Pengaruh Price Earning Ratio, Debt To Equity Ratio, Price To Book Value Terhadap Return Saham Pada Perusahaan Perbankan Yang Terdaftar Di Bei
Lampiran i DATA VARIABEL PENELITIAN Return Saham NO. Nama Perusahaan Kode Tahun 2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk
12. Bank Mega Tbk. MEGA 0,111 -0,343 0,380 0,102
19. Bank Victoria International Tbk. BVIC -0,388 0,484 0,159 -0,194
18. Bank Rakyat Indonesia Tbk. BBRI -0,382 0,672 0,373 -0,357
17. Bank Permata Tbk. BNLI -0,449 0,633 1,238 -0,240
16. Bank Pan Indonesia Tbk. PNBN -0,147 0,310 0,500 -0,316
15. Bank OCBC NISP Tbk. NISP -0,222 0,429 0,700 -0,365
14. Bank Nusantara Parahyangan Tbk. BBNP 0,000 -0,139 -0,054 0,057
13. Bank Negara Indonesia Tbk. BBNI -0,655 1,912 0,957 -0,019
INPC -0,500 0,520 0,408 -0,103
2. Bank Bukopin Tbk. BBKP -0,643 0,875 0,733 -0,108
10. Bank Mandiri (Persero) Tbk. BMRI -0,421 1,321 0,383 0,038
9. Bank Kesawan Tbk. BKSW 0,340 0,104 0,405 -0,317
8. Bank Himpunan Saudara 1906 Tbk. SDRA -0,662 4,600 0,036 -0,241
7. Bank Danamon Indonesia Tbk. BDMN -0,613 0,468 0,253 -0,281
6. Bank CIMB Niaga Tbk. BNGA -0,450 0,434 1,690 -0,361
5. Bank Central Asia Tbk. BBCA -0,555 0,492 0,320 0,250
4. Bank Capital Indonesia Tbk. BACA -0,047 -0,030 0,041 0,569
3. Bank Bumi Artha Tbk. BNBA -0,778 1,217 0,233 -0,152
11. Bank Mayapada Tbk. MAYA 0,740 0,000 -0,204 0,075
Price Earning Ratio (PER) NO. Nama Perusahaan Kode Tahun 2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk
17.62
12.84
15. Bank OCBC NISP Tbk. NISP
7.95
10.79
14.00
15.96
14. Bank Nusantara Parahyangan Tbk. BBNP
11.83
12.17
30.80
8.50
13. Bank Negara Indonesia Tbk. BBNI
12.63
10.61
13.61
11.34
12. Bank Mega Tbk. MEGA
24.54
13.34
10.10
11. Bank Mayapada Tbk. MAYA 105.04 104.69
9.47
4.01
5.84
11.49
9.24
19. Bank Victoria International Tbk. BVIC
10.89
11.29
12.91
18. Bank Rakyat Indonesia Tbk. BBRI
16. Bank Pan Indonesia Tbk. PNBN
10.34
16.22
12.90
8.39
17. Bank Permata Tbk. BNLI
8.41
21.82
19.99
16.78
53.44
INPC
13.44
10.89
5. Bank Central Asia Tbk. BBCA
11.12
19.87
19.71
12.61
4. Bank Capital Indonesia Tbk. BACA
7.53
14.04
5.02
17.57
3. Bank Bumi Artha Tbk. BNBA
6.17
8.12
5.93
3.10
2. Bank Bukopin Tbk. BBKP
8.24
10.97
15.57
13.87
18.61
14.81
8. Bank Himpunan Saudara 1906 Tbk. SDRA
13.77
7.97
10. Bank Mandiri (Persero) Tbk. BMRI
9. Bank Kesawan Tbk. BKSW 108.09 116.25 5.73 498.19
5.13
11.21
11.78
1.99
11.65
18.31
16.64
24.91
10.22
7. Bank Danamon Indonesia Tbk. BDMN
9.45
17.94
10.84
17.47
6. Bank CIMB Niaga Tbk. BNGA
12.62
Debt to Equity Ratio (DER) Tahun NO. Nama Perusahaan Kode 2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk.
