Pengaruh Aspek Kesehatan Bank Terhadap Profitabilitas Bank Konvensional Yang Terdaftar Di Bursa Efek Indonesia Tahun 2010-2014
Lampiran 1
Populasi dan Sampel Penelitian
No
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31
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38
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Nama Bank
Bank Rakyat Indonesia Agroniaga Tbk
Bank Agris Tbk
Bank Artos Indonesia Tbk
Bank MNC Internasional Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja Tbk
Bank Central Asia Tbk
Bank Harda Internasional Tbk
Bank Bukopin Tbk
Bank Mestika Dharma Tbk
Bank Negara Indonesia Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia Tbk
Bank Tabungan Negara Tbk
Bank Mutiara Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
Bank Ina Perdana Tbk
BPD Jawa Barat dan Banten Tbk
BPD Jawa Timur Tbk
Bank QNB Indonesia Tbk
Bank Maspion Tbk
Bank Mandiri Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank Internasional Indonesia Tbk
Bank Permata Tbk
Bank Sinarmas Tbk
Bank Of India Indonesia Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victoria Internasional Tbk
Bank Dinar Indonesia Tbk
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Windu Kentjana Internasional Tbk
Bank Mega Tbk
Bank Mitraniaga Tbk
Bank OCBC NISP Tbk
Bank Nationalnobu Tbk
Bank Pan Indonesia Tbk
Bank Pan Indonesia Syariah Tbk
Bank Woori Saudara Indonesia 1906 Tbk
Kode
Saham
AGRO
AGRIS
ARTO
BABP
BACA
BAEK
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
BKSW
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
1
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Kriteria
2
3
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Sampel
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
105
Universitas Sumatera Utara
Nama Bank
Lampiran 2
Tabulasi Data Variabel Penelitian
Tahun
ROA
CAR
Penelitian
(%)
(%)
Bank Rakyat Indonesia Agroniaga
Tbk
Bank MNC Internasional Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja Tbk
Bank Central Asia Tbk
Bank Bukopin Tbk
Bank Negara Indonesia Tbk
Bank Nusantara Parahyangan Tbk
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
0,67
1,39
1,63
1,66
1,53
0,51
-1,64
0,09
-0,93
-0,82
0,74
0,84
1,32
1,59
1,33
1,78
1,49
1,02
1,19
0,3
3,5
3,8
3,6
3,8
3,9
1,62
1,87
1,83
1,75
1,33
2,49
2,94
2,92
3,36
3,49
1,5
1,53
1,57
1,58
1,32
14,95
16,39
14,8
21,6
19,06
12,55
10,12
11,21
13,09
17,79
29,29
21,58
18
20,13
16,43
19,05
16,37
14,21
13,1
13,41
13,5
12,7
14,2
15,7
16,9
11,82
12,71
16,34
15,12
14,21
18,63
17,63
16,67
15,09
16,22
12,76
13,45
12,17
15,75
16,6
LDR
(%)
NPL
(%)
BOPO
(%)
85,68
65,79
82,48
87,11
88,49
84,96
84,93
79,48
80,14
80,35
50,6
44,24
59,06
63,35
58,13
62,44
70,06
81,82
83,07
84,74
55,2
61,7
68,5
75,4
76,8
71,85
85,01
83,81
85,8
83,89
70,15
70,37
77,52
85,3
87,81
80,41
84,92
84,94
84,44
85,19
8,82
3,55
3,68
2,27
2,02
4,34
6,25
5,78
4,88
5,88
1,03
0,81
2,11
0,37
0,34
0,35
0,74
0,28
0,92
2,27
0,6
0,5
0,4
0,4
0,6
3,22
2,88
2,66
2,26
2,78
4,28
3,61
2,84
2,17
1,96
0,63
0,78
0,58
0,45
1,41
95,97
91,65
86,54
85,88
87,31
94,6
114,63
99,68
107,77
108,54
91,75
92,82
86,85
86,36
87,81
76,32
81
90,02
94,13
97,97
65,1
60,9
62,4
61,5
62,4
84,98
82,05
81,42
82,73
88,27
75,99
72,58
70,99
67,12
69,78
85,17
85,77
85,18
86,35
88,37
106
Universitas Sumatera Utara
Lanjutan Lampiran 2
Nama Bank
Bank Rakyat Indonesia Tbk
Bank Tabungan Negara Tbk
Bank Mutiara Indonesia Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Tbk
Bank Jawa Barat dan Banten
Bank QNB Kesawan Indonesia Tbk
