Pengaruh Analisis Price Earning Ratio, Price Book Value dan Market Value Added Terhadap Expected Return Saham.
Lampiran i
Daftar Sampel Perusahaan
Daftar Sampel Perusahaan Manufaktur
No
Kode
Populasi
1
GJTL
PT Gajah Tunggal Tbk
2
IMAS
PT Indomobil Sukses International Tbk
3
ADMG
PT Polychem Indonesia Tbk
4
VOKS
PT Voksel Electric Tbk
5
CEKA
PT Cahaya Kalbar Tbk
6
INDF
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
8
PSDN
PT Prashida Aneka Niaga Tbk
9
SKLT
PT Sekar Laut Tbk
10
ULTJ
PT Ultrajaya Milk Industry and Trading Company Tbk
11
GGRM
PT Gudang Garam Tbk
12
HMSP
PT Hanjaya Mandala Sampoerna Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
14
KAEF
PT Kimia Farma Tbk
15
KLBF
PT Kalbe Farma Tbk
16
MERK
PT Merck Tbk
Universitas Sumatera Utara
17
PYFA
PT Pyridam Farma Tbk
18
TSPC
PT Tempo Scan Pacific Tbk
19
UNVR
PT Unilever Indonesia Tbk
20
MRAT
PT Mustika Ratu Tbk
Lampiran ii
Data Variabel Penelitian (PER) Tahun 2009,2010 dan 2011
No
Kode
Sampel
2009
2010
2011
1
GJTL
PT Gajah Tunggal Tbk
1.64
9.65
9.32
PT Indomobil Sukses Internasional
Tbk
7.29
17.57
17.45
IMAS
3
ADMG
PT Polychem Indonesia Tbk
9.68
22.25
6.65
4
VOKS
PT Voksel Electric Tbk
6.36
37.15
6.93
5
CEKA
PT Cahaya Kalbar Tbk
8.96
11.07
3.61
2
Universitas Sumatera Utara
6
INDF
15.02
14.50
7.95
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
9.27
17.02
32.03
8
PSDN
PT Prashida Aneka Niaga Tbk
4.88
8.92
27.12
9
SKLT
PT Sekar Laut Tbk
8.09
20.01
16.45
PT Ultrajaya Milk Industry and
Trading Company Tbk
27.39
32.63
21.68
ULTJ
GGRM
PT Gudang Garam Tbk
12.00
18.56
23.34
8.96
19.21
14.38
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
11.86
11.82
11.90
14
KAEF
PT Kimia Farma Tbk
11.28
6.37
11.76
15
KLBF
PT Kalbe Farma Tbk
14.21
25.66
23.57
16
MERK
PT Merck Tbk
12.22
18.20
17.63
17
PYFA
PT Pyridam Farma Tbk
15.60
16.18
13.64
18
TSPC
PT Tempo Scan Pacific Tbk
9.13
15.74
16.73
19
UNVR
PT Unilever Indonesia Tbk
27.70
37.17
35.55
20
MRAT
PT Mustika Ratu Tbk
8.09
11.39
12.08
10
11
12
Data Variabel Penelitian (PBV) 2009,2010 dan 2011
No
Kode
Sampel
2009
2010
2011
1
GJTL
PT Gajah Tunggal Tbk
0.55
2.27
2.46
PT Indomobil Sukses Internasional
Tbk
1.96
6.17
3.37
IMAS
3
ADMG
PT Polychem Indonesia Tbk
0.48
0.67
0.89
4
VOKS
PT Voksel Electric Tbk
0.91
0.97
1.48
5
CEKA
PT Cahaya Kalbar Tbk
1.47
1.06
0.77
2
Universitas Sumatera Utara
6
INDF
3.07
2.55
1.33
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
2.18
4.14
4.97
8
PSDN
PT Prashida Aneka Niaga Tbk
1.26
0.83
2.96
9
SKLT
PT Sekar Laut Tbk
0.91
0.689
0.80
