Pengaruh Price Earning Ratio (PER), Economic Value Added (EVA), dan Market Value Added (MVA) terhadap Return Saham
Lampiran i
Daftar Sampel Perusahaan
Daftar Sampel Perusahaan Pertambangan
No
Kode
Sampel
1
ADRO
Adaro Energy, Tbk
2
ANTM
Aneka Tambang (Persero), Tbk
3
ATPK
ATPK Resources, Tbk
4
BORN
Borneo Lumbung Energy & Metal, Tbk
5
BRAU
Berau Coal Energy, Tbk
6
BUMI
Bumi Resources, Tbk
7
BYAN
Bayan Resources, Tbk
8
CITA
Cita Mineral Investindo, Tbk
9
CTTH
Citatah Industri Marmer, Tbk
10
DOID
Delta Dunia Makmur, Tbk
11
ENRG
Energi Media Persasa, Tbk
12
GTBO
Garda tujuh Buana, Tbk
13
PKPK
Perdana Karya Perkasa, Tbk
14
HRUM
Harum Energy, Tbk
15
INDY
Indika Energy, Tbk
16
ITMG
Indo Tambang Raya Megah, Tbk
17
MITI
Mitra Investindo, Tbk
18
PGAS
Perusahaan Gas Negara (persero), Tbk
19
PTRO
Petrosea, Tbk
20
RUIS
Radiant Utama Interinsco, Tbk
Universitas Sumatera Utara
Lampiran ii
Data Variabel Penelitian Tahun 2009
No
kode
Sampel
PER
MVA
(dalam jutaan)
1
ADRO
Adaro Energy, Tbk
12.67
57093117060
2
ANTM
Aneka Tambang (Persero), Tbk
34.73
30884554025
3
ATPK
ATPK Resources, Tbk
-5.24
40558878
4
BORN
Borneo Lumbung Energy & Metal, Tbk
14.20
1487680700
5
BRAU
Berau Coal Energy, Tbk
15.90
3959905798
6
BUMI
Bumi Resources, Tbk
26.19
253455000000
7
BYAN
Bayan Resources, Tbk
138.19
2220116667
8
CITA
Cita Mineral Investindo, Tbk
20.40
16387643
9
CTTH
Citatah Industri Marmer, Tbk
5.01
54892917
10
DOID
Delta Dunia Makmur, Tbk
-14.57
25059489407
11
ENRG
Energi Media Persasa, Tbk
-1.61
7722138663
12
GTBO
Garda tujuh Buana, Tbk
-19.31
-240208000
13
PKPK
Perdana Karya Perkasa, Tbk
5.63
315350
14
HRUM
Harum Energy, Tbk
30.19
-18000
15
INDY
Indika Energy, Tbk
15.97
4772560800
16
ITMG
Indo Tambang Raya Megah, Tbk
11.32
23150336108
17
MITI
Mitra Investindo, Tbk
126.19
2668829
18
PGAS
Perusahaan Gas Negara (persero), Tbk
15.18
42932675850
19
PTRO
Petrosea, Tbk
69.60
12419966562
20
RUIS
Radiant Utama Interinsco, Tbk
7.57
-69497000
Universitas Sumatera Utara
No
Kode
Sampel
EVA
(dalam
jutaan)
Return Saham
1
ADRO
Adaro Energy, Tbk
3117902
2.60
2
ANTM
Aneka Tambang (Persero), Tbk
457663635
1.04
3
ATPK
ATPK Resources, Tbk
-12389
0.74
4
BORN
Borneo Lumbung Energy & Metal, Tbk
-2906
0.28
5
BRAU
Berau Coal Energy, Tbk
13436404
1.05
6
BUMI
Bumi Resources, Tbk
140367
1.70
7
BYAN
Bayan Resources, Tbk
9835062
5.01
8
CITA
Cita Mineral Investindo, Tbk
-858024818
0.19
9
CTTH
Citatah Industri Marmer, Tbk
-2954001
0.36
10
DOID
Delta Dunia Makmur, Tbk
-4589
2.38
11
ENRG
Energi Media Persasa, Tbk
-3420
1.29
12
GTBO
Garda tujuh Buana, Tbk
-28209
1.00
13
PKPK
Perdana Karya Perkasa, Tbk
-30266
-0.04
14
HRUM
Harum Energy, Tbk
602756
1.23
15
INDY
Indika Energy, Tbk
-832061
1.11
16
ITMG
Indo Tambang Raya Megah, Tbk
215164
2.22
17
MITI
Mitra Investindo, Tbk
6003
-0.80
18
PGAS