PT Bank Mandiri (Persero) Tbk
Tahun
Penelitian
ROA
(%)
CAR
(%)
LDR
(%)
NPL
(%)
BOPO
(%)
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
4,64
4,93
5,15
5,03
4,74
2,05
2,03
1,94
1,79
1,12
2,53
2,17
1,06
-7,58
-4,96
2,79
2,6
2,7
2,5
1,4
-12,9
-4,75
0,98
1,23
1,58
3,15
2,65
2,46
2,61
1,94
0,17
0,46
-0,81
0,07
1,05
3,5
3,37
3,55
3,66
3,57
13,76
14,96
16,96
16,99
18,31
16,74
15,62
17,69
15,03
16,74
11,16
9,41
10,09
14,03
13,58
16,00
17,60
18,90
17,90
17,90
41,42
12,02
13,27
11,43
10,05
22,85
18,36
18,11
16,51
16,39
9,92
46,49
27,76
18,73
15,1
13,36
15,34
15,48
14,93
16,6
75,17
76,2
79,65
88,54
81,68
108,42
102,57
100,9
104,42
108,41
70,86
83,9
82,81
96,31
71,13
93,80
98,30
100,70
95,10
92,60
52,83
66,78
83,68
88,46
86,11
71,54
79,25
74,09
96,47
93,18
71,65
75,48
87,37
113,3
93,47
65,44
71,65
77,66
82,97
82,02
2,78
2,3
1,78
1,55
1,69
2,66
2,23
3,12
3,04
2,79
24,84
6,24
3,9
12,28
2,24
3,00
2,50
2,40
1,90
2,30
50,96
9,12
9,95
6,75
6,94
1,86
1,21
2,07
2,83
4,15
1,91
1,56
0,73
0,23
0,31
2,21
2,18
1,74
1,6
1,66
70,86
66,69
59,93
60,58
65,37
82,39
81,75
80,74
82,19
89,19
81,75
87,22
92,96
173,8
135,91
81,10
79,30
75,00
82,86
76,61
157,5
118,69
97,77
99,65
108,21
76,6
80,02
79,31
79,41
85,94
95,57
96,67
111,53
100,82
88,97
66,43
67,22
63,93
62,41
64,98
107
Universitas Sumatera Utara
Lanjutan Lampiran 2
Nama Bank
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank MayBank Indonesia Tbk
Bank Permata Tbk
Bank Sinarmas Tbk
Bank Swadesi Tbk
Bank Swadesi Tbk
Bank Victoria Tbk
Tahun
Penelitian
ROA
(%)
CAR
(%)
LDR
(%)
NPL
(%)
BOPO
(%)
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
1,52
2,11
2,47
2,05
1,52
2,75
2,85
3,18
2,76
1,44
1,98
1,66
1,7
1,55
1,16
1,98
1,66
1,7
1,55
1,16
1,44
1,07
1,74
1,71
1,02
2,93
3,66
3,14
3,8
3,37
4
4,4
4,7
4,5
3,6
1,71
2,65
2,17
1,97
0,8
24,64
19,96
19,18
16,99
15,07
13,47
13,16
15,16
15,36
15,58
14,5
14,07
15,86
14,28
13,58
14,5
14,07
15,86
14,28
13,58
14,1
13,98
18,09
21,82
18,38
26,91
23,19
21,1
15,27
14,27
23,4
20,5
21,5
23,1
23,3
13
16,21
18,53
18,45
18,25
54,18
67,53
77,95
83,96
79,45
88,04
94,41
95,04
94,49
99,46
87,46
83,06
89,52
89,24
89,13
87,46
83,06
89,52
89,24
89,13
73,64
69,5
80,78
78,72
83,88
87,36
85,71
93,21
92,96
88,06
91
85
86
88
97
40,22
63,62
67,59
73,39
70,25
2,25
1,07
0,63
0,21
0,25
2,59
2,64
2,29
2,23
3,9
2,65
2,04
1,37
1,02
1,7
2,65
2,04
1,37
1,02
1,7
1,26
0,88
3,18
2,5
3,01
3,55
1,98
0,14
1,59
1,15
1,1
0,7
0,6
0,7
0,7
5,04
2,38
2,3
0,7
3,25
85,15
86,68
78,71
82,33
87,41
76,8
76,1
71,7
73,79
87,86
84,01
85,42
83,1
84,99
89,8
84,01
85,42
83,1
84,99
89,8
91,41
93,55
83,75
83,25
91,35
73,35
67,51
72,31
69,09
70,32
45,33
59,22
64,32
62,95
48,33
88,21
78,33
78,82
81,35
93,25
108
Universitas Sumatera Utara
Lanjutan Lampiran 2
Nama Bank
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Windu Kentjana Tbk
Bank Mega Tbk
Bank OCBC NISP Tbk
Bank Panin Tbk
Bank Woori Saudara Indonesia Tbk
Tahun
Penelitian
ROA
(%)
CAR
(%)
LDR
(%)
NPL
(%)
BOPO
(%)
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
0,76
0,72
0,66
1,39
0,78
1,22
2,07
2,41
2,53
1,98
1,11
0,96
2,04
1,74
0,79
2,45
2,29
2,74
1,14
1,16
1,29
1,91
1,79
1,81
1,79
1,76
2,02
3,11
1,85
1,79
2,78
3,02
3,57
5,14
2,81
13,65
12,65
15,76
17,31
16,45
20,4
14,68
10,93
14,07
10,44
17,12
11,67
13,86
14,68
14,15
15,03
11,86
16,83
15,74
15,23
17,61
13,75
16,49
19,28
18,74
16,65
17,5
14,67
15,32
15,62
19,69
13,38
42,52
27,91
21,71
91,75
92,43
93,03
85,27
91,62
73,38
82,1
80,58
85,61
81,25
81,29
79,3
80,22
82,73
84,03
56,03
