28. PT Timah (Persero) Tbk. - Pengaruh Earning per Share, Price Earning Ratio, Debt to Equity Ratio & Volume Perdagangan Saham terhadap Return Saham pada Perusahaan Kategori LQ45 yang Terdaftar di Bursa Efek Indonesia

  LAMPIRAN I Sampel Perusahaan LQ45 di Bursa Efek Indonesia Tahun 2009-2011 NO. NAMA PERUSAHAAN KODE

  1. PT Astra Agro Lestari Tbk. AALI

  2. PTAdaro Energy Tbk. ADRO

  3. PT Aneka Tambang (Persero) Tbk. ANTM

  4. PT Astra Internasional Tbk. ASII

  5. PT Bank Central Asia Tbk. BBCA

  6. PT Bank Negara Indonesia (Persero) Tbk. BBNI

  7. PT Bank Rakyat Indonesia (persero) Tbk. BBRI

  8. PT Bank Danamon Indonesia Tbk. BDMN

  9. PT Bank Mandiri (Persero) Tbk. BMRI

  10. PT Bakrie & Brothers Tbk. BNBR

  11 PT Energi Mega Persada Tbk. ENRG

  12 PT Gudang Garam Tbk. GGRM 13 PT Vale Indonesia Tbk.

  INCO

  14 PT Indofood Sukses Makmur Tbk

  INDF 15 PT Indika Energy Tbk.

  INDY 16 PT Indocement Tunggal Raksasa Tbk.

  INTP 17. PT Indosat Tbk.

  ISAT 18. PT Indo Tambangraya Megah Tbk.

  ITMG

  19. PT Jasa Marg (Persero) Tbk. JSMR

  20. PT Kalbe Farma Tbk. KLBF

  21. PT Lippo Karawaci Tbk. LPKR

  22. PP London Sumatera Indonesia tbk. LSIP

  23. PT Medco Energi International Tbk. MEDC

  24. PT Perusahaan Gas Negara (Persero) Tbk. PGAS

  25. PT Tambang Batubara Bukit Asam (Persero) Tbk. PTBA

  26. PT Holcim Indonesia Tbk. SMCB

  27. PT Semen Gresik (Persero) Tbk. SMGR

  28. PT Timah (Persero) Tbk. TINS

  29. PT Telekomunikasi Indonesia (Persero) Tbk. TLKM

  30. PT Bakrie Sumatera Plantations Tbk. UNSP

  31. PT United Traktors Tbk. UNTR

  32. PT Unilever Indonesia Tbk. UNVR

  LAMPIRAN II DATA MENTAH PERUSAHAAN LQ45 2009-2011 Code Tahun EPS PER DER volume return

  BBNI 2009 163

  INTP 2009 746

  15.97 1.19 0.4566 1.0412 2010 148 31.84 1.10 1.2714 1.1235 2011 213 10.21 1.36 0.5689 -0.5396

  INDY 2009 139

  2011 2 107 1.83 2.6491 0.4354

  ENRG 2009 -120 -1.61 4.87 1.2473 1.2911 2010 -2 -80.75 1.00 2.1285 -0.3149

  13.75 10.23 0.4679 1.3209 2010 440 14.78 9.81 0.3402 0.3829 2011 529 12.49 7.20 0.5852 0.0384

  BMRI 2009 342

  24.92 5.23 0.3835 0.9419 2010 343 16.63 5.40 0.1899 0.2527 2011 379 10.81 4.49 0.2243 -0.2807

  BDMN 2009 183

  12.91 10.63 0.4212 0.6717 2010 930 11.29 10.02 0.4027 0.3725 2011 1,256 11.95 8.43 0.4379 0.2857

  BBRI 2009 593

  12.17 10.88 0.5554 1.9137 2010 220 17.62 6.50 0.5425 1.0491 2011 312 14.22 6.90 0.4262 -0.0193

  17.57 9.14 0.2313 0.4923 2010 348 18.61 8.51 0.1755 0.3195 2011 444 20.09 8.07 0.1505 0.2500

  AALI 2009 1,055

  BBCA 2009 276

  13.99 1.00 0.375 2.2890 2010 3,549 15.37 1.10 0.3127 0.5720 2011 4,393 14.11 1.02 0.3075 0.3565

  7.43 0.41 0.4012 -0.3387 ASII 2009 2,480

  34.73 0.21 1.5172 1.0183 2010 176 13.88 0.28 0.7835 0.1136 2011 202

  63

  1.32 0.51 -0.3058 ANTM 2009

  13.02

  36.95 1.18 0.7164 0.4739 2011 155

  69

  12.67 1.43 1.0317 2.5670 2010

  ADRO 2009 137

  21.57 0.18 0.2813 1.3214 2010 1,281 20.46 0.19 0.239 0.1516 2011 1,527 13.27 0.21 0.1733 -0.1717

  18.36 0.24 0.3602 1.9782 2010 876 18.21 0.17 0.2907 0.1642

  2011 977

  14.57 0.40 0.7526 1.5000 2010 872 26.32 0.36 0.4149 0.3304 2011 1,339 12.89 0.41 0.3285 -0.2440