Perusahaan Gas Negara (persero), Tbk
4265521
1.10
19
PTRO
Petrosea, Tbk
34649
1.91
20
RUIS
Radiant Utama Interinsco, Tbk
9991831412
-0.54
Universitas Sumatera Utara
Data Variabel Penelitian Tahun 2010
No
kode
Sampel
PER
MVA
(dalam jutaan)
1
ADRO
Adaro Energy, Tbk
36.95
60724407060
2
ANTM
Aneka Tambang (Persero), Tbk
13.88
17355004025
3
ATPK
ATPK Resources, Tbk
-6.05
14419760
4
BORN
Borneo Lumbung Energy & Metal, Tbk
26.17
4204490700
5
BRAU
Berau Coal Energy, Tbk
28.72
5409645020
6
BUMI
Bumi Resources, Tbk
22.49
2958620000000
7
BYAN
Bayan Resources, Tbk
80.99
14705666667
8
CITA
Cita Mineral Investindo, Tbk
10.72
6953927
9
CTTH
Citatah Industri Marmer, Tbk
6.93
64628917
10
DOID
Delta Dunia Makmur, Tbk
-68.90
23961819407
11
ENRG
Energi Media Persasa, Tbk
-80.75
6653080801
12
GTBO
Garda tujuh Buana, Tbk
184.56
-246652000
13
PKPK
Perdana Karya Perkasa, Tbk
13.37
616304590
14
HRUM
Harum Energy, Tbk
29.49
986130000
15
INDY
Indika Energy, Tbk
31.84
30777685800
16
ITMG
Indo Tambang Raya Megah, Tbk
31.29
26846686108
17
MITI
Mitra Investindo, Tbk
46.24
227860839
18
PGAS
Perusahaan Gas Negara (persero), Tbk
17.19
44920175850
19
PTRO
Petrosea, Tbk
6.91
5166562
20
RUIS
Radiant Utama Interinsco, Tbk
12.01
-55200000
Universitas Sumatera Utara
No
kode
Sampel
EVA
(dalam jutaan)
Return
Saham
1
ADRO
Adaro Energy, Tbk
2974031
0.54
2
ANTM
Aneka Tambang (Persero), Tbk
791131667
0.15
3
ATPK
ATPK Resources, Tbk
-6893
-0.17
4
BORN
Borneo Lumbung Energy & Metal, Tbk
-8942
1.68
5
BRAU
Berau Coal Energy, Tbk
722328
0.24
6
BUMI
Bumi Resources, Tbk
64003
0.21
7
BYAN
Bayan Resources, Tbk
4275223
2.20
8
CITA
Cita Mineral Investindo, Tbk
1257537830
-0.57
9
CTTH
Citatah Industri Marmer, Tbk
3579763
0.06
10
DOID
Delta Dunia Makmur, Tbk
-10986
-0.05
11
ENRG
Energi Media Persasa, Tbk
-3394
-0.31
12
GTBO
Garda tujuh Buana, Tbk
-14509
-0.14
13
PKPK
Perdana Karya Perkasa, Tbk
-20459
-0.44
14
HRUM
Harum Energy, Tbk
252840
2.95
15
INDY
Indika Energy, Tbk
1357281
1.16
16
ITMG
Indo Tambang Raya Megah, Tbk
328129
0.63
17
MITI
Mitra Investindo, Tbk
7915
4.50
18
PGAS
Perusahaan Gas Negara (persero), Tbk
1909794
0.17
19
PTRO
Petrosea, Tbk
18827
1.63
20
RUIS
Radiant Utama Interinsco, Tbk
12351289085
0.14
Universitas Sumatera Utara
Data Variabel Penelitian Tahun 2011
No
kode
Sampel
PER
MVA
(dalam jutaan)
1
ADRO
Adaro Energy, Tbk
13.02
28875747510
2
ANTM
Aneka Tambang (Persero), Tbk
7.43
5245894025
3
ATPK
ATPK Resources, Tbk
-9.07
64497510
4
BORN
Borneo Lumbung Energy & Metal, Tbk
32.50
12224960700
5
BRAU
Berau Coal Energy, Tbk
9.30
15263595020
6
BUMI
Bumi Resources, Tbk
15.88
94832701730
7
BYAN
Bayan Resources, Tbk
30.79
665666667
8
CITA
Cita Mineral Investindo, Tbk
5.04
-274073
9
CTTH
Citatah Industri Marmer, Tbk
9.59
19420917
10
DOID
Delta Dunia Makmur, Tbk
-14.57
