Analisis Faktor – Faktor Yang Mempengaruhi Return Saham Dengan Kepemilikan Institusional Sebagai Variabel Moderating Pada Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia

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CTBN

GDST
INAI
ITMA
JKSW
JPRS
KRAS
LION
LMSH
MYRX
NIKL
PICO
TBMS
BRPT
BUDI
DPNS
EKAD
ETWA
INCI
SOBI

SRSN
TPIA
UNIC
AKKU
AKPI
APLI
BRNA
FPNI
IGAR
IMPC
IPOL
SIAP
SIMA
TRST
YPAS
CPIN
JPFA
MAIN

Citra TurbindoTbk

GunawanDianjaya Steel Tbk
IndalAluminium Industry Tbk
ItamarayaTbk
Jakarta Kyoei Steel Work LTD Tbk
Jakarta Pari Steel Tbk
Krakatau Steel Tbk
Lion Metal Works Tbk
Lionmesh Prima Tbk
Hanson International Tbk
PelatTimah Nusantara TBk
Pelangi Indah CanindoTbk
TembagaMuliaSemananTbk
Barito PasificTbk
Budi Acid Jaya Tbk
Duta Pertiwi Nusantara
EkadharmaInternasionalTbk
EterindoWahanatamaTbk
IntanWijaya International Tbk
Sorini Agro Asia CorporindoTbk

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Indo AcitamaTbk
Chandra Asri Petrochemical Tbk
Unggul Indah CahayaTbk
AlamKaryaUnggulTbk
ArghaKarya prima Industry Tbk
Asiaplast Industries Tbk
BerlinaTbk
Titan Kimia Nusantara Tbk
Champion Pasific Indonesia Tbk
ImpackPratamaIndustriTbk

IndopolySwakarsa Industry Tbk
SekawanIntipratamaTbk
SiwaniMakmurTbk
TriasSentosaTbk
Yana Prima Hasta PersadaTbk
Charoen Pokphand Indonesia Tbk
JapfaComfeed Indonesia Tbk
MalindoFeedmillTbk

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53
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SIPD
SULI
TIRT
ALDO
FASW
INKP
INRU
KBRI
SAIP

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SPMA
TKIM
ASII
AUTO
BRAM
GDYR
GJTL
IMAS
INDS
LPIN
MASA
NIPS
PRAS
SMSM
ADMG
ARGO
CNTX
ERTX
ESTI
HDTX
INDR
KARW
MYTX
PAFI
PBRX
POLY
RICY
SSTM
UNIT
UNTX
BIMA

Sierad Produce Tbk
Sumalindo Lestari Jaya Tbk
Tirta Mahakam Resources Tbk
AlkindoNaratamaTbk
Fajar Surya WisesaTbk
Indah Liat Pulp & Paper Tbk
Toba Pulp Lestari Tbk
KertasBasukiRachman Indonesia Tbk
Surabaya AgungIndustri Pulp
&KertasTbk
SuparmanTbk
PabrikKertas Tjiwi Kimia Tbk
Astra InternasionalTbk
Astra Auto Part Tbk
Indo KodsaTbk
Goodyear Indonesia Tbk
Gajah Tunggal Tbk
IndomobilSuksesInternasionalTbk
IndospringTbk
Multi Prima Sejahtera Tbk
MultistradaArahSaranaTbk
NippresTbk
Prima Alloy Steel Universal Tbk
SelamatSempurnaTbk
Polychem Indonesia Tbk
Argo PantesTbk
Centex Tbk
EratexDjayaTbk
Ever shine Textile Industry Tbk
Pan Asia IndosyntheticTbk
Indo Rama Synthetic Tbk
Karwell Indonesia Tbk
Apac Citra Centertex Tbk
Pan Asia Filament IntiTbk
Pan Brothers Tbk
Asia Pasific Fibers Tbk
Ricky Putra GlobalindoTbk
Sunson Textile Manufacturer Tbk
Nusantara Inti Corpora Tbk
UnitexTbk
Primarindo Asia Infrastructure Tbk

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SIMM
IKBI
JECC
KBLI
KBLM
SCCO
VOKS
PTSN
ADES
AISA
CEKA
DAVO
DLTA
ICBP
INDF
MLBI
MYOR
PSDN
ROTI
SKLT
STTP
ULTJ
GGRM
HMSP
RMBA
DVLA
INAF
KAEF
KLBF
MERK
PYFA
SCPI
SQBI
TSPC
SIDO
MBTO
MRAT
TCID
UNVR
KDSI

