Analisis Pengaruh Kinerja Perusahaan Dan Kinerja Pasar Terhadap Harga Saham Pada Perusahaan Real Estate Dan Property Yang Terdaftar Di Bursa Efek Indonesia
Lampiran i Daftar Populasi Perusahaan Real Estate dan Property yang Terdaftar di BEI
23 JIHD Jakarta International Hotel & Dev. Tbk
8 17 FMII Fortune Mate Indonesia Tbk. √
√
X 18 KPIG Global Land Development Tbk. √
√
X 19 GMTD Gowa Makassar Tourism Dev. Tbk. √
√ √
9 20 OMRE Indonesia Prima Property Tbk. √ √
X 21 DILD Intiland Development Tbk. √
√ √
10 22 JAKA Jaka Inti Realtindo Tbk. √ X X
X X
√ √
X 24 JRPT Jaya Real Property Tbk. √ √ √
11 25 KIJA Kawasan Industri Jababeka Tbk. √
√
X 26 LCGP Laguna Cipta Griya Tbk. √ √
X 27 LAMI Lamicitra Nusantara Tbk. √
√ √
12 28 LPCK Lippo Cikarang Tbk. √ √ √
13 29 LPKR Lippo Karawaci Tbk. √
√ √
14 30 MKPI Metropolitan Kentjana Tbk.
X X
7 16 DUTI Duta Pertiwi Tbk. √ √ √
√
No Kode Nama Perusahaan Kriteria Sampel
√
1
2
3 1 ASRI Alam Sutera Realty Tbk. √
√ √
1 2 ELTY Bakrieland Development Tbk. √ X X 3 BAPA Bekasi Asri Pemula Tbk.
X X
X 4 BIPP Bhuwanatala Indah Permai Tbk. √ √
X
5 BMSR Bintang Mitra Semestaraya Tbk. √ √
X 6 BKDP Bukit Darmo Property Tbk. √
X 7 BCIP Bumi Citra Permai Tbk.
6 14 SCBD Danayasa Arthatama Tbk. √ X X 15 DART Duta Anggada Realty Tbk.
X X
X 8 BSDE Bumi Serpong Damai Tbk. √ √ √
2 9 CTRA Ciputra Development Tbk. √
√ √
3 10 CTRP Ciputra Property Tbk. √ √ √
4 11 CTRS Ciputra Surya Tbk. √
√ √
5 12 CKRA Citra Kebun Raya Agri Tbk. √
√
X 13 COWL Cowell Development Tbk. √
√ √
X
31 MDLN Modernland Realty Ltd. Tbk. √ √
15 √ 32 PTRA New Century Development Tbk.
√ X X Kriteria
No Kode Nama Perusahaan
1
2
3 Sampel
33 PWON Pakuwon Jati Tbk. √
X √ 34 PWSI Panca Wiratama Sakti Tbk.
√ X X
35 GPRA Perdana Gapuraprima Tbk. √ √
16 √ 36 RBMS Ristia Bintang Mahkotasejati Tbk.
17 √ √ √
37 RODA Royal Oak Development Tbk √ √
X 38 BKSL Sentul City Tbk.
X √ √
39 SMRA Summarecon Agung Tbk. √ √
18 √ 40 SIPP Suryainti Permata Tbk.
19 √ √ √
41 SMDM Suryamas Dutamakmur Tbk. √
X √
Lampiran ii
Daftar Sampel Perusahaan Real Estate dan Property yang Terdaftar di BEI
No Kode Nama Perusahaan 1 ASRI Alam Sutera Realty Tbk.