INPC
12.97
15.02
15.18
15.62
3. Bank Bukopin Tbk. BBKP
14.08
13.65
15.45
12.07
2. Bank Bumi Artha Tbk. BNBA
4.20
4.80
5.12
5.22
3. Bank Capital Indonesia Tbk. BACA
7.83
5.86
7.09
6.71
4. Bank Central Asia Tbk. BBCA
9.55
9.14
8.51
8.09
5. Bank CIMB Niaga Tbk. BNGA
10.09
8.55
9.43
8.08
6. Bank Danamon Indonesia Tbk. BDMN
9.09
5.23
5.40
4.49
7. Bank Himpunan Saudara 1906 Tbk. SDRA
8.86
8.48
7.25
9.75
8. Bank Kesawan Tbk. BKSW
14.97
12.15
13.54
3.03
10. Bank Mandiri (Persero) Tbk. BMRI
10.75
10.23
9.81
7.81
11. Bank Mayapada Tbk. MAYA
4.80
6.68
5.81
6.79
12. Bank Mega Tbk. MEGA
11.15
10.66
10.82
11.70
13. Bank Negara Indonesia Tbk. BBNI
12.07
10.88
6.50
6.90
14. Bank Nusantara Parahyangan Tbk. BBNP
9.87
9.55
9.25
10.28
15. Bank OCBC NISP Tbk. NISP
8.43
7.96
8.81
8.08
16. Bank Pan Indonesia Tbk. PNBN
7.02
6.16
7.81
6.85
17. Bank Permata Tbk. BNLI
11.59
10.57
8.31
10.09
18. Bank Rakyat Indonesia Tbk. BBRI
10.01
10.63
10.02
8.43
19. Bank Victoria International Tbk. BVIC
9.66
10.69
12.88
8.74
Price to Book Value (PBV) NO. Nama Perusahaan Kode Tahun 2008 2009 2010 2011 1 Bank Artha Graha Internasional Tbk.
13. Bank Negara Indonesia Tbk. BBNI
0.93
0.99
1.11
1.41
14. Bank Nusantara Parahyangan Tbk. BBNP
1.87
2.18
1.58
0.67
2.62
1.12
2.31
2.15
1.98
12. Bank Mega Tbk. MEGA
2.66
2.77
4.33
4.53
11. Bank Mayapada Tbk. MAYA
15. Bank OCBC NISP Tbk. NISP
1.41
3.29
1.34
0.84
0.84
0.62
19. Bank Victoria International Tbk. BVIC
3.34
3.53
3.46
2.52
18. Bank Rakyat Indonesia Tbk. BBRI
2.04
2.18
1.28
0.88
17. Bank Permata Tbk. BNLI
1.18
2.24
1.70
1.48
16. Bank Pan Indonesia Tbk. PNBN
1.15
2.51
2.81
INPC
0.35
5 Bank Central Asia Tbk. BBCA
1.19
0.85
0.88
0.79
4 Bank Capital Indonesia Tbk. BACA
0.67
0.87
0.74
3 Bank Bumi Artha Tbk. BNBA
4.29
1.05
1.39
0.85
0.53
2 Bank Bukopin Tbk. BBKP
0.71
0.87
0.68
0.32
3.44
4.63
1.39
0.37
10. Bank Mandiri (Persero) Tbk. BMRI
2.83
3.66
2.60
2.48
9. Bank Kesawan Tbk. BKSW
1.08
1.71
1.66
8 Bank Himpunan Saudara 1906 Tbk. SDRA
4.69
1.52
2.60
2.42
1.48
7 Bank Danamon Indonesia Tbk. BDMN
1.67
3.32
1.52
1.27
6 Bank CIMB Niaga Tbk. BNGA
0.70
Lampiran ii Daftar Perusahaan Perbankan yang Dijadikan Sampel
NO. Nama Perusahaan Kode Listing Date 1. Bank Artha Graha Internasional Tbk
29 Agustus 1990
20 Oktober 1994
17 April 2000
13. Bank Negara Indonesia Tbk. BBNI
25 November 1996
14. Bank Nusantara Parahyangan Tbk. BBNP
10 Januari 2001
15. Bank OCBC NISP Tbk. NISP
16. Bank Pan Indonesia Tbk. PNBN
29 Agustus 1997
29 Desember 1982
17. Bank Permata Tbk. BNLI
15 Januari 1990
18. Bank Rakyat Indonesia Tbk. BBRI
11 November 2003
19. Bank Victoria International Tbk. BVIC
30 Juni 1999 Sumber : www.idx.co.id (data diolah penulis)
12. Bank Mega Tbk. MEGA
11. Bank Mayapada Tbk. MAYA
2. Bank Bukopin Tbk. BBKP
6. Bank CIMB Niaga Tbk. BNGA
10 Juli 2006
3. Bank Bumi Artha Tbk. BNBA
31 Desember 1999
4. Bank Capital Indonesia Tbk. BACA
