Pengaruh Rasio Camel, Suku Bunga Dan Inflasi Terhadap Return Saham Pada Bank Yang Terdaftar Di Bursa Efek Indonesia Periode Tahun 2011-2013
LAMPIRAN
1. Data Populasi, Sample
Kriteria
NO
Nama Perusahaan
Sampel
1
2
3
4
1
Bank agris tbk
√
-
-
-
2
Bank Arta Graha Internasional tbk
√
√
√
√
Sample 1
3
Bank bukopin tbk
√
√
√
√
Sample 2
4
Bank bumi artha tbk
√
√
√
√
Sample 3
5
Bank capital indonesia tbk
√
√
√
√
Sample 4
6
Bank central asia tbk
√
√
√
√
Sample 5
7
Bank CIMB Niaga tbk
√
√
√
√
Sample 6
8
Bank Danamon Indonesia tbk
√
√
√
√
Sample 7
9
Bank Dinar Indonesia Tbk
√
-
-
-
10
Bank Ekonomi Raharja Tbk
√
√
√
√
Sample 8
11
Bank Himpunan Saudara Tbk.
√
√
√
√
Sample 9
12
Bank Ina Perdana Tbk.
√
-
-
-
13
Bank International Indonesia Tbk.
√
√
√
√
Sample 10
14
Bank Jabar Banten Tbk.
√
√
√
√
Sample 11
15
Bank Kesawan Tbk.
√
√
√
√
Sample 12
16
Bank MandiriTbk.
√
√
√
√
Sample 13
17
Bank Maspion Indonesia Tbk.
√
-
-
-
18
Bank Mayapada International Tbk.
√
√
√
√
Sample 14
19
Bank Mega Tbk.
√
√
√
√
Sample15
20
Bank Mestika Dharma Tbk.
√
-
-
√
21
Bank Mitraniaga Tbk.
√
-
-
√
22
Bank MNC Internasional Tbk.
√
-
-
√
23
Bank MutiaraTbk.
√
-
-
√
95
Universitas Sumatera Utara
24
Bank NationalNobu Tbk.
√
-
-
-
25
Bank Negara Indonesia Tbk.
√
√
√
√
Sample 16
26
Bank NISP OCBC Tbk.
√
√
√
√
Sample 17
27
Bank Pan Indonesia Tbk.
√
√
√
√
Sample 18
28
Bank Permata Tbk.
√
√
√
√
Sample 19
29
Bank Pembangunan Daerah Jawa
Timur Tbk.
√
-
-
-
30
Bank Pundi IndonesiaTbk.
√
√
√
√
Sample 20
31
Bank Rakyat Indonesia Tbk.
√
√
√
√
Sample 21
32
Bank Rakyat Indonesia Agro Niaga
Tbk.
√
√
√
√
Sample 22
33
Bank Mitraniaga Tbk.
√
-
-
-
34
Bank Sinar Mas Tbk.
√
√
√
√
Sample 23
35
Bank Swadesi Tbk.
√
√
√
√
Sample 24
36
Bank Tabungan Negara Tbk.
√
√
√
√
Sample 25
37
Bank Tabungan Pensiunan Nasional
Tbk.
√
√
√
√
Sample 26
38
Bank Victoria InternationalTbk.
√
√
√
√
Sample27
39
Bank Windu Kentjana International
Tbk.
√
√
√
√
Sample28
40
Bank Yudha Bakti Tbk
-
-
-
-
96
Universitas Sumatera Utara
Lampiran 2
Data Variabel Penelitian
Data Perusahaan 2011
CAR
Bank Arta
Graha
Internasional
Tbk.(INPC)
Bank bukopin
tbk (BBKP)
Bank Bumi
Arta
Tbk.(BNBA)
NPL
BOPO
ROA
LDR
Suku
Bunga
Inflasi
Return
Saham
20.5 1.85
92.43
0.52
103.38
6.58
5.38
-10.28
14.33 2.88
82.05
1.3
85.01
6.58
5.38
-10.77
19.96
0.5
82.62
1.44
67.53
6.58
5.38
-15.24
21.58 0.69
92.82
0.59
44.24
6.58
5.38
56.86
0.2
60.9
2.83
61.7
6.58
5.38
25
13.16 1.46
76.1
1.9
94.41
6.58
5.38
-36.12
0
79.3
2.43
98.3
6.58
5.38
-25.92
16.37 0.74
81
0.87
70.06
6.58
5.38
-18
13.38 1.08
80.03
1.77
81.7
6.58
5.38
-24.13
Bank capital
indonesia tbk
(BACA)
Bank central
asia tbk
(BBCA)
12.7
Bank CIMB
Niaga
Tbk.(BNGA)
Bank
Danamon
Indonesia
Tbk.(BDMN)
17.5
Bank ekonomi
raharja tbk
(BAEK)
Bank
Himpunan
Saudara 1906
Tbk.(SDRA)
97
Universitas Sumatera Utara
Bank
Internasional
Indonesia
Tbk.(BNII)
11.85
Bank
Pembangunan
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
Bank QNB
Kesawan Tbk.
(BKSW) L
Bank Mandiri
(Persero)
Tbk.(BMRI)
Bank
Mayapada
Internasional
Tbk.(MAYA)
Bank Mega
Tbk.(MEGA)
Bank negara
indonesia tbk
(BBNI)
Bank OCB
NISP
Tbk.(NISP)
Bank Pan
Indonesia
Tbk.(PNBN)
Bank Permata
Tbk.(BNLI)
Bank Pundi
Indonesia
Tbk.(BEKS) L
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
Bank rakyat
indonesia
agroniaga tbk
(AGRO)
Bank
Sinarmas
1.1
92.75
0.71
88.86
6.58
5.38
-47.17
18.36 0.41
80.02
1.77
72.95
6.58
5.38
-34.48
45.75 0.82
95.26
0.14
75.48
6.58
5.38
12.87
15.34 0.45
67.22
2.3
71.65
6.58
5.38
5.6
14.68 1.51
83.38
1.32
82.1
6.58
5.38
7.51
11.86
0.9
81.84
1.73
63.75
6.58
5.38
-33.82
17.6
0.5
72.6
1.94
70.7
6.58
5.38
-1.94
13.75 0.59
79.85
1.26
87.04
6.58
5.38
-36.87
17.5 0.92
91.6
1.82
3.56
6.58
5.38
-31.57
14.07 0.55
85.42
1.14
83.06
6.58
5.38
-24.18
12.02 3.95
118.69
2.46
66.78
6.58
5.38
-21.01
14.96 0.42
66.69
3.21
76.2
6.58
5.38
28.57
16.39
0.8
91.65
0.94
65.79
6.58
5.38
-29.76
13.98 0.79
93.55
0.68
69.5
6.58
5.38
-33.25
98
Universitas Sumatera Utara
Tbk.(BSIM)
Bank of India
Indonesia
Tbk.(BSWD)
Bank
Tabungan
Negara
(persero)
Tbk.(BBTN)
Bank
Tabungan
Pensiunan
Nasional
Tbk.(BTPN)
Bank Victoria
Internasional
Tbk.(BVIC)
Bank Windu
Kentjana
Internasional
Tbk.(MCOR)
23.19 1.41
67.51
2.33
85.71
6.58
5.38
0
15.03 2.23
81.75
1.26
95.75
6.58
5.38
-26.25
0.7
62.5
3
85
6.58
5.38
38.21
14.86 0.22
11.67 1.42
78.33
1.59
63.62
6.58
5.38
-76.92
20.5
92.97
0.56
79.3
6.58
5.38
BOPO
ROA
LDR
Suku
Bunga
Inflasi
19.33
Data Perusahaan 2012
CAR
Bank Arta
Graha
Internasional
Tbk.(INPC)
Bank bukopin
tbk (BBKP)
Bank Bumi
Arta
Tbk.(BNBA)
21.5
NPL
Return
Saham
0.8
93.02
0.31
101.35
5.77
4.27
15.62
18.45 2.66
81.42
1.28
83.81
5.77
4.27
6.89
19.18
0
78.78
1.64
77.95
5.77
4.27
18.7
18 1.57
88.85
0.84
59.06
5.77
4.27
-25.16
62.4
2.65
68.6
5.77
4.27
13.75
Bank capital
indonesia tbk
(BACA)
Bank central
asia tbk
(BBCA)
14.2
0.2
99
Universitas Sumatera Utara
Bank CIMB
Niaga
Tbk.(BNGA)
15.16 1.11
71.7
2.15
95.04
5.77
4.27
-9.83
0.2
75
2.64
100.7
5.77
4.27
37.8
14.21 0.28
90.02
0.76
81.82
5.77
4.27
-51.21
10.35 1.31
81.49
1.56
84.39
5.77
4.27
204.54
12.83 0.81
87.65
1.05
87.34
5.77
4.27
-3.64
18.11
0.5
79.31
1.68
74.09
5.77
4.27
16.48
27.76 0.31
111.53
0.63
87.37
5.77
4.27
-2.85
15.48 0.37
63.93
2.52
77.66
5.77
4.27
20
10.93 2.14
80.19
1.53
80.58
5.77
4.27
137.8
16.83 0.08
76.73
2.11
52.39
5.77
4.27
-4.25
0.8
71
2.11
77.9
5.77
4.27
-2.63
16.49 0.37
78.93
1.16
86.79
5.77
4.27
49.45
Bank
Danamon
Indonesia
Tbk.(BDMN)
18.9
Bank ekonomi
raharja tbk
(BAEK)
Bank
Himpunan
Saudara 1906
Tbk.(SDRA)
Bank
Internasional
Indonesia
Tbk.(BNII)
Bank
Pembangunan
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
Bank QNB
Kesawan Tbk.