Surya IntrindoMakmurTbk
Sumi Indo KabelTbk
Jembo Cable Company Tbk
KMI Wire and Cable Tbk
KabelindoMurniTbk
Supreme Cable Manufacturing
Commerce Tbk
Voksel Electric Tbk
Sat Nusa PersadaTbk
AkashaWiraInternasionalTbk
TigaPilar Sejahtera Food Tbk
CahayaKalbarTbk
DavomasAbadiTbk
Delta Djakarta Tbk
Indofood CBP SuksesMakmurTbk
Indofood SuksesMakmur
Multi Bintang Indonesia Tbk
Mayora Indah Tbk
Prashida Aneka NiagaTbk
Nippon IndosariCorporindoTbk
SekarLautTbk
Siantar Top Tbk
Ultrajaya Milk Industry and Trading
Company Tbk
GudangGaramTbk
Hanjaya Mandala SampoernaTbk
BentoelInternasionalInvestamaTbk
Darya VariaLaboratoriaTbk
IndofarmaTbk
Kimia FarmaTbk
Kalbe FarmaTbk
Merck Tbk
PyridamFarmaTbk
Schering Plough Indonesia Tbk
Taisho Pharmaceutical Indonesia Tbk
Tempo Scan PasificTbk
IndustriJamudanFarmasiSidoMunculTbk
Martina BertoTbk
MustikaRatuTbk
Mandom Indonesia Tbk
Unilever Indonesia Tbk
KedawungSetia Industrial Tbk

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133 KICI
134 LMPI

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KedaungIndag Can Tbk
LanggengMakmur Industry Tbk

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Sumber :www.idx.co.id

Lampiran 2 :Jadwal dan Waktu Penelitian

Tahapan
Penelitian
Pencarian
data awal
Pengajuan
proposal
Penyerahan
proposal
kepada
dosen
pembimbing
Bimbingan
dan
perbaikan
proposal
Kolokium
Bimbingan
dan
perbaikan
setelah
kolokium

Februari
2015

Maret
2015

April
2015

Mei
2015

Juni
2015

Juli
2015

Agustus
2015

Oktober
2015

November
2015

Desember
2015

Pengolahan
data
Seminar
proposal
Bimbingan
dan
perbaikan
setelah
seminar
proposal
Sidang
Akhir

Lampiran 3 : Uji Normalitas Pendekatan Histogram

Lampiran 4 : Uji Normalitas P – Plot

Tabel 5.3 . Uji Normalitas Kolmogorov - Smirnov
One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N
Normal Parameters

186
a,,b

Mean
Std. Deviation

Most Extreme Differences

.0000000
.35067563

Absolute

.063

Positive

.063

Negative

-.029

Kolmogorov-Smirnov Z

.857

Asymp. Sig. (2-tailed)

.455

a. Test distribution is Normal.
b. Calculated from data.

Lampiran 5 : Uji Heterokedasitas

Tabel 5.4. Uji Glejser
Coefficients

a

Unstandardized
Coefficients
Model
1

Standardized
Coefficients

Std.
Error

B

Beta

(Constant)

.285

.025

ROA

.054

.224

AKO

-8.420E-6

AKP

t

Sig.

11.324

.000

.020

.242

.809

.000

-.050

-.319

.750

2.240E-5

.000

.088

.671

.503

AKI

-4.940E-5

.000

-.205

-1.608

.110

EVA

2.506E-8

.000

.050

.657

.512

RI

5.669E-8

.000

.097

1.288

.199

-1.536E-7

.000

-.019

-.136

.892

.004

.005

.058

.773

.440

MVA
DER

a. Dependent Variable: absut

Tabel 5.5. Uji Multikolonearitas
Coefficients
Unstandardized
Coefficients
Model
1

B

a

Standardized
Coefficients

Std. Error

(Constant)

-.007

.041

ROA

1.205

.362

AKO

5.470E-5

AKP

.000

AKI

Beta

Collinearity
Statistics
t

Sig.

Tolerance

VIF

-.173

.863

.244

3.327

.001

.794

1.260

.000

.178

1.285

.201

.222

4.498

.000

.280

2.393

.018

.312

3.209

3.495E-7

.000

.001

.007

.994

.334

2.997

EVA

-1.201E-8

.000

-.013

-.195

.846

.921

1.086

RI

4.539E-8

.000

.043

.639

.524

.948

1.055

MVA

-1.021E-6

.000

-.068

-.561

.575

.291

3.433

DER

-.008

.007

-.068

-1.030

.305

.970

1.031

a. Dependent Variable: RS

Tabel 5.6. Uji Autokorelasi
b

Model Summary

Model
1

R

R Square

.495

a

Adjusted R Std. Error of
Square the Estimate

.245

.211

DurbinWatson

.35851

1.972

a. Predictors: (Constant), DER, MVA, RI, EVA, AKP, ROA, AKI,
AKO
b. Dependent Variable: RS

Tabel 5.7. Hasil Koefisien Regresi Linear Berganda
Coefficients
Unstandardized Coefficients
Model
1

B

Std. Error

(Constant)

-.007

.041

ROA

1.205

.362

AKO

5.470E-5

AKP

a

Standardized
Coefficients
Beta

t

Sig.

-.173

.863

.244

3.327

.001

.000

.178

1.285

.201

.000

.000

.280

2.393

.018

AKI

3.495E-7

.000

.001

.007

.994

EVA

-1.201E-8

.000

-.013

-.195

.846

RI

4.539E-8

.000

.043

.639

.524

MVA

-1.021E-6

.000

-.068

-.561

.575

DER

-.008

.007

-.068

a. Dependent Variable: RS

Tabel 5.8. Uji Simultan (F)
b

ANOVA

Model
1

Regression

Sum of
Squares

Mean
Square

df

7.369

8

.921

Residual

22.750

177

.129

Total

30.119

185

F

Sig.

