LAMPIRAN No Nama Perusahaan TVA (Rata-Rata Volume Perdagangan Saham) H-5 H-4 H-3 H-2 H-1 ratarata sebelum H+1 H+2 H+3 H+4 H+5 ratarata sesudah
LAMPIRAN
No Nama Perusahaan TVA (Rata-Rata Volume Perdagangan Saham) H-5 H-4 H-3 H-2 H-1 ratarata sebelum H+1 H+2 H+3 H+4 H+5 ratarata sesudah
16 Chandra Asri Petrochemical Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0001 0.0000 0.0000
28 Astra International Tbk 0.0010 0.0008 0.0012 0.0010 0.0009 0.0010 0.0007 0.0008 0.0013 0.0006 0.0009 0.0008
27 Suparma Tbk 0.0000 0.0001 0.0000 0.0001 0.0004 0.0001 0.0008 0.0019 0.0117 0.0002 0.0000 0.0029
26 Indah Kiat Pulp & Paper Tbk 0.0005 0.0003 0.0003 0.0002 0.0006 0.0004 0.0010 0.0006 0.0006 0.0003 0.0005 0.0006
25 Fajar Surya Wisesa Tbk 0.0000 0.0001 0.0001 0.0001 0.0000 0.0001 0.0001 0.0001 0.0001 0.0000 0.0001 0.0001
24 Tirta Mahakam Resource Tbk 0.0012 0.0000 0.0000 0.0000 0.0000 0.0002 0.0002 0.0002 0.0000 0.0000 0.0001 0.0001
23 Japfa Comfeed Indonesia Tbk 0.0004 0.0001 0.0003 0.0003 0.0006 0.0003 0.0009 0.0004 0.0002 0.0002 0.0008 0.0005
22 Charoen Pokphand Indonesia Tbk 0.0009 0.0004 0.0003 0.0003 0.0009 0.0005 0.0008 0.0003 0.0004 0.0003 0.0009 0.0005
21 Sekawan Intipratama Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
20 Champion Pacific Indonesia Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0001 0.0001 0.0000 0.0000 0.0002 0.0001
19 Lotte Chem Titan 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
18 Asiaplast Industries Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0002 0.0004 0.0001 0.0000 0.0000 0.0001
17 Unggul Indah Cahaya Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
15 Indo Acidatama Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
1 Indocement Tunggal Prakasa Tbk 0.0008 0.0004 0.0008 0.0027 0.0027 0.0015 0.0010 0.0014 0.0010 0.0012 0.0004 0.0010
14 Sorini Agro Asia Corporindo Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
13 Ekadharma International Tbk 0.0003 0.0006 0.0003 0.0001 0.0002 0.0003 0.0007 0.0004 0.0005 0.0006 0.0017 0.0008
12 Barito Pasific Tbk 0.0000 0.0000 0.0002 0.0000 0.0000 0.0000 0.0010 0.0001 0.0004 0.0000 0.0000 0.0003
11 Krakatau Steel Tbk 0.0001 0.0001 0.0001 0.0001 0.0000 0.0001 0.0006 0.0002 0.0003 0.0011 0.0018 0.0008
10 Jaya Pari Steel Tbk 0.0002 0.0004 0.0004 0.0001 0.0001 0.0002 0.0001 0.0009 0.0004 0.0003 0.0002 0.0004
9 Indal Aluminium Industry Tbk 0.0001 0.0000 0.0001 0.0000 0.0002 0.0001 0.0002 0.0000 0.0001 0.0002 0.0003 0.0002
8 Gunawan Dianjaya Steel Tbk 0.0000 0.0000 0.0000 0.0001 0.0002 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
7 Citra Turbindo Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
6 Keramika Indonesia Assosiasi Tbk 0.0000 0.0000 0.0000 0.0000 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
5 Arwana Citramulia Tbk 0.0006 0.0005 0.0002 0.0003 0.0003 0.0004 0.0005 0.0003 0.0003 0.0008 0.0015 0.0007
4 Asahimas Flat Glass Tbk 0.0001 0.0000 0.0000 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
3 Semen Gresik Indonesia Tbk 0.0007 0.0009 0.0012 0.0013 0.0010 0.0010 0.0009 0.0009 0.0016 0.0011 0.0024 0.0014
2 Holcim Indonesia Tbk 0.0015 0.0005 0.0004 0.0002 0.0001 0.0005 0.0003 0.0004 0.0009 0.0005 0.0005 0.0005
29 Astra Otoparts Tbk 0.0010 0.0013 0.0010 0.0005 0.0004 0.0009 0.0001 0.0005 0.0007 0.0012 0.0005 0.0006
Universitas Sumatera UtaraNo Nama Perusahaan TVA (Rata-Rata Volume Perdagangan Saham) H-5 H-4 H-3 H-2 H-1 ratarata sebelum H+1 H+2 H+3 H+4 H+5 ratarata sesudah
46 KMI Wire & Cable Tbk 0.0007 0.0012 0.0008 0.0000 0.0003 0.0006 0.0004 0.0001 0.0001 0.0000 0.0001 0.0002
59 Hanjaya Mandala Sampoerna Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
58 Gudang Garam Tbk 0.0023 0.0007 0.0012 0.0009 0.0011 0.0012 0.0015 0.0013 0.0008 0.0005 0.0009 0.0010
57 Sekar Laut Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