(BKSW) L
Bank Mandiri
(Persero)
Tbk.(BMRI)
Bank
Mayapada
Internasional
Tbk.(MAYA)
Bank Mega
Tbk.(MEGA)
Bank negara
indonesia tbk
(BBNI)
Bank OCB
NISP
16.7
100
Universitas Sumatera Utara
Tbk.(NISP)
Bank Pan
Indonesia
Tbk.(PNBN)
Bank Permata
Tbk.(BNLI)
Bank Pundi
Indonesia
Tbk.(BEKS) L
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
Bank rakyat
indonesia
agroniaga tbk
(AGRO)
Bank
Sinarmas
Tbk.(BSIM)
Bank of India
Indonesia
Tbk.(BSWD)
Bank
Tabungan
Negara
(persero)
Tbk.(BBTN)
Bank
Tabungan
Pensiunan
Nasional
Tbk.(BTPN)
Bank Victoria
Internasional
Tbk.(BVIC)
Bank Windu
Kentjana
Internasional
Tbk.(MCOR)
14.67 0.48
91.2
1.53
1.69
5.77
4.27
-19.23
15.86 0.41
83.13
1.04
89.52
5.77
4.27
-0.67
13.27 4.81
97.77
0.61
83.68
5.77
4.27
10.09
16.95 0.34
59.93
3.39
79.85
5.77
4.27
2.96
14.8 1.56
86.54
0.82
82.49
5.77
4.27
24.57
18.09 2.57
83.75
1.5
80.78
5.77
4.27
-15.37
21.1 0.86
72.31
2.16
93.21
5.77
4.27
160
17.69 3.12
80.74
1.22
93.48
5.77
4.27
24.67
0.6
61
3.35
86
5.77
4.27
54.41
17.96 1.76
78.82
1.43
67.59
5.77
4.27
-9.3
13.86 1.44
81.74
1.45
80.22
5.77
4.27
-5.58
21.5
101
Universitas Sumatera Utara
Data Perusahaan 2013
CAR
Bank Arta
Graha
Internasional
Tbk.(INPC)
Bank bukopin
tbk (BBKP)
Bank Bumi
Arta
Tbk.(BNBA)
NPL
BOPO
ROA
LDR
Suku
Bunga
Inflasi
Return
Saham
23.1
1.76
85.26
1.07
86.05
7.02
6.96
-18.01
17.07
2.26
82.73
1.45
85.8
7.02
6.96
0
16.99
0
84.21
1.39
83.96
7.02
6.96
-4.84
20.13
0.19
88.38
0.99
63.35
7.02
6.96
-28.4
15.7
0.2
61.5
2.87
75.4
7.02
6.96
5.49
15.36
1.55
73.79
1.96
94.49
7.02
6.96
-16.36
17.9
0
82.86
2.26
95.1
7.02
6.96
-33.18
13.1
0.92
94.13
0.84
83.07
7.02
6.96
70
13.07
1.78
84.48
1.5
90.59
7.02
6.96
32.83
Bank capital
indonesia tbk
(BACA)
Bank central
asia tbk
(BBCA)
Bank CIMB
Niaga
Tbk.(BNGA)
Bank
Danamon
Indonesia
Tbk.(BDMN)
Bank ekonomi
raharja tbk
(BAEK)
Bank
Himpunan
Saudara 1906
102
Universitas Sumatera Utara
Tbk.(SDRA)
Bank
Internasional
Indonesia
Tbk.(BNII)
Bank
Pembangunan
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
Bank QNB
Kesawan Tbk.
(BKSW) L
Bank Mandiri
(Persero)
Tbk.(BMRI)
Bank
Mayapada
Internasional
Tbk.(MAYA)
Bank Mega
Tbk.(MEGA)
Bank negara
indonesia tbk
(BBNI)
Bank OCB
NISP
Tbk.(NISP)
Bank Pan
Indonesia
Tbk.(PNBN)
Bank Permata
Tbk.(BNLI)
Bank Pundi
Indonesia
Tbk.(BEKS) L
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
Bank rakyat
indonesia
agroniaga tbk
12.72
1.55
84.69
1.12
87.04
7.02
6.96
-22.67
16.51
0.64
79.41
1.94
96.47
7.02
6.96
-16.03
18.73
0.1
100.82
0.03
113.3
7.02
6.96
-10.15
14.93
0.37
62.41
2.57
82.97
7.02
6.96
-3.08
14.07
0.64
78.58
1.6
85.61
7.02
6.96
-16.53
15.74
2.09
89.66
0.79
57.41
7.02
6.96
16.87
15.1
0.6
67.1
2.34
85.86
7.02
6.96
6.75
19.28
0.35
78.03
1.17
92.49
7.02
6.96
-19.07
15.32
0.75
91.1
1.5
2.13
7.02
6.96
4.76
14.28
0.31
84.99
1.04
89.26
7.02
6.96
-4.32
11.43
3.39
99.65
1.07
84.46
7.02
6.96
-30
16.99
0.31
60.58
3.41
88.54
7.02
6.96
4.31
21.6
0.92
85.88
1.02
87.11
7.02
6.96
20.4
103
Universitas Sumatera Utara
(AGRO)
Bank
Sinarmas
Tbk.(BSIM)
Bank of India
Indonesia
Tbk.(BSWD)
Bank
Tabungan
Negara
(persero)
Tbk.(BBTN)
Bank
Tabungan
Pensiunan
Nasional
Tbk.(BTPN)
Bank Victoria
Internasional
Tbk.(BVIC)
Bank Windu
Kentjana
Internasional
Tbk.(MCOR)
21.82
2.12
83.25
1.27
78.72
7.02
6.96
6.66
15.26
0.81
69.09
2.26
93.76
7.02
6.96
-58.33
15.62
3.04
82.19
1.19
96.02
7.02
6.96
-40
23.1
0.7
61.33
3.06
88
7.02
6.96
-18.09
18.2
0
81.55
1.37
74.73
7.02
6.96
6.38
14.68
1.33
84.89
0.99
82.73
7.02
6.96
-24.85
104
Universitas Sumatera Utara
GET
FILE='C:\Users\SONY\Documents\skripsi final.sav'.
DATASET NAME DataSet1 WINDOW=FRONT.
DESCRIPTIVES VARIABLES=CAR NPL BOPO ROA LDR SB IF RS
/STATISTICS=MEAN STDDEV VARIANCE RANGE MIN MAX SEMEAN.
Descriptives
Notes
Output Created
11-AUG-2015 21:14:18
Comments
Data
Input
C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset
DataSet1
Filter
Weight
Split File
N of Rows in Working Data
84
File
Definition of Missing
Missing Value Handling
Cases Used
User defined missing values
are treated as missing.
All non-missing data are
used.
DESCRIPTIVES
VARIABLES=CAR NPL
BOPO ROA LDR SB IF RS
Syntax
/STATISTICS=MEAN
STDDEV VARIANCE
RANGE MIN MAX SEMEAN.
