Pengaruh Fungsi Intermediasi Perbankan Terhadap Kinerja Keuangan Dan Harga Saham Bank Swasta Nasional Devisa Go Public Di Indonesia
LAMPIRAN
LAMPIRAN 1
Data Fungsi Intermediasi Perbankan Bank Swasta Nasional Devisa Go Public di
Indonesia Periode Desember 2006 – Desember 2010
Satuan: Persentase (%)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
Bank Swasta Nasional Devisa Go
Public
Bank Agroniaga,Tbk 2006
Bank Agroniaga,Tbk 2007
Bank Agroniaga,Tbk 2008
Bank Agroniaga,Tbk 2009
Bank Agroniaga,Tbk 2010
Bank Arta Graha, Tbk 2006
Bank Arta Graha, Tbk 2007
Bank Arta Graha, Tbk 2008
Bank Arta Graha, Tbk 2009
Bank Arta Graha, Tbk 2010
Bank Bukopin,Tbk 2006
Bank Bukopin,Tbk 2007
Bank Bukopin,Tbk 2008
Bank Bukopin,Tbk 2009
Bank Bukopin,Tbk 2010
Bank Central Asia, Tbk 2006
Bank Central Asia, Tbk 2007
Bank Central Asia, Tbk 2008
Bank Central Asia, Tbk 2009
Bank Central Asia, Tbk 2010
Bank Danamon , Tbk 2006
Bank Danamon , Tbk 2007
Bank Danamon , Tbk 2008
Bank Danamon , Tbk 2009
Bank Danamon , Tbk 2010
Bank Internasional Indonesia, Tbk 2006
Bank Internasional Indonesia, Tbk 2007
Fungsi Intermediasi Perbankan
CAR NIM NPL LDR BOPO
15,03 3,41 10,41 72,28 103,53
17,27 4,03 4,67 76,88 100,96
15,58 4,06 3,36 82,29 101,47
19,63 4,98 4,47 81,23 77,98
14,42 5,03 1,84 86,79 95,84
15,02 6,05 1,95 80,41 96,75
16,39 4,87 2,37 83,00 87,84
15,03 3,74 2,70 93,79 80,54
16,87 3,81 2,83 84,28 96,24
14,60 3,95 2,56 76,36 97,64
15,55 5,27 3,20 58,95 87,17
15,71 4,27 1,73 65,31 85,52
14,33 4,51 2,83 83,62 87,21
14,36 5,07 1,33 76,15 86,93
12,06 4,75 2,81 71,95 75,99
22,10 7,19 1,30 67,33 78,84
19,20 6,09 0,80 60,34 76,73
15,80 7,75 0,60 53,86 76,76
15,33 6,59 1,79 50,52 78,68
14,96 5,29 0,24 55,49 77,87
20,39 7,38 1,79 75,69 70,33
19,27 8,01 1,39 88,44 70,19
15,37 7,65 1,24 87,23 69,00
17,55 8,75 1,21 89,37 86,73
17,85 8,91 1,53 94,40 87,98
20,01 5,14 0,21 86,67 89,82
19,22 6,50 0,37 77,24 90,49
Universitas Sumatera Utara
Lanjutan
No Bank Swasta Nasional Devisa Go Public
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
Bank Internasional Indonesia, Tbk 2008
Bank Internasional Indonesia, Tbk 2009
Bank Internasional Indonesia, Tbk 2010
Bank Mayapada Internasional, Tbk 2006
Bank Mayapada Internasional, Tbk 2007
Bank Mayapada Internasional, Tbk 2008
Bank Mayapada Internasional, Tbk 2009
Bank Mayapada Internasional, Tbk 2010
Bank Mega, Tbk 2006
Bank Mega, Tbk 2007
Bank Mega, Tbk 2008
Bank Mega, Tbk 2009
Bank Mega, Tbk 2010
Bank Nusantara Parayangan, Tbk 2006
Bank Nusantara Parayangan, Tbk 2007
Bank Nusantara Parayangan, Tbk 2008
Bank Nusantara Parayangan, Tbk 2009
Bank Nusantara Parayangan, Tbk 2010
Bank Pan , Tbk 2006
Bank Pan , Tbk 2007
Bank Pan , Tbk 2008
Bank Pan , Tbk 2009
Bank Pan , Tbk 2010
Bank Permata, Tbk 2006
Bank Permata, Tbk 2007
Bank Permata, Tbk 2008
Bank Permata, Tbk 2009
Bank Permata, Tbk 2010
Fungsi Intermediasi Perbankan
CAR NIM NPL LDR BOPO
17,82
5,27 1,64 80,93
91,95
14,78
2,46 1,57 78,90
99,55
12,50
5,98 1,78 83,51
90,23
13,82
6,15 0,98 86,99
89,99
29,95
6,85 0,14 105,99
87,46
23,69
7,57 2,07 101,60
90,63
19,37
6,74 0,49 84,55
93,82
22,61
6,25 2,01 78,57
90,17
15,92
3,46 1,16 62,95
92,78
14,21
5,06 1,05 70,27
89,21
16,16
5,44 0,79 66,70
83,15
18,84
4,94 1,02 57,28
85,91
16,26
3,96 1,08 56,70
78,00
15,71
4,94 1,70 54,84
88,18
17,00
3,61 1,48 49,39
87,84
14,04
4,60 0,99 43,56
89,72
16,56
4,69 0,97 73,79
89,28
15,55
3,84 1,93 80,50
98,73
20,55
5,05 1,53 80,45
68,25
21,16
5,81 1,68 94,23
83,74
19,73
4,03 1,75 79,71
85,88
21,79
5,75 1,60 76,76
96,25
16,58
3,85 0,68 76,68
95,38
15,40
6,40 2,89 83,15
90,00
15,00
7,00 2,79 87,91
84,80
13,10
6,40 1,10 81,50
88,00
12,20
5,52 1,68 90,15
86,80
14,05