56 Nippon Indosari Corpindo Tbk 0.0007 0.0015 0.0005 0.0005 0.0001 0.0007 0.0007 0.0012 0.0006 0.0006 0.0019 0.0010
55 Mayora Indah Tbk 0.0000 0.0000 0.0001 0.0000 0.0000 0.0000 0.0001 0.0001 0.0000 0.0000 0.0001 0.0001
54 Multi Bintang Indonesia Tbk 0.0000 0.0000 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0.0002 0.0000 0.0000 0.0000
53 Indofood Sukses Makmur Tbk 0.0014 0.0010 0.0013 0.0019 0.0011 0.0013 0.0013 0.0016 0.0014 0.0015 0.0021 0.0016
52 Indofood CBP Sukses Makmur Tbk 0.0010 0.0009 0.0005 0.0007 0.0004 0.0007 0.0015 0.0014 0.0012 0.0008 0.0019 0.0014
51 Delta Djakarta Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0002 0.0001 0.0000 0.0000 0.0000 0.0001
50 Davomas Abadi Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
49 Sat Nusapersada Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
48 Voksel Electric Tbk 0.0000 0.0000 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
47 Supreme Cable M & C Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
45 Jembo Cable Company Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0005 0.0008 0.0005 0.0002 0.0004
30 Goodyear Indonesia Tbk 0.0002 0.0000 0.0000 0.0000 0.0000 0.0001 0.0002 0.0000 0.0000 0.0000 0.0000 0.0000
44 Nusantara Inti Corpora Tbk 0.0007 0.0000 0.0000 0.0000 0.0000 0.0001 0.0000 0.0001 0.0000 0.0000 0.0001 0.0001
43 Trisula International Tbk 0.0077 0.0059 0.0078 0.0053 0.0060 0.0065 0.0083 0.0092 0.0073 0.0091 0.0073 0.0082
42 Sunson Textile Manufacture Tbk 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0001 0.0000 0.0001 0.0001
41 Ricky Putra Globalindo Tbk 0.0002 0.0001 0.0000 0.0000 0.0000 0.0001 0.0002 0.0000 0.0000 0.0001 0.0003 0.0001
40 Asia Pacifc Fibers Tbk 0.0002 0.0001 0.0000 0.0001 0.0001 0.0001 0.0001 0.0002 0.0000 0.0001 0.0001 0.0001
39 Pan Brothers Tbk 0.0003 0.0004 0.0006 0.0002 0.0008 0.0004 0.0005 0.0010 0.0008 0.0019 0.0005 0.0010
38 Ever Shine Tex Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
37 Eratex Djaja Tbk 0.0003 0.0000 0.0000 0.0000 0.0000 0.0001 0.0000 0.0000 0.0000 0.0000 0.0001 0.0000
36 Polychem Indonesia Tbk 0.0007 0.0002 0.0001 0.0003 0.0002 0.0003 0.0001 0.0003 0.0009 0.0005 0.0001 0.0004
35 Selamat Sempurna Tbk 0.0000 0.0000 0.0000 0.0000 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
34 Nipress Tbk 0.0018 0.0012 0.0021 0.0005 0.0001 0.0011 0.0004 0.0034 0.0002 0.0021 0.0004 0.0013
33 Multistrada Arah Sarana Tbk 0.0000 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0002 0.0002 0.0001 0.0000 0.0001
32 Indomobil Sukses International Tbk 0.0004 0.0005 0.0002 0.0000 0.0000 0.0002 0.0001 0.0001 0.0001 0.0000 0.0000 0.0001
31 Gajah Tunggal Tbk 0.0013 0.0012 0.0013 0.0006 0.0006 0.0010 0.0005 0.0014 0.0014 0.0018 0.0009 0.0012
60 Bentoel International Investama 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
Universitas Sumatera UtaraNo Nama Perusahaan TVA (Rata-Rata Volume Perdagangan Saham) H-5 H-4 H-3 H-2 H-1 ratarata sebelum H+1 H+2 H+3 H+4 H+5 ratarata sesudah
72 Langgeng Makmur Industri Tbk 0.0001 0.0000 0.0000 0.0000 0.0063 0.0013 0.0029 0.0002 0.0001 0.0001 0.0004 0.0008
4 Asahimas Flat Glass Tbk 7025 7100 7100 7100 6950 7055 7100 7200 7200 7200 7200 7200 7200
3 Semen Gresik Tbk 15075 14900 14650 14375 14450 14690 15000 14700 14700 14875 15100 15300 14935
238000 239500 241100 2455000 2480000 2525000 2665000 2600000 2650000 2584000
2 Holcim Indonesia Tbk 2410000 242500 2445000
1 Indocement Tunggal Prakasa Tbk 22700 22200 22200 24000 24500 23120 24000 24050 23150 23550 24200 24225 23835
Rata-Rata Harga Saham H-5 H-4 H-3 H-2 H-1 Rata- rata sebelu m H H+1 H+2 H+3 H+4 H+5 rata-rata sesudah
74 Kimia Farma Tbk 0.0015 0.0003 0.0004 0.0009 0.0035 0.0013 0.0010 0.0006 0.0007 0.0007 0.0020 0.0010 Rata-Rata 0.0005 0.0003 0.0004 0.0003 0.0005 0.0004 0.0012 0.0005 0.0006 0.0005 0.0005 0.0006 No. Nama Perusahaan
73 Budi Starch & Sweetener Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0004 0.0000 0.0001 0.0001