-324889723
11
ENRG
Energi Media Persasa, Tbk
-166.31
-4039273885
12
GTBO
Garda tujuh Buana, Tbk
12.52
96840000
13
PKPK
Perdana Karya Perkasa, Tbk
7.68
141075020
14
HRUM
Harum Energy, Tbk
11.15
13801611810
15
INDY
Indika Energy, Tbk
9.69
5925985800
16
ITMG
Indo Tambang Raya Megah, Tbk
10.25
20561736108
17
MITI
Mitra Investindo, Tbk
20.56
164473839
18
PGAS
Perusahaan Gas Negara (persero), Tbk
12.01
34075650
19
PTRO
Petrosea, Tbk
8.62
1294562
20
RUIS
Radiant Utama Interinsco, Tbk
10.13
15180000
Universitas Sumatera Utara
No
kode
Sampel
EVA
(dalam jutaan)
Return
Saham
1
ADRO
Adaro Energy, Tbk
28875747510
-0.32
2
ANTM
Aneka Tambang (Persero), Tbk
5245894025
0.56
3
ATPK
ATPK Resources, Tbk
64497510
-0.11
4
BORN
Borneo Lumbung Energy & Metal, Tbk
12224960700
-0.38
5
BRAU
Berau Coal Energy, Tbk
15263595020
-0.19
6
BUMI
Bumi Resources, Tbk
94832701730
-0.16
7
BYAN
Bayan Resources, Tbk
665666667
0.00
8
CITA
Cita Mineral Investindo, Tbk
-274073
-0.01
9
CTTH
Citatah Industri Marmer, Tbk
19420917
-0.01
10
DOID
Delta Dunia Makmur, Tbk
-324889723
0.04
11
ENRG
Energi Media Persasa, Tbk
-4039273885
0.44
12
GTBO
Garda tujuh Buana, Tbk
96840000
8.35
13
PKPK
Perdana Karya Perkasa, Tbk
141075020
0.05
14
HRUM
Harum Energy, Tbk
13801611810
6.61
15
INDY
Indika Energy, Tbk
5925985800
-0.54
16
ITMG
Indo Tambang Raya Megah, Tbk
20561736108
-0.19
17
MITI
Mitra Investindo, Tbk
164473839
-0.02
18
PGAS
Perusahaan Gas Negara (persero), Tbk
34075650
-0.28
19
PTRO
Petrosea, Tbk
1294562
0.28
20
RUIS
Radiant Utama Interinsco, Tbk
15180000
0.10
Universitas Sumatera Utara
Lampiran iii
Hasil Output Statistik Deskriptif
Tabel 3.1
Statistik Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
EVA
60
-4039273885
94832701730
3.63E9
1.326E10
MVA
60
-4039273885
3.E12
6.42E10
3.817E11
PER
60
-166.31
184.56
16.4745
45.47462
ReturnSaham
60
-.80
8.35
.8771
1.69896
Valid N (listwise)
60
Universitas Sumatera Utara
Lampiran iv
Hasil Output Uji Normalitas
Tabel 4.1
Hasil Uji Kolmogorov-Smirnov Sebelum Transformasi
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal
Mean
a,
Parameters Std. Deviation
,b
60
.0000000
1.66513417
Most
Absolute
Extreme
Positive
Differences Negative
-.158
Kolmogorov-Smirnov Z
1.429
Asymp. Sig. (2-tailed)
.184
.184
.034
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Hasil Output Uji Normalitas
Tabel 4.2
Hasil Uji Kolmogorov-Smirnov Setelah Transformasi
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
26
Normal
Mean
a,,b
Parameters
Std. Deviation
.0000000
1.31706532
Most Extreme Absolute
Differences Positive
.104
Negative
-.063
Kolmogorov-Smirnov Z
.531
Asymp. Sig. (2-tailed)
.941
.104
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Universitas Sumatera Utara
Universitas Sumatera Utara
Lampiran v
Hasil Output Uji Multikolinearitas