Processor Time
00:00:00.00
Elapsed Time
00:00:00.01
Resources
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Universitas Sumatera Utara
Descriptive Statistics
N
Range
Minimum
Maximum
Statistic
Statistic
Statistic
Statistic
Mean
Statistic
Std. Error
Capital Adequacy Ratio
84
35.40
10.35
45.75
16.8032
.49873
Non performing Loan
84
4.81
.00
4.81
1.0623
.10464
84
58.76
59.93
118.69
81.2173
1.24025
Return On Asset
84
3.38
.03
3.41
1.5833
.08521
Loan Deposit to Ratio
84
111.61
1.69
113.30
78.9631
2.06992
Suku Bunga
84
1.25
5.77
7.02
6.4567
.05683
Inflasi
84
2.69
4.27
6.96
5.5367
.12115
Return Saham
84
281.46
-76.92
204.54
1.3669
4.55222
Valid N (listwise)
84
Beban operasional terhadap
pendapatan Operasional
Descriptive Statistics
Capital Adequacy Ratio
Non performing Loan
Beban operasional terhadap pendapatan Operasional
Return On Asset
Loan Deposit to Ratio
Suku Bunga
Inflasi
Return Saham
Std. Deviation
Variance
Statistic
Statistic
4.57091
20.893
.95902
.920
11.36707
129.210
.78098
.610
18.97110
359.903
.52082
.271
1.11039
1.233
41.72176
1740.705
Valid N (listwise)
Universitas Sumatera Utara
Regression (Sebelum Transformasi)
Notes
Output Created
11-AUG-2015 21:16:29
Comments
Data
Input
C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset
DataSet1
Filter
Weight
Split File
N of Rows in Working Data
84
File
Definition of Missing
Missing Value Handling
User-defined missing values
are treated as missing.
Statistics are based on cases
Cases Used
with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS BCOV R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT RS
Syntax
/METHOD=ENTER CAR
NPL BOPO ROA LDR SB IF
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE PRED RESID.
Resources
Processor Time
00:00:01.95
Elapsed Time
00:00:02.22
Memory Required
3564 bytes
Universitas Sumatera Utara
Notes
Resources
Additional Memory Required
for Residual Plots
Variables Created or
Modified
864 bytes
Unstandardized Predicted
PRE_1
Value
RES_2
Unstandardized Residual
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Variables Entered/Removed
Model
Variables
Variables
Entered
Removed
a
Method
Inflasi, Beban
operasional
terhadap
pendapatan
Operasional,
Capital
1
Adequacy Ratio,
. Enter
Loan Deposit to
Ratio, Non
performing
Loan, Return On
Asset, Suku
Bunga
b
a. Dependent Variable: Return Saham
b. All requested variables entered.
Universitas Sumatera Utara
b
Model Summary
Model
1
R
.402
a
R Square
.162
Adjusted R Square
.085
Std. Error of the Estimate
39.91672
R Square Change
.162
F Change
Change Statistics
2.097
df1
7
df2
76
Sig. F Change
.054
Durbin-Watson
2.413
a. Predictors: (Constant), Inflasi, Beban operasional
terhadap pendapatan Operasional, Capital Adequacy
Ratio, Loan Deposit to Ratio, Non performing Loan,
Return On Asset, Suku Bunga
b. Dependent Variable: Return Saham
a
ANOVA
Model
Sum of Squares
Regression
1
df
Mean Square
23384.318
7
3340.617
Residual
121094.211
76
1593.345
Total
144478.528
83
F
Sig.
2.097
.054
b
a. Dependent Variable: Return Saham
b. Predictors: (Constant), Inflasi, Beban operasional terhadap pendapatan Operasional, Capital
Adequacy Ratio, Loan Deposit to Ratio, Non performing Loan, Return On Asset, Suku Bunga
Universitas Sumatera Utara
Coefficients
a
Model
1
(Constant)
Capital
Non performing
Beban
Adequacy Ratio
Loan
operasional
terhadap
pendapatan
Operasional
B
365.326
.419
2.829
-.448
Std. Error
145.573
.992
5.166
.674
.046
.065
-.122
2.510
.422
.548
-.665
.014
.674
.586
.508
Zero-order
.026
.023
-.144
Partial
.048
.063
-.076
Part
.044
.058
-.070
Tolerance
.934
.782
.327
1.071
1.279
3.061
Unstandardized Coefficients
Standardized Coefficients
Beta
t
Sig.
Correlations
Collinearity Statistics
VIF
Coefficients
a
Model
1
Return On Asset
Loan Deposit to
Suku Bunga
Inflasi
Ratio
B
1.458
.077
-73.394
23.097
Std. Error
9.261
.247
32.046
15.066
.027
.035
-.916
.615
t
.157
.314
-2.290
1.533
Sig.
.875
.754
.025
.129
Zero-order
.109
.070
-.329
-.270
Partial
.018
.036
-.254
.173
Part
.017
.033
-.241
.161
Tolerance
.367
.877
.069
.069
2.725
1.141
14.511
14.579
Unstandardized Coefficients
Standardized Coefficients
Correlations
Beta
Collinearity Statistics
VIF
a. Dependent Variable: Return Saham
Universitas Sumatera Utara
Coefficient Correlations
Model
a
Inflasi
Beban
Capital
operasional
Adequacy Ratio
terhadap
pendapatan
Operasional
Inflasi
1.000
.070
.021
.070
1.000
-.017
.021
-.017
1.000
Loan Deposit to Ratio
-.144
.282
-.072
Non performing Loan
-.014
-.321
.217
.047
.769
.100
-.965
-.084
-.013
226.991
.715
.310
.715
.455
-.011
.310
-.011
.984
Loan Deposit to Ratio
-.534
.047
-.018
Non performing Loan
-1.107
-1.117
1.111
6.561
4.805
.922
-465.679
-1.807
-.408
Beban operasional terhadap
pendapatan Operasional
Capital Adequacy Ratio
Correlations
Return On Asset
Suku Bunga
1
Inflasi
Beban operasional terhadap
pendapatan Operasional
Capital Adequacy Ratio
Covariances
Return On Asset
Suku Bunga
Universitas Sumatera Utara
Coefficient Correlations
a
Model
Inflasi
Non performing
Ratio
Loan
Return On Asset
-.144
-.014
.047
.282
-.321
.769
Capital Adequacy Ratio
-.072
.217
.100
Loan Deposit to Ratio
1.000
-.197
.205
Non performing Loan
-.197
1.000
-.069
Return On Asset
.205
-.069
1.000
Suku Bunga
.118
.035
-.051
-.534
-1.107
6.561
.047
-1.117
4.805
-.018
1.111
.922
Loan Deposit to Ratio
.061
-.251
.469
Non performing Loan
-.251
26.692
-3.295
Return On Asset
.469
-3.295
85.764
Suku Bunga
.934
5.717
-15.064
Beban operasional terhadap
pendapatan Operasional
Correlations
Loan Deposit to
1
Inflasi
Beban operasional terhadap
pendapatan Operasional
Capital Adequacy Ratio
Covariances
Universitas Sumatera Utara
Coefficient Correlations
a
Model
Suku Bunga
Inflasi
-.965
Beban operasional terhadap pendapatan
-.084
Operasional
Capital Adequacy Ratio
Correlations
-.013
Loan Deposit to Ratio
.118
Non performing Loan
.035
Return On Asset
-.051
Suku Bunga
1.000
1
Inflasi
-465.679
Beban operasional terhadap pendapatan
-1.807
Operasional
Capital Adequacy Ratio
Covariances
-.408
Loan Deposit to Ratio
.934
Non performing Loan
5.717
Return On Asset
-15.064
Suku Bunga
1026.937
a. Dependent Variable: Return Saham
Collinearity Diagnostics
Model
Dimension
Eigenvalue
a
Condition Index
Variance Proportions
(Constant)
Capital
Non performing
Adequacy Ratio
Loan
1
7.234
1.000
.00
.00
.00
2
.458
3.975
.00
.00
.62
3
.175
6.429
.00
.04
.16
4
.058
11.186
.00
.74
.07
5
.048
12.246
.00
.00
.00
6
.024
17.321
.01
.19
.10
7
.003
53.285
.15
.02
.05
8
.000
159.236
.84
.00
.00
1
Universitas Sumatera Utara
Collinearity Diagnostics
Model
Dimension
a
Variance Proportions
Beban
Return On Asset
Loan Deposit to
operasional
Suku Bunga
Inflasi
Ratio
terhadap
pendapatan
Operasional
1
.00
.00
.00
.00
.00
2
.00
.02
.00
.00
.00
3
.00
.29
.00
.00
.00
4
.00
.02
.06
.00
.01
5
.01
.00
.76
.00
.01
6
.09
.01
.00
.00
.05
7
.89
.65
.14
.02
.04
8
.00
.01
.04
.98
.90
1
a. Dependent Variable: Return Saham
Residuals Statistics
Minimum
Predicted Value
Maximum
a
Mean
Std. Deviation
N
-21.6073
35.3544
1.3669
16.78508
84
-1.369
2.025
.000
1.000
84
8.171
31.200
11.652
4.020
84
-33.4273
36.0815
1.1566
17.74158
84
-65.49150
183.77025
.00000
38.19642
84
Std. Residual
-1.641
4.604
.000
.957
84
Stud. Residual
-1.714
4.755
.002
.995
84
-71.47581
196.02855
.21026
41.42304
84
-1.737
5.636
.019
1.068
84
Mahal. Distance
2.490
49.720
6.917
7.433
84
Cook's Distance
.000
.189
.011
.027
84
Centered Leverage Value
.030
.599
.083
.090
84
Std. Predicted Value
Standard Error of Predicted
Value
Adjusted Predicted Value
Residual
Deleted Residual
Stud. Deleted Residual
a. Dependent Variable: Return Saham
Universitas Sumatera Utara
Charts
Universitas Sumatera Utara
Universitas Sumatera Utara
Universitas Sumatera Utara
Regression (Sesudah Transformasi)
Notes
Output Created
11-AUG-2015 21:46:57
Comments
Data
Input
C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset
DataSet1
Filter
Weight
Split File
N of Rows in Working Data
84
File
Definition of Missing
Missing Value Handling
User-defined missing values
are treated as missing.