71 Kedaung Indah Can Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0003 0.0007 0.0000 0.0000 0.0001 0.0002
61 Wismilak Inti Makmur Tbk 0.0003 0.0004 0.0004 0.0018 0.0007 0.0007 0.0010 0.0003 0.0004 0.0008 0.0012 0.0007
70 Kedawung Setia Industrial Tbk 0.0000 0.0000 0.0000 0.0001 0.0000 0.0000 0.0001 0.0001 0.0000 0.0000 0.0000 0.0001
69 Unilever Indonesia Tbk 0.0003 0.0003 0.0004 0.0002 0.0001 0.0003 0.0003 0.0004 0.0005 0.0003 0.0003 0.0004
68 Mandom Indonesia Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
67 Martina Berto Tbk 0.0000 0.0000 0.0004 0.0004 0.0032 0.0008 0.0001 0.0000 0.0000 0.0000 0.0000 0.0000
66 Pyridam Farma Tbk 0.0011 0.0003 0.0002 0.0015 0.0002 0.0007 0.0566 0.0013 0.0007 0.0008 0.0002 0.0119
65 Merck Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0002 0.0000 0.0000
64 Kalbe Farma Tbk 0.0022 0.0011 0.0006 0.0011 0.0016 0.0013 0.0023 0.0007 0.0010 0.0012 0.0014 0.0013
63 Indofarma Tbk 0.0002 0.0004 0.0007 0.0005 0.0001 0.0004 0.0002 0.0002 0.0002 0.0014 0.0002 0.0005
62 Darya-Varia Laboratoria Tbk 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
5 Arwana Citramulia Tbk 820 800 805 820 825 814 850 855 845 850 830 835 843 Universitas Sumatera Utara
6 Keramika Indonesia Assosiasi Tbk 151 150 149 150 146 149.2 149 151 151 148 148 152 150
99
21 Sekawan Intipratama Tbk 179 179 179 179 179 179 179 179 179 179 179 179 179
20 Champion Pacific Indonesia Tbk 319 309 308 313 310 311.8 311 310 310 312 303 310 309
98.4
97 95 100 100 100
91
98.2
95
99
23 Japfa Comfeed Indonesia Tbk 1520 1535 1535 1510 1435 1507 1410 1445 1425 1425 1420 1465 1436
99
99
19 Lotte Chem Titan
64.8
67
65
65
64
22 Charoen Pokphand Indonesia Tbk 4135 4205 4160 4090 3995 4117 3995 4150 4110 4100 4020 4210 4118
24 Tirta Mahakam Resource Tbk
55
51
30 Goodyear Indonesia Tbk 19000 18000 18000 18000 18000 18200 19000 19000 19000 19000 19000 18500 18900
29 Astra Otoparts Tbk 3565 3745 3670 3625 3645 3650 3605 3560 3530 3590 3795 3705 3636
28 Astra International Tbk 6975 6775 6700 6550 6700 6740 6950 6800 6825 7025 7025 7000 6935
27 Suparma Tbk 205 205 204 201 198 202.6 201 217 237 231 226 220 226.2
26 Indah Kiat Pulp & Paper Tbk 1425 1425 1410 1410 1475 1429 1490 1465 1455 1450 1445 1440 1451
25 Fajar Surya Wisesa Tbk 1620 1615 1620 1605 1605 1613 1605 1605 1605 1605 1610 1615 1608
50.4
50
50
50
50
51
50
50
50
50
50
50
63
67
7 Citra Turbindo Tbk 4600 4600 4600 4600 4600 4600 4600 4600 4600 4600 4600 4600 4600
96
13 Ekadharma International Tbk 421 432 430 433 425 428.2 424 429 428 424 420 427 425.6
12 Barito Pasific Tbk 345 348 345 340 340 343.6 340 339 340 339 339 338 339
11 Krakatau Steel Tbk 487 482 484 490 489 486.4 485 505 500 505 525 550 517
10 Jaya Pari Steel Tbk 278 276 273 274 274 275 271 273 273 272 272 272 272.4
9 Indal Aluminium Industry Tbk 270 265 282 282 271 274 270 274 285 282 285 280 281.2
95.6
95
96
15 Indo Acidatama Tbk
95
96
92 89.2 100
89
88
88
89
8 Gunawan Dianjaya Steel Tbk
14 Sorini Agro Asia Corporindo Tbk 1900 1900 1900 1900 1900 1900 1900 1900 1900 1900 1900 1900 1900
50
65
50
68
68
66
68
18 Asiaplast Industries Tbk
17 Unggul Indah Cahaya Tbk 1780 1780 1780 1780 1780 1780 1780 1790 1790 1790 1790 1790 1790
16 Chandra Asri Petrochemical Tbk 2370 2370 2370 2350 2350 2362 2350 2340 2305 2350 2350 2340 2337
50
50
50
50
50
50
50
50
50
50
50
31 Gajah Tunggal Tbk 2310 2270 2230 2250 2200 2252 2145 2140 2125 2165 2160 2155 2149 Universitas Sumatera Utara
32 Indomobil Sukses International Tbk 5175 5175 5050 5075 5050 5105 4985 5200 5050 5100 5150 5050 5110
89
50
50 Davomas Abadi Tbk
90
89
89
89
94
89
50
85.2
78
87
87
87
87
49 Sat Nusapersada Tbk
50
50
47 Supreme Cable M & C Tbk 4600 4400 4400 4400 4290 4418 4280 4280 4280 4285 4285 4285 4283
52 Indofood CBP Sukses Makmur Tbk 11150 10850 10825 10800 10975 10920 10200 10000 10050 10150 10100 10075 10075