Tabel 5.1
Coefficientsa
Collinearity Statistics
Model
Tolerance
VIF
1 (Constant)
LnEVA
.885
1.130
LnMVA
.820
1.219
LnPER
.743
1.346
a. Dependent Variable: LnReturnSaham
Universitas Sumatera Utara
Lampiran vi
Hasil Output Uji Heteroskedastisitas
Gambar 6.1
Scatter Plot Uji Heteroskedastisitas
Universitas Sumatera Utara
Lampira vii
Hasil Output Uji Autokorelasi
Tabel 7.1
Model summary
Model Summaryb
Mode
l
R
1
.423a
Adjusted R Std. Error of
R Square
Square
the Estimate
.179
.067
DurbinWatson
1.40400
2.307
a. Predictors: (Constant), LnPER, LnEVA, LnMVA
b. Dependent Variable: LnReturnSaham
Tabel 7.2
Pedoman untuk memberikan Interpretasi Koefisien Korelasi
Interval koefisien
Tingkat hubungan
0.000-0.199
Sangat rendah
0.200-0.399
Rendah
0.400-0.599
Sedang
0.600-0.799
Kuat
0.800-1.000
Sangat kuat
Universitas Sumatera Utara
Lampiran viii
Hasil Output Uji Hipotesis
Tabel 8.1
Hasil Uji Simultan (Uji-F)
ANOVAb
Model
1
Sum of Squares
Regression
df
Mean Square
9.429
3
3.143
Residual
43.367
22
1.971
Total
52.795
25
F
Sig.
.219a
1.594
a. Predictors: (Constant), LnPER, LnEVA, LnMVA
b. Dependent Variable: LnReturnSaham
Tabel 8.2
Hasil Uji Parsial (Uji-t)
Coefficientsa
Standardized
Unstandardized Coefficients
Model
B
(Constant)
Std. Error
-2.421
2.276
LnEVA
.013
.081
LnMVA
-.018
LnPER
.810
Coefficients
Beta
T
Sig.
-1.064
.299
.033
.161
.874
.089
-.042
-.199
.844
.406
.447
1.995
.059
a. Dependent Variable: LnReturnSaham
Universitas Sumatera Utara
Daftar Sampel Perusahaan
Daftar Sampel Perusahaan Pertambangan
No
Kode
Sampel
1
ADRO
Adaro Energy, Tbk
2
ANTM
Aneka Tambang (Persero), Tbk
3
ATPK
ATPK Resources, Tbk
4
BORN
Borneo Lumbung Energy & Metal, Tbk
5
BRAU
Berau Coal Energy, Tbk
6
BUMI
Bumi Resources, Tbk
7
BYAN
Bayan Resources, Tbk
8
CITA
Cita Mineral Investindo, Tbk
9
CTTH
Citatah Industri Marmer, Tbk
10
DOID
Delta Dunia Makmur, Tbk
11
ENRG
Energi Media Persasa, Tbk
12
GTBO
Garda tujuh Buana, Tbk
13
PKPK
Perdana Karya Perkasa, Tbk
14
HRUM
Harum Energy, Tbk
15
INDY
Indika Energy, Tbk
16
ITMG
Indo Tambang Raya Megah, Tbk
17
MITI
Mitra Investindo, Tbk
18
PGAS
Perusahaan Gas Negara (persero), Tbk
19
PTRO
Petrosea, Tbk
20
RUIS
Radiant Utama Interinsco, Tbk
Universitas Sumatera Utara
Lampiran ii
Data Variabel Penelitian Tahun 2009
No
kode
Sampel
PER
MVA
(dalam jutaan)
1
ADRO
Adaro Energy, Tbk
12.67
57093117060
2
ANTM
Aneka Tambang (Persero), Tbk
34.73
30884554025
3
ATPK
ATPK Resources, Tbk
-5.24
40558878
4
BORN
Borneo Lumbung Energy & Metal, Tbk
14.20
1487680700
5
BRAU
Berau Coal Energy, Tbk
15.90
3959905798
6
BUMI
Bumi Resources, Tbk
26.19
253455000000
7
BYAN
Bayan Resources, Tbk
138.19
2220116667
8
CITA
Cita Mineral Investindo, Tbk
20.40
16387643
9
CTTH
Citatah Industri Marmer, Tbk
5.01
54892917
10
DOID
Delta Dunia Makmur, Tbk
-14.57
25059489407