5,37 2,98 87,54
81,76
Sumber : Direktori Perbankan Indonesia, 2012 (data diolah)
Universitas Sumatera Utara
LAMPIRAN 2
Data Total Kredit yang Diberikan Bank Swasta Nasional Devisa Go Public
(Sampel)
Satuan: Rupiah (dalam jutaan rupiah)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
Bank Swasta Nasional Devisa Go Public
Bank Agroniaga,Tbk 2006
Bank Agroniaga,Tbk 2007
Bank Agroniaga,Tbk 2008
Bank Agroniaga,Tbk 2009
Bank Agroniaga,Tbk 2010
Bank Arta Graha, Tbk 2006
Bank Arta Graha, Tbk 2007
Bank Arta Graha, Tbk 2008
Bank Arta Graha, Tbk 2009
Bank Arta Graha, Tbk 2010
Bank Bukopin,Tbk 2006
Bank Bukopin,Tbk 2007
Bank Bukopin,Tbk 2008
Bank Bukopin,Tbk 2009
Bank Bukopin,Tbk 2010
Bank Central Asia, Tbk 2006
Bank Central Asia, Tbk 2007
Bank Central Asia, Tbk 2008
Bank Central Asia, Tbk 2009
Bank Central Asia, Tbk 2010
Bank Danamon , Tbk 2006
Bank Danamon , Tbk 2007
Bank Danamon , Tbk 2008
Bank Danamon , Tbk 2009
Bank Danamon , Tbk 2010
Bank Internasional Indonesia, Tbk 2006
Bank Internasional Indonesia, Tbk 2007
Bank Internasional Indonesia, Tbk 2008
Total Kredit
2.011.692
1.950.691
2.042.303
1.993.630
2.071.446
7.062.348
7.601.928
9.853.698
11.016.610
11.211.984
14.682.984
19.138.691
22.856.451
23.347.067
28.608.646
61.595.396
82.566.618
112.846.628
123.596.037
154.001.943
41.159.973
51.336.934
64.983.038
60.579.191
75.090.482
21.409.789
28.583.744
35.375.567
Universitas Sumatera Utara
Lanjutan
No
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
Bank Swasta Nasional Devisa Go Public
Bank Internasional Indonesia, Tbk 2009
Bank Internasional Indonesia, Tbk 2010
Bank Mayapada Internasional, Tbk 2006
Bank Mayapada Internasional, Tbk 2007
Bank Mayapada Internasional, Tbk 2008
Bank Mayapada Internasional, Tbk 2009
Bank Mayapada Internasional, Tbk 2010
Bank Mega, Tbk 2006
Bank Mega, Tbk 2007
Bank Mega, Tbk 2008
Bank Mega, Tbk 2009
Bank Mega, Tbk 2010
Bank Nusantara Parayangan, Tbk 2006
Bank Nusantara Parayangan, Tbk 2007
Bank Nusantara Parayangan, Tbk 2008
Bank Nusantara Parayangan, Tbk 2009
Bank Nusantara Parayangan, Tbk 2010
Bank Pan , Tbk 2006
Bank Pan , Tbk 2007
Bank Pan , Tbk 2008
Bank Pan , Tbk 2009
Bank Pan , Tbk 2010
Bank Permata, Tbk 2006
Bank Permata, Tbk 2007
Bank Permata, Tbk 2008
Bank Permata, Tbk 2009
Bank Permata, Tbk 2010
Total Kredit
37.491.774
49.695.623
2.518.054
3.068.157
3.980.788
5.060.346
6.125.948
11.063.044
14.127.029
19.592.757
18.789.040
23.992.197
1.608.885
1.659.352
2.178.697
2.562.727
3.658.162
19.122.611
29.553.371
36.868.877
43.220.220
57.549.199
23.831.136
26.454.502
34.883.337
41.244.082
50.589.480
Sumber : Direktori Perbankan Indonesia, 2012 (data diolah)
Universitas Sumatera Utara
LAMPIRAN 3
Data Kinerja Keuangan (Return On Asset/ROA) Bank Swasta Nasional Devisa
Go Public di Indonesia Periode Desember 2006 – Desember 2010
Satuan: Persentase (%)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
Bank Swasta Nasional Devisa Go Public
Bank Agroniaga,Tbk 2006
Bank Agroniaga,Tbk 2007
Bank Agroniaga,Tbk 2008
Bank Agroniaga,Tbk 2009
Bank Agroniaga,Tbk 2010
Bank Arta Graha, Tbk 2006
Bank Arta Graha, Tbk 2007
Bank Arta Graha, Tbk 2008
Bank Arta Graha, Tbk 2009
Bank Arta Graha, Tbk 2010
Bank Bukopin,Tbk 2006
Bank Bukopin,Tbk 2007
Bank Bukopin,Tbk 2008
Bank Bukopin,Tbk 2009
Bank Bukopin,Tbk 2010
Bank Central Asia, Tbk 2006
Bank Central Asia, Tbk 2007
Bank Central Asia, Tbk 2008
Bank Central Asia, Tbk 2009
Bank Central Asia, Tbk 2010
Bank Danamon , Tbk 2006
Bank Danamon , Tbk 2007
Bank Danamon , Tbk 2008
Bank Danamon , Tbk 2009
Bank Danamon , Tbk 2010
Return On Asset (ROA)
-0,49
-0,15
-0,11
0,79
0,79
0,87
0,56
0,89
0,98
0,51
1,85
1,63
1,68
1,46
1,65
3,80
3,65