55 Mayora Indah Tbk 30000 30000 30000 30250 30000 30050 30000 30075 30000 30300 29900 30000 30055
00 110000000 110000000 110000000 112000000 112000000 110800000
000 107900 000 1090000
00 107900 000 107900
1079000
54 Multi Bintang Indonesia Tbk 107900000 107900 000
53 Indofood Sukses Makmur Tbk 7675 7500 7475 7225 7325 7440 7050 7025 7075 7250 7300 7425 7215
51 Delta Djakarta Tbk 345000 345000 345000 345000 345000 345000 350000 360000 360000 360000 361000 361000 360400
50
50
50
50
50
50
50
50
50
48 Voksel Electric Tbk 1060 1070 1045 1040 990 1041 985 990 945 970 960 960 965
46 KMI Wire & Cable Tbk 169 179 175 171 168 172.4 169 172 168 168 166 166 168
33 Multistrada Arah Sarana Tbk 323 322 320 317 316 319.6 315 315 315 310 314 314 313.6
90
89
87
90
89.8
89
89
90
91
87
40 Asia Pacifc Fibers Tbk
39 Pan Brothers Tbk 399 399 401 403 417 403.8 423 427 425 443 443 437 435
38 Ever Shine Tex Tbk 220 220 220 220 220 220 220 220 220 220 220 220 220
37 Eratex Djaja Tbk 250 253 253 250 250 251.2 250 250 290 290 290 220 268
36 Polychem Indonesia Tbk 215 214 216 214 215 214.8 210 209 208 207 206 205 207
35 Selamat Sempurna Tbk 3700 3615 3770 3700 3800 3717 4000 4050 4250 4250 4250 4100 4180
34 Nipress Tbk 290 290 289 287 285 288.2 279 275 280 277 267 263 272.4
89
88
45 Jembo Cable Company Tbk 2800 2800 2800 2800 2800 2800 2800 2800 2800 2800 2800 2560 2752
72
44 Nusantara Inti Corpora Tbk 350 350 350 350 350 350 350 350 272 317 317 345 320.2
43 Trisula International Tbk 375 375 376 372 374 374.4 378 382 386 390 394 397 389.8
74.8
75
78
77
72
73
88
72.2
72
72
73
72
72
42 Sunson Textile Manufacture Tbk
41 Ricky Putra Globalindo Tbk 167 163 169 169 164 166.4 165 165 168 168 168 169 167.6
56 Nippon Indosari Corpindo Tbk 1070 1090 1065 1050 1070 1069 1100 1105 1100 1075 1095 1150 1105 Universitas Sumatera Utara
57 Sekar Laut Tbk 170 170 170 170 170 170 170 170 170 170 170 170 170
67 Martina Berto Tbk 303 300 302 300 301 301.2 302 300 298 300 301 304 300.6
73 Budi Starch & Sweetener Tbk 104 106 104 104 104 104.4 107 106 106 103 104 103 104.4
72 Langgeng Makmur Industri Tbk 199 199 198 198 206 200 204 209 208 203 201 206 205.4
71 Kedaung Indah Can Tbk 279 279 282 282 282 280.8 282 278 282 278 282 278 279.6
70 Kedawung Setia Industrial Tbk 385 385 385 385 385 385 388 369 380 382 370 366 373.4
69 Unilever Indonesia Tbk 28900 28125 28125 28300 28250 28340 28725 28700 29250 30000 29925 30000 29575
68 Mandom Indonesia Tbk 13500 13600 16000 16000 16000 15020 16000 16000 13100 13100 13000 13000 13640
66 Pyridam Farma Tbk 151 147 150 152 152 150.4 154 149 146 146 145 145 146.2
58 Gudang Garam Tbk 46100 46250 45100 47500 49150 46820 49400 50900 51475 50500 48900 50200 50395
65 Merck Tbk 189000 189000 189000 200000 200000 193400 200000 200000 200000 200000 190000 192000 196400
64 Kalbe Farma Tbk 1425 1450 1445 1465 1475 1452 1465 1505 1495 1505 1500 1525 1506
63 Indofarma Tbk 172 166 164 166 169 167.4 166 166 168 168 172 170 168.8
62 Darya-Varia Laboratoria Tbk 2115 2100 2085 2030 2050 2076 2030 2100 2055 2055 2145 2150 2101
61 Wismilak Inti Makmur Tbk 790 780 785 780 775 782 780 750 740 740 740 730 740
60 Bentoel International Investama 520 510 510 510 520 514 530 525 550 550 550 540 543
59 Hanjaya Mandala Sampoerna Tbk 69000 69000 68800 69000 68950 68950 69000 69100 69500 69500 69950 70000 69610
74 Kimia Farma Tbk 825 815 810 840 900 838 900 880 860 890 895 900 885 Universitas Sumatera Utara
Rata-Rata Abnormal Return Saham
No. Nama Perusahaan
Rata-rata rata-rata
H-5 H-4 H-3 H-2 H-1 H+1 H+2 H+3 H+4 H+5 sebelum sesudah
1 Indocement Tunggal Prakasa Tbk -0.02779 -0.01781 -0.00892 0.04882 0.021336 0.003127 -0.00121 -0.01202 0.017015 0.023301 0.004704 0.006358
2 Holcim Indonesia Tbk 0.05125 0.011084 0.018257 -0.01685 -0.00169 0.012411 0.017977 0.014422 0.042864 -0.03055 0.019651 0.012873