7.166 .000

a

a. Predictors: (Constant), DER, MVA, RI, EVA, AKP, ROA,
AKI, AKO
b. Dependent Variable: RS

Tabel 5.9. UjiParsial (t)
Coefficients
Unstandardized
Coefficients
Model
1

B

Std. Error

a

Standardized
Coefficients
Beta

Collinearity
Statistics
t

Sig. Tolerance VIF

(Constant)

-.007

.041

ROA

1.205

.362

.244

3.327 .001

.794 1.260

AKO

5.470E-5

.000

.178

1.285 .201

.222 4.498

AKP

.000

.000

.280

2.393 .018

.312 3.209

AKI

3.495E-7

.000

.001

.007 .994

.334 2.997

EVA

-1.201E-8

.000

-.013

-.195 .846

.921 1.086

RI

-.173 .863

4.539E-8

.000

.043

.639 .524

.948 1.055

MVA

-1.021E-6

.000

-.068

-.561 .575

.291 3.433

DER

-.008

.007

-.068

-1.030 .305

.970 1.031

a. Dependent Variable: RS

-1.030

.305

Tabel 5.10. Hasil Uji Koefisien Determinasi (R2)
b

Model Summary

Model

R

1

.495

R Square
a

Adjusted R

Std. Error of the

Square

Estimate

.245

.211

Durbin-Watson

.35851

1.972

a. Predictors: (Constant), DER, MVA, RI, EVA, AKP, ROA, AKI, AKO
b. Dependent Variable: RS

Tabel 5.11. Hasil Uji Regresi Linear Berganda Antara Variabel Independen
Terhadap Variabel Moderating
Coefficients

Unstandardized
Coefficients
Model
1

B
(Constant)

a

Standardized
Coefficients

Std. Error
.693

.019

ROA

-.022

.166

AKO

2.218E-6

AKP

Beta

Collinearity Statistics
t

Sig.

Tolerance

VIF

36.774

.000

-.011

-.130

.896

.800

1.250

.000

.017

.111

.912

.222

4.502

9.527E-6

.000

.049

.376

.707

.311

3.217

AKI

-1.470E-6

.000

-.008

-.063

.950

.333

3.004

EVA

-7.385E-8

.000

-.193

-2.588

.010

.932

1.073

RI

3.645E-8

.000

.083

1.117

.266

.943

1.061

MVA

4.231E-7

.000

.066

.495

.621

.292

3.430

DER

-.003

.003

-.063

-.868

.387

.980

1.021

a. Dependent Variable: KI

Tabel 5.12 : Hasil Uji Residual
Coefficients

a

Unstandardized Standardized
Coefficients
Coefficients
Model

B

1 (Constant)

