Pengaruh Dividen Perlembar Saham Terhadap Harga Saham Perusahaan LQ 45 Tahun 2011-2014
Lampiran 1
Daftar Populasi dan Sampel Tahun 2011-2014
No Kode
Nama Perusahaan
Kriteria
Keterangan
I
II
III
IV
1
AALI
Astra Agro Lestari Tbk
√
√
√
√
2
ADHI
Adhi Karya (Persero) Tbk
√
√
√
X
3
ADRO
Adaro Energy Tbk
√
√
√
√
Sample 2
4
AKRA
AKR Corporindo Tbk
√
√
√
√
Sample 3
5
ANTM
Aneka Tambang Tbk
√
√
√
X
6
ASII
Astra International Tbk
√
√
√
√
7
ASRI
Alam Sutera Realty Tbk
√
√
√
X
8
BBCA
Bank Central Asia Tbk
√
√
√
√
9
BBNI
√
√
√
X
10
BBRI
Bank Negara Indonesia
(Persero) Tbk
Bank Rakyat Indonesia Tbk
√
√
√
X
11
BBTN
√
√
√
X
12
BMRI
Bank Tabungan Negara
(Persero) Tbk
Bank Mandiri (Persero) Tbk
√
√
√
X
13
BMTR
Global Mediacom Tbk
√
√
√
X
14
BSDE
Bumi Serpong Damai Tbk
√
√
√
X
15
CPIN
√
√
√
X
16
CTRA
Charoen Pokphand Indonesia
Tbk
Ciputra Development Tbk
√
√
√
X
17
EXCL
XL Axiata Tbk
√
√
√
X
18
GGRM
Gudang Garam Tbk
√
√
√
X
19
ICBP
Indofood CBP Sukses Makmur √
√
√
X
20
INCO
Vale Indonesia Tbk
√
√
√
√
21
INDF
Indofood CBP Sukses Makmur √
Tbk
√
√
X
Sample 1
Sample 4
Sample 5
Sample 6
52
Universitas Sumatera Utara
√
√
√
X
ITMG
Indocement Tunggal Prakarsa
Tbk
Indo Tambangraya Megah Tbk
√
√
√
√
24
JSMR
Jasa Marga (Persero) Tbk
√
√
√
X
25
KLBF
Kalbe Farma Tbk
√
√
√
X
26
LPKR
Lippo Karawaci Tbk
√
√
√
X
27
LPPF
√
√
√
X
28
LSIP
Matahari Departement Store
Tbk
PP London Sumatera Tbk
√
√
√
X
29
MNCN
Media Nusantara Citra Tbk
√
√
√
X
30
MPPA
Matahari Putra Prima Tbk
√
√
√
X
31
PGAS
√
√
√
X
32
PTBA
√
√
√
X
33
PTPP
Perusahaan Gas Negara
(Persero) Tbk
Tambang Batubara Bukit
Asam Tbk
PP (Persero) Tbk
√
√
√
X
34
PWON
Pakuwon Jati Tbk
√
√
√
X
35
SCMA
Surya Citra Media Tbk
√
√
√
X
36
SILO
√
√
√
X
37
SMGR
√
√
√
X
38
SMRA
Siloam International Hospital
Tbk
Semen Indonesia (Persero)
Tbk
Summarecon Agung Tbk
√
√
√
X
39
SSMS
Sawit Sumbermas Sarana Tbk
√
√
√
X
40
TBIG
√
√
√
X
41
TLKM
√
√
√
X
42
UNTR
Tower Bersama Infrastructure
Tbk
Telekomunikasi Indonesia
(Persero) Tbk
United Tractors Tbk
√
√
√
√
Sample 8
43
UNVR
Unilever Indonesia Tbk
√
√
√
√
Sample 9
44
WIKA
Wijaya Karya (Persero) Tbk
√
√
√
X
45
WSKT
Waskita Karya (Persero) Tbk
√
√
√
X
22
INTP
23
Sample 7
53
Universitas Sumatera Utara
Lampiran 2 :
DIVIDEN (X)
Sampel
1
2
3
4
5
6
7
8
9
Kode