3,50
3,40
3,51
2,40
3,49
3,85
3,71
3,98
Universitas Sumatera Utara
Lanjutan
No
Bank Swasta Nasional Devisa Go Public
26 Bank Internasional Indonesia, Tbk 2006
27 Bank Internasional Indonesia, Tbk 2007
28 Bank Internasional Indonesia, Tbk 2008
29 Bank Internasional Indonesia, Tbk 2009
30 Bank Internasional Indonesia, Tbk 2010
31 Bank Mayapada Internasional, Tbk 2006
32 Bank Mayapada Internasional, Tbk 2007
33 Bank Mayapada Internasional, Tbk 2008
34 Bank Mayapada Internasional, Tbk 2009
35 Bank Mayapada Internasional, Tbk 2010
36 Bank Mega, Tbk 2006
37 Bank Mega, Tbk 2007
38 Bank Mega, Tbk 2008
39 Bank Mega, Tbk 2009
40 Bank Mega, Tbk 2010
41 Bank Nusantara Parayangan, Tbk 2006
42 Bank Nusantara Parayangan, Tbk 2007
43 Bank Nusantara Parayangan, Tbk 2008
44 Bank Nusantara Parayangan, Tbk 2009
45 Bank Nusantara Parayangan, Tbk 2010
46 Bank Pan , Tbk 2006
47 Bank Pan , Tbk 2007
48 Bank Pan , Tbk 2008
49 Bank Pan , Tbk 2009
50 Bank Pan , Tbk 2010
51 Bank Permata, Tbk 2006
52 Bank Permata, Tbk 2007
53 Bank Permata, Tbk 2008
54 Bank Permata, Tbk 2009
55 Bank Permata, Tbk 2010
Return On Asset (ROA)
1,56
1,23
2,24
0,79
1,87
1,55
1,46
1,27
0,90
1,22
0,88
2,33
1,98
1,77
1,95
1,44
1,29
1,17
1,02
1,15
2,78
3,14
2,87
2,12
1,95
1,20
1,90
1,80
1,70
2,28
Sumber : Direktori Perbankan Indonesia, 2012 (data diolah)
Universitas Sumatera Utara
LAMPIRAN 4
Harga Saham Bank Swasta Nasional Devisa Go Public Di Indonesia
Satuan: Rupiah
No
Bank Swasta Nasional
Devisa
Go Public
Kode
Saham
Harga Saham Penutupan Triwulan I
2007
2008
2009
2010
2011
1
Bank Agro Niaga, Tbk
AGRO
235,00
235,00
235,00
125,00
171,00
2
Bank Arta Graha, Tbk
INPC
200,00
82,00
50,00
66,00
90,00
3
Bank Bukopin, Tbk
BBKP
557,00
408,00
211,00
398,00
680,00
4
Bank Central Asia, Tbk
Bank Danamon Indonesia,
Tbk
Bank Internasional
Indonesia, Tbk
Bank Mayapada
Internasional, Tbk
BBCA
2,575,00
3,250,00
3,175,00
5,500,00
6,950,00
BDMN
4,788,00
7,000,00
2,299,00
5,200,00
6,550,00
BNII
193,00
465,00
320,00
315,00
630,00
MAYA
468,00
1,540,00
1,670,00
1,600,00
910,00
MEGA
2,000,00
2,800,00
3,200,00
2,000,00
3,100,00
9
Bank Mega, Tbk
Bank Nusantara
Parayangan, Tbk
BBNP
700,00
1,510,00
1,510,00
1,300,00
1,300,00
10
Bank Pan Indonesia, Tbk
PNBN
550,00
640,00
540,00
990,00
1,160,00
11 Bank Permata, Tbk
BNLI
873,00
Sumber : PT. Danareksa Sekuritas, 2012 (data diolah)
883,00
422,00
1,203,00
1,840,00
5
6
7
8
Universitas Sumatera Utara
LAMPIRAN 5 Hasil Uji Statistik Hipotesis Pertama
Descriptives
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
CAR
55
12.06
29.95
16.9682
3.26337
NIM
55
2.46
8.91
5.4553
1.43402
NPL
55
.14
10.41
1.8738
1.51949
LDR
55
43.56
105.99
76.6358
13.55151
BOPO
55
68.25
103.53
87.1362
8.33464
TOTALKREDIT
55
1608885
154001943
29982998.25
3.231E7
ROA
55
-.49
3.98
1.8002
1.07965
Valid N (listwise)
55
Uji Asumsi Klasik
a. Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
a,,b
Normal Parameters
Mean
Std. Deviation
Most Extreme Differences
55
.0000000
.45871745
Absolute
.111
Positive
.111
Negative
-.079
Kolmogorov-Smirnov Z
.821
Asymp. Sig. (2-tailed)
.510
a. Test distribution is Normal.
b. Calculated from data.
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Universitas Sumatera Utara
b. Uji Multikolinieritas
Coefficientsa
Unstandardized
Coefficients
Beta
Collinearity
Statistics
Model
B
1 (Constant)
-2.722
1.711
-1.591
.118
CAR
.030
.023
.090 1.295
.202
.773
1.294
NIM
.219
.060
.291 3.644
.001
.591
1.692
NPL
-.075
.049
-.105 -1.523
.134
.788
1.269
LDR
-.010
.006
-.130 -1.865
.068
.774
1.292
BOPO
-.034
.010
-.266 -3.438
.001
.630
1.586
.408
.064
.489 6.337
.000
.632
1.582
LnTOTALKREDIT
Std. Error
Standardized
Coefficients
t
Sig.