  63

  38.65

  1.85 1.05 0.3101 2010 223 12.33 1.86 0.8954 0.3775 2011 260

  15 2.02 0.3996 -0.2814 PGAS 2009 257

  15.18 1.35 0.4793 1.0967 2010 257 17.19 1.22 0.4188 0.1346 2011 245 12.01 1.15 0.4742 -0.2824

  PTBA 2009 1,184

  SMGR 2009 561

  16.11 0.27 0.916 1.8547 2010 757 16.97 0.22 0.7028 0.5389 2011 249

  13.46 0.26 0.2551 0.8083 2010 613 15.43 0.29 0.6705 0.2516 2011 662 15.43 0.34 0.3486 0.2116

  TINS 2009

  62

  32.08 0.42 1.9014 0.8518 2010 188 14.6 0.40 1.1234 0.3750 2011 178 7.35 0.43 0.6227 -0.3927

  TLKM 2009 565

  16.81 1.22 0.274 0.3695 2010 586 13.89 0.98 0.3393 -0.1587 2011 560

  8.77 0.16 0.4291 -0.1245 MEDC 2009

  21.33 0.94 1.1536 -0.0294 LSIP 2009 518

  17.45 0.15 0.2879 0.0689

  KLBF 2009

  ISAT 2009 276

  17.14 2.05 0.6439 -0.1782 2010 119 45.34 1.94 0.9138 0.1428 2011 154 36.68 1.77 0.2113 0.0462

  ITMG 2009 2,791

  11.39 0.52 0.6443 2.0285 2010 1,624 31.24 0.51 0.4682 0.5959 2011 4,424 10.25 0.46 0.4708 -0.2382

  JSMR 2009 146

  59.66 1.17 0.4775 0.9890 2010 176 19.51 1.37 0.4049 0.8922 2011 198 20.41 1.32 0.3199 0.2262

  91

  32

  14.21 0.39 0.4295 2.2500 2010 137 25.66 0.23 0.909 1.5000 2011 158 23.57 0.27 0.3381 0.0461

  LPKR 2009

  22

  22.74 1.40 1.1355 -0.3625 2010

  24

  27.99 1.03 1.7033 0.3333 2011

  9.11 0.69 0.2795 -0.1132 UNTR 2009 1,147

  13.51 0.76 0.4421 2.5227 2010 1,164 20.44 0.84 0.3311 0.5354 2011 1,572 17.19 0.69 0.3737 0.1071

  UNVR 2009 399

  27.7 1.02 0.0675 0.4166 2010 444 37.17 1.15 0.0675 0.4932 2011 546 35.55 1.85 0.073 0.1393

  

LAMPIRAN III

DATA OLAH MENTAH

Descriptives

  . Enter a. All requested variables entered.

  a. Predictors: (Constant), Vol. Perd. Saham, PER, DER, EPS

  Std. Error of the Estimate Durbin-Watson dimension0 1 .170 ^a .029 -.014 .8344635 2.377

  Adjusted R Square

  Model R R Square

  Model Summary ^b

  b. Dependent Variable: Return Saham

  Saham, PER, DER, EPS ^a

  

Descriptive Statistics

  1 Vol. Perd.

  Entered Variables Removed Method dimension0

  Model Variables

  Variables Entered/Removed ^b

  96 Regression

  10.88 2.1775 2.88146 Vol. Perd. Saham 96 .0675 3.0405 .641695 .5486488 Valid N (listwise)

  N Minimum Maximum Mean Std. Deviation Return Saham 96 -.5396 4.0705 .556504 .8287842 EPS 96 -120 4,424 619.07 867.393 PER 96 -80.75 107.00 17.2911 16.70823 DER 96 .15

  b. Dependent Variable: Return Saham

  b

ANOVA

  Model Sum of Squares df Mean Square F Sig. _a

  1 Regression 1.888 4 .472 .678 .609 Residual 63.366 91 .696 Total 65.254

  95

  a. Predictors: (Constant), Vol. Perd. Saham, PER, DER, EPS

  b. Dependent Variable: Return Saham _a

  

Coefficients

  Model Unstandardized Standardized Coefficients Coefficients Collinearity Statistics

  B Std. Error Beta t Sig. Tolerance

  VIF 1 (Constant) .304 .214 1.420 .159 EPS .000 .000 .159 1.427 .157 .855 1.170 PER .005 .005 .092 .888 .377 .986 1.014 DER .018 .030 .062 .590 .557 .960 1.042 Vol. Perd. .062 .166 .041 .372 .711 .881 1.135 Saham

  a. Dependent Variable: Return Saham _a

  

Coefficient Correlations

Model Vol. Perd.

  Saham PER DER EPS

  1 Correlations Vol. 1.000 .038 .096 .343 Perd.

  Saham PER .038 1.000 .089 .091 DER .096 .089 1.000 .184 EPS .343 .091 .184 1.000

  Covariances Vol. .028 3.230E-5 .000 6.091E-6 Perd.

