PENGARUH PEMECAHAN SAHAM DITINJAU DARI EARNING PER SHARE DAN DIVIDEND PER SHARE TERHADAP PERUBAHAN HARGA SAHAM DI BEJ TAHUN 2000-2003 - Unika Repository
Perpustakaan Unika
EPS Sebelum Pemecahan Saham
TAHUN 2000 - 2003
NO
TAHUN
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
2
2000
2001
2002
2003
KODE
SAHAM
3
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
NAMA
PERUSAHAAN
4
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Jumlah
Rata-rata
EPS
Sebelum
DPS
Sebelum
(i)
6
(i)
6
27
660
130
80
113
196
511
615
1027
114
564
-357
89
14
-41
20
390
97
413
328
87
195
-4
77
105
22
370
91
103
74
244
3
270
24
577
284
59
771
258
70
42
375
190
5
26
117
206
9.631,00
204,91
2,00
75,00
100,00
30,00
1,50
75,00
91,00
47,00
15,00
69,00
60,00
50,00
50,00
10,00
40,00
2,50
115,00
10,00
125,00
100,00
12,50
85,00
250,00
75,00
95,00
2,00
85,00
44,00
20,00
5,00
32,00
88,00
15,00
50,00
40,00
150,00
22,50
25,00
98,00
70,00
250,00
44,00
50,00
7,00
9,00
60,00
90,00
2.842,00
60,47
Perpustakaan Unika
DPS Sebelum Pemecahan Saham
TAHUN 2000 - 2003
NO
TAHUN
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
2
2000
2001
2002
2003
KODE
SAHAM
3
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
NAMA
PERUSAHAAN
4
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Jumlah
Rata-rata
DPS
Sebelum
(i)
6
2,00
75,00
100,00
30,00
1,50
75,00
91,00
47,00
15,00
69,00
60,00
50,00
50,00
10,00
40,00
2,50
115,00
10,00
125,00
100,00
12,50
85,00
250,00
75,00
95,00
2,00
85,00
44,00
20,00
5,00
32,00
88,00
15,00
50,00
40,00
150,00
22,50
25,00
98,00
70,00
250,00
44,00
50,00
7,00
9,00
60,00
90,00
2.842,00
60,47
Perpustakaan Unika
Rata-Rata Harga Saham, Perubahan Harga Saham dan Perhitungan Perubahan Harga Saham
TAHUN 2000 - 2003
NO
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
TAHUN
2
2000
2001
2002
2003
NAMA
PERUSAHAAN
3
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Jumlah
Rata-rata
Kode
Saham
4
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
Harga
Saham
7,5 Bulan
Sebelum
i
Harga
Saham
4,5 Bulan
Sesudah
f
5
938,41
4.048,86
2.201,36
2.580,44
4.517,46
978,55
9.384,27
3.441,00
1.365,79
1.595,32
4.085,71
672,65
766,82
847,21
654,47
1.275,65
1.684,82
445,72
2.641,34
2.716,90
993,32
1.254,03
442,49
1.351,71
2.335,90
1.253,05
1.306,71
1.054,86
1.841,58
300,63
1.088,41
178,56
1.358,67
851,74
1.131,43
1.986,64
263,78
458,27
217,08
3.391,76
700,63
1.046,12
1.773,17
262,03
1.213,21
1.250,00
1.479,79
77.628,32
1.651,67
6
484,09
841,66
1.424,22
668,22
606,78
225,17
867,79
857,71
427,92
533,31
998,29
414,88
369,65
232,47
80,81
483,75
1.058,99
145,20
565,70
361,67
269,98
275,95
68,18
279,68
509,41
302,11
266,55
315,78
344,00
186,77
664,48
200,89
665,74
195,93
518,83
386,73
119,03
84,30
140,29
276,22
245,81
447,74
310,67
145,61
194,96
625,00
310,02
19.998,94
425,51
Perubahan
Hasil
Perhitungan
7=6-5
8 = (7:5)
(454) (0,48414)
(3.207) (0,79212)
(777) (0,35303)
(1.912) (0,74104)
(3.911) (0,86568)
(753) (0,76989)
(8.516) (0,90753)
(2.583) (0,75074)
(938) (0,68669)
(1.062) (0,66570)
(3.087) (0,75566)
(258) (0,38322)
(397) (0,51794)
(615) (0,72561)
(574) (0,87653)
(792) (0,62078)
(626) (0,37145)