PT Ultrajaya Milk Industry and
Trading Company Tbk
1.41
2.69
2.21
ULTJ
GGRM
PT Gudang Garam Tbk
2.27
3.63
5.10
4.36
12.08
19.06
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
1.54
2.05
1.87
14
KAEF
PT Kimia Farma Tbk
0.71
0.79
1.57
15
KLBF
PT Kalbe Farma Tbk
3.06
6.14
5.69
16
MERK
PT Merck Tbk
5.06
5.95
7.62
17
PYFA
PT Pyridam Farma Tbk
0.81
0.88
1.14
18
TSPC
PT Tempo Scan Pacific Tbk
1.36
2.95
3.85
19
UNVR
PT Unilever Indonesia Tbk
22.77
31.12
32.23
20
MRAT
PT Mustika Ratu Tbk
0.53
0.82
0.62
No
Kode
Sampel
2009
2010
2011
1
GJTL
PT Gajah Tunggal Tbk
1.256
4.026
0.319
-0.283
7.837
0.910
IMAS
PT Indomobil Sukses Internasional
Tbk
3
ADMG
PT Polychem Indonesia Tbk
1.127
0.617
1.960
4
VOKS
PT Voksel Electric Tbk
0.281
0.098
0.822
5
CEKA
PT Cahaya Kalbar Tbk
1.128
-0.262
-0.05
10
11
12
2
Universitas Sumatera Utara
6
INDF
2.717
0.391
-0.021
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
3.55
1.301
0.421
8
PSDN
PT Prashida Aneka Niaga Tbk
0.1
-0.272
2.924
9
SKLT
PT Sekar Laut Tbk
0.666
0.053
0
PT Ultrajaya Milk Industry and
Trading Company Tbk
-0.183
1.017
0.102
ULTJ
GGRM
PT Gudang Garam Tbk
3.102
0.701
0.666
0.095
1.133
0.534
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
0.75
-0.160
0.139
14
KAEF
PT Kimia Farma Tbk
0.756
0.261
1.329
15
KLBF
PT Kalbe Farma Tbk
4
1.156
0.204
16
MERK
PT Merck Tbk
1.56
0.305
0.457
17
PYFA
PT Pyridam Farma Tbk
1.52
0.144
0.467
18
TSPC
PT Tempo Scan Pacific Tbk
0.936
1.443
0.711
19
UNVR
PT Unilever Indonesia Tbk
0.449
0.499
-0.138
20
MRAT
PT Mustika Ratu Tbk
1.699
0.654
0.099
10
11
12
Data Variabel Penelitian (Return Saham) 2009, 2010,2011
Data Variabel Penelitian (MVA) 2009
(dalam jutaan)
No
Kode
Sampel
1
GJTL
PT Gajah Tunggal Tbk
-1226875
PT Indomobil Sukses Internasional
Tbk
-498079
IMAS
2
2009
Universitas Sumatera Utara
3
ADMG
PT Polychem Indonesia Tbk
-1493749
4
VOKS
PT Voksel Electric Tbk
-363360
5
CEKA
PT Cahaya Kalbar Tbk
-145170
INDF
PT Indofood Sukses Makmur Tbk
6
37959557
7
MYOR
PT Mayora Indah Tbk
-54892
8
PSDN
PT Prashida Aneka Niaga Tbk
-719999
9
SKLT
PT Sekar Laut Tbk
-69059
PT Ultrajaya Milk Industry and
Trading Company Tbk
-448916
ULTJ
GGRM
PT Gudang Garam Tbk
6063256
-240700
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
-267760
14
KAEF
PT Kimia Farma Tbk
-403635
15
KLBF
PT Kalbe Farma Tbk
5162800
16
MERK
PT Merck Tbk
-6400
17
PYFA
PT Pyridam Farma Tbk
46262
18
TSPC
PT Tempo Scan Pacific Tbk
-33740
19
UNVR
PT Unilever Indonesia Tbk
5614450
20
MRAT
PT Mustika Ratu Tbk
254995
10
11
12
Data Variabel Penelitian (MVA) 2010