63,75
52,39
57,41
68,85
80
87,04
86,79
92,49
93,59
74,22
80,36
88,46
89,9
90,5
100,2
81,7
118,1
140,72
101,2
2
1,85
0,8
1,76
1,69
3,27
2,51
3,02
1,04
1,46
2,08
2,18
1,98
1,69
2,71
0,9
0,98
2,09
2,17
2,09
1,99
1,26
0,91
0,73
1,34
4,36
3,56
1,69
2,13
2,05
1,78
1,65
0,65
0,48
2,51
76,13
82,21
87,42
88,87
87,62
90,17
83,38
80,19
78,58
84,27
91,21
92,97
81,74
84,89
93,19
77,79
81,84
76,73
89,66
91,25
83,25
79,85
78,93
78,03
79,46
78,74
80,26
74,2
74,01
82,88
79,3
80,03
42,41
33,28
56,04
109
Universitas Sumatera Utara
Lampiran 3
Statstik Deskriptif
ROA?
1.819677
1.790000
5.150000
-12.90000
2.022613
-3.445863
23.45119
C
1.000000
1.000000
1.000000
1.000000
0.000000
NA
NA
CAR?
16.73961
15.74000
46.49000
9.410000
5.197701
2.905917
15.24193
LDR?
82.16974
83.88000
140.7200
40.22000
13.75387
0.035254
5.180181
NPL?
2.741226
2.040000
50.96000
0.140000
4.682649
7.898978
76.94373
BOPO?
82.72529
82.73000
173.8000
33.28000
16.56784
1.531396
11.17176
Jarque-Bera
Probability
3007.950
0.000000
NA
NA
1186.024
0.000000
30.72978
0.000000
36923.91
0.000000
491.8563
0.000000
Sum
Sum Sq. Dev.
282.0500
630.0085
155.0000
0.000000
2594.640
4160.478
12736.31
29132.02
424.8900
3376.789
12822.42
42271.95
Observations
Cross sections
155
31
155
31
155
31
155
31
155
31
155
31
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
110
Universitas Sumatera Utara
Lampiran 4
Analisis Common Effect Model (CEM)
Dependent Variable: ROA?
Method: Pooled Least Squares
Date: 01/12/17 Time: 16:54
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
11.63443
-0.053779
-0.003968
-0.086393
-0.100956
0.546256
0.011160
0.004127
0.014304
0.004009
21.29848
-4.818955
-0.961548
-6.039702
-25.18514
0.0000
0.0000
0.3378
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.887838
0.884847
0.686356
70.66272
-159.0587
296.8392
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.819677
2.022613
2.116886
2.215061
2.156763
0.965080
111
Universitas Sumatera Utara
Lampiran 5
Analisis Fixed Effect Model (FEM)
Dependent Variable: ROA?
Method: Pooled Least Squares
Date: 01/12/17 Time: 16:56
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
Fixed Effects (Cross)
_AGRO--C
_BABP--C
_BACA--C
_BAEK--C
_BBCA--C
_BBKP--C
_BBNI--C
_BBNP--C
_BBRI--C
_BBTN--C
_BCIC--C
_BDMN--C
_BEKS--C
_BJBR--C
_BKSW--C
_BMRI--C
_BNBA--C
_BNGA--C
_BNII--C
_BNLI--C
_BSIM--C
_BSWD--C
_BTPN--C
_BVIC--C
_INPC--C
_MAYA--C
_MCOR--C
_MEGA--C
_NISP--C
_PNBN--C
_SDRA--C
11.88033
-0.054697
-0.003907
-0.100725
-0.103328
0.819151
0.013632
0.006948
0.017722
0.005937
14.50323
-4.012343
-0.562377
-5.683743
-17.40314
0.0000
0.0001
0.5749
0.0000
0.0000
0.419800
-0.009043
-0.045492
-0.419596
-0.593676
-0.165482
0.052719
-0.297290
1.104464
0.091885
0.528114
0.263125
0.317944
0.551324
0.238598
-0.320466
0.160041
0.136805
-0.129188
-0.129188
0.141829
0.406981
-0.201946
0.103750
-0.944784
0.084738
-0.061976
-0.085092
-0.497333
-0.231832
-0.469735
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
0.923088
0.901297
Mean dependent var
S.D. dependent var
1.819677
2.022613
112
Universitas Sumatera Utara
Lanjutan Lampiran 5
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.635446
48.45496
-129.8192
42.35979
0.000000
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
2.126699
2.813925
2.405835
1.535620
113
Universitas Sumatera Utara
Lampiran 6
Analisis Perbandingan Common Effect Model dan Fixed Effect Model (Chow)
Redundant Fixed Effects Tests
Pool: VALENTINO
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
d.f.