(301) (0,67423)
(2.076) (0,78583)
(2.355) (0,86688)
(723) (0,72820)
(978) (0,77995)
(374) (0,84592)
(1.072) (0,79309)
(1.826) (0,78192)
(951) (0,75890)
(1.040) (0,79601)
(739) (0,70064)
(1.498) (0,81320)
(114) (0,37874)
(424) (0,38949)
22
0,12506
(693) (0,51001)
(656) (0,76997)
(613) (0,54144)
(1.600) (0,80533)
(145) (0,54875)
(374) (0,81605)
(77) (0,35374)
(3.116) (0,91856)
(455) (0,64916)
(598) (0,57200)
(1.463) (0,82479)
(116) (0,44430)
(1.018) (0,83930)
(625) (0,50000)
(1.170) (0,79050)
(57629) (31,11962)
(1226,157) (0,66212)
Perpustakaan Unika
Kode Saham Perusahaan yang Melakukan Pemecahan Saham
TAHUN 2000 - 2003
NO
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
TAHUN
2000
2001
2002
2003
NAMA
PERUSAHAAN
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
KODE
SAHAM
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
Perpustakaan Unika
Tanggal Pengumuman Pemecahan Saham
TAHUN 2000 - 2003
NO
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
TAHUN
2000
2001
2002
2003
KODE
SAHAM
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
NAMA
PERUSAHAAN
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Tanggal Pengumuman
Pemecahan Saham
Tanggal
7,5 Bulan
Sebelum
Tanggal
4,5 Bulan
Sesudah
17/02/2000
06/03/2000
29/09/2000
06/10/2000
02/04/2000
07/12/2000
01/12/2000
21/12/2000
02/11/2000
07/08/2000
31/05/2000
10/08/2000
05/04/2000
12/05/2000
06/10/2000
19/04/2000
14/05/2001
29/01/2001
11/01/2001
14/12/2001
03/08/2001
19/12/2001
05/01/2001
30/07/2001
29/08/2001
26/10/2001
05/07/2001
11/01/2001
03/01/2002
27/05/2002
17/12/2002
02/09/2002
05/01/2002
28/06/2002
26/07/2002
01/08/2002
16/09/2002
01/08/2002
14/03/2002
10/09/2003
04/02/2003
08/12/2003
09/01/2003
22/07/2003
28/05/2003
04/12/2003
28/04/2003
02/07/99
22/07/99
14/02/00
21/02/00
17/08/99
20/04/00
14/04/00
05/05/00
17/03/00
22/12/99
15/10/99
23/12/99
20/08/99
27/08/99
21/02/00
03/09/99
29/09/00
14/06/00
26/05/00
27/04/01
18/12/00
04/05/01
19/05/00
15/12/00
12/01/01
12/03/01
20/11/00
26/05/00
29/05/01
12/10/01
02/05/02
18/01/01
21/05/01
13/11/01
11/12/01
13/12/01
01/02/02
13/12/01
30/07/01
24/01/03
19/06/02
23/04/03
24/05/02
04/12/02
11/10/02
17/04/03
13/09/02
01/07/00
21/07/00
13/02/01
20/02/01
17/08/00
22/04/01
15/04/01
05/05/01
17/03/01
22/12/00
16/10/00
22/12/00
21/08/00
28/08/00
22/02/01
03/09/00
29/09/01
13/06/01
28/05/01
29/04/02
19/12/01
06/05/02
21/05/01
19/12/01
14/01/02
11/03/02
20/11/01
28/05/01
20/05/02
14/10/02
02/05/03
17/01/03
20/05/02
13/11/02
11/12/02
16/12/02
31/01/03
16/12/02
30/07/02
26/01/04
19/06/03
22/04/04
26/05/03
04/12/03
13/10/03
19/04/04
15/09/03
Perpustakaan Unika
Regression
Variables Entered/Removedb
Model
1
Variables
Entered
DPS, EPSa
Variables
Removed
Method
Enter
.
a. All requested variables entered.
b. Dependent Variable: Perubahan Harga Saham
Model Summaryb
Model
1
R
.210a
R Square
.044
Adjusted
R Square
.001
Std. Error of
the Estimate
.20349247
Durbin-W
atson
1.767
a. Predictors: (Constant), DPS, EPS
b. Dependent Variable: Perubahan Harga Saham
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
.084
1.822
1.906
df
2
44
46
Mean Square
.042
.041
F
1.014
Sig.