No
Kode
Sampel
1
GJTL
PT Gajah Tunggal Tbk
2
IMAS
(dalam jutaan)
2010
10739700
-320890
PT Indomobil Sukses Internasional
Universitas Sumatera Utara
Tbk
3
ADMG
PT Polychem Indonesia Tbk
-1280884
4
VOKS
PT Voksel Electric Tbk
-308010
5
CEKA
PT Cahaya Kalbar Tbk
-146650
INDF
PT Indofood Sukses Makmur Tbk
6
28927707
7
MYOR
PT Mayora Indah Tbk
1110858
8
PSDN
PT Prashida Aneka Niaga Tbk
-719968
9
SKLT
PT Sekar Laut Tbk
-69046
PT Ultrajaya Milk Industry and
Trading Company Tbk
-226776
ULTJ
10
11
GGRM
PT Gudang Garam Tbk
PT Hanjaya Mandala Sampoerna
Tbk
-16050
HMSP
13
DVLA
PT Darya Varia Laboratoria Tbk
-263620
14
KAEF
PT Kimia Farma Tbk
-328507
15
KLBF
PT Kalbe Farma Tbk
29496200
16
MERK
PT Merck Tbk
20060
17
PYFA
PT Pyridam Farma Tbk
285709
18
TSPC
PT Tempo Scan Pacific Tbk
383760
19
UNVR
PT Unilever Indonesia Tbk
8421200
20
MRAT
PT Mustika Ratu Tbk
547100
12
Data Variabel Penelitian (MVA) 2011
No
Kode
Sampel
1
GJTL
PT Gajah Tunggal Tbk
15237956
(dalam jutaan)
2011
4461600
Universitas Sumatera Utara
2
PT Indomobil Sukses Internasional
Tbk
7777480
IMAS
3
ADMG
PT Polychem Indonesia Tbk
1069091
4
VOKS
PT Voksel Electric Tbk
-269600
5
CEKA
PT Cahaya Kalbar Tbk
-147199
INDF
PT Indofood Sukses Makmur Tbk
6
16808957
7
MYOR
PT Mayora Indah Tbk
1226858
8
PSDN
PT Prashida Aneka Niaga Tbk
-719801
9
SKLT
PT Sekar Laut Tbk
-69068
PT Ultrajaya Milk Industry and
Trading Company Tbk
-262316
ULTJ
10
11
GGRM
PT Gudang Garam Tbk
PT Hanjaya Mandala Sampoerna
Tbk
-165300
HMSP
13
DVLA
PT Darya Varia Laboratoria Tbk
-276550
14
KAEF
PT Kimia Farma Tbk
-68180
15
KLBF
PT Kalbe Farma Tbk
11167800
16
MERK
PT Merck Tbk
17
PYFA
PT Pyridam Farma Tbk
412892
18
TSPC
PT Tempo Scan Pacific Tbk
162000
19
UNVR
PT Unilever Indonesia Tbk
10395300
20
MRAT
PT Mustika Ratu Tbk
12
19908556
-6500
225500
Lampiran iii
Hasil Output Statistik Deskriptif
Universitas Sumatera Utara
Tabel 4.1
Statistik Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
PER
60
1.64
37.17
15.5078
8.41555
MVA
60
-1493749
37959557
3537505.92
8146624.499
PBV
60
.48
32.23
4.0852
6.51469
ReturnSaham
60
-.283
7.837
.96705
1.358830
Valid N (listwise)
60
Lampiran iv
Hasil Output Uji Normalitas
Universitas Sumatera Utara
Tabel 4.2
Hasil Uji Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
60
Normal Parametersa,,b
Mean
.0000000
Std. Deviation
Most Extreme Differences
1.34778995
Absolute
.203
Positive
.203
Negative
-.161
Kolmogorov-Smirnov Z
1.569
Asymp. Sig. (2-tailed)
.015
a. Test distribution is Normal.
b. Calculated from data.