AALI
ADRO
AKRA
ASII
BBCA
INCO
ITMG
UNTR
UNVR
2011
2012
2013
2014
995
75
225
1,980
157
169
1,168
820
546
685
35
105
2,160
115
49
3,130
830
634
675
29
115
2,160
165
30
1,989
690
701
244
12
50
640
50
124
1,100
195
336
HARGA SAHAM (Y)
Sampel
Kode
2011
2012
Harga
1
2
3
4
5
6
7
8
9
AALI
ADRO
AKRA
ASII
BBCA
INCO
ITMG
UNTR
UNVR
Value
Volume
6,072,000,000,000
35,887,000,000,000
9,005,000,000,000
74,318,000,000,000
26,586,000,000,000
9,054,000,000,000
24,259,000,000,000
32,339,000,000,000
8,847,000,000,000
273,000,000
16,314,000,000
4,083,000,000
1,245,000,000
3,674,000,000
2,118,000,000
532,000,000
1,394,000,000
557,000,000
22,242
2,200
2,205
59,693
7,236
4,275
45,600
23,199
15,883
Harga
Value
Volume
5,693,000,000,000
18,253,000,000,000
12,604,000,000,000
73,719,000,000,000
29,765,000,000,000
6,786,000,000,000
15,257,000,000,000
39,788,000,000,000
12,558,000,000,000
268,000,000
11,350,000,000
3,297,000,000
6,209,000,000
3,778,000,000
2,413,000,000
386,000,000
1,711,000,000
552,000,000
21,243
1,608
3,823
11,873
7,879
2,812
39,526
23,254
22,750
HARGA SAHAM
Sampel
Kode
2013
2014
Harga
1
2
3
4
5
6
7
8
9
AALI
ADRO
AKRA
ASII
BBCA
INCO
ITMG
UNTR
UNVR
Value
Volume
75,420,000,000,000
15,019,000,000,000
12,158,000,000,000
66,334,000,000,000
39,776,000,000,000
5,664,000,000,000
9,905,000,000,000
20,486,000,000,000
16,506,000,000,000
388,000,000
13,864,000,000
2,637,000,000
9,508,000,000
3,958,000,000
2,310,000,000
306,000,000
1,120,000,000
608,000,000
194,381
1,083
4,611
6,977
10,050
2,452
32,369
18,291
27,148
Harga
Value
Volume
10,816,000,000,000
16,751,000,000,000
9,991,000,000,000
71,070,000,000,000
51,771,000,000,000
12,783,000,000,000
10,066,000,000,000
10,020,000,000,000
13,031,000,000,000
439,000,000
15,254,000,000
2,141,000,000
9,828,000,000
4,514,000,000
3,720,000,000
436,000,000
482,000,000
435,000,000
24,638
1,098
4,667
7,231
11,469
3,436
23,087
20,788
29,956
54
Universitas Sumatera Utara
Lampiran 3 : HASIL PENGOLAHAN DATA
Descriptives
Uji Normalitas NPar Tests
Unstandardized Residual
Normal P-P Plot of Unstandardized Residual
55
Universitas Sumatera Utara
Uji Autokorelasi
Model
1
Durbin-Watson
1,958
UJI T
Regression
Variabl es Entered/Removedb
Model
1
Variables
Entered
Div idena
Variables
Remov ed
.