.371a
a. Predictors: (Constant), DPS, EPS
b. Dependent Variable: Perubahan Harga Saham
Coefficientsa
Model
1
(Constant)
EPS
DPS
Unstandardized
Coefficients
B
Std. Error
-.613
.051
-.00016
.00012
-.00027
.00055
Standardized
Coefficients
Beta
a. Dependent Variable: Perubahan Harga Saham
-.196
-.073
t
-12.094
-1.328
-.498
Sig.
.000
.191
.621
Collinearity
Statistics
Tolerance
VIF
1.000
1.000
1.00
1.00
Perpustakaan Unika
Charts
Histogram
Dependent Variable: Perubahan Harga Saham
20
Frequency
10
Std. Dev = .98
Mean = 0.00
N = 47.00
0
-2.39
-.94
-1.67
.50
-.22
1.94
1.22
3.39
2.67
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: Perubahan Harga Saham
1.00
.75
Expected Cum Prob
.50
.25
0.00
0.00
.25
.50
.75
1.00
Observed Cum Prob
Scatterplot
Dependent Variable: Perubahan Harga Saham
Regression Studentized Residual
4
3
2
1
0
-1
-2
-3
-2
-1
0
Regression Standardized Predicted Value
1
2
3
Perpustakaan Unika
NPar Tests
One-Sample Kolmogorov-Smirnov Test
N
Normal Parameters a,b
Most Extreme
Differences
Mean
Std. Deviation
Absolute
Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
b. Calculated from data.
EPS
DPS
47
204.9149
247.39406
.193
.193
-.157
1.326
.059
47
60.4681
55.00073
.142
.130
-.142
.972
.301
Perubahan
Harga Saham
47
-.6621195
.20355618
.176
.176
-.104
1.204
.110
Unstandardiz
ed Residual
47
.0000000
.19901956
.149
.149
-.088
1.021
.248
Perpustakaan Unika
Uji Glejser
Regression
Variables Entered/Removedb
Model
1
Variables
Entered
DPS, EPSa
Variables
Removed
Method
Enter
.
a. All requested variables entered.
b. Dependent Variable: ABSUT
Model Summary
Model
1
R
.232a
R Square
.054
Adjusted
R Square
.011
Std. Error of
the Estimate
.1209439
a. Predictors: (Constant), DPS, EPS
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
.037
.644
.680
df
2
44
46
Mean Square
.018
.015
F
1.249
Sig.
.297a
a. Predictors: (Constant), DPS, EPS
b. Dependent Variable: ABSUT
Coefficientsa
Model
1
(Constant)
EPS
DPS
Unstandardized
Coefficients
B
Std. Error
.170
.030
.000
.000
.000
.000
a. Dependent Variable: ABSUT
Standardized
Coefficients
Beta
-.223
.065
t
5.633
-1.522
.446
Sig.
.000
.135
.658
Perpustakaan Unika
Descriptives
Descriptive Statistics
N
EPS
DPS
Perubahan Harga Saham
Valid N (listwise)
47
47
47
47
Minimum
-357.00
1.50
-.91856
Maximum
1027.00
250.00
.12506
Mean
204.9149
60.4681
-.6621195
Std. Deviation
247.39406
55.00073
.20355618
EPS Sebelum Pemecahan Saham
TAHUN 2000 - 2003
NO
TAHUN
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
2
2000
2001
2002
2003
KODE
SAHAM
3
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
NAMA
PERUSAHAAN
4
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Jumlah
Rata-rata
EPS
Sebelum
DPS
Sebelum
(i)
6
(i)
6
27
660
130
80
113
196
511
615
1027
114
564
-357
89
14
-41
20
390
97
413
328
87
195
-4
77
105
22
370
91
103
74
244
3
270
24
577
284
59
771
258
70
42
375
190
5
26
117
206
9.631,00
204,91
2,00
75,00
100,00
30,00
1,50
75,00
91,00
47,00
15,00
69,00
60,00
50,00
50,00
10,00
40,00
2,50
115,00
10,00
125,00
100,00
12,50
85,00
250,00
75,00
95,00
2,00
85,00
44,00
20,00
5,00
32,00
88,00
15,00
50,00
40,00
150,00