.138

.007

19.720 .000

-.019

.017

-.084 -1.137 .257

RS

Std. Error

Beta

Collinearity
Statistics
t

Sig. Tolerance

1.000

VIF

1.000

a. Dependent Variable: AbsRes_1

Lampiran 3:
Hasil ROA, AKO, AKP, AKI, EVA, RI, MVA, DER, KI, dan RS
No

1

2

3

EMITEN

Tahun

ROA

AKO

AKP

AKI

EVA

RI

MVA

DER

KI

RS

2011

0.20

3883.71

1190.00

5047.89

124316.95

246102.44

47031.05

0.15

0.64

0.36

2012

0.27

5674.82

1263.61

9590.08

177763.32

447714.33

63224.91

0.17

0.64

0.72

2013

0.25

5419.27

1707.04

2005.32

219066.09

451093.05

50646.95

0.16

0.64

0.71

2014

0.18

5344.61

3365.10

3395.83

220295.43

53711.49

67245.99

0.17

0.63

0.55

2011

0.14

2086.24

1082.38

9463.10

-20362.03

-755529.51

-58605.79

0.05

0.81

0.40

2012

0.15

1692.11

3276.50

1941.64

-96262.62

-101393.43

-61958.15

0.04

0.81

0.43

2013

0.09

2262.25

6192.29

3077.29

-713517.84

255452.42

-70296.37

0.07

0.81

0.22

2014

0.04

1709.44

9651.82

2837.69

-370996.95

117458.38

-70842.48

0.10

0.81

-0.34

2011

0.16

143.85

151.63

22.24

-201272.36

-9.13

186.73

0.72

0.70

0.46

INTP

SMCB

ARNA

4

5

6

7

8

9

10

11

12

2012

0.23

237.70

145.79

56.89

-397913.85

757180.82

2405.18

0.55

0.70

3.49

2013

0.28

278.88

133.07

158.72

-702728.56

434295.23

5251.48

0.48

0.69

0.50

2014

0.21

238.94

136.00

87.85

-760956.74

369628.53

5474.81

0.38

0.55

0.06

2011

0.00

180.07

103.71

125.93

196192.96

380897.60

580.01

0.60

0.67

0.06

2012

0.00

518.84

143.53

334.00

-488792.74

302210.86

309.67

4.30

0.67

-0.47

2013

-0.06

638.45

196.50

401.27

-479583.11

467662.43

561.08

5.04

0.67

0.81

2014

0.02

460.63

275.31

220.14

157002.66

121248.06

693.25

4.46

0.67

0.24

2011

0.04

211.89

104.90

54.13

-273994.82

-35082.82

-307.78

2.17

0.84

0.20

2012

0.00

28.93

15.57

60.17

-686411.96

199076.27

-387.68

2.20

0.84

-0.29

2013

0.01

713.75

734.68

148.70

-503753.42

-874660.82

-472.54

3.19

0.84

-0.08

2014

0.00

935.67

993.81

27.55

-111973.29

-219951.76

-475.95

4.01

0.71

0.55

2011

0.06

19.87

28.28

49.23

234282.00

251985.31

60.26

4.13

0.66

-0.80

2012

0.05

99.41

149.39

49.30

148261.52

-99248.67

9.38

3.74

0.66

-0.17

2013

0.01

77.75

71.35

8.52

-375923.36

413978.49

58.48

5.06

0.66

0.33

2014

0.02

81.92

77.48

3.41

246743.78

-155240.24

69.76

5.15

0.62

-0.42

2011

0.03

13.82

2.56

8.46

-975467.39

-798584.77

-78.22

1.99

0.94

-0.04

2012

0.03

25.48

33.83

2.09

-125618.91

-824404.63

-51.34

1.99

0.94

0.35

2013

0.03

5.97

12.54

6.15

-130410.99

-894116.56

-126.94

1.89

0.94

-0.40

2014

0.03

24.41

32.32

2.37

-907815.32

-527007.08

-140.16

1.71

0.92

-0.03

2011

-0.04

14.12

1.37

12.35

-169768.08

461117.00

103.93

0.31

0.60

0.17

2012

0.14

6.53

1.65

6.86

509705.51

133130.40

-28.21

0.19

0.60

-0.46

2013

0.34

6.61

2.49

17.65

234312.51

110450.04

-67.80

0.01

0.89

-0.22

2014

0.05

5.88

3.45

9.50

107097.25

-755400.27

-119.19

0.14

0.60

-0.25

2011

0.15

14.31

4.90

5.08

-184263.37

-217828.42

48.01

0.61

0.75

0.12

2012

0.17

28.58

10.07

18.84

294030.34

-168150.76

52.59

0.43

0.75

0.25

2013

0.15

23.21

9.84

29.48

334005.37

-172159.40

34.81

0.45

0.75

0.11

2014

0.10

4.64

10.92

12.11

482294.56

-169352.31

86.67

0.51

0.75

-0.32

2011

0.14

3.04

78.22

70.73

-122142.03

-934873.54

40.41

0.65

0.48

-0.10

2012

0.06

53.43

145.69

237.21

626565.35

-822441.48

-137.58

1.20

0.48

-0.28

2013

0.02

226.07

329.07

67.42

242603.57

-349907.04

-92.23

1.90

0.48

0.18

2014

-0.11

176.21

79.11

266.47

349136.67

241175.28

-50.20

3.41

0.48

-0.29

2011

-0.14

6.50

2.09

1.47

-783751.78

107466.59

-73.30

0.12

0.54

-0.37

2012

0.03

3.34

5.80

6.91

133996.63