Statistics are based on cases
Cases Used
with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS BCOV R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT RSt
Syntax
/METHOD=ENTER CARt
NPLt BOPOt ROAt LDRt SBt
IFt
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE PRED RESID.
Resources
Processor Time
00:00:00.45
Elapsed Time
00:00:00.41
Memory Required
3924 bytes
Universitas Sumatera Utara
Notes
Resources
Additional Memory Required
for Residual Plots
Variables Created or
Unstandardized Predicted
PRE_2
Modified
864 bytes
Value
RES_3
Unstandardized Residual
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Variables Entered/Removed
Model
Variables
Variables
Entered
Removed
a
Method
IFt, ROAt, LDRt,
1
CARt, NPLt,
BOPOt, SBt
. Enter
b
a. Dependent Variable: RSt
b. All requested variables entered.
b
Model Summary
Model
1
R
.537
a
R Square
.288
Adjusted R Square
.081
Std. Error of the Estimate
R Square Change
F Change
Change Statistics
.288
1.388
df1
7
df2
24
Sig. F Change
Durbin-Watson
1.03381
.255
1.780
Universitas Sumatera Utara
a. Predictors: (Constant), IFt, ROAt, LDRt, CARt, NPLt,
BOPOt, SBt
b. Dependent Variable: RSt
a
ANOVA
Model
1
Sum of Squares
df
Mean Square
Regression
10.387
7
1.484
Residual
25.650
24
1.069
Total
36.037
31
F
1.388
Sig.
.255
b
a. Dependent Variable: RSt
b. Predictors: (Constant), IFt, ROAt, LDRt, CARt, NPLt, BOPOt, SBt
Coefficients
a
Model
1
(Constant)
B
CARt
NPLt
BOPOt
ROAt
-32.325
-.185
-.254
6.365
.945
23.945
.839
.321
3.403
.679
-.048
-.203
.962
.657
-1.350
-.221
-.791
1.870
1.391
.190
.827
.437
.074
.177
Zero-order
-.157
.131
.160
-.059
Partial
-.045
-.159
.357
.273
Part
-.038
-.136
.322
.240
.641
.449
.112
.133
1.560
2.229
8.925
7.519
Unstandardized Coefficients
Std. Error
Standardized Coefficients
Beta
t
Sig.
Correlations
Tolerance
Collinearity Statistics
VIF
Universitas Sumatera Utara
Coefficients
a
Model
1
LDRt
SBt
IFt
B
.544
7.016
-4.523
Std. Error
.329
11.774
4.935
Beta
.333
.568
-.877
1.653
.596
-.916
.111
.557
.369
Zero-order
.244
-.332
-.340
Partial
.320
.121
-.184
Part
.285
.103
-.158
Tolerance
.731
.033
.032
1.368
30.654
30.911
Unstandardized Coefficients
Standardized Coefficients
t
Sig.
Correlations
Collinearity Statistics
VIF
a. Dependent Variable: RSt
Coefficient Correlations
Model
IFt
Correlations
1
ROAt
a
LDRt
CARt
NPLt
BOPOt
IFt
1.000
-.318
-.028
-.088
-.043
-.252
ROAt
-.318
1.000
.342
.552
-.199
.868
LDRt
-.028
.342
1.000
.092
-.293
.435
CARt
-.088
.552
.092
1.000
.063
.387
NPLt
-.043
-.199
-.293
.063
1.000
-.524
BOPOt
-.252
.868
.435
.387
-.524
1.000
SBt
-.982
.309
.072
.079
.053
.240
IFt
24.356
-1.065
-.045
-.365
-.068
-4.236
ROAt
-1.065
.461
.077
.315
-.043
2.007
Covariances
Universitas Sumatera Utara
LDRt
-.045
.077
.108
.025
-.031
.488
CARt
-.365
.315
.025
.704
.017
1.105
NPLt
-.068
-.043
-.031
.017
.103
-.572
-4.236
2.007
.488
1.105
-.572
11.580
-57.057
2.473
.278
.777
.199
9.627
BOPOt
SBt
Coefficient Correlations
a
Model
SBt
IFt
Correlations
-.982
ROAt
.309
LDRt
.072
CARt
.079
NPLt
.053
BOPOt
.240
SBt
1.000
1
IFt
Covariances
-57.057
ROAt
2.473
LDRt
.278
CARt
.777
NPLt
.199
BOPOt
9.627
SBt
138.616
a. Dependent Variable: RSt
Collinearity Diagnostics
a
Model
1
Dimension
1
2
Eigenvalue
6.274
1.260
.426
.026
.009
.005
Condition Index
1.000
2.231
3.837
15.403
26.424
36.950
(Constant)
.00
.00
.00
.00
.00
.00
CARt
.00
.00
.00
.00
.28
.52
NPLt
.00
.18
.42
.00
.03
.08
Variance Proportions
3
4
5
6
Universitas Sumatera Utara
BOPOt
.00
.00
.00
.00
.00
.01
ROAt
.00
.03
.14
.00
.02
.01
LDRt
.00
.00
.00
.41
.31
.05
SBt
.00
.00
.00
.00
.00
.00
IFt
.00
.00
.00
.01
.02
.01
Collinearity Diagnostics
a
Model
1
Dimension
7
Eigenvalue
8
.000
3.176E-005
226.867
444.410
(Constant)
.05
.95
CARt
.11
.09
NPLt
.24
.05
BOPOt
.52
.47
ROAt
.32
.47
LDRt
.14
.09
SBt
.25
.75
IFt
.24
.73
Condition Index
Variance Proportions
a. Dependent Variable: RSt
Universitas Sumatera Utara
Residuals Statistics
Minimum
Maximum
a
Mean
Std. Deviation
N
Predicted Value
1.6540
4.1783
2.9804
.57884
32
Std. Predicted Value
-2.292
2.069
.000
1.000
32
.340
1.011
.499
.135
32
1.2245
4.7100
3.0283
.68387
32
-1.66083
1.75177
.00000
.90963
32
Std. Residual
-1.607
1.694
.000
.880
32
Stud. Residual
-1.744
1.845
-.005
.991
32
-2.16607
2.07621
-.04788
1.22270
32
-1.827
1.949
-.003
1.016
32
Mahal. Distance
2.379
28.690
6.781
5.208
32
Cook's Distance
.000
.525
.051
.093
32
Centered Leverage Value
.077
.925
.219
.168
32
Standard Error of Predicted
Value
Adjusted Predicted Value
Residual
Deleted Residual
Stud. Deleted Residual
a. Dependent Variable: RSt
Universitas Sumatera Utara
Charts
Universitas Sumatera Utara
Universitas Sumatera Utara
DATASET ACTIVATE DataSet1.