Tolerance
VIF
a. Dependent Variable: ROA
c. Uji Heteroskedastisitas
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Coefficientsa
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
1 (Constant)
.033
.928
CAR
-.001
.013
-.013
-.084 .934
.773 1.294
NIM
.042
.033
.226
1.276 .208
.591 1.692
NPL
-.028
.027
-.159 -1.034 .306
.788 1.269
LDR
.003
.003
.130
.840 .405
.774 1.292
BOPO
.001
.005
.042
.243 .809
.630 1.586
-.008
.035
-.038
-.220 .827
.632 1.582
LnTOTALKREDIT
Std. Error
Beta
t
Sig. Tolerance
VIF
.035 .972
a. Dependent Variable: ABSUT
d. Uji Autokorelasi
Model Summaryb
Model
R
R Square
.905a
1
Adjusted R
Square
.819
.797
Std. Error of the
Estimate
Durbin-Watson
.48654
1.570
a. Predictors: (Constant), LnTOTALKREDIT, LDR, CAR, NPL, BOPO, NIM
b. Dependent Variable: ROA
Regression
Variables Entered/Removed
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Model
1
Variables
Entered
Variables
Removed
Method
LnTOTALKREDI
T, LDR, CAR,
NPL, BOPO,
NIMa
. Enter
a. All requested variables entered.
Model Summaryb
Model
R
.905a
1
Adjusted R
Square
R Square
.819
Std. Error of the
Estimate
.797
.48654
a. Predictors: (Constant), LnTOTALKREDIT, LDR, CAR, NPL, BOPO,
NIM
b. Dependent Variable: ROA
Model Summaryb
Change Statistics
Model
R Square
Change
1
F Change
.819
df1
df2
36.317
6
Sig. F Change
48
Durbin-Watson
.000
1.570
b. Dependent Variable: ROA
ANOVAb
Model
1
Sum of Squares
df
Mean Square
Regression
51.582
6
8.597
Residual
11.363
48
.237
F
Sig.
.000a
36.317
Total
62.945
54
a. Predictors: (Constant), LnTOTALKREDIT, LDR, CAR, NPL, BOPO, NIM
b. Dependent Variable: ROA
Coefficientsa
Unstandardized Coefficients
Model
1
B
(Constant)
Std. Error
-2.722
1.711
CAR
.030
.023
NIM
.219
.060
Standardized
Coefficients
Beta
t
Sig.
-1.591
.118
.090
1.295
.202
.291
3.644
.001
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NPL
-.075
.049
-.105
-1.523
.134
LDR
-.010
.006
-.130
-1.865
.068
BOPO
-.034
.010
-.266
-3.438
.001
.408
.064
.489
6.337
.000
LnTOTALKREDIT
a. Dependent Variable: ROA
Coefficientsa
95,0% Confidence Interval for B
Model
1
Lower Bound
(Constant)
Upper Bound
Correlations
Zero-order
Partial
Part
-6.162
.718
CAR
-.017
.076
.167
.184
.079
NIM
.098
.340
.625
.466
.223
NPL
-.173
.024
-.476
-.215
-.093
LDR
-.022
.001
-.085
-.260
-.114
BOPO
-.055
-.014
-.695
-.444
-.211
.278
.537
.772
.675
.389
LnTOTALKREDIT
a. Dependent Variable: ROA
Coefficientsa
Collinearity Statistics
Model
1
Tolerance
VIF
CAR
.773
1.294
NIM
.591
1.692
NPL
.788
1.269
LDR
.774
1.292
BOPO
.630
1.586
LnTOTALKREDIT
.632
1.582
a. Dependent Variable: ROA
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LAMPIRAN 6 Hasil Uji Statistik Hipotesis Kedua
Analisis Regresi Linier Sederhana
Descriptive Statistics
Mean
LnSAHAM
ROA
Std. Deviation
6.7176
1.8002
N
1.26934
1.07965
55
55
Correlations
LnSAHAM
Pearson Correlation
LnSAHAM
1.000
.695
.695
1.000
.
.000
.000
.
LnSAHAM
55
55
ROA
55
55
ROA
Sig. (1-tailed)
LnSAHAM
ROA
N
ROA
Variables Entered/Removedb
Model
1
Variables
Entered
Variables
Removed
ROAa
Method
. Enter
a. All requested variables entered.
b. Dependent Variable: LnSAHAM
Model Summaryb
Model
1
R
.695a
R Square
.482
Adjusted R
Square
.473
Std. Error of the
Estimate
.92185
a. Predictors: (Constant), ROA
b. Dependent Variable: LnSAHAM
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Model Summaryb
Change Statistics
Model
R Square
Change
1
F Change
.482
df1
49.384
df2
1
Sig. F Change
53
Durbin-Watson
.000
.671
Dependent Variable: LnSAHAM
ANOVAb
Model
1
Sum of Squares
df
Mean Square
Regression
41.967
1
41.967
Residual
45.040
53
.850
Total
87.006
54
F
Sig.
49.384
.000a
a. Predictors: (Constant), ROA
b. Dependent Variable: LnSAHAM
Coefficientsa
Unstandardized Coefficients
Model
1
B
(Constant)
Standardized
Coefficients
Std. Error
Beta
5.248
.243
ROA
.817
a. Dependent Variable: LnSAHAM
.116
t
.695
Sig.
