LAMPIRAN 1 No Sampel Perusahaan Sampel perusahaan LQ 45 tahun 2010-2013 Kode Nama Perusahaan
LAMPIRAN 1
Sampel Perusahaan
Sampel perusahaan LQ 45 tahun 2010-2013No Kode Nama Perusahaan 1. AALI Astra Agro Lestari Tbk.
2. ADRO Adaro Ebergu Tbk.
3. ASII Astra Internasional Tbk.
4. BBCA Bank Central Asia Tbk.
5. BBNI Bank Negara Indonesia (Persero) Tbk.
6. BBRI Bank Rakyat Indonesia (Persero) Tbk.
7. BDMN Bank Danamon Tbk.
8. BMRI Bank Mandiri (Persero) Tbk.
9. GGRM Gudang Garam Tbk.
10. INCO Intenational Nickel Indonesia Tbk.
11. INDF Indofood Sukses Makmur Tbk.
12. INTP Indocement Tunggal Prakarsa Tbk.
13. ITMG Indo Tambangraya Megah Tbk.
14. JSMR Jasa Marga (Persero) Tbk.
15. KLBF Kalbe Farma Tbk.
16. LSIP London Sumatera Plantation Tbk.
17. PGAS Perusahaan Gas Negara (Persero) Tbk.
18. PTBA Tambang Batubara Bukit Asam (Persero) Tbk.
19. TLKM Telekomunikasi Indonesia (Persero) Tbk.
20. UNTR United Tractors Tbk.
21. UNVR Unilever Indonesia Tbk.
Lampiran 2 NO
Hasil Tabulasi Pengolahan Data (Data Asli) KODE EMITEN NAMA PERUSAHAAN TAHUN Y
CR DER ROA TATO PER DY
HS RS
2009
18.39
15.37
1.15
0.13
1.10
1.26
0.57
IDR 54,550.00
IDR 34,700.00
20103 ASII Astra International Tbk 2009
0.01
0.49
2011
0.03
1.11
1.77
IDR 1,090.00 -0.31
2013
0.02
12.81
0.56
0.06
1.23
0.03
IDR 74,000.00
IDR 1,590.00 -0.10
1.03
0.01
14.17
0.91
0.11
1.02
1.24
IDR 6,800.00 -0.11
2013
0.03
15.83
0.12
0.36
1.03
1.40
IDR 7,600.00 -0.90
2012
0.03
16.84
1.06
0.14
1.02
1.36
1.57
0.05 2012
IDR 22,750.00
20100.21
0.93
0.20
0.33
0.68
IDR 19,100.00 -0.12
2012
0.05
14.21
0.87
0.20
1.27
0.04
IDR 21,700.00 -0.17
2011
0.03
20.46
1.01
0.23
0.19
1.93
0.15
IDR 26,200.00
12.48
2013
9.35
1.18
1 AALI Astra Agro Lestari Tbk.
0.10
1.32
1.67
IDR 1,770.00 -0.31
2011
0.01
36.96
0.61
0.05
1.76
IDR 25,100.00
0.47
IDR 2,550.00
IDR 1,730.00
20102 ADRO Adaro Energy Tbk 2009
0.01
21.94
0.85
0.13
0.46
0.45
0.31
0.70
4 BBCA Bank Central Asia Tbk 2009
0.03
0.03
0.21
7.50
0.03
0.07
8.92
2013
2012
IDR 7,250.00
0.04
0.21
6.89
0.03
0.07
IDR 6,950.00
0.02
0.04
10.98
IDR 10,500.00
0.37
0.35
10.02
0.03
0.81
0.01
10.73
2011
IDR 6,750.00 -0.36
0.34
8.43
0.03
0.07
8.38
IDR 4,418.16
20106 BBRI Bank Rakyat Indonesia (Persero) Tbk 2009
2013
0.21
4.42
0.03
0.09
13.50
0.02
IDR 3,775.00 -0.33
IDR 5,650.00
0.22
4.84
0.02
0.08
8.95
0.03
0.38
2012
IDR 5,700.00
0.02
0.29
0.22
5.40
0.02
0.09
16.62
2011
0.03
IDR 4,100.00 -0.28
0.25
4.49
0.18
0.08
10.82
IDR 7,650.00
20100.04
IDR 4,850.00
201018.96
IDR 9,100.00
0.14
0.21
7.52
0.03
0.06
0.01
0.01
2013
IDR 9,600.00
0.05
0.16
6.74
0.03
2012
18.02
16.58
18.39
IDR 6,400.00
0.32
0.14
8.50
0.03
0.04
0.02
0.04
2011
IDR 8,000.00
0.25
0.15
8.07
0.03
0.07
0.01
8.13
0.03
IDR 3,700.00 -0.03
0.26
6.66
0.02
0.07
9.79
2013
0.02
IDR 3,950.00
0.07
0.21
7.11
0.02
0.07
2012
12.18
5 BBNI Bank Negara Indonesia (Persero) Tbk 2009
0.08
IDR 1,877.04
2010
IDR 3,875.00
1.06
0.25
6.50
0.02
14.57
0.07
0.02
2011
IDR 3,800.00 -0.02
0.26
6.90
0.02
7 BDMN Bank Danamon Tbk 2009