Prob.
1.833271
58.478950
(30,120)
30
0.0116
0.0014
Cross-section fixed effects test equation:
Dependent Variable: ROA?
Method: Panel Least Squares
Date: 01/12/17 Time: 16:57
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
11.63443
-0.053779
-0.003968
-0.086393
-0.100956
0.546256
0.011160
0.004127
0.014304
0.004009
21.29848
-4.818955
-0.961548
-6.039702
-25.18514
0.0000
0.0000
0.3378
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.887838
0.884847
0.686356
70.66272
-159.0587
296.8392
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.819677
2.022613
2.116886
2.215061
2.156763
0.965080
114
Universitas Sumatera Utara
Lampiran 7
Analisis Random Effect Model (REM)
Dependent Variable: ROA?
Method: Pooled EGLS (Cross-section random effects)
Date: 01/12/17 Time: 16:58
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
Random Effects (Cross)
_AGRO--C
_BABP--C
_BACA--C
_BAEK--C
_BBCA--C
_BBKP--C
_BBNI--C
_BBNP--C
_BBRI--C
_BBTN--C
_BCIC--C
_BDMN--C
_BEKS--C
_BJBR--C
_BKSW--C
_BMRI--C
_BNBA--C
_BNGA--C
_BNII--C
_BNLI--C
_BSIM--C
_BSWD--C
_BTPN--C
_BVIC--C
_INPC--C
_MAYA--C
_MCOR--C
_MEGA--C
_NISP--C
_PNBN--C
_SDRA--C
11.67768
-0.055243
-0.003769
-0.091279
-0.101219
0.598022
0.011465
0.004682
0.014780
0.004353
19.52717
-4.818310
-0.805039
-6.175845
-23.25033
0.0000
0.0000
0.4221
0.0000
0.0000
0.189971
-0.040332
-0.017269
-0.199543
-0.255392
-0.081885
0.036343
-0.138875
0.554973
0.042089
0.188908
0.131655
0.056069
0.270585
0.108510
-0.132752
0.085684
0.070300
-0.061648
-0.061648
0.065538
0.214202
-0.060288
0.050162
-0.453852
0.041921
-0.033918
-0.035807
-0.230732
-0.107602
-0.195366
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
0.274610
0.635446
Rho
0.1574
0.8426
115
Universitas Sumatera Utara
Lanjutan Lampiran 7
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.867996
0.864476
0.633178
246.5829
0.000000
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
1.308551
1.719959
60.13717
1.165468
Unweighted Statistics
R-squared
Sum squared resid
0.887645
70.78456
Mean dependent var
Durbin-Watson stat
1.819677
0.990159
116
Universitas Sumatera Utara
Lampiran 8
Analisis Perbandingan Fixed Effect Model dan Random Effect Model
(HAUSMAN)
Correlated Random Effects - Hausman Test
Pool: VALENTINO
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
2.931325
4
0.5694
Random
Var(Diff.)
Prob.
-0.055243
-0.003769
-0.091279
-0.101219
0.000054
0.000026
0.000096
0.000016
0.9410
0.9785
0.3340
0.6013
Cross-section random effects test comparisons:
Variable
CAR?
LDR?
NPL?
BOPO?
Fixed
-0.054697
-0.003907
-0.100725
-0.103328
Cross-section random effects test equation:
Dependent Variable: ROA?