271740.07

-71.41

0.14

0.54

0.17

2013

0.08

10.28

2.27

16.06

360697.40

31857.40

-82.64

0.08

0.46

-0.02

2014

0.07

7.58

3.54

8.51

331419.98

318521.68

-94.03

0.08

0.46

-0.01

2011

0.04

134.96

285.81

837.98

-281531.35

-792827.75

685.95

10.36

0.92

0.09

MLIA

ALMI

INAI

PICO

DPNS

EKAD

ETWA

INCI

AKPI

13

14

15

16

17

18

19

20

21

2012

0.05

122.03

413.66

200.35

296298.54

229413.99

535.57

1.03

0.92

0.22

2013

0.03

242.62

872.09

460.27

672822.45

339761.56

549.77

1.03

0.86

0.21

2014

0.02

374.35

210.38

188.38

616449.64

339207.95

563.36

1.15

0.69

0.22

2011

0.06

1.35

30.15

4.22

22913.04

31758.29

-103.35

0.55

0.80

-0.15

2012

0.02

14.31

7.95

20.36

969483.54

-664368.29

-89.64

0.53

0.80

0.15

2013

0.01

62.42

29.66

2.62

-362313.97

-219095.90

-120.22

0.39

0.81

-0.24

2014

0.04

22.31

34.76

25.76

668791.07

576152.50

-103.76

0.21

0.59

0.25

2011

0.09

967.71

274.64

708.99

552421.19

-720016.92

1195.85

1.53

0.60

0.30

2012

0.10

101.10

365.43

602.15

819314.42

-122505.05

452.82

1.55

0.60

0.60

2013

-0.01

103.09

869.98

789.14

-1009.77

-716086.54

283.36

2.68

0.51

0.20

2014

0.04

198.11

156.27

747.46

68928.11

-155325.26

449.81

2.64

0.51

0.55

2011

0.20

26.84

49.15

5.11

16615.03

604481.48

208.16

0.22

0.85

0.46

2012

0.19

32.19

95.83

24.40

144539.49

418297.57

151.72

0.29

0.85

-0.21

2013

0.15

31.57

52.09

13.11

116320.64

358518.79

61.06

0.39

0.92

-0.21

2014

0.16

25.76

19.59

5.16

191401.20

615840.89

42.79

0.33

0.85

0.07

2011

0.09

219.77

142.73

99.27

300885.57

141264.65

-201.83

0.60

0.59

0.59

2012

0.04

76.50

47.84

137.00

251916.14

-211185.74

-384.23

0.62

0.59

-0.12

2013

0.02

135.47

64.12

204.87

430411.63

-146177.98

-1007.68

0.91

0.59

-0.28

2014

0.01

236.91

62.06

120.18

342857.66

-28128.90

-694.45

0.85

0.43

0.52

2011

0.11

75.14

541.78

4.02

847963.20

562319.23

1911.66

1.18

0.58

0.26

2012

0.12

29.91

10.92

1.35

106674.41

-342466.62

4767.86

1.30

0.58

-0.61

2013

0.06

17.58

21.53

1.55

865818.82

529565.84

7760.62

1.84

0.58

-0.80

2014

0.02

15.71

9.65

1.59

526426.57

-781369.95

4837.50

1.97

0.58

-0.22

2011

0.20

662.19

877.88

187.07

-808907.11

-199242.12

1656.88

21.48

0.59

0.71

2012

0.21

293.05

295.19

319.11

431719.03

-233879.28

4018.81

1.64

0.59

0.52

2013

0.14

109.33

233.76

352.93

350816.78

-21106.43

5677.80

1.57

0.64

0.34

2014

-0.02

301.78

119.34

66.44

-163102.24

-213232.17

3609.27

22.76

0.51

-0.33

2011

0.08

1.27

26.36

25.16

-574799.42

-20147.31

14.32

10.22

0.58

0.21

2012

0.09

20.67

8.34

11.39

-833916.67

-482546.51

-684.56

0.56

0.58

0.27

2013

0.11

39.65

14.39

53.48

489719.42

-121406.20

223.12

1.16

0.58

0.40

2014

0.06

2.99

15.82

13.90

-773215.99

-318162.33

244.83

1.24

0.58

0.11

2011

0.04

1911.19

1389.99

648.86

-394214.97

-116564.22

9039.07

1.74

0.76

0.70

2012

0.00

422.20

87.68

303.87

-910405.28

-120437.85

4511.63

2.09

0.76

-0.42

2013

-0.06

209.91

27.90

174.58

-11930.70

-431454.53

3459.79

2.65

0.76

-0.21

2014

0.02

1327.85

1152.10

195.07

-101924.59

-785203.02

2443.84

2.39

0.75

0.59

2011

0.03

112.53

28.78

60.58

-118677.14

-291629.72

-393.37

1.07

0.85

0.09

APLI

BRNA

IGAR

TRST

JPFA

MAIN

ALDO

FASW

SPMA

22

23

24

25

26

27

28

29

30

2012

0.03

27.88

14.16

30.83

14818.25

-303996.92

-346.80

1.14

0.85

0.21

2013

-0.02

73.27

44.85

48.99

-28669.55

-553250.36

-442.20

1.34

0.85

-0.28

2014

0.02

32.97

101.75

107.09

477358.54

-296482.24

-510.67

1.60

0.84

0.56

2011

0.17

10011.00

5382.00

9345.00

-138060.50

-593478.30

2237402.93

0.10

0.50

0.51

2012

0.15

89320.00

1927.00