Method
Enter
a. All requested v ariables entered.
b. Dependent Variable: Harga Saham
56
Universitas Sumatera Utara
Charts
Histogram
Dependent Variable: Harga Saham
12
Frequency
10
8
6
4
2
0
-2
-1
0
1
2
3
Mean =-2.36E-16
Std. Dev. =0.981
N =27
Scatterplot
Regression
Standardized
Residual
Dependent Variable: Harga Saham
2
1
0
-1
0
2
57
Universitas Sumatera Utara
LAMPIRAN
58
Universitas Sumatera Utara
59
Universitas Sumatera Utara
DIVIDEN (X)
Sampel
Kode
2011
2012
2013
2014
2011
Value
Volume
Harga
1
AALI
995
685.00
675.00
244.00
6072.00
273.00
22.24
2
ADRO
75.01
35.15
28.77
11.73
35,887
16,314
2.20
3
AKRA
225
105.00
115.00
50.00
9005.00
4083.00
2.21
4
ASII
1.98
216.00
216.00
64.00
74318.00
1245.00
59.69
5
BBCA
157
475.43
578.13
494.63
26,586
3,674
7.24
6
INCO
169.38
49.01
30.14
123.81
9,054
2,118
4.27
7
ITMG
1,168
3,130
1,989
1,100
24,259
532
45.60
8
UNTR
820
620.00
515.00
195.00
32,339
1394.00
23.20
9
UNVR
546
334.00
371.00
336.00
8847.00
557.00
15.88
HARGA SAHAM (Y)
2012
Harga
Value
Volume
5,693
268
18,253
2013
Harga
Value
Volume
21.24
7,542
388
11,350
1.61
15,019
12,604
3,297
3.82
73,719
6,209
29,765
6,786
2014
Harga
Value
Volume
19.44
10,816
439
24.64
13,864
1.08
16,751
15,254
1.10
12,158
2,637
4.61
9,991
2,141
4.67
11.87
66,334
9,508
6.98
71,070
9,828
7.23
3,778
7.88
39,776
3,958
10.05
51,771
4,514
11.47
2,413
2.81
5,664
2,310
2.45
12,783
3,720
3.44
15,257
386
39.53
9,905
306
32.37
10,066
436
23.09
39,788
1,711
23.25
20,486
1,120
18.29
20,168
1,005
20.07
12,558
552
22.75
16,506
608
27.15
13,031
435
29.96
60
Universitas Sumatera Utara
Daftar Populasi dan Sampel Tahun 2011-2014
No Kode
Nama Perusahaan
Kriteria
Keterangan
I
II
III
IV
1
AALI
Astra Agro Lestari Tbk
√
√
√
√
2
ADHI
Adhi Karya (Persero) Tbk
√
√
√
X
3
ADRO
Adaro Energy Tbk
√
√
√
√
Sample 2
4
AKRA
AKR Corporindo Tbk
√
√
√
√
Sample 3
5
ANTM
Aneka Tambang Tbk
√
√
√
X
6
ASII
Astra International Tbk
√
√
√
√
7
ASRI
Alam Sutera Realty Tbk
√
√
√
X
8
BBCA
Bank Central Asia Tbk
√
√
√
√
9
BBNI
√
√
√
X
10
BBRI
Bank Negara Indonesia
(Persero) Tbk
Bank Rakyat Indonesia Tbk
√
√
√
X
11
BBTN
√
√
√
X
12
BMRI
Bank Tabungan Negara
(Persero) Tbk
Bank Mandiri (Persero) Tbk
√
√
√
X
13
BMTR
Global Mediacom Tbk
√
√
√
X
14
BSDE
Bumi Serpong Damai Tbk
√
√
√
X
15
CPIN
√
√
√
X
16
CTRA
Charoen Pokphand Indonesia
Tbk
Ciputra Development Tbk
√
√
√
X
17
EXCL
XL Axiata Tbk
√
√
√
X
18
GGRM
Gudang Garam Tbk
√
√
√
X
19
ICBP
Indofood CBP Sukses Makmur √
√
√
X
20
INCO
Vale Indonesia Tbk
√
√
√
√
21
INDF
Indofood CBP Sukses Makmur √