21.567
.000
7.027
.000
Coefficientsa
95,0% Confidence Interval for B
Model
1
Lower Bound
(Constant)
ROA
Upper Bound
4.760
5.736
.583
1.050
Correlations
Zero-order
.695
Partial
.695
Part
.695
a. Dependent Variable: LnSAHAM
Coefficientsa
Collinearity Statistics
Model
1
Tolerance
ROA
1.000
VIF
1.000
a. Dependent Variable: LnSAHAM
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Coefficient Correlationsa
Model
1
ROA
Correlations
ROA
1.000
Covariances
ROA
.014
a. Dependent Variable: LnSAHAM
Universitas Sumatera Utara
LAMPIRAN 1
Data Fungsi Intermediasi Perbankan Bank Swasta Nasional Devisa Go Public di
Indonesia Periode Desember 2006 – Desember 2010
Satuan: Persentase (%)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
Bank Swasta Nasional Devisa Go
Public
Bank Agroniaga,Tbk 2006
Bank Agroniaga,Tbk 2007
Bank Agroniaga,Tbk 2008
Bank Agroniaga,Tbk 2009
Bank Agroniaga,Tbk 2010
Bank Arta Graha, Tbk 2006
Bank Arta Graha, Tbk 2007
Bank Arta Graha, Tbk 2008
Bank Arta Graha, Tbk 2009
Bank Arta Graha, Tbk 2010
Bank Bukopin,Tbk 2006
Bank Bukopin,Tbk 2007
Bank Bukopin,Tbk 2008
Bank Bukopin,Tbk 2009
Bank Bukopin,Tbk 2010
Bank Central Asia, Tbk 2006
Bank Central Asia, Tbk 2007
Bank Central Asia, Tbk 2008
Bank Central Asia, Tbk 2009
Bank Central Asia, Tbk 2010
Bank Danamon , Tbk 2006
Bank Danamon , Tbk 2007
Bank Danamon , Tbk 2008
Bank Danamon , Tbk 2009
Bank Danamon , Tbk 2010
Bank Internasional Indonesia, Tbk 2006
Bank Internasional Indonesia, Tbk 2007
Fungsi Intermediasi Perbankan
CAR NIM NPL LDR BOPO
15,03 3,41 10,41 72,28 103,53
17,27 4,03 4,67 76,88 100,96
15,58 4,06 3,36 82,29 101,47
19,63 4,98 4,47 81,23 77,98
14,42 5,03 1,84 86,79 95,84
15,02 6,05 1,95 80,41 96,75
16,39 4,87 2,37 83,00 87,84
15,03 3,74 2,70 93,79 80,54
16,87 3,81 2,83 84,28 96,24
14,60 3,95 2,56 76,36 97,64
15,55 5,27 3,20 58,95 87,17
15,71 4,27 1,73 65,31 85,52
14,33 4,51 2,83 83,62 87,21
14,36 5,07 1,33 76,15 86,93
12,06 4,75 2,81 71,95 75,99
22,10 7,19 1,30 67,33 78,84
19,20 6,09 0,80 60,34 76,73
15,80 7,75 0,60 53,86 76,76
15,33 6,59 1,79 50,52 78,68
14,96 5,29 0,24 55,49 77,87
20,39 7,38 1,79 75,69 70,33
19,27 8,01 1,39 88,44 70,19
15,37 7,65 1,24 87,23 69,00
17,55 8,75 1,21 89,37 86,73
17,85 8,91 1,53 94,40 87,98
20,01 5,14 0,21 86,67 89,82
19,22 6,50 0,37 77,24 90,49
Universitas Sumatera Utara
Lanjutan
No Bank Swasta Nasional Devisa Go Public
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
Bank Internasional Indonesia, Tbk 2008
Bank Internasional Indonesia, Tbk 2009
Bank Internasional Indonesia, Tbk 2010
Bank Mayapada Internasional, Tbk 2006
Bank Mayapada Internasional, Tbk 2007
Bank Mayapada Internasional, Tbk 2008
Bank Mayapada Internasional, Tbk 2009
Bank Mayapada Internasional, Tbk 2010
Bank Mega, Tbk 2006
Bank Mega, Tbk 2007
Bank Mega, Tbk 2008
Bank Mega, Tbk 2009
Bank Mega, Tbk 2010
Bank Nusantara Parayangan, Tbk 2006
Bank Nusantara Parayangan, Tbk 2007
Bank Nusantara Parayangan, Tbk 2008
Bank Nusantara Parayangan, Tbk 2009
Bank Nusantara Parayangan, Tbk 2010
Bank Pan , Tbk 2006
Bank Pan , Tbk 2007
Bank Pan , Tbk 2008
Bank Pan , Tbk 2009
Bank Pan , Tbk 2010
Bank Permata, Tbk 2006
Bank Permata, Tbk 2007
Bank Permata, Tbk 2008
Bank Permata, Tbk 2009
Bank Permata, Tbk 2010
Fungsi Intermediasi Perbankan
CAR NIM NPL LDR BOPO
17,82
5,27 1,64 80,93
91,95
14,78
2,46 1,57 78,90
99,55
12,50
5,98 1,78 83,51
90,23
13,82
6,15 0,98 86,99
89,99
29,95
6,85 0,14 105,99
87,46
23,69
7,57 2,07 101,60
90,63
19,37
6,74 0,49 84,55
93,82
22,61
6,25 2,01 78,57
90,17
15,92
3,46 1,16 62,95
92,78
14,21
5,06 1,05 70,27
89,21
16,16
5,44 0,79 66,70
83,15
18,84
4,94 1,02 57,28
85,91
16,26
3,96 1,08 56,70
78,00
15,71
4,94 1,70 54,84
88,18
17,00
3,61 1,48 49,39
87,84
14,04
4,60 0,99 43,56
89,72
16,56
4,69 0,97 73,79
89,28
15,55