4 Oktober 2007
5. Bank Central Asia Tbk. BBCA
31 Mei 2000
29 November 1989
INPC
7. Bank Danamon Indonesia Tbk. BDMN
6 Desember 1989
8. Bank Himpunan Saudara 1906 Tbk. SDRA
15 Desember 2006
9. Bank Kesawan Tbk. BKSW
21 November 2002
10. Bank Mandiri (Persero) Tbk. BMRI
14 Juli 2003
Lampiran iii Hasil Output Statistik Deskriptif Tabel 3.1 Statistik Deskriptif Descriptive Statistics
N Minimum Maximum Mean Std. Deviation Price Earning Ratio 76 1.99 498.19 24.4624 59.50749 Debt to Equity Ratio
76
3.03 15.62 9.2053 2.87559 Price to Book Value 76 .32 4.69 1.8411 1.12471 Return Saham 76 -.78 4.60 .1951 .74574 Valid N (listwise)
76
Lampiran iv Hasil Output Uji Normalitas Tabel 4.1 Hasil Uji Kolmogorov-Smirnov Sebelum Transformasi One-Sample Kolmogorov-Smirnov Test One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual N a,,b
76 Normal Parameters Mean .0000000 Std. Deviation .72641673 Most Extreme Differences Absolute .158 Positive .158
Negative -.125 Kolmogorov-Smirnov Z 1.374 Asymp. Sig. (2-tailed)
.046 a. Test distribution is Normal.
b. Calculated from data.
Tabel 4.2 Hasil Uji Kolmogorov-Smirnov Setelah Transformasi One-Sample Kolmogorov-Smirnov TestUnstandardized Residual N a,,b
75 Normal Parameters Mean .0000000 Std. Deviation .51610384 Most Extreme Absolute .120 Differences
Positive .120 Negative -.064 Kolmogorov-Smirnov Z
1.036 Asymp. Sig. (2-tailed) .233 a. Test distribution is Normal.
b. Calculated from data.
Lampiran v Hasil Output Uji Multikolinearitas Tabel 5.1 Uji Multikolineritas
Model Collinearity Statistics Tolerance
VIF
1 (Constant) Price Earning Ratio .886 1.128 Debt to Equity Ratio .924 1.082 Price to Book Value .923 1.084Lampiran vi Hasil Output Uji Heteroskedastisitas
Lampira vii Hasil Output Uji Autokorelasi Tabel 7.1
Model summary Model Summary b
Model R R Square Adjusted R Square Std. Error of the
Estimate Durbin-Watson 1 .326 a .106 .068 .52689 1.561
a. Predictors: (Constant), Price to Book Value, Debt to Equity Ratio, Price Earning Ratio
b. Dependent Variable: Return Saham
Tabel 7.2 Pedoman untuk memberikan Interpretasi Koefisien KorelasiInterval 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
Lampiran viii Hasil Output Uji Hipotesis Tabel 8.1 Hasil Uji Simultan (Uji-F) ANOVA
b Model Sum of Squares df Mean Square F Sig.
1 Regression 2.336 3 .779 2.805 .046 a Residual 19.711 71 .278 Total 22.047
74
a. Predictors: (Constant), Price to Book Value, Debt to Equity Ratio, Price Earning Ratio
b. Dependent Variable: Return Saham
Tabel 8.2 Hasil Uji Parsial (Uji-t) Coefficientsa Model Unstandardized Coefficients
Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant) -.276 .249 -1.109 .271
Price Earning Ratio .000 .001 -.108 -.903 .369 Debt to Equity Ratio .015 .022 .081 .694 .490 Price to Book Value .160 .056 .333 2.849 .006
a. Dependent Variable: Return Saham