Tabel 4.3
Hasil Uji Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,,b
25
Mean
Std. Deviation
Most Extreme Differences
.0000000
0.86597760
Absolute
.105
Positive
.075
Negative
-.105
Kolmogorov-Smirnov Z
.527
Asymp. Sig. (2-tailed)
.944
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Universitas Sumatera Utara
Universitas Sumatera Utara
Lampiran v
Tabel 5.1
Uji Multikolineritas
Collinearity Statistics
Model
1
Tolerance
VIF
PER
.359
2.782
PBV
.767
1.303
MVA
.306
3.272
(Constant)
a.Dependent Variable: ReturnSaham
Universitas Sumatera Utara
Lampiran vi
Gambar 6.1
Scatter Plot Uji Heteroskedastisitas
Universitas Sumatera Utara
Lampiran vii
Hasil Output Uji Autokorelasi
Tabel 7.1
Model summary
Universitas Sumatera Utara
Model Summaryb
Model
1
R
.495a
R Square
Adjusted R
Std. Error of the
Square
Estimate
.245
.137
Durbin-Watson
.92577
1.681
a. Predictors: (Constant), LNPBV, LNMVA, LNPER
b .Dependent Variable: LNRETURNSAHAM
Tabel 7.2
Pedoman untuk memberikan Interpretasi Koefisien Korelasi
Interval 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
Universitas Sumatera Utara
Lampiran viii
Hasil Uji Hipotesis
Tabel 8.1
Hasil Uji Simultan (Uji-F)
ANOVAb
Model
1
Sum of Squares
Regression
Df
Mean Square
5.842
3
1.947
Residual
17.998
21
.857
Total
23.840
24
F
Sig.
2.272
.110a
a. Predictors: (Constant), LNPBV, LNMVA, LNPER
b.Dependent Variable: LNRETURNSAHAM
Tabel 8.2
Hasil Uji Parsial (Uji-t)
Coefficientsa
Standardized
Unstandardized Coefficients
Model
1
B
(Constant)
Std. Error
2.186
2.524
LNPER
-1.583
.756
LNMVA
.108
LNPBV
.355
Coefficients
Beta
T
Sig.
.866
.396
-.662
-2.095
.048
.102
.230
1.065
.299
.338
.361
1.052
.305
a. Dependent Variable: LNReturnSaham
Universitas Sumatera Utara
Daftar Sampel Perusahaan
Daftar Sampel Perusahaan Manufaktur
No
Kode
Populasi
1
GJTL
PT Gajah Tunggal Tbk
2
IMAS
PT Indomobil Sukses International Tbk
3
ADMG
PT Polychem Indonesia Tbk
4
VOKS
PT Voksel Electric Tbk
5
CEKA
PT Cahaya Kalbar Tbk
6
INDF
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
8
PSDN
PT Prashida Aneka Niaga Tbk
9
SKLT
PT Sekar Laut Tbk
10
ULTJ
PT Ultrajaya Milk Industry and Trading Company Tbk
11
GGRM
PT Gudang Garam Tbk
12
HMSP
PT Hanjaya Mandala Sampoerna Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
14
KAEF
PT Kimia Farma Tbk
15
KLBF
PT Kalbe Farma Tbk
16
MERK
PT Merck Tbk
Universitas Sumatera Utara
17
PYFA
PT Pyridam Farma Tbk
18
TSPC
PT Tempo Scan Pacific Tbk
19
UNVR
PT Unilever Indonesia Tbk
20
MRAT
PT Mustika Ratu Tbk
Lampiran ii
Data Variabel Penelitian (PER) Tahun 2009,2010 dan 2011
No
Kode
Sampel
2009
2010
2011
1
GJTL
PT Gajah Tunggal Tbk
1.64
9.65
9.32
PT Indomobil Sukses Internasional
Tbk
7.29
17.57
17.45
IMAS
3
ADMG
PT Polychem Indonesia Tbk