3,84 1,93 80,50
98,73
20,55
5,05 1,53 80,45
68,25
21,16
5,81 1,68 94,23
83,74
19,73
4,03 1,75 79,71
85,88
21,79
5,75 1,60 76,76
96,25
16,58
3,85 0,68 76,68
95,38
15,40
6,40 2,89 83,15
90,00
15,00
7,00 2,79 87,91
84,80
13,10
6,40 1,10 81,50
88,00
12,20
5,52 1,68 90,15
86,80
14,05
5,37 2,98 87,54
81,76
Sumber : Direktori Perbankan Indonesia, 2012 (data diolah)
Universitas Sumatera Utara
LAMPIRAN 2
Data Total Kredit yang Diberikan Bank Swasta Nasional Devisa Go Public
(Sampel)
Satuan: Rupiah (dalam jutaan rupiah)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
Bank Swasta Nasional Devisa Go Public
Bank Agroniaga,Tbk 2006
Bank Agroniaga,Tbk 2007
Bank Agroniaga,Tbk 2008
Bank Agroniaga,Tbk 2009
Bank Agroniaga,Tbk 2010
Bank Arta Graha, Tbk 2006
Bank Arta Graha, Tbk 2007
Bank Arta Graha, Tbk 2008
Bank Arta Graha, Tbk 2009
Bank Arta Graha, Tbk 2010
Bank Bukopin,Tbk 2006
Bank Bukopin,Tbk 2007
Bank Bukopin,Tbk 2008
Bank Bukopin,Tbk 2009
Bank Bukopin,Tbk 2010
Bank Central Asia, Tbk 2006
Bank Central Asia, Tbk 2007
Bank Central Asia, Tbk 2008
Bank Central Asia, Tbk 2009
Bank Central Asia, Tbk 2010
Bank Danamon , Tbk 2006
Bank Danamon , Tbk 2007
Bank Danamon , Tbk 2008
Bank Danamon , Tbk 2009
Bank Danamon , Tbk 2010
Bank Internasional Indonesia, Tbk 2006
Bank Internasional Indonesia, Tbk 2007
Bank Internasional Indonesia, Tbk 2008
Total Kredit
2.011.692
1.950.691
2.042.303
1.993.630
2.071.446
7.062.348
7.601.928
9.853.698
11.016.610
11.211.984
14.682.984
19.138.691
22.856.451
23.347.067
28.608.646
61.595.396
82.566.618
112.846.628
123.596.037
154.001.943
41.159.973
51.336.934
64.983.038
60.579.191
75.090.482
21.409.789
28.583.744
35.375.567
Universitas Sumatera Utara
Lanjutan
No
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
Bank Swasta Nasional Devisa Go Public
Bank Internasional Indonesia, Tbk 2009
Bank Internasional Indonesia, Tbk 2010
Bank Mayapada Internasional, Tbk 2006
Bank Mayapada Internasional, Tbk 2007
Bank Mayapada Internasional, Tbk 2008
Bank Mayapada Internasional, Tbk 2009
Bank Mayapada Internasional, Tbk 2010
Bank Mega, Tbk 2006
Bank Mega, Tbk 2007
Bank Mega, Tbk 2008
Bank Mega, Tbk 2009
Bank Mega, Tbk 2010
Bank Nusantara Parayangan, Tbk 2006
Bank Nusantara Parayangan, Tbk 2007
Bank Nusantara Parayangan, Tbk 2008
Bank Nusantara Parayangan, Tbk 2009
Bank Nusantara Parayangan, Tbk 2010
Bank Pan , Tbk 2006
Bank Pan , Tbk 2007
Bank Pan , Tbk 2008
Bank Pan , Tbk 2009
Bank Pan , Tbk 2010
Bank Permata, Tbk 2006
Bank Permata, Tbk 2007
Bank Permata, Tbk 2008
Bank Permata, Tbk 2009
Bank Permata, Tbk 2010
Total Kredit
37.491.774
49.695.623
2.518.054
3.068.157
3.980.788
5.060.346
6.125.948
11.063.044
14.127.029
19.592.757
18.789.040
23.992.197
1.608.885
1.659.352
2.178.697
2.562.727
3.658.162
19.122.611
29.553.371
36.868.877
43.220.220
57.549.199
23.831.136
26.454.502
34.883.337
41.244.082
50.589.480
Sumber : Direktori Perbankan Indonesia, 2012 (data diolah)
Universitas Sumatera Utara
LAMPIRAN 3
Data Kinerja Keuangan (Return On Asset/ROA) Bank Swasta Nasional Devisa
Go Public di Indonesia Periode Desember 2006 – Desember 2010
Satuan: Persentase (%)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
Bank Swasta Nasional Devisa Go Public
Bank Agroniaga,Tbk 2006
Bank Agroniaga,Tbk 2007
Bank Agroniaga,Tbk 2008
Bank Agroniaga,Tbk 2009
Bank Agroniaga,Tbk 2010
Bank Arta Graha, Tbk 2006
Bank Arta Graha, Tbk 2007
Bank Arta Graha, Tbk 2008
Bank Arta Graha, Tbk 2009
Bank Arta Graha, Tbk 2010
Bank Bukopin,Tbk 2006
Bank Bukopin,Tbk 2007
Bank Bukopin,Tbk 2008
Bank Bukopin,Tbk 2009
Bank Bukopin,Tbk 2010
Bank Central Asia, Tbk 2006
Bank Central Asia, Tbk 2007
Bank Central Asia, Tbk 2008
Bank Central Asia, Tbk 2009
Bank Central Asia, Tbk 2010
Bank Danamon , Tbk 2006
Bank Danamon , Tbk 2007
Bank Danamon , Tbk 2008