3 Semen Gresik Tbk -0.02203 -0.00675 -0.00677 -0.00903 -0.00277 -0.00947 -0.01221 -0.00372 -0.00068 0.008968 0.013665 0.001205
4 Asahimas Flat Glass Tbk -0.01083 0.006376 0.003671 -0.00535 -0.02003 -0.00523 -0.00807 0.000763 -0.00433 0.006824 -0.01299 -0.00356
5 Arwana Citramulia Tbk -0.03481 -0.01953 0.01626 0.028371 -0.00189 -0.00232 0.013676 -0.01542 -0.00666 -0.02969 0.006444 -0.00633
6 Keramika Indonesia Assosiasi Tbk -0.00684 -0.01092 -0.003 0.001364 -0.02557 -0.00899 -0.00873 0.000763 -0.0242 0.006824 0.014038 -0.00226
7 Citra Turbindo Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 -0.02216 0.000763 -0.00433 0.006824 -0.01299 -0.00638
8 Gunawan Dianjaya Steel Tbk 0.008065 0.014169 -0.00026 0.007064 0.037379 0.013283 -0.0389 -0.01999 -0.01163 0.000763 -0.01475 -0.0169
9 Indal Aluminium Industry Tbk -0.01878 -0.02282 0.067822 -0.00535 -0.03791 -0.00341 -0.00734 0.040909 -0.01486 0.017463 -0.03053 0.001127
10 Jaya Pari Steel Tbk -0.00026 -0.01149 -0.0072 -0.00168 0.001096 -0.00391 -0.01478 0.000763 -0.008 0.006824 -0.01299 -0.00564
11 Krakatau Steel Tbk -0.00026 -0.00053 -0.00384 0.001173 0.005753 0.00046 0.028656 -0.01606 0.01042 0.041448 0.041855 0.021264
12 Barito Pasific Tbk -0.00026 0.004396 -0.00495 -0.01984 0.001096 -0.00391 -0.0251 0.003713 -0.00728 0.006824 -0.01594 -0.00756
13 Ekadharma International Tbk 0.025864 0.021828 -0.00096 0.001629 -0.01738 0.006197 -0.01036 -0.00157 -0.01368 -0.00261 0.003678 -0.00491
14 Sorini Agro Asia Corporindo Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 -0.02216 0.000763 -0.00433 0.006824 -0.01299 -0.00638
15 Indo Acidatama Tbk 0.025405 -0.00026 -0.0043 0.003671 -0.00535 0.003833 -0.00957 -0.02216 0.000763 -0.00433 0.006824 -0.0057
16 Chandra Asri Petrochemical Tbk 0.021203 -0.00026 -0.0043 -0.00477 -0.00535 0.001305 -0.01383 -0.03711 0.020286 -0.00433 0.002569 -0.00648
17 Unggul Indah Cahaya Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 -0.01654 0.000763 -0.00433 0.006824 -0.01299 -0.00525
18 Asiaplast Industries Tbk 0.030039 -0.03371 0.033974 -0.00535 -0.04302 -0.00361 0.123298 0.016636 0.01129 0.006824 0.01778 0.035166
19 Lotte Chem Titan -0.00026 -0.0043 0.003671 -0.00535 -0.03931 -0.00911 0.043777 -0.01986 0.048297 0.006824 -0.01299 0.013211
20 Champion Pacific Indonesia Tbk 0.013119 -0.0295 -0.009 0.020449 -0.01851 -0.00469 -0.00271 0.014474 0.003153 -0.00344 0.022838 0.006862
21 Sekawan Intipratama Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 -0.02216 0.000763 -0.00433 0.006824 -0.01299 -0.00638
22 Charoen Pokphand Indonesia Tbk 0.019465 0.012629 -0.00703 -0.02217 -0.02213 -0.00385 0.016642 -0.00888 -0.00677 -0.01269 0.034275 0.004517
23 Japfa Comfeed Indonesia Tbk 0.009605 0.005569 0.003671 -0.02163 -0.04857 -0.01027 0.002666 -0.01308 -0.00433 0.003316 0.018701 0.001454
24 Tirta Mahakam Resource Tbk -0.01987 -0.0043 0.003671 -0.00535 0.001096 -0.00495 -0.00216 -0.01884 -0.00433 0.026824 -0.0326 -0.00622
Universitas Sumatera Utara
25 Fajar Surya Wisesa Tbk -0.00258 0.011388 -0.0002 0.016146 -0.00026 0.004897 0.003671 -0.00535 0.001096 -0.00646 -0.01905 -0.00522
39 Pan Brothers Tbk -0.01122 0.007794 0.001289 -0.00759 0.028582 0.003769 0.0113 -0.01045 0.046568 -0.00892 -0.0458 -0.00146
50 Davomas Abadi Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 -0.02216 0.000763 -0.00433 0.006824 -0.01299 -0.00638
49 Sat Nusapersada Tbk -0.00026 -0.0043 0.003671 -0.00535 -0.10235 -0.02172 -0.02216 0.056943 -0.05753 0.006824 -0.01299 -0.00578
48 Voksel Electric Tbk -0.00961 0.005134 -0.01969 -0.01013 -0.04698 -0.01626 -0.01708 -0.04469 0.022121 -0.00348 -0.01299 -0.01123
47 Supreme Cable M& C Tbk -0.01807 -0.04374 -0.0043 0.003671 -0.03035 -0.01856 -0.00957 -0.02216 0.001931 -0.00433 0.006824 -0.00546
46 KMI Wire & Cable Tbk 0.005688 0.054872 -0.01868 -0.0282 -0.01645 -0.00055 -0.00441 -0.02249 -0.00433 -0.00508 -0.01299 -0.00986
