1 Bank Rakyat Indonesia Agro Niaga Tbk AGRO

  LAMPIRAN 1 Daftar Populasi dan Sampel Perusahaan Perbankan No Nama Kode Kriteria Penentuan Sampel Sampel

  26 Bank Tabungan Pensiunan Nasional Tbk BTPN   

  

19 Bank Mandiri (Persero) Tbk BMRI    Sampel 9

  20 Bank Bumi Arta Tbk BNBA    Sampel 10

  

21 Bank CIMB Niaga Tbk BNGA    Sampel 11

  22 Bank Internasional Indonesia Tbk BNII  

  

23 Bank Permata Tbk BNLI    Sampel 12

  24 Bank Sinar Mas Tbk BSIM   

  

25 Bank Swadesi Tbk BSWD    Sampel 13

  

27 Bank Victoria International Tbk BVIC    Sampel 14

  17 Bank Kesawan Tbk BKSW   

  28 Bank Artha Graha International Tbk

  INPC    Sampel 15

  

29 Bank Mayapada International Tbk MAYA    Sampel 16

  30 Bank Windu Kentjana Int’l Tbk MCOR    Sampel 17

  

31 Bank Mega Tbk MEGA    Sampel 18

  32 Bank Mitraniaga Tbk NAGA   

  

33 Bank NISP OCBC Tbk NISP    Sampel 19

  18 Bank Maspion Indonesia Tbk BMAS   

  16 BPD Jawa Timur (Tbk) BJTM   

  1

  

6 Bank Bukopin Tbk BBKP    Sampel 4

  2

  3

  

1 Bank Rakyat Indonesia Agro Niaga Tbk AGRO    Sampel 1

  2 Bank ICB Bumi Putra Tbk BABP   

  

3 Bank Capital Indonesia Tbk BACA    Sampel 2

  4 Bank Ekonomi Raharja Tbk BAEK   

  

5 Bank Central Asia Tbk BBCA    Sampel 3

  7 Bank Mestika Dharma Tbk BBMD   

  15 Bank Jabar Banten Tbk BJBR   

  8 Bank Negara Indonesia (Persero)Tbk BBNI    Sampel 5

  

9 Bank Nusantara Parahyangan Tbk BBNP    Sampel 6

  

10 Bank Rakyat Indonesia (Persero)Tbk BBRI    Sampel 7

  11 Bank Tabungan Negara (Persero) Tbk BBTN   

  12 Bank Mutiara Tbk BCIC   

  

13 Bank Danamon Indonesia Tbk BDMN    Sampel 8

  14 Bank Pundi Indonesia Tbk BEKS   

  34 Bank Nationalnobu Tbk NOBU   

  

35 Bank Pan Indonesia Tbk PNBN    Sampel 20

  5.39

  4.01

  4.32

  4

  15 Bank OCBC NISP Tbk

  4.74

  4.53

  4.55

  14 Bank Nusantara Parahyangan Tbk

  5.09

  3.1

  4.38

  13 Bank Negara Indonesia Tbk

  5.7

  5.13

  5.73

  12 Bank Mega Tbk

  3.21

  2.77

  16 Bank of India Indonesia Tbk

  3.75

  11 Bank Mayapada Internasional Tbk

  6.38

  1.77

  0.29

  21 Bank Windu Kentjana International Tbk

  3.26

  2.49

  2.31

  20 Bank Victoria Internasional Tbk

  6.84

  6.18

  3.7

  19 Bank Rakyat Indonesia Tbk

  4.7

  4.13

  4.07

  18 Bank Permata Tbk

  3.96

  3.64

  3.54

  17 Bank Pan Indonesia Tbk

  2.77

  6.08

  36 Bank Pan Indonesia Syariah Tbk PNBS   

  2 Bank BRI Agroniaga Tbk -1.24 -0.45

  2.5

  2.48

  4 Bank Bumi Arta Tbk

  4.38

  4.1

  4.17

  3 Bank Bukopin Tbk

  1.41

  2.28

  5 Bank Capital Indonesia Tbk

  1.59

  1.31

  1 Bank Artha Graha Internasional Tbk

  Lampiran II Transformasi Data EPS (LnEPS) No Nama Perusahaan 2008 2009 2010

  3. Perusahaan tidak mengalami kerugian selama periode penelitian.

  2. Memiliki kelengkapan informasi laporan keuangan.

  Keterangan: 1. Perusahaan perbankan yang go public pada periode penelitian.