9347.00

285007.83

-816995.21

-590465.00

0.10

0.50

0.60

2013

0.13

21250.00

6665.00

8306.00

505127.75

45144.46

169100.16

1.02

0.50

-0.11

2014

0.09

14963.00

4045.00

9564.00

496307.55

96751.47

180266.38

0.96

0.50

0.79

2011

0.07

3038.23

3179.10

5062.12

803584.96

59933.23

5968.16

1.59

0.60

0.72

2012

0.11

1707.14

4760.10

1349.11

135945.30

-162720.19

2275.30

1.35

0.60

0.26

2013

0.01

1299.13

5570.80

9204.81

156744.36

655476.22

130.12

1.68

0.60

0.64

2014

0.02

1521.46

1980.03

1421.90

36.65

177769.26

-1017.45

1.68

0.60

0.15

2011

0.09

1215.21

3108.06

773.30

-256148.48

-18016.34

12622.94

1.54

0.70

0.91

2012

0.06

2876.09

4299.02

1903.29

-322523.66

-248452.01

8947.53

2.08

0.70

0.59

2013

0.03

2354.54

3336.83

1022.76

1843.95

-899504.19

6889.99

2.35

0.70

0.58

2014

0.00

525.68

221.80

746.65

-832732.93

658334.04

4334.09

2.49

0.90

0.18

2011

0.14

26.26

306.25

183.05

229142.87

-171667.01

155.25

0.80

0.88

-0.64

2012

0.11

104.47

120.25

28.57

226915.08

-38577.73

186.43

0.46

0.88

0.20

2013

0.08

255.76

85.98

86.16

226288.71

-377289.92

2.60

0.25

0.88

-0.36

2014

0.06

65.91

47.41

255.49

189055.00

-474966.89

-988.32

0.25

0.88

-0.40

2011

0.10

4.34

3.64

3.02

408889.49

110176.19

-71.51

0.33

0.30

-0.15

2012

0.11

6.62

2.44

3.04

199289.35

-235893.20

27.71

0.28

0.30

0.48

2013

0.07

7.93

7.27

4.25

259489.57

-140295.43

-37.16

0.37

0.86

-0.35

2014

-0.02

19.17

24.30

6.71

592492.42

-177969.86

-7.53

0.33

0.25

0.24

2011

0.06

44.90

68.59

28.01

-997318.89

-324252.06

-86.00

1.69

0.37

0.08

2012

0.06

10.14

14.94

22.52

-193068.62

-611823.42

-132.91

1.45

0.37

0.03

2013

0.06

75.42

14.22

72.69

-576109.39

-243607.54

247.22

2.38

0.37

-0.92

2014

0.04

18.34

22.21

18.49

-453658.89

-156949.66

-205.77

1.10

0.63

0.50

2011

0.01

4.65

8.71

9.51

-162818.23

101916.83

-161.23

1.43

0.45

0.52

2012

0.02

47.97

38.64

22.70

820574.69

-625948.49

-130.35

1.06

0.45

0.93

2013

0.02

10.73

25.42

18.53

-732419.82

-423816.66

-276.76

0.96

0.45

-0.27

2014

0.01

11.56

51.15

50.20

-567365.94

-174416.09

-542.81

0.88

0.54

0.10

2011

0.02

8.02

14.79

12.48

-397415.93

-10173.72

-274.05

0.79

0.90

-0.24

2012

0.00

48.59

131.75

185.74

216423.78

169478.98

820.35

1.14

0.90

4.00

2013

-0.13

393.54

620.09

962.75

-90066.79

782919.20

-84.10

2.30

0.90

-0.56

2014

-0.02

121.35

1962.13

1866.86

-661023.92

408470.85

-16.94

5.87

0.90

0.56

2011

-0.08

4.45

20.83

23.77

-36304.98

-79710.24

266.21

27.98

0.80

2.75

ASII

GJTL

IMAS

INDS

LPIN

NIPS

PRAS

HDTX

MYTX

31

32

33

34

35

36

37

38

39

2012

-0.09

39.34

88.22

22.27

-488271.86

-808810.87

610.93

-30.60

0.80

0.27

2013

-0.01

28.13

20.21

71.23

45503.38

36327.48

457.69

212.35

0.80

-0.19

2014

-0.08

3.96

8.37

3.61

-344466.05

-186176.30

214.61

-85.95

0.78

-0.68

2011

-0.04

42.94

27.98

15.24

-150979.80

-299749.54

-88.31

1.82

0.53

-0.42

2012

-0.02

54.01

12.41

42.18

-141248.64

-269827.21

-128.04

1.84

0.53

-0.56

2013

-0.02

83.50

40.48

41.51

-157676.00

-372768.43

-179.21

1.95

0.70

-0.51

2014

-0.02

39.56

17.26

23.59

-169951.56

-357779.52

-138.27

1.99

0.70

0.30

2011

0.07

10.55

3.14

7.37

129208.02

399328.13

77.97

3.92

0.90

-0.11

2012

0.07

8.03

15.19

2.54

187870.78

-175359.19

272.99

3.96

0.90

2.17

2013

0.04

11.91

148.66

52.17

-516182.86

108483.49

416.15

0.74

0.90

0.50

2014

0.02

42.23

53.38

9.06

-203266.95

-340604.94

338.18

5.20

0.90

-0.18

2011

0.09

79.07

12.66

18.12

388783.20

10058.58

-303.17

0.51

0.72

0.28

2012

0.15

9.50

58.47

12.19

441695.00

163081.99

-95.79

0.37

0.72

0.80