11
ENRG
Energi Media Persasa, Tbk
-1.61
7722138663
12
GTBO
Garda tujuh Buana, Tbk
-19.31
-240208000
13
PKPK
Perdana Karya Perkasa, Tbk
5.63
315350
14
HRUM
Harum Energy, Tbk
30.19
-18000
15
INDY
Indika Energy, Tbk
15.97
4772560800
16
ITMG
Indo Tambang Raya Megah, Tbk
11.32
23150336108
17
MITI
Mitra Investindo, Tbk
126.19
2668829
18
PGAS
Perusahaan Gas Negara (persero), Tbk
15.18
42932675850
19
PTRO
Petrosea, Tbk
69.60
12419966562
20
RUIS
Radiant Utama Interinsco, Tbk
7.57
-69497000
Universitas Sumatera Utara
No
Kode
Sampel
EVA
(dalam
jutaan)
Return Saham
1
ADRO
Adaro Energy, Tbk
3117902
2.60
2
ANTM
Aneka Tambang (Persero), Tbk
457663635
1.04
3
ATPK
ATPK Resources, Tbk
-12389
0.74
4
BORN
Borneo Lumbung Energy & Metal, Tbk
-2906
0.28
5
BRAU
Berau Coal Energy, Tbk
13436404
1.05
6
BUMI
Bumi Resources, Tbk
140367
1.70
7
BYAN
Bayan Resources, Tbk
9835062
5.01
8
CITA
Cita Mineral Investindo, Tbk
-858024818
0.19
9
CTTH
Citatah Industri Marmer, Tbk
-2954001
0.36
10
DOID
Delta Dunia Makmur, Tbk
-4589
2.38
11
ENRG
Energi Media Persasa, Tbk
-3420
1.29
12
GTBO
Garda tujuh Buana, Tbk
-28209
1.00
13
PKPK
Perdana Karya Perkasa, Tbk
-30266
-0.04
14
HRUM
Harum Energy, Tbk
602756
1.23
15
INDY
Indika Energy, Tbk
-832061
1.11
16
ITMG
Indo Tambang Raya Megah, Tbk
215164
2.22
17
MITI
Mitra Investindo, Tbk
6003
-0.80
18
PGAS
Perusahaan Gas Negara (persero), Tbk
4265521
1.10
19
PTRO
Petrosea, Tbk
34649
1.91
20
RUIS
Radiant Utama Interinsco, Tbk
9991831412
-0.54
Universitas Sumatera Utara
Data Variabel Penelitian Tahun 2010
No
kode
Sampel
PER
MVA
(dalam jutaan)
1
ADRO
Adaro Energy, Tbk
36.95
60724407060
2
ANTM
Aneka Tambang (Persero), Tbk
13.88
17355004025
3
ATPK
ATPK Resources, Tbk
-6.05
14419760
4
BORN
Borneo Lumbung Energy & Metal, Tbk
26.17
4204490700
5
BRAU
Berau Coal Energy, Tbk
28.72
5409645020
6
BUMI
Bumi Resources, Tbk
22.49
2958620000000
7
BYAN
Bayan Resources, Tbk
80.99
14705666667
8
CITA
Cita Mineral Investindo, Tbk
10.72
6953927
9
CTTH
Citatah Industri Marmer, Tbk
6.93
64628917
10
DOID
Delta Dunia Makmur, Tbk
-68.90
23961819407
11
ENRG
Energi Media Persasa, Tbk
-80.75
6653080801
12
GTBO
Garda tujuh Buana, Tbk
184.56
-246652000
13
PKPK
Perdana Karya Perkasa, Tbk
13.37
616304590
14
HRUM
Harum Energy, Tbk
29.49
986130000
15
INDY
Indika Energy, Tbk
31.84
30777685800
16
ITMG
Indo Tambang Raya Megah, Tbk
31.29
26846686108
17
MITI
Mitra Investindo, Tbk
46.24
227860839
18
PGAS
Perusahaan Gas Negara (persero), Tbk
17.19
44920175850
19
PTRO
Petrosea, Tbk
6.91
5166562
20
RUIS
Radiant Utama Interinsco, Tbk
12.01
-55200000
Universitas Sumatera Utara
No
kode
Sampel
EVA
(dalam jutaan)
Return
Saham
1
ADRO
Adaro Energy, Tbk
2974031
0.54
2
ANTM
Aneka Tambang (Persero), Tbk
791131667
0.15
3
ATPK
ATPK Resources, Tbk
-6893
-0.17
4
BORN
Borneo Lumbung Energy & Metal, Tbk