Tbk
√
√
X
Sample 1
Sample 4
Sample 5
Sample 6
52
Universitas Sumatera Utara
√
√
√
X
ITMG
Indocement Tunggal Prakarsa
Tbk
Indo Tambangraya Megah Tbk
√
√
√
√
24
JSMR
Jasa Marga (Persero) Tbk
√
√
√
X
25
KLBF
Kalbe Farma Tbk
√
√
√
X
26
LPKR
Lippo Karawaci Tbk
√
√
√
X
27
LPPF
√
√
√
X
28
LSIP
Matahari Departement Store
Tbk
PP London Sumatera Tbk
√
√
√
X
29
MNCN
Media Nusantara Citra Tbk
√
√
√
X
30
MPPA
Matahari Putra Prima Tbk
√
√
√
X
31
PGAS
√
√
√
X
32
PTBA
√
√
√
X
33
PTPP
Perusahaan Gas Negara
(Persero) Tbk
Tambang Batubara Bukit
Asam Tbk
PP (Persero) Tbk
√
√
√
X
34
PWON
Pakuwon Jati Tbk
√
√
√
X
35
SCMA
Surya Citra Media Tbk
√
√
√
X
36
SILO
√
√
√
X
37
SMGR
√
√
√
X
38
SMRA
Siloam International Hospital
Tbk
Semen Indonesia (Persero)
Tbk
Summarecon Agung Tbk
√
√
√
X
39
SSMS
Sawit Sumbermas Sarana Tbk
√
√
√
X
40
TBIG
√
√
√
X
41
TLKM
√
√
√
X
42
UNTR
Tower Bersama Infrastructure
Tbk
Telekomunikasi Indonesia
(Persero) Tbk
United Tractors Tbk
√
√
√
√
Sample 8
43
UNVR
Unilever Indonesia Tbk
√
√
√
√
Sample 9
44
WIKA
Wijaya Karya (Persero) Tbk
√
√
√
X
45
WSKT
Waskita Karya (Persero) Tbk
√
√
√
X
22
INTP
23
Sample 7
53
Universitas Sumatera Utara
Lampiran 2 :
DIVIDEN (X)
Sampel
1
2
3
4
5
6
7
8
9
Kode
AALI
ADRO
AKRA
ASII
BBCA
INCO
ITMG
UNTR
UNVR
2011
2012
2013
2014
995
75
225
1,980
157
169
1,168
820
546
685
35
105
2,160
115
49
3,130
830
634
675
29
115
2,160
165
30
1,989
690
701
244
12
50
640
50
124
1,100
195
336
HARGA SAHAM (Y)
Sampel
Kode
2011
2012
Harga
1
2
3
4
5
6
7
8
9
AALI
ADRO
AKRA
ASII
BBCA
INCO
ITMG
UNTR
UNVR
Value
Volume
6,072,000,000,000
35,887,000,000,000
9,005,000,000,000
74,318,000,000,000
26,586,000,000,000
9,054,000,000,000
24,259,000,000,000
32,339,000,000,000
8,847,000,000,000
273,000,000
16,314,000,000
4,083,000,000
1,245,000,000
3,674,000,000
2,118,000,000
532,000,000
1,394,000,000
557,000,000
22,242
2,200
2,205
59,693
7,236
4,275
45,600
23,199
15,883
Harga
Value
Volume
5,693,000,000,000
18,253,000,000,000
12,604,000,000,000
73,719,000,000,000
29,765,000,000,000
6,786,000,000,000
15,257,000,000,000
39,788,000,000,000
12,558,000,000,000
268,000,000
11,350,000,000
3,297,000,000
6,209,000,000
3,778,000,000
2,413,000,000
386,000,000
1,711,000,000
552,000,000
21,243
1,608
3,823
11,873
7,879
2,812
39,526
23,254
22,750
HARGA SAHAM
Sampel
Kode
2013
2014
Harga
1
2
3
4
5
6
7
8
9
AALI
ADRO
AKRA
ASII
BBCA
INCO
ITMG
UNTR
UNVR
Value
Volume
75,420,000,000,000
15,019,000,000,000
12,158,000,000,000
66,334,000,000,000
39,776,000,000,000
5,664,000,000,000
9,905,000,000,000