  

37 Bank Himpunan Saudara 1906 Tbk SDRA    Sampel 21

dan hasil olahan

  2.46

  2.08

  5.83

  5.71

  5.54

  10 Bank Mandiri Tbk

  3.25

  3.08

  3.22

  9 Bank Himpunan Saudara Tbk

  5.84

  5.21

  8 Bank Danamon Tbk

  1.6

  4.67

  4.18

  3.34

  7 Bank CIMB Niaga Tbk

  5.84

  5.62

  5.46

  6 Bank Central Asia Tbk

  1.63

  2.02

  Lanjutan No Nama Perusahaan 2011 2012

  3.82

  5.62

  5.67

  13 Bank Negara Indonesia Tbk

  5.77

  5.96

  14 Bank Nusantara Parahyangan Tbk

  5.1

  5.07

  15 Bank OCBC NISP Tbk

  4.67

  4.61

  16 Bank of India Indonesia Tbk

  4.02

  17 Bank Pan Indonesia Tbk

  4.51

  4.53

  4.37

  18 Bank Permata Tbk

  4.88

  4.86

  19 Bank Rakyat Indonesia Tbk

  6.43

  6.63

  20 Bank Victoria Internasional Tbk

  3.47

  3.39

  21 Bank Windu Kentjana International Tbk

  2.27

  12 Bank Mega Tbk

  4.07

  1 Bank Artha Graha Internasional Tbk

  1.63

  2.46

  2.52

  2 Bank BRI Agroniaga Tbk

  2.52

  2.06

  3 Bank Bukopin Tbk

  4.54

  4.35

  4 Bank Bumi Arta Tbk

  2.92

  2.95

  5 Bank Capital Indonesia Tbk

  2.66

  6 Bank Central Asia Tbk

  11 Bank Mayapada Internasional Tbk

  6.08

  5.81

  7 Bank CIMB Niaga Tbk

  4.86

  5.14

  8 Bank Danamon Tbk

  5.89

  6.05

  9 Bank Himpunan Saudara Tbk

  3.76

  3.67

  10 Bank Mandiri Tbk

  6.28

  6.55

  2.97

  Lampiran III HASIL PENGOLAHAN EVIEWS

1. Hasil Analisis Deskriptif

  Y ROA NPM EPS Mean 0.193924 1.840381 16.13076 142.6703 Median 0.035700 1.710000 14.21000 62.01000 Maximum 4.600000 4.330000 43.84000 930.1000 Minimum -0.777780 0.110000 0.200000 0.290000 Std. Dev. 0.696795 0.944348 9.322492 184.5264 Skewness 2.923625 0.411005 0.800564 1.922698 Kurtosis 17.23517 2.469404 3.359264 6.712218 Jarque-Bera 1036.133 4.187896 11.78047 124.9834 Probability 0.000000 0.123200 0.002766 0.000000 Sum 20.36202 193.2400 1693.730 14980.38 Sum Sq. Dev. 50.49435 92.74658 9038.520 3541200.

  Observations 105 105 105 105 2.

   Hasil Uji Common Model

  Dependent Variable: Y Method: Panel Least Squares Date: 04/14/14 Time: 11:03 Sample: 2008 2012 Periods included: 5 Cross-sections included: 21 Total panel (balanced) observations: 105 Variable Coefficient Std. Error t-Statistic Prob.

  ROA 0.044733 0.142942 0.312949 0.7550 NPM -0.001685 0.013330 -0.126377 0.8997

  EPS 0.009489 0.070283 0.135017 0.8929 C 0.100722 0.185777 0.542167 0.5889 R-squared 0.003775 Mean dependent var 0.193924 Adjusted R-squared -0.025816 S.D. dependent var 0.696795 S.E. of regression 0.705731 Akaike info criterion 2.178186 Sum squared resid 50.30373 Schwarz criterion 2.279290 Log likelihood -110.3548 Hannan-Quinn criter. 2.219156 F-statistic 0.127574 Durbin-Watson stat 2.583039 Prob(F-statistic) 0.943552

  3. Hasil Uji Fixed Effect Model (FEM)

  Dependent Variable: Y Method: Panel Least Squares Date: 04/13/14 Time: 23:32 Sample: 2008 2012 Periods included: 5 Cross-sections included: 21 Total panel (balanced) observations: 105 Variable Coefficient Std. Error t-Statistic Prob.