8 BMRI Bank Mandiri (Persero) Tbk 2009
2011
1.07
0.13
0.59
2.24
0.55
IDR 62,050.00
0.02
0.01
18.56
1.23
0.13
0.44
2.70
0.86
24.39
2012
IDR 21,550.00
2010IDR 42,000.00 -0.25
0.02
18.67
1.09
0.09
0.73
1.72
2013
IDR 56,300.00 -0.09
0.02
26.99
1.18
0.10
0.56
2.17
IDR 40,000.00
0.03
IDR 4,621.53
20100.02
0.02
7.20
0.27
0.04
IDR 6,750.00
2011
14.79
12.75
0.04
0.02
9.81
0.20
0.41
IDR 6,500.00
0.04
0.02
10.06
0.02
0.05
0.03
6.72
0.23
IDR 7,850.00 -0.03
2013
12.19
2012
0.05
0.03
6.78
0.24
0.20
IDR 8,100.00
9 GGRM Gudang Garam Tbk 2009
10 INCO Vale Indonesia Tbk 2009
0.34
0.27
0.07
0.81
14.51
0.02
2011
IDR 4,600.00 -0.06
1.91
0.70
0.09
0.85
13.14
0.03
2012
IDR 5,850.00
2.00
2.04
1.67
IDR 3,650.00
20100.03
23.16
0.74
0.07
1.04
0.13
0.74
IDR 6,600.00
2013
0.03
15.77
0.84
0.08
1.34
0.37
4.50
4.36
2012
0.02
10.39
0.51
0.14
0.37
IDR 3,200.00 -0.34
3.41
2011
0.03
12.31
0.58
0.20
0.30
IDR 2,350.00 -0.27
0.36
IDR 4,875.00
0.33
IDR 3,550.00
201011 INDF Indofood Sukses Makmur Tbk 2009
0.05
54.31
0.40
0.02
3.30
0.03
0.13
IDR 2,650.00
2013
0.01
34.18
0.41
IDR 4,875.00
12 INTP Indocement Tunggal Prakasa Tbk 2009
0.02
0.30
0.68
1.53
0.62
0.37
23.10
2013
2012
IDR 4,725.00 -0.13
0.76
1.61
0.04
0.36
24.04
IDR 5,450.00
0.02
IDR 1,300.00
20100.03
0.89
1.65
1.37
0.06
0.23
19.44
2011
21.25
IDR 4,200.00
0.23
1.06
1.32
0.06
0.23
0.02
IDR 3,250.00
IDR 1,810.00
2010
IDR 1,250.00
0.28
0.19
1.45
28.65
0.09
2013
0.18
IDR 1,060.00 -0.69
2.84
0.33
0.18
0.14
30.49
0.01
3.41
2012
1.50
2011
4.39
0.23
0.18
1.90
23.72
0.01
IDR 3,400.00
0.02
0.05
3.65
0.27
0.19
1.32
21.52
IDR 3,425.00
14 JSMR Jasa Marga (Persero) Tbk 2009
IDR 13,700.00
201017.36
IDR 22,450.00
0.32
6.03
0.17
0.21
0.76
0.01
0.02
2013
IDR 20,000.00 -0.11
6.15
0.16
0.20
0.70
2012
17.45
0.05
18.21
IDR 15,950.00
0.16
5.55
0.11
0.21
0.73
0.01
0.77
2011
IDR 17,050.00
0.07
6.99
0.15
0.20
14.69
13 ITMG Indo Tambangraya Megah Tbk 2009
0.04
0.10
0.08
2.22
0.49
0.29
1.64
11.31
2013
2012
IDR 28,500.00 -0.31
1.99
0.44
0.17
1.57
11.69
IDR 41,550.00
0.04
IDR 31,800.00
201031.36
IDR 50,750.00
0.60
1.83
0.51
0.19
1.53
0.02
8.88
2011
IDR 38,650.00 -0.24
2.37
0.46
0.35
1.51
15 KLBF Kalbe Farma Tbk 2009
16 LSIP London Sumatera Plantation Tbk 2009
12.96
0.16
0.55
2.87
IDR 10,200.00 -0.32
2013
0.05
11.97
0.91
0.23
0.50
4.92
IDR 15,100.00 -0.13
2012
0.03
0.92
12.41
0.27
0.41
4.63
IDR 17,350.00 -0.24
2011
0.02
26.32
0.91
0.23
0.36
5.79
0.33
IDR 22,950.00
IDR 17,250.00
20100.96
0.07
0.05
IDR 9,050.00
14.58
0.65
0.16
0.65
1.16
IDR 2,150.00 -0.76
2013
0.04
13.52
0.69
0.16
0.66
1.16
0.28
0.05 2012
19 TLKM Telekomunikasi Indonesia (Persero) Tbk 2009
13.55
IDR 9,450.00
2010IDR 7,950.00 -0.16
0.91
0.98
0.12
0.69
0.04
12.60
2011
IDR 7,050.00 -0.11
0.96
0.69
0.15
0.69
18 PTBA Tambang Batubara Bukit Asam (Persero) Tbk 2009
9.63
IDR 8,350.00
20100.03
0.10
0.21
2.49
IDR 1,930.00 -0.16
2013
0.04
14.02
0.56
0.15
0.20
3.27
0.02
IDR 2,300.00
2012
9.04
17.08
0.69
0.25
0.16
4.83
IDR 2,250.00 -0.82
2011
0.02
85.10
0.65