Bank Danamon , Tbk 2009
Bank Danamon , Tbk 2010
Return On Asset (ROA)
-0,49
-0,15
-0,11
0,79
0,79
0,87
0,56
0,89
0,98
0,51
1,85
1,63
1,68
1,46
1,65
3,80
3,65
3,50
3,40
3,51
2,40
3,49
3,85
3,71
3,98
Universitas Sumatera Utara
Lanjutan
No
Bank Swasta Nasional Devisa Go Public
26 Bank Internasional Indonesia, Tbk 2006
27 Bank Internasional Indonesia, Tbk 2007
28 Bank Internasional Indonesia, Tbk 2008
29 Bank Internasional Indonesia, Tbk 2009
30 Bank Internasional Indonesia, Tbk 2010
31 Bank Mayapada Internasional, Tbk 2006
32 Bank Mayapada Internasional, Tbk 2007
33 Bank Mayapada Internasional, Tbk 2008
34 Bank Mayapada Internasional, Tbk 2009
35 Bank Mayapada Internasional, Tbk 2010
36 Bank Mega, Tbk 2006
37 Bank Mega, Tbk 2007
38 Bank Mega, Tbk 2008
39 Bank Mega, Tbk 2009
40 Bank Mega, Tbk 2010
41 Bank Nusantara Parayangan, Tbk 2006
42 Bank Nusantara Parayangan, Tbk 2007
43 Bank Nusantara Parayangan, Tbk 2008
44 Bank Nusantara Parayangan, Tbk 2009
45 Bank Nusantara Parayangan, Tbk 2010
46 Bank Pan , Tbk 2006
47 Bank Pan , Tbk 2007
48 Bank Pan , Tbk 2008
49 Bank Pan , Tbk 2009
50 Bank Pan , Tbk 2010
51 Bank Permata, Tbk 2006
52 Bank Permata, Tbk 2007
53 Bank Permata, Tbk 2008
54 Bank Permata, Tbk 2009
55 Bank Permata, Tbk 2010
Return On Asset (ROA)
1,56
1,23
2,24
0,79
1,87
1,55
1,46
1,27
0,90
1,22
0,88
2,33
1,98
1,77
1,95
1,44
1,29
1,17
1,02
1,15
2,78
3,14
2,87
2,12
1,95
1,20
1,90
1,80
1,70
2,28
Sumber : Direktori Perbankan Indonesia, 2012 (data diolah)
Universitas Sumatera Utara
LAMPIRAN 4
Harga Saham Bank Swasta Nasional Devisa Go Public Di Indonesia
Satuan: Rupiah
No
Bank Swasta Nasional
Devisa
Go Public
Kode
Saham
Harga Saham Penutupan Triwulan I
2007
2008
2009
2010
2011
1
Bank Agro Niaga, Tbk
AGRO
235,00
235,00
235,00
125,00
171,00
2
Bank Arta Graha, Tbk
INPC
200,00
82,00
50,00
66,00
90,00
3
Bank Bukopin, Tbk
BBKP
557,00
408,00
211,00
398,00
680,00
4
Bank Central Asia, Tbk
Bank Danamon Indonesia,
Tbk
Bank Internasional
Indonesia, Tbk
Bank Mayapada
Internasional, Tbk
BBCA
2,575,00
3,250,00
3,175,00
5,500,00
6,950,00
BDMN
4,788,00
7,000,00
2,299,00
5,200,00
6,550,00
BNII
193,00
465,00
320,00
315,00
630,00
MAYA
468,00
1,540,00
1,670,00
1,600,00
910,00
MEGA
2,000,00
2,800,00
3,200,00
2,000,00
3,100,00
9
Bank Mega, Tbk
Bank Nusantara
Parayangan, Tbk
BBNP
700,00
1,510,00
1,510,00
1,300,00
1,300,00
10
Bank Pan Indonesia, Tbk
PNBN
550,00
640,00
540,00
990,00
1,160,00
11 Bank Permata, Tbk
BNLI
873,00
Sumber : PT. Danareksa Sekuritas, 2012 (data diolah)
883,00
422,00
1,203,00
1,840,00
5
6
7
8
Universitas Sumatera Utara
LAMPIRAN 5 Hasil Uji Statistik Hipotesis Pertama
Descriptives
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
CAR
55
12.06
29.95
16.9682
3.26337
NIM
55
2.46
8.91
5.4553
1.43402
NPL
55
.14
10.41
1.8738
1.51949
LDR
55
43.56
105.99
76.6358
13.55151
BOPO
55
68.25
103.53
87.1362
8.33464
TOTALKREDIT
55
1608885
154001943
29982998.25
3.231E7
ROA
55
-.49
3.98
1.8002
1.07965
Valid N (listwise)
55
Uji Asumsi Klasik
a. Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
a,,b
Normal Parameters
Mean
Std. Deviation
Most Extreme Differences
55
.0000000
.45871745
Absolute
.111
Positive
.111
Negative
-.079
Kolmogorov-Smirnov Z
.821
Asymp. Sig. (2-tailed)
.510
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Universitas Sumatera Utara
b. Uji Multikolinieritas
Coefficientsa
Unstandardized
Coefficients
Beta
Collinearity
Statistics
Model
B
1 (Constant)
-2.722
1.711
-1.591
.118
CAR
.030
.023
.090 1.295
.202
.773
1.294
NIM
.219
.060
.291 3.644
.001
.591
1.692
NPL
-.075
.049
-.105 -1.523
.134
.788
1.269
LDR
-.010
.006
-.130 -1.865
.068
.774
1.292
BOPO
-.034
.010
-.266 -3.438
.001
.630
1.586
.408
.064
.489 6.337
.000
.632
1.582
LnTOTALKREDIT
Std. Error
Standardized
Coefficients
t
Sig.