SAVE OUTFILE='C:\Users\SONY\Documents\skripsi final.sav'
/COMPRESSED.
DATASET ACTIVATE DataSet1.
SAVE OUTFILE='C:\Users\SONY\Documents\skripsi final.sav'
/COMPRESSED.
Universitas Sumatera Utara
1. Data Populasi, Sample
Kriteria
NO
Nama Perusahaan
Sampel
1
2
3
4
1
Bank agris tbk
√
-
-
-
2
Bank Arta Graha Internasional tbk
√
√
√
√
Sample 1
3
Bank bukopin tbk
√
√
√
√
Sample 2
4
Bank bumi artha tbk
√
√
√
√
Sample 3
5
Bank capital indonesia tbk
√
√
√
√
Sample 4
6
Bank central asia tbk
√
√
√
√
Sample 5
7
Bank CIMB Niaga tbk
√
√
√
√
Sample 6
8
Bank Danamon Indonesia tbk
√
√
√
√
Sample 7
9
Bank Dinar Indonesia Tbk
√
-
-
-
10
Bank Ekonomi Raharja Tbk
√
√
√
√
Sample 8
11
Bank Himpunan Saudara Tbk.
√
√
√
√
Sample 9
12
Bank Ina Perdana Tbk.
√
-
-
-
13
Bank International Indonesia Tbk.
√
√
√
√
Sample 10
14
Bank Jabar Banten Tbk.
√
√
√
√
Sample 11
15
Bank Kesawan Tbk.
√
√
√
√
Sample 12
16
Bank MandiriTbk.
√
√
√
√
Sample 13
17
Bank Maspion Indonesia Tbk.
√
-
-
-
18
Bank Mayapada International Tbk.
√
√
√
√
Sample 14
19
Bank Mega Tbk.
√
√
√
√
Sample15
20
Bank Mestika Dharma Tbk.
√
-
-
√
21
Bank Mitraniaga Tbk.
√
-
-
√
22
Bank MNC Internasional Tbk.
√
-
-
√
23
Bank MutiaraTbk.
√
-
-
√
95
Universitas Sumatera Utara
24
Bank NationalNobu Tbk.
√
-
-
-
25
Bank Negara Indonesia Tbk.
√
√
√
√
Sample 16
26
Bank NISP OCBC Tbk.
√
√
√
√
Sample 17
27
Bank Pan Indonesia Tbk.
√
√
√
√
Sample 18
28
Bank Permata Tbk.
√
√
√
√
Sample 19
29
Bank Pembangunan Daerah Jawa
Timur Tbk.
√
-
-
-
30
Bank Pundi IndonesiaTbk.
√
√
√
√
Sample 20
31
Bank Rakyat Indonesia Tbk.
√
√
√
√
Sample 21
32
Bank Rakyat Indonesia Agro Niaga
Tbk.
√
√
√
√
Sample 22
33
Bank Mitraniaga Tbk.
√
-
-
-
34
Bank Sinar Mas Tbk.
√
√
√
√
Sample 23
35
Bank Swadesi Tbk.
√
√
√
√
Sample 24
36
Bank Tabungan Negara Tbk.
√
√
√
√
Sample 25
37
Bank Tabungan Pensiunan Nasional
Tbk.
√
√
√
√
Sample 26
38
Bank Victoria InternationalTbk.
√
√
√
√
Sample27
39
Bank Windu Kentjana International
Tbk.
√
√
√
√
Sample28
40
Bank Yudha Bakti Tbk
-
-
-
-
96
Universitas Sumatera Utara
Lampiran 2
Data Variabel Penelitian
Data Perusahaan 2011
CAR
Bank Arta
Graha
Internasional
Tbk.(INPC)
Bank bukopin
tbk (BBKP)
Bank Bumi
Arta
Tbk.(BNBA)
NPL
BOPO
ROA
LDR
Suku
Bunga
Inflasi
Return
Saham
20.5 1.85
92.43
0.52
103.38
6.58
5.38
-10.28
14.33 2.88
82.05
1.3
85.01
6.58
5.38
-10.77
19.96
0.5
82.62
1.44
67.53
6.58
5.38
-15.24
21.58 0.69
92.82
0.59
44.24
6.58
5.38
56.86
0.2
60.9
2.83
61.7
6.58
5.38
25
13.16 1.46
76.1
1.9
94.41
6.58
5.38
-36.12
0
79.3
2.43
98.3
6.58
5.38
-25.92
16.37 0.74
81
0.87
70.06
6.58
5.38
-18
13.38 1.08
80.03
1.77
81.7
6.58
5.38
-24.13
Bank capital
indonesia tbk
(BACA)
Bank central
asia tbk
(BBCA)
12.7
Bank CIMB
Niaga
Tbk.(BNGA)
Bank
Danamon
Indonesia
Tbk.(BDMN)
17.5
Bank ekonomi
raharja tbk
(BAEK)
Bank
Himpunan
Saudara 1906
Tbk.(SDRA)
97
Universitas Sumatera Utara
Bank
Internasional
Indonesia
Tbk.(BNII)
11.85
Bank
Pembangunan
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
Bank QNB
Kesawan Tbk.
(BKSW) L
Bank Mandiri
(Persero)
Tbk.(BMRI)
Bank
Mayapada
Internasional
Tbk.(MAYA)
Bank Mega
Tbk.(MEGA)
Bank negara
indonesia tbk
(BBNI)
Bank OCB
NISP
Tbk.(NISP)
Bank Pan
Indonesia
Tbk.(PNBN)
Bank Permata
Tbk.(BNLI)
Bank Pundi
Indonesia
Tbk.(BEKS) L
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
Bank rakyat
indonesia
agroniaga tbk
(AGRO)
Bank
Sinarmas
1.1
92.75
0.71
88.86
6.58
5.38
-47.17
18.36 0.41
80.02
1.77
72.95
6.58
5.38
-34.48
45.75 0.82
95.26
0.14
75.48
6.58
5.38
12.87
15.34 0.45
67.22
2.3
71.65
6.58
5.38
5.6
14.68 1.51
83.38
1.32
82.1
6.58
5.38
7.51
11.86
0.9
81.84
1.73
63.75
6.58
5.38
-33.82
17.6
0.5
72.6
1.94
70.7
6.58
5.38
-1.94
13.75 0.59
79.85
1.26
87.04
6.58
5.38
-36.87
17.5 0.92
91.6
1.82
3.56
6.58
5.38
-31.57
14.07 0.55
85.42
1.14
83.06
6.58
5.38
-24.18
12.02 3.95
118.69
2.46
66.78
6.58
5.38
-21.01
14.96 0.42
66.69
3.21
76.2
6.58
5.38
28.57
16.39
0.8
91.65
0.94
65.79
6.58
5.38
-29.76
13.98 0.79
93.55
0.68
69.5
6.58
5.38
-33.25
98
Universitas Sumatera Utara
Tbk.(BSIM)
Bank of India
Indonesia
Tbk.(BSWD)
Bank
Tabungan
Negara
(persero)
Tbk.(BBTN)
Bank
Tabungan
Pensiunan
Nasional
Tbk.(BTPN)
Bank Victoria
Internasional
Tbk.(BVIC)
Bank Windu
Kentjana
Internasional
Tbk.(MCOR)
23.19 1.41
67.51
2.33
85.71
6.58
5.38
0
15.03 2.23
81.75
1.26
95.75
6.58
5.38
-26.25
0.7
62.5
3
85
6.58
5.38
38.21
14.86 0.22
11.67 1.42
78.33
1.59
63.62
6.58
5.38
-76.92
20.5
92.97
0.56
79.3
6.58
5.38
BOPO
ROA
LDR
Suku
Bunga
Inflasi
19.33
Data Perusahaan 2012
CAR
Bank Arta
Graha
Internasional
Tbk.(INPC)
Bank bukopin
tbk (BBKP)
Bank Bumi
Arta
Tbk.(BNBA)
21.5
NPL
Return
Saham
0.8
93.02
0.31
101.35
5.77
4.27
15.62
18.45 2.66
81.42
1.28
83.81
5.77
4.27
6.89
19.18
0
78.78
1.64
77.95
5.77
4.27
18.7
18 1.57
88.85
0.84
59.06
5.77
4.27
-25.16
62.4
2.65
68.6
5.77
4.27
13.75
Bank capital
indonesia tbk
(BACA)
Bank central
asia tbk
(BBCA)
14.2
0.2
99
Universitas Sumatera Utara
Bank CIMB
Niaga
Tbk.(BNGA)
15.16 1.11
71.7
2.15
95.04
5.77
4.27
-9.83
0.2
75
2.64
100.7
5.77
4.27
37.8
14.21 0.28
90.02
0.76
81.82
5.77
4.27
-51.21
10.35 1.31
81.49
1.56
84.39
5.77
4.27
204.54
12.83 0.81
87.65
1.05
87.34
5.77
4.27
-3.64
18.11
0.5
79.31
1.68
74.09
5.77
4.27
16.48
27.76 0.31
111.53
0.63
87.37
5.77
4.27
-2.85
15.48 0.37
63.93
2.52
77.66
5.77
4.27
20
10.93 2.14
80.19
1.53
80.58
5.77
4.27
137.8
16.83 0.08
76.73
2.11
52.39
5.77
4.27
-4.25
0.8
71
2.11
77.9
5.77
4.27
-2.63
16.49 0.37
78.93
1.16
86.79
5.77
4.27
49.45
Bank
Danamon
Indonesia
Tbk.(BDMN)
18.9
Bank ekonomi
raharja tbk
(BAEK)
Bank
Himpunan
Saudara 1906
Tbk.(SDRA)
Bank
Internasional
Indonesia
Tbk.(BNII)
Bank
Pembangunan
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
Bank QNB
Kesawan Tbk.