-8942
1.68
5
BRAU
Berau Coal Energy, Tbk
722328
0.24
6
BUMI
Bumi Resources, Tbk
64003
0.21
7
BYAN
Bayan Resources, Tbk
4275223
2.20
8
CITA
Cita Mineral Investindo, Tbk
1257537830
-0.57
9
CTTH
Citatah Industri Marmer, Tbk
3579763
0.06
10
DOID
Delta Dunia Makmur, Tbk
-10986
-0.05
11
ENRG
Energi Media Persasa, Tbk
-3394
-0.31
12
GTBO
Garda tujuh Buana, Tbk
-14509
-0.14
13
PKPK
Perdana Karya Perkasa, Tbk
-20459
-0.44
14
HRUM
Harum Energy, Tbk
252840
2.95
15
INDY
Indika Energy, Tbk
1357281
1.16
16
ITMG
Indo Tambang Raya Megah, Tbk
328129
0.63
17
MITI
Mitra Investindo, Tbk
7915
4.50
18
PGAS
Perusahaan Gas Negara (persero), Tbk
1909794
0.17
19
PTRO
Petrosea, Tbk
18827
1.63
20
RUIS
Radiant Utama Interinsco, Tbk
12351289085
0.14
Universitas Sumatera Utara
Data Variabel Penelitian Tahun 2011
No
kode
Sampel
PER
MVA
(dalam jutaan)
1
ADRO
Adaro Energy, Tbk
13.02
28875747510
2
ANTM
Aneka Tambang (Persero), Tbk
7.43
5245894025
3
ATPK
ATPK Resources, Tbk
-9.07
64497510
4
BORN
Borneo Lumbung Energy & Metal, Tbk
32.50
12224960700
5
BRAU
Berau Coal Energy, Tbk
9.30
15263595020
6
BUMI
Bumi Resources, Tbk
15.88
94832701730
7
BYAN
Bayan Resources, Tbk
30.79
665666667
8
CITA
Cita Mineral Investindo, Tbk
5.04
-274073
9
CTTH
Citatah Industri Marmer, Tbk
9.59
19420917
10
DOID
Delta Dunia Makmur, Tbk
-14.57
-324889723
11
ENRG
Energi Media Persasa, Tbk
-166.31
-4039273885
12
GTBO
Garda tujuh Buana, Tbk
12.52
96840000
13
PKPK
Perdana Karya Perkasa, Tbk
7.68
141075020
14
HRUM
Harum Energy, Tbk
11.15
13801611810
15
INDY
Indika Energy, Tbk
9.69
5925985800
16
ITMG
Indo Tambang Raya Megah, Tbk
10.25
20561736108
17
MITI
Mitra Investindo, Tbk
20.56
164473839
18
PGAS
Perusahaan Gas Negara (persero), Tbk
12.01
34075650
19
PTRO
Petrosea, Tbk
8.62
1294562
20
RUIS
Radiant Utama Interinsco, Tbk
10.13
15180000
Universitas Sumatera Utara
No
kode
Sampel
EVA
(dalam jutaan)
Return
Saham
1
ADRO
Adaro Energy, Tbk
28875747510
-0.32
2
ANTM
Aneka Tambang (Persero), Tbk
5245894025
0.56
3
ATPK
ATPK Resources, Tbk
64497510
-0.11
4
BORN
Borneo Lumbung Energy & Metal, Tbk
12224960700
-0.38
5
BRAU
Berau Coal Energy, Tbk
15263595020
-0.19
6
BUMI
Bumi Resources, Tbk
94832701730
-0.16
7
BYAN
Bayan Resources, Tbk
665666667
0.00
8
CITA
Cita Mineral Investindo, Tbk
-274073
-0.01
9
CTTH
Citatah Industri Marmer, Tbk
19420917
-0.01
10
DOID
Delta Dunia Makmur, Tbk
-324889723
0.04
11
ENRG
Energi Media Persasa, Tbk
-4039273885
0.44
12
GTBO
Garda tujuh Buana, Tbk
96840000
8.35
13
PKPK
Perdana Karya Perkasa, Tbk
141075020
0.05
14
HRUM
Harum Energy, Tbk
13801611810
6.61
15
INDY
Indika Energy, Tbk
5925985800
-0.54
16
ITMG
Indo Tambang Raya Megah, Tbk
20561736108
-0.19
17
MITI
Mitra Investindo, Tbk
164473839
-0.02
18
PGAS
Perusahaan Gas Negara (persero), Tbk
34075650
-0.28
19