2 BSDE Bumi Serpong Damai Tbk.
3 CTRA Ciputra Development Tbk.
4 CTRP Ciputra Property Tbk.
5 CTRS Ciputra Surya Tbk.
6 COWL Cowell Development Tbk.
7 DART Duta Anggada Realty Tbk.
8 DUTI Duta Pertiwi Tbk.
9 GMTD Gowa Makassar Tourism Dev. Tbk.
10 DILD Intiland Development Tbk.
11 JRPT Jaya Real Property Tbk.
12 LAMI Lamicitra Nusantara Tbk.
13 LPCK Lippo Cikarang Tbk.
14 LPKR Lippo Karawaci Tbk.
15 MDLN Modernland Realty Ltd. Tbk.
16 GPRA Perdana Gapuraprima Tbk.
17 RBMS Ristia Bintang Mahkotasejati Tbk.
18 SMRA Summarecon Agung Tbk.
19 SIPP Suryainti Permata Tbk.
Lampiran iii
Daftar Variabel Dependen dan Independen 2008
No Kode Nama Perusahaan ROA ROE NPMIHSG HARGA SAHAM
50
16 GPRA Perdana Gapuraprima Tbk. 0,80 2,14 3,71 1355,41
85
13 LPCK Lippo Cikarang Tbk. 1,01 2,99 5,12 1355,41
205
14 LPKR Lippo Karawaci Tbk. 3,14 8,24 14,52 1355,41
800
15 MDLN Modernland Realty Ltd. Tbk. 0,12 0,22 1,14 1355,41
50
340
500
17 RBMS Ristia Bintang Mahkotasejati Tbk. 0,81 0,90 3,49
1355,41
97
18 SMRA Summarecon Agung Tbk. 2,59 5,99 7,42 1355,41
166
19 SIPP Suryainti Permata Tbk. 3,08 7,02 51,68 1355,41
205
12 LAMI Lamicitra Nusantara Tbk. 1,45 5,34 8,22 1355,41
11 JRPT Jaya Real Property Tbk. 6,68 11,97 22,79 1355,41
2 BSDE Bumi Serpong Damai Tbk. 5,10 10,76 16,12 1355,41
6 COWL Cowell Development Tbk. 3,19 5,56 7,89 1355,41
95
3 CTRA Ciputra Development Tbk. 2,49 5,05 15,51 1355,41
184
4 CTRP Ciputra Property Tbk. 5,17 5,79 57,77 1355,41
129
5 CTRS Ciputra Surya Tbk. 6,68 10,29 24,83 1355,41
158
410
1 ASRI Alam Sutera Realty Tbk. 1,92 3,35 13,51 1355,41
7 DART Duta Anggada Realty Tbk. 3,63 15,79 27,13 1355,41
250
8 DUTI Duta Pertiwi Tbk. 0,88 1,76 3,77 1355,41
1000
9 GMTD Gowa Makassar Tourism Dev. Tbk. 2,79 8,64 13,35
1355,41 147
10 DILD Intiland Development Tbk. 0,67 1,25 4,26 1355,41
400
Lampiran iv
Daftar Variabel Dependen dan Independen 2009
No Kode Nama PerusahaanROA ROE NPM
IHSG HARGA SAHAM 1 ASRI Alam Sutera Realty Tbk.
2,64 4,87 23,29 2534,36 105 2 BSDE Bumi Serpong Damai Tbk. 6,72 13,19 24,29 2534,36 880 3 CTRA Ciputra Development Tbk. 1,59 2,93 10,23 2534,36 485 4 CTRP Ciputra Property Tbk. 2,03 2,24 21,99 2534,36 245 5 CTRS Ciputra Surya Tbk. 2,51 3,91 14,59 2534,36 510 6 COWL Cowell Development Tbk. 6,59 10,43 13,83 2534,36 475 7 DART Duta Anggada Realty Tbk. 0,93 4,53 9,60 2534,36 195 8 DUTI Duta Pertiwi Tbk. 4,78 8,55 21,14 2534,36 640
9 GMTD Gowa Makassar Tourism Dev. Tbk.
4,41 12,90 21,40 2534,36 147 10 DILD Intiland Development Tbk. 1,19 2,21 6,62 2534,36 640 11 JRPT Jaya Real Property Tbk. 7,41 14,19 28,95 2534,36 800 12 LAMI Lamicitra Nusantara Tbk. 2,06 6,75 9,34 2534,36
95 13 LPCK Lippo Cikarang Tbk. 1,65 5,15 7,94 2534,36 225 14 LPKR Lippo Karawaci Tbk. 3,19 7,94 15,12 2534,36 510 15 MDLN Modernland Realty Ltd. Tbk. 0,13 0,22 0,89 2534,36 125 16 GPRA Perdana Gapuraprima Tbk. 2,36 5,57 10,24 2534,36 140
17 RBMS Ristia Bintang Mahkotasejati Tbk.
0,09 0,10 0,98 2534,36
75 18 SMRA Summarecon Agung Tbk. 3,75 9,74 13,97 2534,36 600 19 SIPP Suryainti Permata Tbk. 2,63 5,19 1164,75 2534,36 100
Lampiran v
Daftar Variabel Dependen dan Independen 2010
No Kode Nama Perusahaan ROA ROE NPM3703,51 454 11 JRPT Jaya Real Property Tbk.
0,02 0,06 32,30 3703,51
3703,51 1090 19 SIPP Suryainti Permata Tbk.
81 18 SMRA Summarecon Agung Tbk. 3,80 10,91 13,77
0,39 0,42 2,96 3703,51
17 RBMS Ristia Bintang Mahkotasejati Tbk.
3703,51 134
245 16 GPRA Perdana Gapuraprima Tbk. 2,96 5,92 11,37
1,89 3,46 14,77 3703,51
3703,51 680 15 MDLN Modernland Realty Ltd. Tbk.
395 14 LPKR Lippo Karawaci Tbk. 3,25 6,81 16,80
3,91 11,58 16,13 3703,51
3703,51 194 13 LPCK Lippo Cikarang Tbk.