(BKSW) L
Bank Mandiri
(Persero)
Tbk.(BMRI)
Bank
Mayapada
Internasional
Tbk.(MAYA)
Bank Mega
Tbk.(MEGA)
Bank negara
indonesia tbk
(BBNI)
Bank OCB
NISP
16.7
100
Universitas Sumatera Utara
Tbk.(NISP)
Bank Pan
Indonesia
Tbk.(PNBN)
Bank Permata
Tbk.(BNLI)
Bank Pundi
Indonesia
Tbk.(BEKS) L
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
Bank rakyat
indonesia
agroniaga tbk
(AGRO)
Bank
Sinarmas
Tbk.(BSIM)
Bank of India
Indonesia
Tbk.(BSWD)
Bank
Tabungan
Negara
(persero)
Tbk.(BBTN)
Bank
Tabungan
Pensiunan
Nasional
Tbk.(BTPN)
Bank Victoria
Internasional
Tbk.(BVIC)
Bank Windu
Kentjana
Internasional
Tbk.(MCOR)
14.67 0.48
91.2
1.53
1.69
5.77
4.27
-19.23
15.86 0.41
83.13
1.04
89.52
5.77
4.27
-0.67
13.27 4.81
97.77
0.61
83.68
5.77
4.27
10.09
16.95 0.34
59.93
3.39
79.85
5.77
4.27
2.96
14.8 1.56
86.54
0.82
82.49
5.77
4.27
24.57
18.09 2.57
83.75
1.5
80.78
5.77
4.27
-15.37
21.1 0.86
72.31
2.16
93.21
5.77
4.27
160
17.69 3.12
80.74
1.22
93.48
5.77
4.27
24.67
0.6
61
3.35
86
5.77
4.27
54.41
17.96 1.76
78.82
1.43
67.59
5.77
4.27
-9.3
13.86 1.44
81.74
1.45
80.22
5.77
4.27
-5.58
21.5
101
Universitas Sumatera Utara
Data Perusahaan 2013
CAR
Bank Arta
Graha
Internasional
Tbk.(INPC)
Bank bukopin
tbk (BBKP)
Bank Bumi
Arta
Tbk.(BNBA)
NPL
BOPO
ROA
LDR
Suku
Bunga
Inflasi
Return
Saham
23.1
1.76
85.26
1.07
86.05
7.02
6.96
-18.01
17.07
2.26
82.73
1.45
85.8
7.02
6.96
0
16.99
0
84.21
1.39
83.96
7.02
6.96
-4.84
20.13
0.19
88.38
0.99
63.35
7.02
6.96
-28.4
15.7
0.2
61.5
2.87
75.4
7.02
6.96
5.49
15.36
1.55
73.79
1.96
94.49
7.02
6.96
-16.36
17.9
0
82.86
2.26
95.1
7.02
6.96
-33.18
13.1
0.92
94.13
0.84
83.07
7.02
6.96
70
13.07
1.78
84.48
1.5
90.59
7.02
6.96
32.83
Bank capital
indonesia tbk
(BACA)
Bank central
asia tbk
(BBCA)
Bank CIMB
Niaga
Tbk.(BNGA)
Bank
Danamon
Indonesia
Tbk.(BDMN)
Bank ekonomi
raharja tbk
(BAEK)
Bank
Himpunan
Saudara 1906
102
Universitas Sumatera Utara
Tbk.(SDRA)
Bank
Internasional
Indonesia
Tbk.(BNII)
Bank
Pembangunan
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
Bank QNB
Kesawan Tbk.
(BKSW) L
Bank Mandiri
(Persero)
Tbk.(BMRI)
Bank
Mayapada
Internasional
Tbk.(MAYA)
Bank Mega
Tbk.(MEGA)
Bank negara
indonesia tbk
(BBNI)
Bank OCB
NISP
Tbk.(NISP)
Bank Pan
Indonesia
Tbk.(PNBN)
Bank Permata
Tbk.(BNLI)
Bank Pundi
Indonesia
Tbk.(BEKS) L
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
Bank rakyat
indonesia
agroniaga tbk
12.72
1.55
84.69
1.12
87.04
7.02
6.96
-22.67
16.51
0.64
79.41
1.94
96.47
7.02
6.96
-16.03
18.73
0.1
100.82
0.03
113.3
7.02
6.96
-10.15
14.93
0.37
62.41
2.57
82.97
7.02
6.96
-3.08
14.07
0.64
78.58
1.6
85.61
7.02
6.96
-16.53
15.74
2.09
89.66
0.79
57.41
7.02
6.96
16.87
15.1
0.6
67.1
2.34
85.86
7.02
6.96
6.75
19.28
0.35
78.03
1.17
92.49
7.02
6.96
-19.07
15.32
0.75
91.1
1.5
2.13
7.02
6.96
4.76
14.28
0.31
84.99
1.04
89.26
7.02
6.96
-4.32
11.43
3.39
99.65
1.07
84.46
7.02
6.96
-30
16.99
0.31
60.58
3.41
88.54
7.02
6.96
4.31
21.6
0.92
85.88
1.02
87.11
7.02
6.96
20.4
103
Universitas Sumatera Utara
(AGRO)
Bank
Sinarmas
Tbk.(BSIM)
Bank of India
Indonesia
Tbk.(BSWD)
Bank
Tabungan
Negara
(persero)
Tbk.(BBTN)
Bank
Tabungan
Pensiunan
Nasional
Tbk.(BTPN)
Bank Victoria
Internasional
Tbk.(BVIC)
Bank Windu
Kentjana
Internasional
Tbk.(MCOR)
21.82
2.12
83.25
1.27
78.72
7.02
6.96
6.66
15.26
0.81
69.09
2.26
93.76
7.02
6.96
-58.33
15.62
3.04
82.19
1.19
96.02
7.02
6.96
-40
23.1
0.7
61.33
3.06
88
7.02
6.96
-18.09
18.2
0
81.55
1.37
74.73
7.02
6.96
6.38
14.68
1.33
84.89
0.99
82.73
7.02
6.96
-24.85
104
Universitas Sumatera Utara
GET
FILE='C:\Users\SONY\Documents\skripsi final.sav'.
DATASET NAME DataSet1 WINDOW=FRONT.
DESCRIPTIVES VARIABLES=CAR NPL BOPO ROA LDR SB IF RS
/STATISTICS=MEAN STDDEV VARIANCE RANGE MIN MAX SEMEAN.
Descriptives
Notes
Output Created
11-AUG-2015 21:14:18
Comments
Data
Input
C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset
DataSet1
Filter
Weight
Split File
N of Rows in Working Data
84
File
Definition of Missing
Missing Value Handling
Cases Used
User defined missing values
are treated as missing.
All non-missing data are
used.
DESCRIPTIVES
VARIABLES=CAR NPL
BOPO ROA LDR SB IF RS
Syntax
/STATISTICS=MEAN
STDDEV VARIANCE
RANGE MIN MAX SEMEAN.