9.68
22.25
6.65
4
VOKS
PT Voksel Electric Tbk
6.36
37.15
6.93
5
CEKA
PT Cahaya Kalbar Tbk
8.96
11.07
3.61
2
Universitas Sumatera Utara
6
INDF
15.02
14.50
7.95
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
9.27
17.02
32.03
8
PSDN
PT Prashida Aneka Niaga Tbk
4.88
8.92
27.12
9
SKLT
PT Sekar Laut Tbk
8.09
20.01
16.45
PT Ultrajaya Milk Industry and
Trading Company Tbk
27.39
32.63
21.68
ULTJ
GGRM
PT Gudang Garam Tbk
12.00
18.56
23.34
8.96
19.21
14.38
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
11.86
11.82
11.90
14
KAEF
PT Kimia Farma Tbk
11.28
6.37
11.76
15
KLBF
PT Kalbe Farma Tbk
14.21
25.66
23.57
16
MERK
PT Merck Tbk
12.22
18.20
17.63
17
PYFA
PT Pyridam Farma Tbk
15.60
16.18
13.64
18
TSPC
PT Tempo Scan Pacific Tbk
9.13
15.74
16.73
19
UNVR
PT Unilever Indonesia Tbk
27.70
37.17
35.55
20
MRAT
PT Mustika Ratu Tbk
8.09
11.39
12.08
10
11
12
Data Variabel Penelitian (PBV) 2009,2010 dan 2011
No
Kode
Sampel
2009
2010
2011
1
GJTL
PT Gajah Tunggal Tbk
0.55
2.27
2.46
PT Indomobil Sukses Internasional
Tbk
1.96
6.17
3.37
IMAS
3
ADMG
PT Polychem Indonesia Tbk
0.48
0.67
0.89
4
VOKS
PT Voksel Electric Tbk
0.91
0.97
1.48
5
CEKA
PT Cahaya Kalbar Tbk
1.47
1.06
0.77
2
Universitas Sumatera Utara
6
INDF
3.07
2.55
1.33
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
2.18
4.14
4.97
8
PSDN
PT Prashida Aneka Niaga Tbk
1.26
0.83
2.96
9
SKLT
PT Sekar Laut Tbk
0.91
0.689
0.80
PT Ultrajaya Milk Industry and
Trading Company Tbk
1.41
2.69
2.21
ULTJ
GGRM
PT Gudang Garam Tbk
2.27
3.63
5.10
4.36
12.08
19.06
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
1.54
2.05
1.87
14
KAEF
PT Kimia Farma Tbk
0.71
0.79
1.57
15
KLBF
PT Kalbe Farma Tbk
3.06
6.14
5.69
16
MERK
PT Merck Tbk
5.06
5.95
7.62
17
PYFA
PT Pyridam Farma Tbk
0.81
0.88
1.14
18
TSPC
PT Tempo Scan Pacific Tbk
1.36
2.95
3.85
19
UNVR
PT Unilever Indonesia Tbk
22.77
31.12
32.23
20
MRAT
PT Mustika Ratu Tbk
0.53
0.82
0.62
No
Kode
Sampel
2009
2010
2011
1
GJTL
PT Gajah Tunggal Tbk
1.256
4.026
0.319
-0.283
7.837
0.910
IMAS
PT Indomobil Sukses Internasional
Tbk
3
ADMG
PT Polychem Indonesia Tbk
1.127
0.617
1.960
4
VOKS
PT Voksel Electric Tbk
0.281
0.098
0.822
5
CEKA
PT Cahaya Kalbar Tbk
1.128
-0.262
-0.05
10
11
12
2
Universitas Sumatera Utara
6
INDF
2.717
0.391
-0.021
PT Indofood Sukses Makmur Tbk
7
MYOR
PT Mayora Indah Tbk
3.55
1.301
0.421
8
PSDN
PT Prashida Aneka Niaga Tbk
0.1
-0.272
2.924
9
SKLT
PT Sekar Laut Tbk
0.666
0.053
0
PT Ultrajaya Milk Industry and
Trading Company Tbk
-0.183
1.017
0.102
ULTJ
GGRM
PT Gudang Garam Tbk
3.102
0.701
0.666
0.095
1.133
0.534
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
0.75
-0.160
0.139
14
KAEF
PT Kimia Farma Tbk
0.756
0.261
1.329
15
KLBF
PT Kalbe Farma Tbk
4
1.156
0.204
16
MERK
PT Merck Tbk