0.19
0.22
2.39
0.54
IDR 12,850.00
0.52
0.02
0.69
0.05
0.20
0.60
2.01
IDR 4,475.00 -0.03
2013
0.03
11.89
0.66
0.23
0.66
4.20
0.45
IDR 4,600.00
2012
12.96
17 PGAS Perusahaan Gas Negara (Persero)Tbk 2009
0.62
IDR 3,900.00
2010
IDR 4,425.00
0.13
3.43
1.22
0.19
17.22
0.06
0.03
2011
IDR 3,175.00 -0.28
5.50
0.08
0.20
0.05
20 UNTR United Tractors Tbk 2009
0.14
0.02
34.43
2.24
0.40
1.85
0.69
IDR 18,800.00
IDR 20,850.00
2011
0.02
37.16
2.26
0.39
1.15
2012
0.11
0.49
0.25
0.03
37.09
2.30
0.40
2.14
0.70
IDR 26,000.00
0.67
2013
0.03
32.89
2.28
0.40
2.02
0.85
IDR 14,902.10
2010
IDR 23,800.00
2011
1.19
0.13
0.69
1.72
0.11
IDR 26,350.00
0.02
0.02
20.45
1.26
0.13
0.84
1.57
0.60
15.90
2012
IDR 11,050.00
20101.91
21 UNVR Unilever Indonesia Tbk 2009
0.03
14.66
0.89
0.08
0.61
IDR 19,000.00 -0.04
IDR 19,700.00 -0.25
2013
0.03
12.72
1.11
0.11
0.56
1.95
IDR 16,500.00
Lampiran 3 Hasil Uji Normalitas One-Sample Kolmogorov-Smirnov Test Unstandardized Predicted Value
N
84 Normal Parameters a,b Mean .0848810 Std. Deviation .10091328
- Setelah transformasi data
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual
N
82
Lampiran 4
Hasil Uji Multikolinearitas Coefficients a Model Unstandardized Coefficients Standardized
Coefficients
t Sig.- Setelah transformasi data
Collinearity Statistics B Std. Error Beta Tolerance
VIF (Constant)
Coefficients a Model Unstandardized
Coefficients Standardized Coefficients t Sig.
Collinearity Statistics B Std. Error Beta Tolerance
VIF 1 (Constant) -.110 .215 -.514 .609
CR .002 .033 .008 .058 .954 .573 1.745
DER .034 .025 .251 1.354 .180 .352 2.844
ROA .330 .471 .095 .700 .486 .665 1.504
TATO .131 .123 .157 1.061 .292 .556 1.800
PER .005 .004 .124 1.052 .296 .875 1.142
DY -3.603 2.794 -.155 -1.290 .201 .843 1.186
a. Dependent Variable: RS
-.135 .226 -.597 .553
.008 .038 .028 .196 .845 .565 1.769- .007 .027 -.040 -.243 .809 .409 2.443 .128 .596 .031 .214 .831 .536 1.866
Lampiran 5 Hasil Uji Heterokedastisitas
- Setelah transformasi data
Lampiran 6 Model Summary b Hasil Uji Autokorelasi
Model R R Square Adjusted R Square Std. Error of the
Estimate Durbin-Watson 1 .260 a .067 -.005 .38987 2.339
a. Predictors: (Constant), DY, CR, PER, TATO, ROA, DER
b. Dependent Variable: RS
- Setelah transformasi data
Model Summary b Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson 1 .399 a .160 .092 .44026 2.158
Lampiran 7
Coefficients
aHasil Uji Analisis Regresi Berganda Model Unstandardized Coefficients Standardized Coefficients t Sig. B td. Error Beta (Constant)
- .135 .226 -.597 .553 .008 .038 .028 .196 .845
- .007 .027 -.040 -.243 .809 .128 .596 .031 .214 .831
- .094 .128 -.113 -.734 .465
- .009 .005 -.227 -1.959 .054 7.529 3.189 .270 2.361 .021
a. Dependent Variable: LNRS ANOVA a
Hasil Uji F
Model Sum of Squares df Mean Square F Sig.
Regression 2.761 6 .460 2.374 .037 b 14.537 75 .194 17.298
81
a. Dependent Variable: LNRS
b. Predictors: (Constant), DY, CR, PER, TATO, ROA, DER
Koefisien Determinasi (R
2 )