Processor Time
00:00:00.00
Elapsed Time
00:00:00.01
Resources
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Universitas Sumatera Utara
Descriptive Statistics
N
Range
Minimum
Maximum
Statistic
Statistic
Statistic
Statistic
Mean
Statistic
Std. Error
Capital Adequacy Ratio
84
35.40
10.35
45.75
16.8032
.49873
Non performing Loan
84
4.81
.00
4.81
1.0623
.10464
84
58.76
59.93
118.69
81.2173
1.24025
Return On Asset
84
3.38
.03
3.41
1.5833
.08521
Loan Deposit to Ratio
84
111.61
1.69
113.30
78.9631
2.06992
Suku Bunga
84
1.25
5.77
7.02
6.4567
.05683
Inflasi
84
2.69
4.27
6.96
5.5367
.12115
Return Saham
84
281.46
-76.92
204.54
1.3669
4.55222
Valid N (listwise)
84
Beban operasional terhadap
pendapatan Operasional
Descriptive Statistics
Capital Adequacy Ratio
Non performing Loan
Beban operasional terhadap pendapatan Operasional
Return On Asset
Loan Deposit to Ratio
Suku Bunga
Inflasi
Return Saham
Std. Deviation
Variance
Statistic
Statistic
4.57091
20.893
.95902
.920
11.36707
129.210
.78098
.610
18.97110
359.903
.52082
.271
1.11039
1.233
41.72176
1740.705
Valid N (listwise)
Universitas Sumatera Utara
Regression (Sebelum Transformasi)
Notes
Output Created
11-AUG-2015 21:16:29
Comments
Data
Input
C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset
DataSet1
Filter
Weight
Split File
N of Rows in Working Data
84
File
Definition of Missing
Missing Value Handling
User-defined missing values
are treated as missing.
Statistics are based on cases
Cases Used
with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS BCOV R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT RS
Syntax
/METHOD=ENTER CAR
NPL BOPO ROA LDR SB IF
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE PRED RESID.
Resources
Processor Time
00:00:01.95
Elapsed Time
00:00:02.22
Memory Required
3564 bytes
Universitas Sumatera Utara
Notes
Resources
Additional Memory Required
for Residual Plots
Variables Created or
Modified
864 bytes
Unstandardized Predicted
PRE_1
Value
RES_2
Unstandardized Residual
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Variables Entered/Removed
Model
Variables
Variables
Entered
Removed
a
Method
Inflasi, Beban
operasional
terhadap
pendapatan
Operasional,
Capital
1
Adequacy Ratio,
. Enter
Loan Deposit to
Ratio, Non
performing
Loan, Return On
Asset, Suku
Bunga
b
a. Dependent Variable: Return Saham
b. All requested variables entered.
Universitas Sumatera Utara
b
Model Summary
Model
1
R
.402
a
R Square
.162
Adjusted R Square
.085
Std. Error of the Estimate
39.91672
R Square Change
.162
F Change
Change Statistics
2.097
df1
7
df2
76
Sig. F Change
.054
Durbin-Watson
2.413
a. Predictors: (Constant), Inflasi, Beban operasional
terhadap pendapatan Operasional, Capital Adequacy
Ratio, Loan Deposit to Ratio, Non performing Loan,
Return On Asset, Suku Bunga
b. Dependent Variable: Return Saham
a
ANOVA
Model
Sum of Squares
Regression
1
df
Mean Square
23384.318
7
3340.617
Residual
121094.211
76
1593.345
Total
144478.528
83
F
Sig.
2.097
.054
b
a. Dependent Variable: Return Saham
b. Predictors: (Constant), Inflasi, Beban operasional terhadap pendapatan Operasional, Capital
Adequacy Ratio, Loan Deposit to Ratio, Non performing Loan, Return On Asset, Suku Bunga
Universitas Sumatera Utara
Coefficients
a
Model
1
(Constant)
Capital
Non performing
Beban
Adequacy Ratio
Loan
operasional
terhadap
pendapatan
Operasional
B
365.326
.419
2.829
-.448
Std. Error
145.573
.992
5.166
.674
.046
.065
-.122
2.510
.422
.548
-.665
.014
.674
.586
.508
Zero-order
.026
.023
-.144
Partial
.048
.063
-.076
Part
.044
.058
-.070
Tolerance
.934
.782
.327
1.071
1.279
3.061
Unstandardized Coefficients
Standardized Coefficients
Beta
t
Sig.
Correlations
Collinearity Statistics
VIF
Coefficients
a
Model
1
Return On Asset
Loan Deposit to
Suku Bunga
Inflasi
Ratio
B
1.458
.077
-73.394
23.097
Std. Error
9.261
.247
32.046
15.066
.027
.035
-.916
.615
t
.157
.314
-2.290
1.533
Sig.
.875
.754
.025
.129
Zero-order
.109
.070
-.329
-.270
Partial
.018
.036
-.254
.173
Part
.017
.033
-.241
.161
Tolerance
.367
.877
.069
.069
2.725
1.141
14.511
14.579
Unstandardized Coefficients
Standardized Coefficients
Correlations
Beta
Collinearity Statistics
VIF
a. Dependent Variable: Return Saham
Universitas Sumatera Utara
Coefficient Correlations
Model
a
Inflasi
Beban
Capital
operasional
Adequacy Ratio
terhadap
pendapatan
Operasional
Inflasi
1.000
.070
.021
.070
1.000
-.017
.021
-.017
1.000
Loan Deposit to Ratio
-.144
.282
-.072
Non performing Loan
-.014
-.321
.217
.047
.769
.100
-.965
-.084
-.013
226.991
.715
.310
.715
.455
-.011
.310
-.011
.984
Loan Deposit to Ratio
-.534
.047
-.018
Non performing Loan
-1.107
-1.117
1.111
6.561
4.805
.922
-465.679
-1.807
-.408
Beban operasional terhadap
pendapatan Operasional
Capital Adequacy Ratio
Correlations
Return On Asset
Suku Bunga
1
Inflasi
Beban operasional terhadap
pendapatan Operasional
Capital Adequacy Ratio
Covariances
Return On Asset
Suku Bunga
Universitas Sumatera Utara
Coefficient Correlations
a
Model
Inflasi
Non performing
Ratio
Loan
Return On Asset
-.144
-.014
.047
.282
-.321
.769
Capital Adequacy Ratio
-.072
.217
.100
Loan Deposit to Ratio
1.000
-.197
.205
Non performing Loan
-.197
1.000
-.069
Return On Asset
.205
-.069
1.000
Suku Bunga
.118
.035
-.051
-.534
-1.107
6.561
.047
-1.117
4.805
-.018
1.111
.922
Loan Deposit to Ratio
.061
-.251
.469
Non performing Loan
-.251
26.692
-3.295
Return On Asset
.469
-3.295
85.764
Suku Bunga
.934
5.717
-15.064
Beban operasional terhadap
pendapatan Operasional
Correlations
Loan Deposit to
1
Inflasi
Beban operasional terhadap
pendapatan Operasional
Capital Adequacy Ratio
Covariances
Universitas Sumatera Utara
Coefficient Correlations
a
Model
Suku Bunga
Inflasi
-.965
Beban operasional terhadap pendapatan
-.084
Operasional
Capital Adequacy Ratio
Correlations
-.013
Loan Deposit to Ratio
.118
Non performing Loan
.035
Return On Asset
-.051
Suku Bunga
1.000
1
Inflasi
-465.679
Beban operasional terhadap pendapatan
-1.807
Operasional
Capital Adequacy Ratio
Covariances
-.408
Loan Deposit to Ratio
.934
Non performing Loan
5.717
Return On Asset
-15.064
Suku Bunga
1026.937
a. Dependent Variable: Return Saham
Collinearity Diagnostics
Model
Dimension
Eigenvalue
a
Condition Index
Variance Proportions
(Constant)
Capital
Non performing
Adequacy Ratio
Loan
1
7.234
1.000
.00
.00
.00
2
.458
3.975
.00
.00
.62
3
.175
6.429
.00
.04
.16
4
.058
11.186
.00
.74
.07
5
.048
12.246
.00
.00
.00
6
.024
17.321
.01
.19
.10
7
.003
53.285
.15
.02
.05
8
.000
159.236
.84
.00
.00
1
Universitas Sumatera Utara
Collinearity Diagnostics
Model
Dimension
a
Variance Proportions
Beban
Return On Asset
Loan Deposit to
operasional
Suku Bunga
Inflasi
Ratio
terhadap
pendapatan
Operasional
1
.00
.00
.00
.00
.00
2
.00
.02
.00
.00
.00
3
.00
.29
.00
.00
.00
4
.00
.02
.06
.00
.01
5
.01
.00
.76
.00
.01
6
.09
.01
.00
.00
.05
7
.89
.65
.14
.02
.04
8
.00
.01
.04
.98
.90
1
a. Dependent Variable: Return Saham
Residuals Statistics
Minimum
Predicted Value
Maximum
a
Mean
Std. Deviation
N
-21.6073
35.3544
1.3669
16.78508
84
-1.369
2.025
.000
1.000
84
8.171
31.200
11.652
4.020
84
-33.4273
36.0815
1.1566
17.74158
84
-65.49150
183.77025
.00000
38.19642
84
Std. Residual
-1.641
4.604
.000
.957
84
Stud. Residual
-1.714
4.755
.002
.995
84
-71.47581
196.02855
.21026
41.42304
84
-1.737
5.636
.019
1.068
84
Mahal. Distance
2.490
49.720
6.917
7.433
84
Cook's Distance
.000
.189
.011
.027
84
Centered Leverage Value
.030
.599
.083
.090
84
Std. Predicted Value
Standard Error of Predicted
Value
Adjusted Predicted Value
Residual
Deleted Residual
Stud. Deleted Residual
a. Dependent Variable: Return Saham
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Charts
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Regression (Sesudah Transformasi)
Notes
Output Created
11-AUG-2015 21:46:57
Comments
Data
Input
C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset
DataSet1
Filter
Weight
Split File
N of Rows in Working Data
84
File
Definition of Missing
Missing Value Handling
User-defined missing values
are treated as missing.