22,50
25,00
98,00
70,00
250,00
44,00
50,00
7,00
9,00
60,00
90,00
2.842,00
60,47
Perpustakaan Unika
DPS Sebelum Pemecahan Saham
TAHUN 2000 - 2003
NO
TAHUN
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
2
2000
2001
2002
2003
KODE
SAHAM
3
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
NAMA
PERUSAHAAN
4
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Jumlah
Rata-rata
DPS
Sebelum
(i)
6
2,00
75,00
100,00
30,00
1,50
75,00
91,00
47,00
15,00
69,00
60,00
50,00
50,00
10,00
40,00
2,50
115,00
10,00
125,00
100,00
12,50
85,00
250,00
75,00
95,00
2,00
85,00
44,00
20,00
5,00
32,00
88,00
15,00
50,00
40,00
150,00
22,50
25,00
98,00
70,00
250,00
44,00
50,00
7,00
9,00
60,00
90,00
2.842,00
60,47
Perpustakaan Unika
Rata-Rata Harga Saham, Perubahan Harga Saham dan Perhitungan Perubahan Harga Saham
TAHUN 2000 - 2003
NO
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
TAHUN
2
2000
2001
2002
2003
NAMA
PERUSAHAAN
3
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Jumlah
Rata-rata
Kode
Saham
4
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
Harga
Saham
7,5 Bulan
Sebelum
i
Harga
Saham
4,5 Bulan
Sesudah
f
5
938,41
4.048,86
2.201,36
2.580,44
4.517,46
978,55
9.384,27
3.441,00
1.365,79
1.595,32
4.085,71
672,65
766,82
847,21
654,47
1.275,65
1.684,82
445,72
2.641,34
2.716,90
993,32
1.254,03
442,49
1.351,71
2.335,90
1.253,05
1.306,71
1.054,86
1.841,58
300,63
1.088,41
178,56
1.358,67
851,74
1.131,43
1.986,64
263,78
458,27
217,08
3.391,76
700,63
1.046,12
1.773,17
262,03
1.213,21
1.250,00
1.479,79
77.628,32
1.651,67
6
484,09
841,66
1.424,22
668,22
606,78
225,17
867,79
857,71
427,92
533,31
998,29
414,88
369,65
232,47
80,81
483,75
1.058,99
145,20
565,70
361,67
269,98
275,95
68,18
279,68
509,41
302,11
266,55
315,78
344,00
186,77
664,48
200,89
665,74
195,93
518,83
386,73
119,03
84,30
140,29
276,22
245,81
447,74
310,67
145,61
194,96
625,00
310,02
19.998,94
425,51
Perubahan
Hasil
Perhitungan
7=6-5
8 = (7:5)
(454) (0,48414)
(3.207) (0,79212)
(777) (0,35303)
(1.912) (0,74104)
(3.911) (0,86568)
(753) (0,76989)
(8.516) (0,90753)
(2.583) (0,75074)
(938) (0,68669)
(1.062) (0,66570)
(3.087) (0,75566)
(258) (0,38322)
(397) (0,51794)
(615) (0,72561)
(574) (0,87653)
(792) (0,62078)
(626) (0,37145)
(301) (0,67423)
(2.076) (0,78583)
(2.355) (0,86688)
(723) (0,72820)
(978) (0,77995)
(374) (0,84592)
(1.072) (0,79309)
(1.826) (0,78192)
(951) (0,75890)
(1.040) (0,79601)
(739) (0,70064)
(1.498) (0,81320)
(114) (0,37874)
(424) (0,38949)
22
0,12506
(693) (0,51001)
(656) (0,76997)
(613) (0,54144)
(1.600) (0,80533)
(145) (0,54875)
(374) (0,81605)
(77) (0,35374)
(3.116) (0,91856)
(455) (0,64916)
(598) (0,57200)
(1.463) (0,82479)
(116) (0,44430)
(1.018) (0,83930)
(625) (0,50000)
(1.170) (0,79050)
(57629) (31,11962)
(1226,157) (0,66212)
Perpustakaan Unika
Kode Saham Perusahaan yang Melakukan Pemecahan Saham
TAHUN 2000 - 2003
NO
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
TAHUN
2000
2001
2002
2003
NAMA
PERUSAHAAN
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
KODE
SAHAM
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
Perpustakaan Unika
Tanggal Pengumuman Pemecahan Saham