2013

0.08

27.12

53.56

25.12

218933.32

-331568.37

172.10

0.51

0.72

-0.24

2014

0.05

170.08

97.32

98.41

321301.66

-586439.96

95.63

0.42

0.58

-0.02

2011

0.04

47.22

10.00

58.64

-119772.30

-413378.21

-116.68

1.63

0.75

0.04

2012

0.04

79.52

86.48

14.64

-361309.43

-110412.65

-113.55

1.73

0.75

0.18

2013

0.02

106.55

136.71

18.88

-588427.43

-149021.44

-92.70

1.43

0.75

0.17

2014

0.03

5.99

17.81

8.19

-489056.71

-149604.12

-116.69

1.23

0.80

-0.02

2011

0.09

138.01

36.26

56.38

-422152.59

-182577.54

184.86

2.17

0.49

0.32

2012

0.11

104.78

57.42

9.40

-323250.14

-172520.11

252.99

1.82

0.49

0.26

2013

0.03

308.73

253.64

95.32

677115.36

-211798.36

13.78

2.25

0.49

-0.28

2014

-0.05

72.60

81.02

45.25

-121556.23

-220845.60

144.89

2.01

0.53

-0.07

2011

0.09

5.72

5.85

3.46

401918.05

-388748.46

470.05

1.51

0.94

-0.13

2012

0.20

8.73

3.47

2.80

-598321.81

-737314.81

923.48

0.86

0.94

0.90

2013

0.13

4.01

6.46

4.99

-295037.66

-697219.95

915.02

0.67

0.94

0.04

2014

0.06

1.01

3.41

6.12

-100706.72

-49197.65

515.31

0.71

0.92

-0.31

2011

0.18

2.17

5.48

5.48

-421784.36

-112870.59

19611.19

4.21

0.80

-0.14

2012

0.17

3.04

5.93

1.49

-282548.71

-876164.85

33494.64

4.81

0.80

0.50

2013

0.14

1.99

2.08

2.38

-850666.94

-101219.59

46210.00

6.03

0.80

-0.31

2014

0.10

3.86

2.86

1.75

-231263.60

-13160.74

61345.55

6.56

0.80

-0.28

2011

0.12

4.97

7.82

6.10

610000.08

-581369.04

8779.74

0.70

0.50

-0.02

2012

0.11

7.41

2.31

5.08

606816.59

-540088.11

17222.82

0.74

0.50

0.27

2013

0.05

6.93

6.79

14.40

384599.89

-38168.74

20059.06

1.05

0.50

-0.13

2014

0.06

9.27

1.40

10.16

600827.42

-570513.92

18039.50

1.08

0.50

-0.02

2011

0.09

607.94

1390.05

929.38

-98168.59

-13355.77

8499.15

1.72

0.33

0.41

SSTM

JECC

KBLI

KBLM

VOKS

ADES

ICBP

INDF

MYOR

40

41

42

43

44

45

46

47

48

2012

0.12

830.24

879.47

699.36

-148802.19

-542814.51

12263.83

1.71

0.33

0.40

2013

0.14

987.02

63.66

609.98

-235991.78

-296367.60

19359.15

1.49

0.33

0.30

2014

0.04

862.34

521.71

815.59

85488.43

-326601.74

14591.32

1.51

0.33

0.20

2011

0.20

148.43

7.23

227.92

-378410.36

209073.88

2819.66

0.39

0.76

0.48

2012

0.17

189.08

229.62

429.60

-464181.84

135334.55

6318.68

0.81

0.76

0.58

2013

0.12

314.59

268.84

521.62

-387338.14

-135529.16

4375.70

1.32

0.76

0.85

2014

0.09

364.98

93.49

395.92

-434011.88

-337065.79

6050.47

1.23

0.67

0.36

2011

0.06

89.73

203.68

295.36

224967.49

-241729.27

413.83

0.91

0.57

0.13

2012

0.07

24.46

163.81

186.33

24444.75

-451362.25

795.81

1.16

0.57

0.12

2013

0.10

58.66

94.98

151.62

827877.47

-334012.39

1336.37

1.12

0.57

0.18

2014

0.07

198.52

30.76

230.46

167731.15

-370471.68

2955.21

1.08

0.57

0.16

2011

0.07

322.96

169.72

293.59

196509.27

253815.49

2290.91

1.00

0.47

0.10

2012

0.19

500.33

176.11

31.11

102296.11

204796.34

3097.27

1.00

0.47

0.23

2013

0.16

195.99

51.36

68.89

105787.40

518292.87

10982.57

0.40

0.47

0.50

2014

0.10

128.02

99.00

151.36

909044.27

40327.42

8566.33

0.29

0.47

0.57

2011

0.17

9030.70

1752.87

1813.86

656024.53

-678951.87

94838.73

0.59

0.76

0.77

2012

0.13

3953.55

2360.74

3754.69

543322.14

-311756.93

81720.44

0.56

0.76

0.69

2013

0.12

2472.97

3726.63

5635.46

58338.47

-60029.07

51395.43

0.73

0.76

0.65

2014

0.09

1657.78

3466.66

5069.20

715896.13

-145687.42

83563.42

0.75

0.76

0.55

2011

0.56

11088.27

12131.13

9657.60

145567.61

442098.59

160634.33

0.88

0.98

0.73

2012

0.51

4087.50

4892.29

8601.44

127959.15

373028.06

249233.28

0.97

0.98

0.54

2013

0.53

10802.18

9406.81

1143.28

137346.64