Statistics are based on cases
Cases Used
with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS BCOV R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT RSt
Syntax
/METHOD=ENTER CARt
NPLt BOPOt ROAt LDRt SBt
IFt
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE PRED RESID.
Resources
Processor Time
00:00:00.45
Elapsed Time
00:00:00.41
Memory Required
3924 bytes
Universitas Sumatera Utara
Notes
Resources
Additional Memory Required
for Residual Plots
Variables Created or
Unstandardized Predicted
PRE_2
Modified
864 bytes
Value
RES_3
Unstandardized Residual
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Variables Entered/Removed
Model
Variables
Variables
Entered
Removed
a
Method
IFt, ROAt, LDRt,
1
CARt, NPLt,
BOPOt, SBt
. Enter
b
a. Dependent Variable: RSt
b. All requested variables entered.
b
Model Summary
Model
1
R
.537
a
R Square
.288
Adjusted R Square
.081
Std. Error of the Estimate
R Square Change
F Change
Change Statistics
.288
1.388
df1
7
df2
24
Sig. F Change
Durbin-Watson
1.03381
.255
1.780
Universitas Sumatera Utara
a. Predictors: (Constant), IFt, ROAt, LDRt, CARt, NPLt,
BOPOt, SBt
b. Dependent Variable: RSt
a
ANOVA
Model
1
Sum of Squares
df
Mean Square
Regression
10.387
7
1.484
Residual
25.650
24
1.069
Total
36.037
31
F
1.388
Sig.
.255
b
a. Dependent Variable: RSt
b. Predictors: (Constant), IFt, ROAt, LDRt, CARt, NPLt, BOPOt, SBt
Coefficients
a
Model
1
(Constant)
B
CARt
NPLt
BOPOt
ROAt
-32.325
-.185
-.254
6.365
.945
23.945
.839
.321
3.403
.679
-.048
-.203
.962
.657
-1.350
-.221
-.791
1.870
1.391
.190
.827
.437
.074
.177
Zero-order
-.157
.131
.160
-.059
Partial
-.045
-.159
.357
.273
Part
-.038
-.136
.322
.240
.641
.449
.112
.133
1.560
2.229
8.925
7.519
Unstandardized Coefficients
Std. Error
Standardized Coefficients
Beta
t
Sig.
Correlations
Tolerance
Collinearity Statistics
VIF
Universitas Sumatera Utara
Coefficients
a
Model
1
LDRt
SBt
IFt
B
.544
7.016
-4.523
Std. Error
.329
11.774
4.935
Beta
.333
.568
-.877
1.653
.596
-.916
.111
.557
.369
Zero-order
.244
-.332
-.340
Partial
.320
.121
-.184
Part
.285
.103
-.158
Tolerance
.731
.033
.032
1.368
30.654
30.911
Unstandardized Coefficients
Standardized Coefficients
t
Sig.
Correlations
Collinearity Statistics
VIF
a. Dependent Variable: RSt
Coefficient Correlations
Model
IFt
Correlations
1
ROAt
a
LDRt
CARt
NPLt
BOPOt
IFt
1.000
-.318
-.028
-.088
-.043
-.252
ROAt
-.318
1.000
.342
.552
-.199
.868
LDRt
-.028
.342
1.000
.092
-.293
.435
CARt
-.088
.552
.092
1.000
.063
.387
NPLt
-.043
-.199
-.293
.063
1.000
-.524
BOPOt
-.252
.868
.435
.387
-.524
1.000
SBt
-.982
.309
.072
.079
.053
.240
IFt
24.356
-1.065
-.045
-.365
-.068
-4.236
ROAt
-1.065
.461
.077
.315
-.043
2.007
Covariances
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LDRt
-.045
.077
.108
.025
-.031
.488
CARt
-.365
.315
.025
.704
.017
1.105
NPLt
-.068
-.043
-.031
.017
.103
-.572
-4.236
2.007
.488
1.105
-.572
11.580
-57.057
2.473
.278
.777
.199
9.627
BOPOt
SBt
Coefficient Correlations
a
Model
SBt
IFt
Correlations
-.982
ROAt
.309
LDRt
.072
CARt
.079
NPLt
.053
BOPOt
.240
SBt
1.000
1
IFt
Covariances
-57.057
ROAt
2.473
LDRt
.278
CARt
.777
NPLt
.199
BOPOt
9.627
SBt
138.616
a. Dependent Variable: RSt
Collinearity Diagnostics
a
Model
1
Dimension
1
2
Eigenvalue
6.274
1.260
.426
.026
.009
.005
Condition Index
1.000
2.231
3.837
15.403
26.424
36.950
(Constant)
.00
.00
.00
.00
.00
.00
CARt
.00
.00
.00
.00
.28
.52
NPLt
.00
.18
.42
.00
.03
.08
Variance Proportions
3
4
5
6
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BOPOt
.00
.00
.00
.00
.00
.01
ROAt
.00
.03
.14
.00
.02
.01
LDRt
.00
.00
.00
.41
.31
.05
SBt
.00
.00
.00
.00
.00
.00
IFt
.00
.00
.00
.01
.02
.01
Collinearity Diagnostics
a
Model
1
Dimension
7
Eigenvalue
8
.000
3.176E-005
226.867
444.410
(Constant)
.05
.95
CARt
.11
.09
NPLt
.24
.05
BOPOt
.52
.47
ROAt
.32
.47
LDRt
.14
.09
SBt
.25
.75
IFt
.24
.73
Condition Index
Variance Proportions
a. Dependent Variable: RSt
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Residuals Statistics
Minimum
Maximum
a
Mean
Std. Deviation
N
Predicted Value
1.6540
4.1783
2.9804
.57884
32
Std. Predicted Value
-2.292
2.069
.000
1.000
32
.340
1.011
.499
.135
32
1.2245
4.7100
3.0283
.68387
32
-1.66083
1.75177
.00000
.90963
32
Std. Residual
-1.607
1.694
.000
.880
32
Stud. Residual
-1.744
1.845
-.005
.991
32
-2.16607
2.07621
-.04788
1.22270
32
-1.827
1.949
-.003
1.016
32
Mahal. Distance
2.379
28.690
6.781
5.208
32
Cook's Distance
.000
.525
.051
.093
32
Centered Leverage Value
.077
.925
.219
.168
32
Standard Error of Predicted
Value
Adjusted Predicted Value
Residual
Deleted Residual
Stud. Deleted Residual
a. Dependent Variable: RSt
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Charts
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DATASET ACTIVATE DataSet1.
SAVE OUTFILE='C:\Users\SONY\Documents\skripsi final.sav'
/COMPRESSED.
DATASET ACTIVATE DataSet1.
SAVE OUTFILE='C:\Users\SONY\Documents\skripsi final.sav'
/COMPRESSED.
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