45 Jembo Cable Company Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 -0.02216 0.000763 -0.00433 0.006824 -0.0987 -0.02352
44 Nusantara Inti Corpora Tbk 0.132422 -0.0043 0.003671 -0.00535 0.001096 0.025508 -0.02216 -0.22209 0.161107 0.006824 0.075339 -0.0002
43 Trisula International Tbk -0.00892 -0.03226 0.003169 0.003836 0.002078 -0.00642 0.010318 0.006171 0.014034 0.004909 0.00871 0.008828
42 Sunson Textile Manufacture Tbk -0.00162 -0.00026 0.009589 -0.01003 -0.00535 -0.00153 -0.02327 -0.02216 0.070208 0.008652 -0.03164 0.000359
41 Ricky Putra Globalindo Tbk 0.001453 -0.02422 0.03251 0.003671 -0.03493 -0.0043 -0.00957 -0.00398 0.000763 -0.00433 0.012777 -0.00087
40 Asia Pacifc Fibers Tbk 0.036516 -0.01125 -0.0043 -0.00744 -0.00535 0.001635 -0.04291 0.000832 0.000763 -0.02681 0.018319 -0.00996
38 Ever Shine Tex Tbk 0.004302 -0.0043 0.003671 -0.00535 0.001096 -0.00012 -0.02216 0.000763 -0.00433 0.006824 -0.01299 -0.00638
26 Indah Kiat Pulp & Paper Tbk -0.00026 -0.0043 -0.00686 -0.00535 0.047195 0.006086 -0.03894 -0.00606 -0.00777 0.003376 -0.01645 -0.01317
37 Eratex Djaja Tbk 0.011736 0.0077 0.003671 -0.01721 0.001096 0.0014 -0.02216 0.160763 -0.00433 0.006824 -0.25437 -0.02265
36 Polychem Indonesia Tbk -0.01904 -0.00492 0.005046 -0.00559 -0.00067 -0.00503 -0.01434 -0.02694 -0.00404 -0.00917 0.00197 -0.0105
4.92E-05 -0.00966 0.050146 -0.00433 0.006824 -0.04828 -0.00106
35 Selamat Sempurna Tbk -0.02324 -0.02727 0.046548 -0.02392 0.028123
34 Nipress Tbk -0.00026 -0.0043 0.000223 -0.01227 -0.00587 -0.0045 -0.03649 0.018945 -0.01505 -0.02928 -0.02797 -0.01797
33 Multistrada Arah Sarana Tbk -0.00336 -0.0074 -0.00254 -0.01472 -0.00206 -0.00602 -0.02216 0.000763 -0.02021 0.019728 -0.01299 -0.00697
32 Indomobil Sukses International Tbk 0.020597 -0.00026 -0.02845 0.008622 -0.01027 -0.00195 0.033555 -0.051 0.010664 0.005469 -0.01259 -0.00278
31 Gajah Tunggal Tbk -0.02061 0.008089 -0.01789 0.004669 -0.01855 -0.00886 -0.00124 -0.01658 -0.00333 -0.00155 -0.00665 -0.00587
30 Goodyear Indonesia Tbk -0.00026 -0.05693 0.003671 -0.00535 0.001096 -0.01156 -0.02216 0.000763 -0.00433 0.006824 -0.0393 -0.01164
29 Astra Otoparts Tbk 0.040067 0.055351 -0.01002 -0.00252 -0.00247 0.016081 -0.00469 -0.01215 0.004416 0.050945 -0.0233 0.003045
28 Astra International Tbk 0.000446 -0.02381 -0.00106 -0.01265 0.01491 -0.00443 -0.01379 -4.7E-05 0.016723 -0.00616 -0.00314 -0.00128
27 Suparma Tbk -0.00026 -0.0043 -0.00121 -0.02005 -0.01383 -0.00793 0.057445 0.092929 -0.02965 -0.01482 -0.03954 0.013273
Universitas Sumatera Utara
51 Delta Djakarta Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 0.006415 0.000763 -0.00433 0.009602 -0.01299 -0.00011
64 Kalbe Farma Tbk 0.006803 0.013244 0.000223 0.008493 0.007921 0.007337 0.005147 -0.00588 0.002354 0.003502 0.003678 0.00176
74 Kimia Farma Tbk 0.050692 -0.01642 -0.00246 0.031689 0.072524 0.027204 -0.04438 -0.02196 0.030549 0.012442 -0.0074 -0.00615
73 Budi Starch & Sweetener Tbk 0.018967 0.014931 -0.0152 -0.00535 0.001096 0.00289 -0.0315 0.000763 -0.03264 0.016533 -0.0226 -0.01389
72 Langgeng Makmur Industri Tbk -0.0033 0.025405 -0.00529 -0.0043 0.044075 0.011319 0.025605 -0.01436 -0.0462 -0.00909 0.020541 -0.0047
71 Kedaung Indah Can Tbk -0.0033 0.025405 0.010489 -0.0043 0.003671 0.006393 -0.01309 0.004814 -0.03634 0.015152 -0.01852 -0.0096
70 Kedawung Setia Industrial Tbk -0.00543 -0.0043 0.003671 -0.00535 0.001096 -0.00206 -0.07113 0.030574 0.000929 -0.02459 -0.0238 -0.0176
69 Unilever Indonesia Tbk -0.03011 -0.00141 -0.00026 0.001922 0.001904 -0.00559 0.000225 0.009589 0.003484 -0.00174 -0.00183 0.001947
68 Mandom Indonesia Tbk 0.004215 -0.00151 0.14421 0.000502 0.014474 0.032378 0.025405 -0.18151 -0.0043 -0.00396 -0.00535 -0.03394
67 Martina Berto Tbk 0.015504 -0.01016 0.002367 -0.00295 -0.00201 0.000548 -0.0162 -0.02882 0.007475 -0.001 0.016791 -0.00435