Tolerance
VIF
a. Dependent Variable: ROA
c. Uji Heteroskedastisitas
Universitas Sumatera Utara
Coefficientsa
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
1 (Constant)
.033
.928
CAR
-.001
.013
-.013
-.084 .934
.773 1.294
NIM
.042
.033
.226
1.276 .208
.591 1.692
NPL
-.028
.027
-.159 -1.034 .306
.788 1.269
LDR
.003
.003
.130
.840 .405
.774 1.292
BOPO
.001
.005
.042
.243 .809
.630 1.586
-.008
.035
-.038
-.220 .827
.632 1.582
LnTOTALKREDIT
Std. Error
Beta
t
Sig. Tolerance
VIF
.035 .972
a. Dependent Variable: ABSUT
d. Uji Autokorelasi
Model Summaryb
Model
R
R Square
.905a
1
Adjusted R
Square
.819
.797
Std. Error of the
Estimate
Durbin-Watson
.48654
1.570
a. Predictors: (Constant), LnTOTALKREDIT, LDR, CAR, NPL, BOPO, NIM
b. Dependent Variable: ROA
Regression
Variables Entered/Removed
Universitas Sumatera Utara
Model
1
Variables
Entered
Variables
Removed
Method
LnTOTALKREDI
T, LDR, CAR,
NPL, BOPO,
NIMa
. Enter
a. All requested variables entered.
Model Summaryb
Model
R
.905a
1
Adjusted R
Square
R Square
.819
Std. Error of the
Estimate
.797
.48654
a. Predictors: (Constant), LnTOTALKREDIT, LDR, CAR, NPL, BOPO,
NIM
b. Dependent Variable: ROA
Model Summaryb
Change Statistics
Model
R Square
Change
1
F Change
.819
df1
df2
36.317
6
Sig. F Change
48
Durbin-Watson
.000
1.570
b. Dependent Variable: ROA
ANOVAb
Model
1
Sum of Squares
df
Mean Square
Regression
51.582
6
8.597
Residual
11.363
48
.237
F
Sig.
.000a
36.317
Total
62.945
54
a. Predictors: (Constant), LnTOTALKREDIT, LDR, CAR, NPL, BOPO, NIM
b. Dependent Variable: ROA
Coefficientsa
Unstandardized Coefficients
Model
1
B
(Constant)
Std. Error
-2.722
1.711
CAR
.030
.023
NIM
.219
.060
Standardized
Coefficients
Beta
t
Sig.
-1.591
.118
.090
1.295
.202
.291
3.644
.001
Universitas Sumatera Utara
NPL
-.075
.049
-.105
-1.523
.134
LDR
-.010
.006
-.130
-1.865
.068
BOPO
-.034
.010
-.266
-3.438
.001
.408
.064
.489
6.337
.000
LnTOTALKREDIT
a. Dependent Variable: ROA
Coefficientsa
95,0% Confidence Interval for B
Model
1
Lower Bound
(Constant)
Upper Bound
Correlations
Zero-order
Partial
Part
-6.162
.718
CAR
-.017
.076
.167
.184
.079
NIM
.098
.340
.625
.466
.223
NPL
-.173
.024
-.476
-.215
-.093
LDR
-.022
.001
-.085
-.260
-.114
BOPO
-.055
-.014
-.695
-.444
-.211
.278
.537
.772
.675
.389
LnTOTALKREDIT
a. Dependent Variable: ROA
Coefficientsa
Collinearity Statistics
Model
1
Tolerance
VIF
CAR
.773
1.294
NIM
.591
1.692
NPL
.788
1.269
LDR
.774
1.292
BOPO
.630
1.586
LnTOTALKREDIT
.632
1.582
a. Dependent Variable: ROA
Universitas Sumatera Utara
LAMPIRAN 6 Hasil Uji Statistik Hipotesis Kedua
Analisis Regresi Linier Sederhana
Descriptive Statistics
Mean
LnSAHAM
ROA
Std. Deviation
6.7176
1.8002
N
1.26934
1.07965
55
55
Correlations
LnSAHAM
Pearson Correlation
LnSAHAM
1.000
.695
.695
1.000
.
.000
.000
.
LnSAHAM
55
55
ROA
55
55
ROA
Sig. (1-tailed)
LnSAHAM
ROA
N
ROA
Variables Entered/Removedb
Model
1
Variables
Entered
Variables
Removed
ROAa
Method
. Enter
a. All requested variables entered.
b. Dependent Variable: LnSAHAM
Model Summaryb
Model
1
R
.695a
R Square
.482
Adjusted R
Square
.473
Std. Error of the
Estimate
.92185
a. Predictors: (Constant), ROA
b. Dependent Variable: LnSAHAM
Universitas Sumatera Utara
Model Summaryb
Change Statistics
Model
R Square
Change
1
F Change
.482
df1
49.384
df2
1
Sig. F Change
53
Durbin-Watson
.000
.671
Dependent Variable: LnSAHAM
ANOVAb
Model
1
Sum of Squares
df
Mean Square
Regression
41.967
1
41.967
Residual
45.040
53
.850
Total
87.006
54
F
Sig.
49.384
.000a
a. Predictors: (Constant), ROA
b. Dependent Variable: LnSAHAM
Coefficientsa
Unstandardized Coefficients
Model
1
B
(Constant)
Standardized
Coefficients
Std. Error
Beta
5.248
.243
ROA
.817
a. Dependent Variable: LnSAHAM
.116
t
.695
Sig.
21.567
.000
7.027
.000
Coefficientsa
95,0% Confidence Interval for B
Model
1
Lower Bound
(Constant)
ROA
Upper Bound
4.760
5.736
.583
1.050
Correlations
Zero-order
.695
Partial
.695
Part
.695
a. Dependent Variable: LnSAHAM
Coefficientsa
Collinearity Statistics
Model
1
Tolerance
ROA
1.000
VIF
1.000
a. Dependent Variable: LnSAHAM
Universitas Sumatera Utara
Coefficient Correlationsa
Model
1
ROA
Correlations
ROA
1.000
Covariances
ROA
.014
a. Dependent Variable: LnSAHAM
Universitas Sumatera Utara