Method: Panel Least Squares
Date: 01/12/17 Time: 16:58
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
11.88033
-0.054697
-0.003907
-0.100725
-0.103328
0.819151
0.013632
0.006948
0.017722
0.005937
14.50323
-4.012343
-0.562377
-5.683743
-17.40314
0.0000
0.0001
0.5749
0.0000
0.0000
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.923088
0.901297
0.635446
48.45496
-129.8192
42.35979
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.819677
2.022613
2.126699
2.813925
2.405835
1.535620
117
Universitas Sumatera Utara
Populasi dan Sampel Penelitian
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
Nama Bank
Bank Rakyat Indonesia Agroniaga Tbk
Bank Agris Tbk
Bank Artos Indonesia Tbk
Bank MNC Internasional Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja Tbk
Bank Central Asia Tbk
Bank Harda Internasional Tbk
Bank Bukopin Tbk
Bank Mestika Dharma Tbk
Bank Negara Indonesia Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia Tbk
Bank Tabungan Negara Tbk
Bank Mutiara Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
Bank Ina Perdana Tbk
BPD Jawa Barat dan Banten Tbk
BPD Jawa Timur Tbk
Bank QNB Indonesia Tbk
Bank Maspion Tbk
Bank Mandiri Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank Internasional Indonesia Tbk
Bank Permata Tbk
Bank Sinarmas Tbk
Bank Of India Indonesia Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victoria Internasional Tbk
Bank Dinar Indonesia Tbk
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Windu Kentjana Internasional Tbk
Bank Mega Tbk
Bank Mitraniaga Tbk
Bank OCBC NISP Tbk
Bank Nationalnobu Tbk
Bank Pan Indonesia Tbk
Bank Pan Indonesia Syariah Tbk
Bank Woori Saudara Indonesia 1906 Tbk
Kode
Saham
AGRO
AGRIS
ARTO
BABP
BACA
BAEK
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
BKSW
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
1
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Kriteria
2
3
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Ѵ
Sampel
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
105
Universitas Sumatera Utara
Nama Bank
Lampiran 2
Tabulasi Data Variabel Penelitian
Tahun
ROA
CAR
Penelitian
(%)
(%)
Bank Rakyat Indonesia Agroniaga
Tbk
Bank MNC Internasional Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja Tbk
Bank Central Asia Tbk
Bank Bukopin Tbk
Bank Negara Indonesia Tbk
Bank Nusantara Parahyangan Tbk
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
0,67
1,39
1,63
1,66
1,53
0,51
-1,64
0,09
-0,93
-0,82
0,74
0,84
1,32
1,59
1,33
1,78
1,49
1,02
1,19
0,3
3,5
3,8
3,6
3,8
3,9
1,62
1,87
1,83
1,75
1,33
2,49
2,94
2,92
3,36
3,49
1,5
1,53
1,57
1,58
1,32
14,95
16,39
14,8
21,6
19,06
12,55
10,12
11,21
13,09
17,79
29,29
21,58
18
20,13
16,43
19,05
16,37
14,21
13,1
13,41
13,5
12,7
14,2
15,7
16,9
11,82
12,71
16,34
15,12
14,21
18,63
17,63
16,67
15,09
16,22
12,76
13,45
12,17
15,75
16,6
LDR
(%)
NPL
(%)
BOPO
(%)
85,68
65,79
82,48
87,11
88,49
84,96
84,93
79,48
80,14
80,35
50,6
44,24
59,06
63,35
58,13
62,44
70,06
81,82
83,07
84,74
55,2
61,7
68,5
75,4
76,8
71,85
85,01
83,81
85,8
83,89
70,15
70,37
77,52
85,3
87,81
80,41
84,92
84,94
84,44
85,19
8,82
3,55
3,68
2,27
2,02
4,34
6,25
5,78
4,88
5,88
1,03
0,81
2,11
0,37
0,34
0,35
0,74
0,28
0,92
2,27
0,6
0,5
0,4
0,4
0,6
3,22
2,88
2,66
2,26
2,78
4,28
3,61
2,84
2,17
1,96
0,63
0,78
0,58
0,45
1,41
95,97
91,65
86,54
85,88
87,31
94,6
114,63
99,68
107,77
108,54
91,75
92,82
86,85
86,36
87,81
76,32
81
90,02
94,13
97,97
65,1
60,9
62,4
61,5
62,4
84,98
82,05
81,42
82,73
88,27
75,99
72,58
70,99
67,12
69,78
85,17
85,77
85,18
86,35
88,37
106
Universitas Sumatera Utara
Lanjutan Lampiran 2
Nama Bank