66 Pyridam Farma Tbk -0.00988 -0.00108 0.020144 0.009034 0.003671 0.004377 -0.03137 -0.02971 -0.02216 -0.00609 -0.00433 -0.01873
65 Merck Tbk -0.01122 0.007794 -0.00372 0.04562 -0.00616 0.006462 0.001844 -0.00576 0.004215 -0.05892 -0.02173 -0.01607
63 Indofarma Tbk -0.04611 -0.02709 -0.01577 -0.00039 0.011915 -0.01549 0.001844 0.006284 0.004215 0.014888 -0.04389 -0.00333
52 Indofood CBP Sukses Makmur Tbk 0.005007 -0.01243 -0.0056 0.023096 0.01594 0.005202 -0.01594 -0.00035 0.011046 -0.0145 -0.02463 -0.00887
62 Darya-Varia Laboratoria Tbk 0.009283 -0.01139 -0.00347 -0.03173 0.010948 -0.00527 0.012326 -0.02067 -0.00433 0.05062 -0.01066 0.005458
61 Wismilak Inti Makmur Tbk -0.01596 0.012747 0.006146 -0.01067 -0.00274 -0.00209 -0.03737 -0.02291 -0.02216 0.000763 -0.01785 -0.0199
60 Bentoel International Investama -0.00026 -0.02353 0.003671 -0.00535 0.020703 -0.00095 -0.03159 0.048382 -0.00433 0.006824 -0.03117 -0.00238
59 Hanjaya Mandala Sampoerna Tbk -0.00026 -0.0043 0.000773 -0.00244 0.000371 -0.00117 -0.02071 0.006552 -0.00433 0.013299 -0.01227 -0.00349
58 Gudang Garam Tbk 0.014038 -0.00105 -0.02119 0.047868 0.035832 0.0151 0.008208 0.01206 -0.02328 -0.02486 0.013596 -0.00285
57 Sekar Laut Tbk -0.00026 -0.0043 0.003671 -0.00535 0.001096 -0.00103 -0.02216 0.000763 -0.00433 0.006824 -0.01299 -0.00638
56 Nippon Indosari Corpindo Tbk -0.00187 0.018428 -0.02724 -0.01041 0.0137 -0.00148 -0.00503 -0.02668 -0.02196 0.01427 0.057053 0.00353
55 Mayora Indah Tbk -0.00026 -0.0043 0.003671 0.002986 -0.00717 -0.00102 -0.01966 -0.00173 0.005665 -0.00638 -0.00964 -0.00635
54 Multi Bintang Indonesia Tbk -0.00073 -0.0043 0.003671 -0.00535 0.001096 -0.00112 -0.01298 0.000763 -0.00433 0.025006 -0.01299 -0.00091
53 Indofood Sukses Makmur Tbk -0.0223 -0.00833 -0.00663 -0.00804 0.013577 -0.00634 0.000125 0.00177 0.025831 -0.00268 -0.00503 0.004003
Universitas Sumatera Utara
Universitas Sumatera Utara
LAMPIRAN 3 Uji Wolcoxon Signed Test TVA Rata-Rata Sebelum dan Sesudah TVA Ranks
N Mean Rank Sum of Ranks
a
RataRata_Sesudah - Negative Ranks
20 27.98 559.50 RataRata_Sebelum b
Positive Ranks
39 31.04 1210.50
c
Ties
15 Total
74
a. RataRata_Sesudah < RataRata_Sebelum
b. RataRata_Sesudah > RataRata_Sebelum
c. RataRata_Sesudah = RataRata_Sebelum b
Test Statistics
RataRata_Sesudah - RataRata_Sebelum
a
Z
- 2.458 Asymp. Sig. (2-tailed) .014 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-5 dan H+5 Ranks
N Mean Rank Sum of Ranks
a
H5 - H_5 Negative Ranks
27 30.89 834.00
b
Positive Ranks
30 27.30 819.00
c
Ties
17 Total
74
a. H5 < H_5
b. H5 > H_5
c. H5 = H_5
b Test Statistics
H5 - H_5
a
Z
- .060 Asymp. Sig. (2-tailed) .952 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test
H-4 dan H+4 Ranks
N Mean Rank Sum of Ranks
a
H4 - H_4 Negative Ranks
19 22.82 433.50
b
Positive Ranks
34 29.34 997.50
c
Ties
21 Total
74
a. H4 < H_4
b. H4 > H_4
c. H4 = H_4 b
Test Statistics
H4 - H_4
a
Z -2.499 Asymp. Sig. (2-tailed) .012 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-3 dan H+3 Ranks
N Mean Rank Sum of Ranks
a
H3 - H_3 Negative Ranks
16 26.47 423.50
b
Positive Ranks
36 26.51 954.50
c
Ties
22 Total
74
a. H3 < H_3
b. H3 > H_3
c. H3 = H_3 b
Test Statistics
H3 - H_3
a
Z -2.419 Asymp. Sig. (2-tailed) .016 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-2 dan H+2 Ranks
N Mean Rank Sum of Ranks
a
H2 - H_2 Negative Ranks
16 26.16 418.50
b
Positive Ranks
36 26.65 959.50
c
Ties
22 Total
74
a. H2 < H_2
b. H2 > H_2
c. H2 = H_2
b Test Statistics
H2 - H_2
a
Z -2.464 Asymp. Sig. (2-tailed) .014 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-1 dan H+1 Ranks
N Mean Rank Sum of Ranks
a
H1 - H_1 Negative Ranks
21 23.45 492.50
b
Positive Ranks
33 30.08 992.50
c
Ties
20 Total
74
a. H1 < H_1
b. H1 > H_1
c. H1 = H_1 b
Test Statistics
H1 - H_1
a
Z -2.153 Asymp. Sig. (2-tailed) .031 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