270473.20

259344.17

0.94

0.98

0.94

2014

0.36

11103.20

1040.05

1385.55

130640.06

328894.15

287394.84

1.10

0.98

0.70

2011

0.08

1432.18

3481.25

3293.49

485358.69

557922.85

-16753.24

0.18

0.99

0.53

2012

-0.06

3441.08

7105.42

3313.56

-428438.77

675719.94

-15040.13

0.26

0.99

0.57

2013

-0.14

1119.25

2063.80

9936.51

-130924.02

-841116.34

-84059.70

0.09

0.99

-0.12

2014

-0.22

1221.28

1587.82

1235.99

-155590.42

-142276.69

2367.95

-8.34

0.99

0.29

2011

0.05

29.40

15.28

3.45

-281339.09

-764260.65

-104.01

0.83

0.81

0.06

2012

0.05

40.91

115.10

6.49

544025.95

-170263.36

372.66

0.83

0.81

0.02

2013

-0.05

141.62

118.96

35.84

-572440.73

-244963.94

-116.61

1.19

0.81

-0.54

2014

0.00

148.73

79.75

54.39

-154615.29

-368912.05

508.28

1.11

0.81

1.32

2011

0.13

81.55

93.22

54.39

453144.45

153476.94

635.70

0.43

0.90

0.33

2012

0.13

230.61

48.38

65.12

648143.92

287416.29

2668.43

0.44

0.90

1.18

2013

0.11

253.78

3.32

172.81

557055.93

224188.72

1652.51

0.52

0.90

-0.20

2014

0.08

286.31

224.49

331.59

650191.49

234427.14

6325.47

0.64

0.90

1.48

2011

0.24

1473.50

406.98

630.95

432750.11

176823.14

28014.51

0.27

0.64

0.50

ROTI

STTP

ULTJ

GGRM

HMSP

RMBA

INAF

KAEF

KLBF

49

2012

0.25

1376.34

921.27

914.53

497994.15

216635.89

46455.23

0.28

0.64

0.79

2013

0.23

927.16

613.32

882.15

534579.87

214682.23

50093.94

0.33

0.64

0.28

2014

0.17

2316.13

1177.27

676.51

531047.13

210207.83

75964.00

0.27

0.57

0.86

2011

0.06

1.69

1.07

2.09

125901.41

-715558.44

11.78

0.43

0.54

-0.47

2012

0.06

4.49

13.79

12.52

145.08

-130936.22

7.00

0.55

0.54

-0.21

2013

0.05

5.86

20.77

12.69

747955.39

-241411.90

-15.24

0.86

0.54

-0.17

2014

0.02

1.47

2.96

3.15

-285007.62

-664770.92

-24.32

0.79

0.54

-0.08

2011

0.02

587.80

194.71

180.86

-140414.79

10291.71

8429.06

0.40

0.95

0.71

2012

0.18

635.03

394.24

219.41

-165417.39

118446.32

13409.34

0.38

0.95

0.66

2013

0.15

448.67

260.37

182.31

-179018.80

128144.31

10762.05

0.40

0.77

0.43

2014

0.10

512.96

443.48

392.27

-145446.72

901290.00

8760.16

0.35

0.78

0.32

2011

0.09

1.14

5.00

13.40

-186545.42

-427184.88

-144.43

1.79

0.80

-0.30

2012

0.09

12.71

3.40

15.99

-346558.46

-499416.07

-176.17

1.80

0.80

-0.02

2013

-0.02

8.22

5.85

12.26

-106293.21

-215460.84

-178.77

1.64

0.80

-0.05

2014

0.01

22.68

7.02

3.54

-365739.75

-15411.41

-234.14

0.30

0.80

-0.25

2011

0.01

3.53

59.04

77.89

119908.96

-308536.98

-200.37

0.68

0.78

-0.31

2012

0.01

14.43

48.12

41.58

-271668.39

-418849.84

-152.29

0.99

0.78

-0.24

2013

-0.02

28.72

40.09

9.53

-229628.35

-112536.61

-180.59

1.07

0.78

-0.16

2014

-0.01

7.79

4.85

1.20

-740748.78

-848538.30

-222.64

1.03

0.83

-0.19

PYFA

50

TSPC

51

MRAT

52

LMPI

Lampiran 4 : Uji Interaksi
Coefficients

a

Standardized
Coefficients

Unstandardized Coefficients
Model
1

B

Std. Error

(Constant)

-.029

.043

ROA

2.011

1.471

AKO

-8.012E-5

AKP
AKI
EVA

Beta

t

Sig.
-.670

.504

.407

1.367

.173

.000

-.261

-.175

.861

.000

.000

-.620

-.656

.513

.000

.000

.977

.882

.379

3.168E-7

.000

.350

1.197

.233

RI

1.576E-7

.000

.149

.508

.612

MVA

7.172E-6

.000

.477

.421

.675

DER

.016

.038

.141

.412

.681

interaksi_ROA_KI

-1.009

1.932

-.159

-.522

.602

interaksi_AKO_KI

.000

.001

.452

.275

.784

interaksi_AKP_KI

.001

.001

1.001

.963

.337

interaksi_AKI_KI

.000

.001

-1.076

-.918

.360

interaksi_EVA_KI

-5.068E-7

.000

-.386

-1.308

.193

interaksi_RI_KI

-1.337E-7

.000

-.094

-.318

.751

interaksi_MVA_KI

-9.285E-6

.000

-.549

-.410

.682

interaksi_DER_KI

-.031

.053

-.197

-.572

.568

a. Dependent Variable: RS