1.56
0.305
0.457
17
PYFA
PT Pyridam Farma Tbk
1.52
0.144
0.467
18
TSPC
PT Tempo Scan Pacific Tbk
0.936
1.443
0.711
19
UNVR
PT Unilever Indonesia Tbk
0.449
0.499
-0.138
20
MRAT
PT Mustika Ratu Tbk
1.699
0.654
0.099
10
11
12
Data Variabel Penelitian (Return Saham) 2009, 2010,2011
Data Variabel Penelitian (MVA) 2009
(dalam jutaan)
No
Kode
Sampel
1
GJTL
PT Gajah Tunggal Tbk
-1226875
PT Indomobil Sukses Internasional
Tbk
-498079
IMAS
2
2009
Universitas Sumatera Utara
3
ADMG
PT Polychem Indonesia Tbk
-1493749
4
VOKS
PT Voksel Electric Tbk
-363360
5
CEKA
PT Cahaya Kalbar Tbk
-145170
INDF
PT Indofood Sukses Makmur Tbk
6
37959557
7
MYOR
PT Mayora Indah Tbk
-54892
8
PSDN
PT Prashida Aneka Niaga Tbk
-719999
9
SKLT
PT Sekar Laut Tbk
-69059
PT Ultrajaya Milk Industry and
Trading Company Tbk
-448916
ULTJ
GGRM
PT Gudang Garam Tbk
6063256
-240700
HMSP
PT Hanjaya Mandala Sampoerna
Tbk
13
DVLA
PT Darya Varia Laboratoria Tbk
-267760
14
KAEF
PT Kimia Farma Tbk
-403635
15
KLBF
PT Kalbe Farma Tbk
5162800
16
MERK
PT Merck Tbk
-6400
17
PYFA
PT Pyridam Farma Tbk
46262
18
TSPC
PT Tempo Scan Pacific Tbk
-33740
19
UNVR
PT Unilever Indonesia Tbk
5614450
20
MRAT
PT Mustika Ratu Tbk
254995
10
11
12
Data Variabel Penelitian (MVA) 2010
No
Kode
Sampel
1
GJTL
PT Gajah Tunggal Tbk
2
IMAS
(dalam jutaan)
2010
10739700
-320890
PT Indomobil Sukses Internasional
Universitas Sumatera Utara
Tbk
3
ADMG
PT Polychem Indonesia Tbk
-1280884
4
VOKS
PT Voksel Electric Tbk
-308010
5
CEKA
PT Cahaya Kalbar Tbk
-146650
INDF
PT Indofood Sukses Makmur Tbk
6
28927707
7
MYOR
PT Mayora Indah Tbk
1110858
8
PSDN
PT Prashida Aneka Niaga Tbk
-719968
9
SKLT
PT Sekar Laut Tbk
-69046
PT Ultrajaya Milk Industry and
Trading Company Tbk
-226776
ULTJ
10
11
GGRM
PT Gudang Garam Tbk
PT Hanjaya Mandala Sampoerna
Tbk
-16050
HMSP
13
DVLA
PT Darya Varia Laboratoria Tbk
-263620
14
KAEF
PT Kimia Farma Tbk
-328507
15
KLBF
PT Kalbe Farma Tbk
29496200
16
MERK
PT Merck Tbk
20060
17
PYFA
PT Pyridam Farma Tbk
285709
18
TSPC
PT Tempo Scan Pacific Tbk
383760
19
UNVR
PT Unilever Indonesia Tbk
8421200
20
MRAT
PT Mustika Ratu Tbk
547100
12
Data Variabel Penelitian (MVA) 2011
No
Kode
Sampel
1
GJTL
PT Gajah Tunggal Tbk
15237956
(dalam jutaan)
2011
4461600
Universitas Sumatera Utara
2
PT Indomobil Sukses Internasional
Tbk
7777480
IMAS
3
ADMG
PT Polychem Indonesia Tbk
1069091
4
VOKS
PT Voksel Electric Tbk
-269600
5
CEKA
PT Cahaya Kalbar Tbk
-147199
INDF
PT Indofood Sukses Makmur Tbk
6
16808957
7
MYOR
PT Mayora Indah Tbk
1226858
8
PSDN
PT Prashida Aneka Niaga Tbk
-719801
9
SKLT
PT Sekar Laut Tbk
-69068
PT Ultrajaya Milk Industry and
Trading Company Tbk
-262316
ULTJ
10
11
GGRM
PT Gudang Garam Tbk
PT Hanjaya Mandala Sampoerna
Tbk
-165300
HMSP
13
DVLA