  C -0.196889 0.634877 -0.310122 0.7573 ROA -0.463785 0.315757 -1.468804 0.1458

  NPM 0.007902 0.023799 0.332011 0.7407 EPS 0.278554 0.217339 1.281658 0.2036 Effects Specification

  Cross-section fixed (dummy variables) R-squared 0.163111 Mean dependent var 0.193924 Adjusted R-squared -0.074524 S.D. dependent var 0.696795 S.E. of regression 0.722292 Akaike info criterion 2.384857 Sum squared resid 42.25814 Schwarz criterion 2.991476 Log likelihood -101.2050 Hannan-Quinn criter. 2.630671 F-statistic 0.686395 Durbin-Watson stat 2.895461 Prob(F-statistic) 0.845583

  4. Hasil uji Random Effect Model (REM)

  Dependent Variable: Y Method: Panel EGLS (Cross-section random effects) Date: 04/14/14 Time: 11:10 Sample: 2008 2012 Periods included: 5 Cross-sections included: 21 Total panel (balanced) observations: 105 Swamy and Arora estimator of component variances Variable Coefficient Std. Error t-Statistic Prob.

  ROA 0.044733 0.146296 0.305774 0.7604 NPM -0.001685 0.013643 -0.123479 0.9020

  EPS 0.009489 0.071932 0.131922 0.8953 C 0.100722 0.190136 0.529737 0.5975 Effects Specification

  S.D. Rho Cross-section random 0.000000 0.0000 Idiosyncratic random 0.722292 1.0000

  Weighted Statistics R-squared 0.003775 Mean dependent var 0.193924 Adjusted R-squared -0.025816 S.D. dependent var 0.696795 S.E. of regression 0.705731 Sum squared resid 50.30373 F-statistic 0.127574 Durbin-Watson stat 2.583039 Prob(F-statistic) 0.943552

  Unweighted Statistics R-squared 0.003775 Mean dependent var 0.193924 Sum squared resid 50.30373 Durbin-Watson stat 2.583039

5. Hasil uji Chow

  Redundant Fixed Effects Tests Equation: Untitled Test cross-section fixed effects Effects Test Statistic d.f. Prob.

  Cross-section F 0.771085 (20,81) 0.7393 Cross-section Chi-square 18.299633 20 0.5677 Cross-section fixed effects test equation: Dependent Variable: Y Method: Panel Least Squares Date: 04/14/14 Time: 11:18 Sample: 2008 2012 Periods included: 5 Cross-sections included: 21 Total panel (balanced) observations: 105 Variable Coefficient Std. Error t-Statistic Prob.

  ROA 0.044733 0.142942 0.312949 0.7550 NPM -0.001685 0.013330 -0.126377 0.8997

  EPS 0.009489 0.070283 0.135017 0.8929 C 0.100722 0.185777 0.542167 0.5889 R-squared 0.003775 Mean dependent var 0.193924 Adjusted R-squared -0.025816 S.D. dependent var 0.696795 S.E. of regression 0.705731 Akaike info criterion 2.178186 Sum squared resid 50.30373 Schwarz criterion 2.279290 Log likelihood -110.3548 Hannan-Quinn criter. 2.219156 F-statistic 0.127574 Durbin-Watson stat 2.583039 Prob(F-statistic) 0.943552

6. Uji Hausman

  Dependent Variable: Y Method: Panel EGLS (Cross-section random effects) Date: 04/07/14 Time: 16:58 Sample: 2008 2012 Periods included: 5 Cross-sections included: 21 Total panel (balanced) observations: 105 Swamy and Arora estimator of component variances Variable Coefficient Std. Error t-Statistic Prob.

  ROA 0.044733 0.146296 0.305774 0.7604 NPM -0.001685 0.013643 -0.123479 0.9020

  EPS 0.009489 0.071932 0.131922 0.8953 C 0.100722 0.190136 0.529737 0.5975 Effects Specification

  S.D. Rho Cross-section random 0.000000 0.0000 Idiosyncratic random 0.722292 1.0000

  Weighted Statistics R-squared 0.003775 Mean dependent var 0.193924 Adjusted R-squared -0.025816 S.D. dependent var 0.696795 S.E. of regression 0.705731 Sum squared resid 50.30373 F-statistic 0.127574 Durbin-Watson stat 2.583039 Prob(F-statistic) 0.943552

  Unweighted Statistics R-squared 0.003775 Mean dependent var 0.193924 Sum squared resid 50.30373 Durbin-Watson stat 2.583039