1300 12 LAMI Lamicitra Nusantara Tbk. 3,15 9,26 14,77
8,03 17,38 34,24 3703,51
165 10 DILD Intiland Development Tbk. 7,62 9,79 41,59
IHSG HARGA SAHAM 1 ASRI Alam Sutera Realty Tbk.
7,68 21,50 23,27 3703,51
9 GMTD Gowa Makassar Tourism Dev. Tbk.
3703,51 2100
186 8 DUTI Duta Pertiwi Tbk. 5,65 9,71 26,50
1,05 3,64 7,71 3703,51
3703,51 122 7 DART Duta Anggada Realty Tbk.
690 6 COWL Cowell Development Tbk. 3,14 6,43 8,35
3,34 5,64 14,69 3703,51
3703,51 440 5 CTRS Ciputra Surya Tbk.
350 4 CTRP Ciputra Property Tbk. 4,06 4,50 43,68
2,75 5,25 15,23 3703,51
3703,51 900 3 CTRA Ciputra Development Tbk.
295 2 BSDE Bumi Serpong Damai Tbk. 3,37 6,43 15,92
6,33 13,15 37,96 3703,51
89
Lampiran vi Statistik Deskriptif Descriptive Statistics N Minimum Maximum Mean Std. Deviation ROA
57 .02 8.03 3.1798 2.17050 ROE 57 .06 21.50 6.7632 4.64551 NPM 57 .89 1164.75 37.0772 152.53019
IHSG 57 1355.41 3703.51 2531.0933 967.13174 HS
57 50.00 2100.00 389.0000 374.04025 Valid N (listwise)
57 Lampiran vii
Hasil Uji Normalitas (1)
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual N
57 Normal Parameters a,b Mean .0000000 Std. Deviation 332.36795507
Most Extreme Differences Absolute .156
Positive .156Negative -.099
Kolmogorov-Smirnov Z 1.176
Asymp. Sig. (2-tailed) .126
a. Test distribution is Normal.b. Calculated from data.
Lampiran viii Hasil Uji Normalitas (2)
Lampiran ix
Hasil Uji Multikolinearitas
Coefficients
a Model UnstandardizedCoefficients Standardized Coefficients t Sig.
Collinearity Statistics B Std. Error Beta Tolerance
VIF 1 (Constant) 16.628 137.567 .121 .904 ROA 83.560 43.349 .485 1.928 .059 .240 4.167 ROE -11.563 20.170 -.144 -.573 .569 .242 4.133
NPM -.252 .303 -.103 -.832 .409 .997 1.003
IHSG .077 .049 .198 1.577 .121 .959 1.043
a. Dependent Variable: HS
Lampiran x Hasil Uji Heteroskedastisitas
Lampiran xi Hasil Uji Autokolerasi b Model Summary
Model Std. Error of
R Adjusted R the
R Square Square Estimate Durbin-Watson a1 .459 .210 .150 4.91453 2.098
a. Predictors: (Constant), IHSG, NPM, ROE, ROAb. Dependent Variable: HS Lampiran xii Hasil Uji Run Test Runs Test
Unstandardized a Residual Test Value -82.63596 Cases < Test Value
28 Cases >= Test Value
29 Total Cases
57 Number of Runs
35 Z 1.473 Asymp. Sig. (2-tailed) .141
a. Median
Lampiran xiii
Koefisien Regresi
Coefficients a Model Unstandardized Coefficients
Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant) 16.628 137.567 .121 .904
ROA 83.560 43.349 .485 1.928 .059 ROE -11.563 20.170 -.144 -.573 .569
NPM -.252 .303 -.103 -.832 .409
IHSG .077 .049 .198 1.577 .121
a. Dependent Variable: HS
Lampiran xiv Koefisien Determinasi Model Summary b Model R
R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson 1 .459 a .210 .150 4.91453 2.098
a. Predictors: (Constant), IHSG, NPM, ROE, ROA
b. Dependent Variable: HS
Lampiran xv Hasil Uji F b ANOVA Model Sum of Squares df Mean Square F Sig. a
1 Regression 1648513.456 4 412128.364 3.464 .014 Residual 6186228.544 52 118965.934 Total 7834742.000
56
a. Predictors: (Constant), IHSG, NPM, ROE, ROA
b. Dependent Variable: HS Lampiran xvi
Hasil Uji t
a CoefficientsModel Standardized Unstandardized Coefficients Coefficients
B Std. Error Beta t Sig.
1 (Constant) 16.628 137.567 .121 .904
ROA 83.560 43.349 .485 1.928 .059ROE -11.563 20.170 -.144 -.573 .569 NPM -.252 .303 -.103 -.832 .409
IHSG .077 .049 .198 1.577 .121
a. Dependent Variable: HS