TAHUN 2000 - 2003
NO
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
TAHUN
2000
2001
2002
2003
KODE
SAHAM
TMPI
ASGR
AHAP
BASS
RMBA
ESTI
FAST
INDF
INTA
MREI
MEDC
MIRA
SONA
TIRT
TRST
TRIM
BBCA
RMBA
CPIN
RALS
SRSN
STTP
SUBA
SMPL
SIMM
TBLA
TURI
ULTJ
ACAP
ASDM
BBIA
PNBN
BLTA
FMII
HEXA
MRAT
PANS
SMRA
VOKS
AHAP
NISP
EPMT
PBRX
PNLF
PNIN
POOL
SMSM
NAMA
PERUSAHAAN
Artha Graha Investama Sentral (AGIS) Tbk
Astra Graphia Tbk
Asuransi Harta Aman Tbk
Bahtera Adimina Samudra Tbk
Bentoel Internasional Investama Tbk
Ever Shine Textile Industries Tbk
Fast Food Indonesia Tbk
Indofood Sukses Makmur Tbk
Intraco Penta Tbk
Maskapai Reasuransi Indonesia Tbk
Medco Energi Internasional Tbk
Mitra Rajasa Tbk
Sona Topas Tourism Industries Tbk
Tirta Mahakam Playwood Industries Tbk
Trias Sentosa Tbk
Trimegah Securitas Tbk
Bank Central Asia Tbk
Bentoel Internasional Investama Tbk
Charoen Pokphand Indonesia Tbk
Ramayana Lestari Sentosa Tbk
Sarasa Nugraha Tbk
Siantar TOP Tbk
Suba Indah Tbk
Summitplast Interbenua Tbk
Surya Intrindo Makmur Tbk
Tunas Baru Lampung Tbk
Tunas Ridean Tbk
Ultrajaya Tbk
Andhi Chandra Automotive Product Tbk
Asuransi Dayin Mitra Tbk
Bank Buana Indonesia Tbk
Bank Pan Indonesia
Berlian Laju Tanker
Fortune Mate Indonesia Tbk
Hexindo Adiperkasa Tbk
Mustika Ratu Tbk
Panin Sekuritas Tbk
Summarecon Agung Tbk
Voksel Electric Tbk
Asuransi Harta Aman Tbk
Bank NISP Tbk
Enseval Putra Megatrading Tbk
Pan Brother Tex Tbk
Panin Life Tbk
Panin Insurance Tbk
Pool Asuransi Indonesia Tbk
Selamat Sempurana Tbk
Tanggal Pengumuman
Pemecahan Saham
Tanggal
7,5 Bulan
Sebelum
Tanggal
4,5 Bulan
Sesudah
17/02/2000
06/03/2000
29/09/2000
06/10/2000
02/04/2000
07/12/2000
01/12/2000
21/12/2000
02/11/2000
07/08/2000
31/05/2000
10/08/2000
05/04/2000
12/05/2000
06/10/2000
19/04/2000
14/05/2001
29/01/2001
11/01/2001
14/12/2001
03/08/2001
19/12/2001
05/01/2001
30/07/2001
29/08/2001
26/10/2001
05/07/2001
11/01/2001
03/01/2002
27/05/2002
17/12/2002
02/09/2002
05/01/2002
28/06/2002
26/07/2002
01/08/2002
16/09/2002
01/08/2002
14/03/2002
10/09/2003
04/02/2003
08/12/2003
09/01/2003
22/07/2003
28/05/2003
04/12/2003
28/04/2003
02/07/99
22/07/99
14/02/00
21/02/00
17/08/99
20/04/00
14/04/00
05/05/00
17/03/00
22/12/99
15/10/99
23/12/99
20/08/99
27/08/99
21/02/00
03/09/99
29/09/00
14/06/00
26/05/00
27/04/01
18/12/00
04/05/01
19/05/00
15/12/00
12/01/01
12/03/01
20/11/00
26/05/00
29/05/01
12/10/01
02/05/02
18/01/01
21/05/01
13/11/01
11/12/01
13/12/01
01/02/02
13/12/01
30/07/01
24/01/03
19/06/02
23/04/03
24/05/02
04/12/02
11/10/02
17/04/03
13/09/02
01/07/00
21/07/00
13/02/01
20/02/01
17/08/00
22/04/01
15/04/01
05/05/01
17/03/01
22/12/00
16/10/00
22/12/00
21/08/00
28/08/00
22/02/01
03/09/00
29/09/01
13/06/01
28/05/01
29/04/02
19/12/01
06/05/02
21/05/01
19/12/01
14/01/02
11/03/02
20/11/01
28/05/01
20/05/02
14/10/02
02/05/03
17/01/03
20/05/02
13/11/02
11/12/02
16/12/02
31/01/03
16/12/02
30/07/02
26/01/04
19/06/03
22/04/04
26/05/03
04/12/03
13/10/03
19/04/04
15/09/03
Perpustakaan Unika
Regression
Variables Entered/Removedb
Model
1
Variables
Entered
DPS, EPSa
Variables
Removed
Method
Enter
.