Bank Rakyat Indonesia Tbk
Bank Tabungan Negara Tbk
Bank Mutiara Indonesia Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Tbk
Bank Jawa Barat dan Banten
Bank QNB Kesawan Indonesia Tbk
PT Bank Mandiri (Persero) Tbk
Tahun
Penelitian
ROA
(%)
CAR
(%)
LDR
(%)
NPL
(%)
BOPO
(%)
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
4,64
4,93
5,15
5,03
4,74
2,05
2,03
1,94
1,79
1,12
2,53
2,17
1,06
-7,58
-4,96
2,79
2,6
2,7
2,5
1,4
-12,9
-4,75
0,98
1,23
1,58
3,15
2,65
2,46
2,61
1,94
0,17
0,46
-0,81
0,07
1,05
3,5
3,37
3,55
3,66
3,57
13,76
14,96
16,96
16,99
18,31
16,74
15,62
17,69
15,03
16,74
11,16
9,41
10,09
14,03
13,58
16,00
17,60
18,90
17,90
17,90
41,42
12,02
13,27
11,43
10,05
22,85
18,36
18,11
16,51
16,39
9,92
46,49
27,76
18,73
15,1
13,36
15,34
15,48
14,93
16,6
75,17
76,2
79,65
88,54
81,68
108,42
102,57
100,9
104,42
108,41
70,86
83,9
82,81
96,31
71,13
93,80
98,30
100,70
95,10
92,60
52,83
66,78
83,68
88,46
86,11
71,54
79,25
74,09
96,47
93,18
71,65
75,48
87,37
113,3
93,47
65,44
71,65
77,66
82,97
82,02
2,78
2,3
1,78
1,55
1,69
2,66
2,23
3,12
3,04
2,79
24,84
6,24
3,9
12,28
2,24
3,00
2,50
2,40
1,90
2,30
50,96
9,12
9,95
6,75
6,94
1,86
1,21
2,07
2,83
4,15
1,91
1,56
0,73
0,23
0,31
2,21
2,18
1,74
1,6
1,66
70,86
66,69
59,93
60,58
65,37
82,39
81,75
80,74
82,19
89,19
81,75
87,22
92,96
173,8
135,91
81,10
79,30
75,00
82,86
76,61
157,5
118,69
97,77
99,65
108,21
76,6
80,02
79,31
79,41
85,94
95,57
96,67
111,53
100,82
88,97
66,43
67,22
63,93
62,41
64,98
107
Universitas Sumatera Utara
Lanjutan Lampiran 2
Nama Bank
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank MayBank Indonesia Tbk
Bank Permata Tbk
Bank Sinarmas Tbk
Bank Swadesi Tbk
Bank Swadesi Tbk
Bank Victoria Tbk
Tahun
Penelitian
ROA
(%)
CAR
(%)
LDR
(%)
NPL
(%)
BOPO
(%)
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
1,52
2,11
2,47
2,05
1,52
2,75
2,85
3,18
2,76
1,44
1,98
1,66
1,7
1,55
1,16
1,98
1,66
1,7
1,55
1,16
1,44
1,07
1,74
1,71
1,02
2,93
3,66
3,14
3,8
3,37
4
4,4
4,7
4,5
3,6
1,71
2,65
2,17
1,97
0,8
24,64
19,96
19,18
16,99
15,07
13,47
13,16
15,16
15,36
15,58
14,5
14,07
15,86
14,28
13,58
14,5
14,07
15,86
14,28
13,58
14,1
13,98
18,09
21,82
18,38
26,91
23,19
21,1
15,27
14,27
23,4
20,5
21,5
23,1
23,3
13
16,21
18,53
18,45
18,25
54,18
67,53
77,95
83,96
79,45
88,04
94,41
95,04
94,49
99,46
87,46
83,06
89,52
89,24
89,13
87,46
83,06
89,52
89,24
89,13
73,64
69,5
80,78
78,72
83,88
87,36
85,71
93,21
92,96
88,06
91
85
86
88
97
40,22
63,62
67,59
73,39
70,25
2,25
1,07
0,63
0,21
0,25
2,59
2,64
2,29
2,23
3,9
2,65
2,04
1,37
1,02
1,7
2,65
2,04
1,37
1,02
1,7
1,26
0,88
3,18
2,5
3,01
3,55
1,98
0,14
1,59
1,15
1,1
0,7
0,6
0,7
0,7
5,04
2,38
2,3
0,7
3,25
85,15
86,68
78,71
82,33
87,41
76,8
76,1
71,7
73,79
87,86
84,01
85,42
83,1
84,99
89,8
84,01
85,42
83,1
84,99
89,8
91,41
93,55
83,75
83,25
91,35
73,35
67,51
72,31
69,09
70,32
45,33
59,22
64,32
62,95
48,33
88,21
78,33
78,82
81,35
93,25
108
Universitas Sumatera Utara
Lanjutan Lampiran 2
Nama Bank
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Windu Kentjana Tbk
Bank Mega Tbk
Bank OCBC NISP Tbk
Bank Panin Tbk
Bank Woori Saudara Indonesia Tbk
Tahun
Penelitian
ROA
(%)
CAR
(%)
LDR
(%)
NPL
(%)
BOPO
(%)
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
0,76
0,72
0,66
1,39
0,78
1,22
2,07
2,41
2,53
1,98
1,11
0,96
2,04
1,74
0,79
2,45
2,29
2,74
1,14
1,16
1,29
1,91
1,79
1,81
1,79
1,76
2,02
3,11
1,85
1,79
2,78
3,02
3,57
5,14
2,81
13,65
12,65
15,76
17,31
16,45
20,4
14,68
10,93
14,07
10,44
17,12
11,67
13,86
14,68
14,15
15,03
11,86
16,83
15,74
15,23
17,61
13,75
16,49
19,28
18,74
16,65
17,5
14,67
15,32
15,62
19,69
13,38
42,52
27,91
21,71