PTRO
Petrosea, Tbk
1294562
0.28
20
RUIS
Radiant Utama Interinsco, Tbk
15180000
0.10
Universitas Sumatera Utara
Lampiran iii
Hasil Output Statistik Deskriptif
Tabel 3.1
Statistik Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
EVA
60
-4039273885
94832701730
3.63E9
1.326E10
MVA
60
-4039273885
3.E12
6.42E10
3.817E11
PER
60
-166.31
184.56
16.4745
45.47462
ReturnSaham
60
-.80
8.35
.8771
1.69896
Valid N (listwise)
60
Universitas Sumatera Utara
Lampiran iv
Hasil Output Uji Normalitas
Tabel 4.1
Hasil Uji Kolmogorov-Smirnov Sebelum Transformasi
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal
Mean
a,
Parameters Std. Deviation
,b
60
.0000000
1.66513417
Most
Absolute
Extreme
Positive
Differences Negative
-.158
Kolmogorov-Smirnov Z
1.429
Asymp. Sig. (2-tailed)
.184
.184
.034
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Hasil Output Uji Normalitas
Tabel 4.2
Hasil Uji Kolmogorov-Smirnov Setelah Transformasi
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
26
Normal
Mean
a,,b
Parameters
Std. Deviation
.0000000
1.31706532
Most Extreme Absolute
Differences Positive
.104
Negative
-.063
Kolmogorov-Smirnov Z
.531
Asymp. Sig. (2-tailed)
.941
.104
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Universitas Sumatera Utara
Universitas Sumatera Utara
Lampiran v
Hasil Output Uji Multikolinearitas
Tabel 5.1
Coefficientsa
Collinearity Statistics
Model
Tolerance
VIF
1 (Constant)
LnEVA
.885
1.130
LnMVA
.820
1.219
LnPER
.743
1.346
a. Dependent Variable: LnReturnSaham
Universitas Sumatera Utara
Lampiran vi
Hasil Output Uji Heteroskedastisitas
Gambar 6.1
Scatter Plot Uji Heteroskedastisitas
Universitas Sumatera Utara
Lampira vii
Hasil Output Uji Autokorelasi
Tabel 7.1
Model summary
Model Summaryb
Mode
l
R
1
.423a
Adjusted R Std. Error of
R Square
Square
the Estimate
.179
.067
DurbinWatson
1.40400
2.307
a. Predictors: (Constant), LnPER, LnEVA, LnMVA
b. Dependent Variable: LnReturnSaham
Tabel 7.2
Pedoman untuk memberikan Interpretasi Koefisien Korelasi
Interval koefisien
Tingkat hubungan
0.000-0.199
Sangat rendah
0.200-0.399
Rendah
0.400-0.599
Sedang
0.600-0.799
Kuat
0.800-1.000
Sangat kuat
Universitas Sumatera Utara
Lampiran viii
Hasil Output Uji Hipotesis
Tabel 8.1
Hasil Uji Simultan (Uji-F)
ANOVAb
Model
1
Sum of Squares
Regression
df
Mean Square
9.429
3
3.143
Residual
43.367
22
1.971
Total
52.795
25
F
Sig.
.219a
1.594
a. Predictors: (Constant), LnPER, LnEVA, LnMVA
b. Dependent Variable: LnReturnSaham
Tabel 8.2
Hasil Uji Parsial (Uji-t)
Coefficientsa
Standardized
Unstandardized Coefficients
Model
B
(Constant)
Std. Error
-2.421
2.276
LnEVA
.013
.081
LnMVA
-.018
LnPER
.810
Coefficients
Beta
T
Sig.
-1.064
.299
.033
.161
.874
.089
-.042
-.199
.844
.406
.447
1.995
.059
a. Dependent Variable: LnReturnSaham
Universitas Sumatera Utara