PT Darya Varia Laboratoria Tbk
-276550
14
KAEF
PT Kimia Farma Tbk
-68180
15
KLBF
PT Kalbe Farma Tbk
11167800
16
MERK
PT Merck Tbk
17
PYFA
PT Pyridam Farma Tbk
412892
18
TSPC
PT Tempo Scan Pacific Tbk
162000
19
UNVR
PT Unilever Indonesia Tbk
10395300
20
MRAT
PT Mustika Ratu Tbk
12
19908556
-6500
225500
Lampiran iii
Hasil Output Statistik Deskriptif
Universitas Sumatera Utara
Tabel 4.1
Statistik Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
PER
60
1.64
37.17
15.5078
8.41555
MVA
60
-1493749
37959557
3537505.92
8146624.499
PBV
60
.48
32.23
4.0852
6.51469
ReturnSaham
60
-.283
7.837
.96705
1.358830
Valid N (listwise)
60
Lampiran iv
Hasil Output Uji Normalitas
Universitas Sumatera Utara
Tabel 4.2
Hasil Uji Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
60
Normal Parametersa,,b
Mean
.0000000
Std. Deviation
Most Extreme Differences
1.34778995
Absolute
.203
Positive
.203
Negative
-.161
Kolmogorov-Smirnov Z
1.569
Asymp. Sig. (2-tailed)
.015
a. Test distribution is Normal.
b. Calculated from data.
Tabel 4.3
Hasil Uji Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,,b
25
Mean
Std. Deviation
Most Extreme Differences
.0000000
0.86597760
Absolute
.105
Positive
.075
Negative
-.105
Kolmogorov-Smirnov Z
.527
Asymp. Sig. (2-tailed)
.944
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Universitas Sumatera Utara
Universitas Sumatera Utara
Lampiran v
Tabel 5.1
Uji Multikolineritas
Collinearity Statistics
Model
1
Tolerance
VIF
PER
.359
2.782
PBV
.767
1.303
MVA
.306
3.272
(Constant)
a.Dependent Variable: ReturnSaham
Universitas Sumatera Utara
Lampiran vi
Gambar 6.1
Scatter Plot Uji Heteroskedastisitas
Universitas Sumatera Utara
Lampiran vii
Hasil Output Uji Autokorelasi
Tabel 7.1
Model summary
Universitas Sumatera Utara
Model Summaryb
Model
1
R
.495a
R Square
Adjusted R
Std. Error of the
Square
Estimate
.245
.137
Durbin-Watson
.92577
1.681
a. Predictors: (Constant), LNPBV, LNMVA, LNPER
b .Dependent Variable: LNRETURNSAHAM
Tabel 7.2
Pedoman untuk memberikan Interpretasi Koefisien Korelasi
Interval 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
Universitas Sumatera Utara
Lampiran viii
Hasil Uji Hipotesis
Tabel 8.1
Hasil Uji Simultan (Uji-F)
ANOVAb
Model
1
Sum of Squares
Regression
Df
Mean Square
5.842
3
1.947
Residual
17.998
21
.857
Total
23.840
24
F
Sig.
2.272
.110a
a. Predictors: (Constant), LNPBV, LNMVA, LNPER
b.Dependent Variable: LNRETURNSAHAM
Tabel 8.2
Hasil Uji Parsial (Uji-t)
Coefficientsa
Standardized
Unstandardized Coefficients
Model
1
B
(Constant)
Std. Error
2.186
2.524
LNPER
-1.583
.756
LNMVA
.108
LNPBV
.355
Coefficients
Beta
T
Sig.
.866
.396
-.662
-2.095
.048
.102
.230
1.065
.299
.338
.361
1.052
.305
a. Dependent Variable: LNReturnSaham
Universitas Sumatera Utara