91,75
92,43
93,03
85,27
91,62
73,38
82,1
80,58
85,61
81,25
81,29
79,3
80,22
82,73
84,03
56,03
63,75
52,39
57,41
68,85
80
87,04
86,79
92,49
93,59
74,22
80,36
88,46
89,9
90,5
100,2
81,7
118,1
140,72
101,2
2
1,85
0,8
1,76
1,69
3,27
2,51
3,02
1,04
1,46
2,08
2,18
1,98
1,69
2,71
0,9
0,98
2,09
2,17
2,09
1,99
1,26
0,91
0,73
1,34
4,36
3,56
1,69
2,13
2,05
1,78
1,65
0,65
0,48
2,51
76,13
82,21
87,42
88,87
87,62
90,17
83,38
80,19
78,58
84,27
91,21
92,97
81,74
84,89
93,19
77,79
81,84
76,73
89,66
91,25
83,25
79,85
78,93
78,03
79,46
78,74
80,26
74,2
74,01
82,88
79,3
80,03
42,41
33,28
56,04
109
Universitas Sumatera Utara
Lampiran 3
Statstik Deskriptif
ROA?
1.819677
1.790000
5.150000
-12.90000
2.022613
-3.445863
23.45119
C
1.000000
1.000000
1.000000
1.000000
0.000000
NA
NA
CAR?
16.73961
15.74000
46.49000
9.410000
5.197701
2.905917
15.24193
LDR?
82.16974
83.88000
140.7200
40.22000
13.75387
0.035254
5.180181
NPL?
2.741226
2.040000
50.96000
0.140000
4.682649
7.898978
76.94373
BOPO?
82.72529
82.73000
173.8000
33.28000
16.56784
1.531396
11.17176
Jarque-Bera
Probability
3007.950
0.000000
NA
NA
1186.024
0.000000
30.72978
0.000000
36923.91
0.000000
491.8563
0.000000
Sum
Sum Sq. Dev.
282.0500
630.0085
155.0000
0.000000
2594.640
4160.478
12736.31
29132.02
424.8900
3376.789
12822.42
42271.95
Observations
Cross sections
155
31
155
31
155
31
155
31
155
31
155
31
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
110
Universitas Sumatera Utara
Lampiran 4
Analisis Common Effect Model (CEM)
Dependent Variable: ROA?
Method: Pooled Least Squares
Date: 01/12/17 Time: 16:54
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
11.63443
-0.053779
-0.003968
-0.086393
-0.100956
0.546256
0.011160
0.004127
0.014304
0.004009
21.29848
-4.818955
-0.961548
-6.039702
-25.18514
0.0000
0.0000
0.3378
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.887838
0.884847
0.686356
70.66272
-159.0587
296.8392
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.819677
2.022613
2.116886
2.215061
2.156763
0.965080
111
Universitas Sumatera Utara
Lampiran 5
Analisis Fixed Effect Model (FEM)
Dependent Variable: ROA?
Method: Pooled Least Squares
Date: 01/12/17 Time: 16:56
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
Fixed Effects (Cross)
_AGRO--C
_BABP--C
_BACA--C
_BAEK--C
_BBCA--C
_BBKP--C
_BBNI--C
_BBNP--C
_BBRI--C
_BBTN--C
_BCIC--C
_BDMN--C
_BEKS--C
_BJBR--C
_BKSW--C
_BMRI--C
_BNBA--C
_BNGA--C
_BNII--C
_BNLI--C
_BSIM--C
_BSWD--C
_BTPN--C
_BVIC--C
_INPC--C
_MAYA--C
_MCOR--C
_MEGA--C
_NISP--C
_PNBN--C
_SDRA--C
11.88033
-0.054697
-0.003907
-0.100725
-0.103328
0.819151
0.013632
0.006948
0.017722
0.005937
14.50323
-4.012343
-0.562377
-5.683743
-17.40314
0.0000
0.0001
0.5749
0.0000
0.0000
0.419800
-0.009043
-0.045492
-0.419596
-0.593676
-0.165482
0.052719
-0.297290
1.104464
0.091885
0.528114
0.263125
0.317944
0.551324
0.238598
-0.320466
0.160041
0.136805
-0.129188
-0.129188
0.141829
0.406981
-0.201946
0.103750
-0.944784
0.084738
-0.061976
-0.085092
-0.497333
-0.231832
-0.469735
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
0.923088
0.901297
Mean dependent var
S.D. dependent var
1.819677
2.022613
112
Universitas Sumatera Utara
Lanjutan Lampiran 5
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.635446
48.45496
-129.8192
42.35979
0.000000
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
2.126699
2.813925
2.405835
1.535620
113
Universitas Sumatera Utara
Lampiran 6
Analisis Perbandingan Common Effect Model dan Fixed Effect Model (Chow)
Redundant Fixed Effects Tests
Pool: VALENTINO
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
d.f.