Wilcoxon Signed Test Harga Saham Rata-Rata Sebelum dan Sesudah Harga Saham Ranks
N Mean Rank Sum of Ranks
a
ratarata_sesudah - Negative Ranks
27 29.67 801.00 ratarata_sebelum
b
Positive Ranks
39 36.15 1410.00
c
Ties
8 Total
74
a. ratarata_sesudah < ratarata_sebelum
b. ratarata_sesudah > ratarata_sebelum
c. ratarata_sesudah = ratarata_sebelum b
Test Statistics
ratarata_sesudah - ratarata_sebelum
a
Z
- 1.945 Asymp. Sig. (2-tailed) .052 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-5 dan H+5 Ranks
N Mean Rank Sum of Ranks
a
h5 - h_5 Negative Ranks
29 29.60 858.50
b
Positive Ranks
36 35.74 1286.50
c
Ties
9 Total
74
a. h5 < h_5
b. h5 > h_5
c. h5 = h_5
b Test Statistics
h5 - h_5
a
Z
- 1.399 Asymp. Sig. (2-tailed) .162 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-4 dan H+4 Ranks
N Mean Rank Sum of Ranks
a
h4 - h_4 Negative Ranks
28 29.84 835.50
b
Positive Ranks
38 36.20 1375.50
c
Ties
8 Total
74
a. h4 < h_4
b. h4 > h_4
c. h4 = h_4 b
Test Statistics
h4 - h_4
a
Z -1.725 Asymp. Sig. (2-tailed) .085 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-3 dan H+3 Ranks
N Mean Rank Sum of Ranks
a
h3 - h_3 Negative Ranks
30 25.87 776.00
b
Positive Ranks
34 38.35 1304.00
c
Ties
10 Total
74 a. h3 < h_3
b. h3 > h_3
c. h3 = h_3 b
Test Statistics
h3 - h_3
a
Z -1.766 Asymp. Sig. (2-tailed) .077 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-2 dan H+2 Ranks
N Mean Rank Sum of Ranks
a
h2 - h_2 Negative Ranks
27 26.81 724.00
b
Positive Ranks
32 32.69 1046.00
c
Ties
15 Total
74
a. h2 < h_2
b. h2 > h_2
c. h2 = h_2 b
Test Statistics
h2 - h_2
a
Z -1.215 Asymp. Sig. (2-tailed) .224 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-1 dan H+1 Ranks
N Mean Rank Sum of Ranks
a
h1 - h_1 Negative Ranks
22 24.30 534.50
b
Positive Ranks
36 32.68 1176.50
c
Ties
16 Total
74
a. h1 < h_1
b. h1 > h_1
c. h1 = h_1 b
Test Statistics
h1 - h_1
a
Z -2.487 Asymp. Sig. (2-tailed) .013 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
Wilcoxon Signed Test Abnormal Return Saham Rata-Rata Sebelum dan Sesudah Abnormal Return Saham Ranks
N Mean Rank Sum of Ranks
a
ratah - ratah_ Negative Ranks
46 39.26 1806.00
b
Positive Ranks
28 34.61 969.00
c
Ties Total
74
a. ratah < ratah_
b. ratah > ratah_
c. ratah = ratah_ b
Test Statistics
ratah - ratah_
a
Z
- 2.255 Asymp. Sig. (2-tailed) .024 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test
H-5 dan H+5 Ranks
N Mean Rank Sum of Ranks
a
h5 - h_5 Negative Ranks
54 36.94 1995.00
b
Positive Ranks
20 39.00 780.00
c
Ties Total
74
a. h5 < h_5
b. h5 > h_5
c. h5 = h_5
b Test Statistics
h5 - h_5
a
Z
- 3.274 Asymp. Sig. (2-tailed) .001 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test
H-4 dan H+4 Ranks
N Mean Rank Sum of Ranks
a
h4 - h_4 Negative Ranks
32 30.88 988.00
b
Positive Ranks
42 42.55 1787.00
c
Ties Total
74
a. h4 < h_4
b. h4 > h_4
c. h4 = h_4 b
Test Statistics
h4 - h_4
a
Z -2.153 Asymp. Sig. (2-tailed) .031 a. Based on negative ranks.
b. Wilcoxon Signed Ranks Test
H-3 dan H+3 Ranks
N Mean Rank Sum of Ranks
a
h3 - h_3 Negative Ranks
42 37.00 1554.00
b
Positive Ranks
32 38.16 1221.00
c
Ties Total
74 a. h3 < h_3
b. h3 > h_3
c. h3 = h_3 b
Test Statistics
h3 - h_3
a
Z
- .898 Asymp. Sig. (2-tailed) .369 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test
H-2 dan H+2 Ranks
N Mean Rank Sum of Ranks
a
h2 - h_2 Negative Ranks
35 42.94 1503.00
b
Positive Ranks
39 32.62 1272.00
c
Ties Total
74
a. h2 < h_2
b. h2 > h_2
c. h2 = h_2 b
Test Statistics
h2 - h_2
a
Z -.623 Asymp. Sig. (2-tailed) .534 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test
H-1 dan H+1 Ranks
N Mean Rank Sum of Ranks
a
h1 - h_1 Negative Ranks
48 38.27 1837.00
b
Positive Ranks
26 36.08 938.00
c
Ties Total
74
a. h1 < h_1
b. h1 > h_1
c. h1 = h_1 b
Test Statistics
h1 - h_1
a
Z -2.422 Asymp. Sig. (2-tailed) .015 a. Based on positive ranks.
b. Wilcoxon Signed Ranks Test