a. All requested variables entered.
b. Dependent Variable: Perubahan Harga Saham
Model Summaryb
Model
1
R
.210a
R Square
.044
Adjusted
R Square
.001
Std. Error of
the Estimate
.20349247
Durbin-W
atson
1.767
a. Predictors: (Constant), DPS, EPS
b. Dependent Variable: Perubahan Harga Saham
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
.084
1.822
1.906
df
2
44
46
Mean Square
.042
.041
F
1.014
Sig.
.371a
a. Predictors: (Constant), DPS, EPS
b. Dependent Variable: Perubahan Harga Saham
Coefficientsa
Model
1
(Constant)
EPS
DPS
Unstandardized
Coefficients
B
Std. Error
-.613
.051
-.00016
.00012
-.00027
.00055
Standardized
Coefficients
Beta
a. Dependent Variable: Perubahan Harga Saham
-.196
-.073
t
-12.094
-1.328
-.498
Sig.
.000
.191
.621
Collinearity
Statistics
Tolerance
VIF
1.000
1.000
1.00
1.00
Perpustakaan Unika
Charts
Histogram
Dependent Variable: Perubahan Harga Saham
20
Frequency
10
Std. Dev = .98
Mean = 0.00
N = 47.00
0
-2.39
-.94
-1.67
.50
-.22
1.94
1.22
3.39
2.67
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: Perubahan Harga Saham
1.00
.75
Expected Cum Prob
.50
.25
0.00
0.00
.25
.50
.75
1.00
Observed Cum Prob
Scatterplot
Dependent Variable: Perubahan Harga Saham
Regression Studentized Residual
4
3
2
1
0
-1
-2
-3
-2
-1
0
Regression Standardized Predicted Value
1
2
3
Perpustakaan Unika
NPar Tests
One-Sample Kolmogorov-Smirnov Test
N
Normal Parameters a,b
Most Extreme
Differences
Mean
Std. Deviation
Absolute
Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
b. Calculated from data.
EPS
DPS
47
204.9149
247.39406
.193
.193
-.157
1.326
.059
47
60.4681
55.00073
.142
.130
-.142
.972
.301
Perubahan
Harga Saham
47
-.6621195
.20355618
.176
.176
-.104
1.204
.110
Unstandardiz
ed Residual
47
.0000000
.19901956
.149
.149
-.088
1.021
.248
Perpustakaan Unika
Uji Glejser
Regression
Variables Entered/Removedb
Model
1
Variables
Entered
DPS, EPSa
Variables
Removed
Method
Enter
.
a. All requested variables entered.
b. Dependent Variable: ABSUT
Model Summary
Model
1
R
.232a
R Square
.054
Adjusted
R Square
.011
Std. Error of
the Estimate
.1209439
a. Predictors: (Constant), DPS, EPS
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
.037
.644
.680
df
2
44
46
Mean Square
.018
.015
F
1.249
Sig.
.297a
a. Predictors: (Constant), DPS, EPS
b. Dependent Variable: ABSUT
Coefficientsa
Model
1
(Constant)
EPS
DPS
Unstandardized
Coefficients
B
Std. Error
.170
.030
.000
.000
.000
.000
a. Dependent Variable: ABSUT
Standardized
Coefficients
Beta
-.223
.065
t
5.633
-1.522
.446
Sig.
.000
.135
.658
Perpustakaan Unika
Descriptives
Descriptive Statistics
N
EPS
DPS
Perubahan Harga Saham
Valid N (listwise)
47
47
47
47
Minimum
-357.00
1.50
-.91856
Maximum
1027.00
250.00
.12506
Mean
204.9149
60.4681
-.6621195
Std. Deviation
247.39406
55.00073
.20355618