Prob.
1.833271
58.478950
(30,120)
30
0.0116
0.0014
Cross-section fixed effects test equation:
Dependent Variable: ROA?
Method: Panel Least Squares
Date: 01/12/17 Time: 16:57
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
11.63443
-0.053779
-0.003968
-0.086393
-0.100956
0.546256
0.011160
0.004127
0.014304
0.004009
21.29848
-4.818955
-0.961548
-6.039702
-25.18514
0.0000
0.0000
0.3378
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.887838
0.884847
0.686356
70.66272
-159.0587
296.8392
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.819677
2.022613
2.116886
2.215061
2.156763
0.965080
114
Universitas Sumatera Utara
Lampiran 7
Analisis Random Effect Model (REM)
Dependent Variable: ROA?
Method: Pooled EGLS (Cross-section random effects)
Date: 01/12/17 Time: 16:58
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
Random Effects (Cross)
_AGRO--C
_BABP--C
_BACA--C
_BAEK--C
_BBCA--C
_BBKP--C
_BBNI--C
_BBNP--C
_BBRI--C
_BBTN--C
_BCIC--C
_BDMN--C
_BEKS--C
_BJBR--C
_BKSW--C
_BMRI--C
_BNBA--C
_BNGA--C
_BNII--C
_BNLI--C
_BSIM--C
_BSWD--C
_BTPN--C
_BVIC--C
_INPC--C
_MAYA--C
_MCOR--C
_MEGA--C
_NISP--C
_PNBN--C
_SDRA--C
11.67768
-0.055243
-0.003769
-0.091279
-0.101219
0.598022
0.011465
0.004682
0.014780
0.004353
19.52717
-4.818310
-0.805039
-6.175845
-23.25033
0.0000
0.0000
0.4221
0.0000
0.0000
0.189971
-0.040332
-0.017269
-0.199543
-0.255392
-0.081885
0.036343
-0.138875
0.554973
0.042089
0.188908
0.131655
0.056069
0.270585
0.108510
-0.132752
0.085684
0.070300
-0.061648
-0.061648
0.065538
0.214202
-0.060288
0.050162
-0.453852
0.041921
-0.033918
-0.035807
-0.230732
-0.107602
-0.195366
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
0.274610
0.635446
Rho
0.1574
0.8426
115
Universitas Sumatera Utara
Lanjutan Lampiran 7
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.867996
0.864476
0.633178
246.5829
0.000000
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
1.308551
1.719959
60.13717
1.165468
Unweighted Statistics
R-squared
Sum squared resid
0.887645
70.78456
Mean dependent var
Durbin-Watson stat
1.819677
0.990159
116
Universitas Sumatera Utara
Lampiran 8
Analisis Perbandingan Fixed Effect Model dan Random Effect Model
(HAUSMAN)
Correlated Random Effects - Hausman Test
Pool: VALENTINO
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
2.931325
4
0.5694
Random
Var(Diff.)
Prob.
-0.055243
-0.003769
-0.091279
-0.101219
0.000054
0.000026
0.000096
0.000016
0.9410
0.9785
0.3340
0.6013
Cross-section random effects test comparisons:
Variable
CAR?
LDR?
NPL?
BOPO?
Fixed
-0.054697
-0.003907
-0.100725
-0.103328
Cross-section random effects test equation:
Dependent Variable: ROA?
Method: Panel Least Squares
Date: 01/12/17 Time: 16:58
Sample: 2010 2014
Included observations: 5
Cross-sections included: 31
Total pool (balanced) observations: 155
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR?
LDR?
NPL?
BOPO?
11.88033
-0.054697
-0.003907
-0.100725
-0.103328
0.819151
0.013632
0.006948
0.017722
0.005937
14.50323
-4.012343
-0.562377
-5.683743
-17.40314
0.0000
0.0001
0.5749
0.0000
0.0000
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.923088
0.901297
0.635446
48.45496
-129.8192
42.35979
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.819677
2.022613
2.126699
2.813925
2.405835
1.535620
117
Universitas Sumatera Utara