20,486,000,000,000
16,506,000,000,000
388,000,000
13,864,000,000
2,637,000,000
9,508,000,000
3,958,000,000
2,310,000,000
306,000,000
1,120,000,000
608,000,000
194,381
1,083
4,611
6,977
10,050
2,452
32,369
18,291
27,148
Harga
Value
Volume
10,816,000,000,000
16,751,000,000,000
9,991,000,000,000
71,070,000,000,000
51,771,000,000,000
12,783,000,000,000
10,066,000,000,000
10,020,000,000,000
13,031,000,000,000
439,000,000
15,254,000,000
2,141,000,000
9,828,000,000
4,514,000,000
3,720,000,000
436,000,000
482,000,000
435,000,000
24,638
1,098
4,667
7,231
11,469
3,436
23,087
20,788
29,956
54
Universitas Sumatera Utara
Lampiran 3 : HASIL PENGOLAHAN DATA
Descriptives
Uji Normalitas NPar Tests
Unstandardized Residual
Normal P-P Plot of Unstandardized Residual
55
Universitas Sumatera Utara
Uji Autokorelasi
Model
1
Durbin-Watson
1,958
UJI T
Regression
Variabl es Entered/Removedb
Model
1
Variables
Entered
Div idena
Variables
Remov ed
.
Method
Enter
a. All requested v ariables entered.
b. Dependent Variable: Harga Saham
56
Universitas Sumatera Utara
Charts
Histogram
Dependent Variable: Harga Saham
12
Frequency
10
8
6
4
2
0
-2
-1
0
1
2
3
Mean =-2.36E-16
Std. Dev. =0.981
N =27
Scatterplot
Regression
Standardized
Residual
Dependent Variable: Harga Saham
2
1
0
-1
0
2
57
Universitas Sumatera Utara
LAMPIRAN
58
Universitas Sumatera Utara
59
Universitas Sumatera Utara
DIVIDEN (X)
Sampel
Kode
2011
2012
2013
2014
2011
Value
Volume
Harga
1
AALI
995
685.00
675.00
244.00
6072.00
273.00
22.24
2
ADRO
75.01
35.15
28.77
11.73
35,887
16,314
2.20
3
AKRA
225
105.00
115.00
50.00
9005.00
4083.00
2.21
4
ASII
1.98
216.00
216.00
64.00
74318.00
1245.00
59.69
5
BBCA
157
475.43
578.13
494.63
26,586
3,674
7.24
6
INCO
169.38
49.01
30.14
123.81
9,054
2,118
4.27
7
ITMG
1,168
3,130
1,989
1,100
24,259
532
45.60
8
UNTR
820
620.00
515.00
195.00
32,339
1394.00
23.20
9
UNVR
546
334.00
371.00
336.00
8847.00
557.00
15.88
HARGA SAHAM (Y)
2012
Harga
Value
Volume
5,693
268
18,253
2013
Harga
Value
Volume
21.24
7,542
388
11,350
1.61
15,019
12,604
3,297
3.82
73,719
6,209
29,765
6,786
2014
Harga
Value
Volume
19.44
10,816
439
24.64
13,864
1.08
16,751
15,254
1.10
12,158
2,637
4.61
9,991
2,141
4.67
11.87
66,334
9,508
6.98
71,070
9,828
7.23
3,778
7.88
39,776
3,958
10.05
51,771
4,514
11.47
2,413
2.81
5,664
2,310
2.45
12,783
3,720
3.44
15,257
386
39.53
9,905
306
32.37
10,066
436
23.09
39,788
1,711
23.25
20,486
1,120
18.29
20,168
1,005
20.07
12,558
552
22.75
16,506
608
27.15
13,031
435
29.96
60
Universitas Sumatera Utara