  Saham PER 3.230E-5 2.662E-5 1.386E-5 5.035E-8 DER .000 1.386E-5 .001 5.960E-7 EPS 6.091E-6 5.035E-8 5.960E-7 1.140E-8 a. Dependent Variable: Return Saham

  a

Coefficient Correlations

Model Vol. Perd.

  Saham PER DER EPS

  1 Correlations Vol. 1.000 .038 .096 .343 Perd.

  Saham PER .038 1.000 .089 .091 DER .096 .089 1.000 .184 EPS .343 .091 .184 1.000

  Covariances Vol. .028 3.230E-5 .000 6.091E-6 Perd.

  Saham PER 3.230E-5 2.662E-5 1.386E-5 5.035E-8 DER .000 1.386E-5 .001 5.960E-7 EPS 6.091E-6 5.035E-8 5.960E-7 1.140E-8

  a. Dependent Variable: Return Saham

  a Collinearity Diagnostics

  Model Dimension Variance Proportions Eigenval Condition Vol. Perd. ue Index (Constant) EPS PER DER Saham d

  1 1 3.044 1.000 .02 .02 .03 .03 .03 i 2 .793 1.960 .00 .51 .00 .13 .05 m 3 .616 2.224 .00 .05 .14 .61 .09 e dim 4 .437 2.638 .00 .03 .60 .03 .33 n ensi 5 .110 5.253 .98 .38 .23 .20 .51 s on1 i o n

  a. Dependent Variable: Return Saham

  NPar Tests One-Sample Kolmogorov-Smirnov Test

  Unstandardized Residual

  N _a,b

  96 Normal Parameters Mean .0000000 Std. Deviation .81670691

  Most Extreme Differences Absolute .192 Positive .192 Negative -.123

  Kolmogorov-Smirnov Z 1.884 Asymp. Sig. (2-tailed) .002 a. Test distribution is Normal.

  b.

  Calculated from data.

  Regression _b Model Summary

  Model R Adjusted R Std. Error of the Durbin-

  R Square Square Estimate Watson 1 .320a .103 .046 1.02462 2.134 dimension0

  a. Predictors: (Constant), LnVOLUME, LnDER, LnPER, LnEPS c.

  Dependent Variable: LnRETURN

  b ANOVA Model Sum of Squares df Mean Square F Sig. _a

  1 Regression 7.674 4 1.919 1.827 .134 Residual 67.190 64 1.050 Total 74.864 68

  a. Predictors: (Constant), LnVOLUME, LnDER, LnPER, LnEPS

  b. Dependent Variable: LnRETURN

  a Coefficient Correlations

  Model LnVOLUME LnDER LnPER LnEPS

  1 Correlations LnVOLUM 1.000 .236 .287 .608 E LnDER .236 1.000 .258 .332 LnPER .287 .258 1.000 .593 LnEPS .608 .332 .593 1.000

  Covariances LnVOLUM .045 .005 .020 .019 E LnDER .005 .011 .009 .005 LnPER .020 .009 .106 .028 LnEPS .019 .005 .028 .022

  a. Dependent Variable: LnRETURN _a

  Collinearity Diagnostics

  Model Dimension Variance Proportions Conditi

  Eigenval on (Consta LnEP LnPE LnDE LnVOLU ue Index nt) S R R ME 1 1 3.593 1.000 .00 .00 .00 .00 .02 2 1.000 1.895 .00 .00 .00 .87 .00 dimensio dimensio 3 .360 3.158 .00 .00 .01 .01 .61 n0 n1 4 .043 9.151 .00 .26 .15 .01 .18

  5 .004 29.884 1.00 .74 .84 .11 .19

  a. Dependent Variable: LnRETURN _a

  Residuals Statistics

  Minimum Maximum Mean Std. Deviation N Predicted Value -1.6929 .1489 -.6523 .33594 69 Std. Predicted Value -3.098 2.385 .000 1.000 69 Standard Error of Predicted Value .143 .568 .266 .073 69 Adjusted Predicted Value -1.8803 .1374 -.6559 .35213 69 Residual -2.88862 2.17478 .00000 .99403 69 Std. Residual -2.819 2.123 .000 .970 69 Stud. Residual -2.918 2.186 .002 1.003 69 Deleted Residual -3.09440 2.30642 .00365 1.06256 69 Stud. Deleted Residual -3.109 2.254 -.003 1.020 69 Mahal. Distance .333 19.927 3.942 3.052 69 Cook's Distance .000 .121 .014 .020 69 Centered Leverage Value .005 .293 .058 .045 69

  a. Dependent Variable: LnRETURN

  NPar Tests

One-Sample Kolmogorov-Smirnov Test

  Unstandardize d Residual N

  69 Normal Parameters ^a,b Mean .0000000 Std. Deviation .99402770

  Most Extreme Differences

  Absolute .097 Positive .061 Negative -.097

  Kolmogorov-Smirnov Z .805 Asymp. Sig. (2-tailed) .535 a. Test distribution is Normal.

  b. Calculated from data.