.44
14.28
12.99
26.81
10.21
288.84
2.23
20.5
6.8
14.05
10.05
20.63
7.35
4.35
5.33
15.79
10.54
9.63
14.05
ROE
2010 2011
1.71 -15.3
4.26 4.57
24.86 25.74
17.07 16.95
12.39 15.35
31.28 30.28
16.17 13.35
-34.55 -31.79
0.68 0.57
22.55 20.26
6.21 8.95
18.61 17.29
12.68 12.66
19.84 24.92
14.38 15.46
7.93 8.7
5.43 6.49
21.8 22.01
7.08 11.42
11.55 14.27
15.23 19.03
Variabel Independen
ROA
2010 2011 2012 2013 2009
0.14 -1.31 0.01 0.05 -302364.67
0.53 0.59 0.84 0.9 -334982.57
2.61 2.83 2.65 2.87 -9939111.3
1.04 1.3 1.28 1.07 -2138307.1
1.65 1.94 2.11 2.34 -23848088
2.84 3.21 3.39 3.41 -20111442
2.52 2.43 2.64 2.26 -5091204.2
-5.68 -2.46 0.61 0.09 -125676.67
0.05 0.14 -0.64 0.03 -52340918
2.08 2.3 2.52 2.57 -28944119
1.01 1.44 1.64 1.19 -316055.45
1.78 1.9 2.15 1.96 -10653818
1.36 1.14 1.04 0.86 -2574296.7
2.42 3 3.35 3.06 -1166680.8
1.04 1.59 1.43 1.27 833405671
0.49 0.52 0.31 0.94 -553945.75
0.65 0.56 1.45 1.08 -68608401
1.84 1.73 2.11 0.79 847716345
0.72 1.26 1.16 1.17 222524193
1.3 1.82 1.53 1.26 -7163006.5
1.85 1.77 1.56 1.5 -101334.09
LAMPIRAN II
Statistik Deskriptif Dan Hasil Uji Asumsi Klasik
Statistik Deskriptif Variabel Penelitian
Statistics
ROE
N
Valid
ROA
EVA
MV
105
105
105
105
0
0
0
0
Mean
14.8416
1.2155
9.8633E7
9.1664E12
Std. Deviation
2.81889
.15591
2.40012E7
1.82373E12
Median
12.9900
1.3000
-69,255.8800
3.8726E11
Minimum
-34.55
-9.46
-2.60E8
16548000.00
Maximum
288.84
3.41
9.06E8
8.62E13
Missing
Hasil Uji Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,b
105
Mean
Std. Deviation
Most Extreme Differences
.0000000
2.55420863
Absolute
.070
Positive
.061
Negative
-.070
Kolmogorov-Smirnov Z
.717
Asymp. Sig. (2-tailed)
.683
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
LAMPIRAN III
Hasil Uji Asumsi Klasik
Grafik Histogram
Grafik Normal P-Plot
Universitas Sumatera Utara
LAMPIRAN IV
Hasil Uji Asumsi Klasik
Hasil Uji Multikolinearitas
Coefficientsa
Model
Collinearity Statistics
Tolerance
1
VIF
(Constant)
a.
ROE
.866
1.155
ROA
.863
1.159
EVA
Dependent Variable: MV
.995
1.005
Grafik Scatterplot
Uji Durbin-Watson
Model Summaryb
Model
Std. Error of the
R
dimension0
1
R Square
.777a
Adjusted R Square
.604
Estimate
.588
Durbin-Watson
1.99949
a. Predictors: (Constant), EVA, ROE, ROA
b. Dependent Variable: MV
Universitas Sumatera Utara
2.084
LAMPIRAN V
Analisis Hasil Regresi
Hasil Regresi
Coefficientsa
Model
1
Standardized
Unstandardized Coefficients
Coefficients
B
Beta
Std. Error
(Constant)
23.071
1.412
ROA
.309
.216
EVA
.027
ROE
.386
t
Sig.
16.345
.000
.491
6.065
.000
.088
.024
.301
.764
.168
.484
5.854
.000
a. Dependent Variable: MV
Koefisien Determinsi
Model Summary
Model
dimension0
R
R Square
Adjusted R Square
.614a
1
Std. Error of the Estimate
.377
.358
2.61115
a. Predictors: (Constant), ROA, EVA, ROE
Hasil Uji-F
ANOVAb
Model
1
Sum of Squares df
Mean Square
Regression
411.894
3
137.298
Residual
681.809
100
6.818
1093.703
103
Total
F
Sig.
20.137
.000a
a. Predictors: (Constant), ROA, EVA, ROE
b. Dependent Variable: MV
Hasil Uji-t
Coefficientsa
Model
1
Standardized
(Constant)
Unstandardized Coefficients
Coefficients
B
Beta
Std. Error
23.071
1.412
ROA
.309
.216
EVA
.027
ROE
.386
t
Sig.
16.345
.000
.491
6.065
.000
.088
.024
.301
.764
.168
.484
5.854
.000
a. Dependent Variable: MV
Universitas Sumatera Utara