LAMPIRAN 1 DATA AWAL PERUSAHAAN SAMPEL
LAMPIRAN 1 DATA AWAL PERUSAHAAN SAMPEL
15
55
25,75 1.014.126.818.000
28 TIFA Tifa Finance Tbk 22,06
14
27 SIMP Salim Ivomas Pratama Tbk 18,82 20 26.574.461.000.000
7
26 BULL Buana Listya Tama Tbk 6,05 21,89 2.148.518.426.000
19,06 1.241.206.000.000
27,27 164.523.000.000 11
25 HDFA HD Finance Tbk 38,63
67
24 SRAJ Sejahteraraya Anugrahjaya Tbk 19,89 13,55 1.236.394.210.907
11
23 MBSS Mitrabahtera Segara Sejati Tbk 17,03 10 2.801.281.301.681
22 MFMI Multifiling Mitra Indonesia Tbk 18,47 34 138.543.216.810 70
70
21 BSIM Bank Sinar Mas Tbk 21,31 22,26 11.232.179.000.000
29 ALDO Alkindo Naratama Tbk 22,46
30 SDMU Sidomulyo Selaras Tbk 18,50 15,21 197.859.899.299 7
20 BRMS Bumi Resource Mineral Tbk 7,35 18,16 20.096.121.017.000
9
40 PADI Minna Padi Investama Tbk 13,63 23,07 413.917.288.507 39
39 BAJA Saranacentral Bajatama Tbk 18,21 22,22 673.612.869.119 36
2
11,46 9.883.180.000.000
38 ABMM ABM Investama Tbk 5,50
50
37 VIVA PT Visi Media Asia Tbk 7,03 10,78 2.417.560.679.000
36 GEMS Golden Energy Mines Tbk 14,67 3 3.320.301.908.407
31 PTIS Indo Straits Tbk 26,48 18,18 553.251.564.900 5
3
26,35 2.301.384.000.000
35 ARII Atlas Resources Tbk 4,78
7
34 SUPR Solusi Tunas Pratama Tbk 5,21 16,67 2.844.557.829.091
33 SMRU SMR Utama Tbk 8,91 6,67 385.026.021.483 8
35,37 718.569.181.860 35
32 STAR Star Petrcohem Tbk 3,16
10
No. KODE NAMA PERUSAHAAN AGE
(Tahun) PPS
36
8 BJBR Bank Jabar Banten 49,12 25,25 43.445.700.000.000
7 SKYB Skybee Tbk 15,08 40,17 323.419.685.093 49
13,78 70.005.131.296 49
6 GOLD PT Golden Retailindo Tbk 14,67
5 ROTI Nippon Indosari Corporindo Tbk 15,31 15 568.265.341.826 17
50
4 TOWR Sarana Meara Nusantara Tbk 1,76 11 7.411.393.000.000
3 BIPI Benakat Petrolium Energy Tbk 2,81 38,24 4.697.479.956.890
9 IPOL Indopoly Swakarsa Industry Tbk 15,30
4
21,46 5.444.073.889.824
2 PTPP PT PP (PERSERO) Tbk 56,37
1
1 EMTK Elang Mahkota Teknologi Tbk 26,44 10 4.314.284.667.000
(%)
(Rupiah) UNDERP RICING
(%) SIZE
50
35,71 2.219.000.000.000
19 MIDI Midi utama Indonesia Tbk 3,41 15 1.114.803.473.543
15 TBIG Tower Bersama Infrastructure Tbk 6,05 21,36 5.176.442.000.000
Metal Tbk 4,69 25 8.523.960.000.000 9
18 BORN Borneo Lumbung Energi Dan
12
17 APLN Agung Podomoro Land Tbk 6,28 30 7.564.619.668.057
49
16 KRAS Krakatau Steel Tbk 39,03 20 12.287.724.000.000
19
10
12
14 ICBP Indofood CBP Sukses Makmur Tbk 1,08 19,48 13.361.313.000.000
5
13 HRUM Harum Energi Tbk 14,98 20,19 3.470.000.000.000
11
9,74 8.696.060.000.000
12 BRAU Berau Coal Energy Tbk 27,31
11 BUVA Bukit Uluwatu Villa Tbk 9,58 30 882.189.671.228 19
10 GREN PT Evergreen Invesco Tbk 6,80 18,94 553.949.522.077 70
49
41 TELE Tifone Mobile Tbk 3,54
55 NELY Pelayaran Nelly Dwi Putri Tbk 35,68
52 IBST Inti Bangun Sejahtera Tbk 6,33 15 2.155.203.153.294
50
53 NIRO Nirvana Development Tbk 8,73 15,31 2.764.294.056.049
70
54 PALM Provident Agro Tbk 5,86 13,38 3.287.234.441.000
4
14,89 115.233.803.056 22
20,2 29.112.193.000.000
56 TAXI Express Transindo Utama Tbk 31,40 49 1.782.787.661.000
5
57 ASSA Adi Sarana Armada Tbk 12,90 40 2.108.998.307.963
26
58 WIIM Wismilak Inti Makmur Tbk 7,92 30 1.207.251.153.900
23
59 WSKT Waskita Karya (Persero) Tbk 51,96 24,77 8.366.244.088.038
2
51 BJTM BPD Jawa Timur Tbk 50,90
25,66 1.358.617.000.000
46 KOBX Kobexindo Tractors Tbk 9,76 12 1.320.000.000.000
5
42 ESSA Surya Eka Perkasa Tbk 5,84
5,26 732.670.249.794 49
43 BEST Bekasi Fajar industrial Estate Tbk 22,62 25,23 2.285.757.285.247
68
44 RANC Supra Boga Lestari Tbk 15,02 20 570.082.177.769 34
45 TRIS Trisula international Tbk 7,54 30 366.248.271.960 7
15
70
47 TOBA Toba Bara Sejahtera Tbk 4,91 10,47 2.615.265.000.000
12
48 MSKY MNC Sky Vision Tbk 24,91
19,88 4.939.425.000.000
1
49 ALTO Tri Banyan Tirta Tbk 15,10 19,35 326.619.954.340 50
50 GAMA Gading Development Tbk 8,56 40 1.233.713.600.734
17
LAMPIRAN 2
DATA HASIL TRANSFORMASI
25 HDFA HD Finance Tbk 3,65 2,95 27,85
29 ALDO Alkindo Naratama Tbk 3,11 3,31 25,83
4,01
28 TIFA Tifa Finance Tbk 3,09 3,25 27,65
2,61
27 SIMP Salim Ivomas Pratama Tbk 2,93 3,00 30,91
1,96
26 BULL Buana Listya Tama Tbk 1,80 3,09 28,40
2,71
4,20
2,41
24 SRAJ Sejahteraraya Anugrahjaya Tbk 2,99 2,61 27,84
2,42
23 MBSS Mitrabahtera Segara Sejati Tbk 2,83 2,30 28,66
4,25
22 MFMI Multifiling Mitra Indonesia Tbk 2,92 3,53 25,65
4,25
21 BSIM Bank Sinar Mas Tbk 3,06 3,10 30,05
2,33
30 SDMU Sidomulyo Selaras Tbk 2,92 2,72 26,01
3,89
39 BAJA Saranacentral Bajatama Tbk 2,90 3,10 27,24
0,69
38 ABMM ABM Investama Tbk 1,70 2,44 29,92
3,91
37 VIVA PT Visi Media Asia Tbk 1,95 2,38 28,51
2,20
36 GEMS Golden Energy Mines Tbk 2,69 1,10 28,83
0,98
35 ARII Atlas Resources Tbk 1,56 3,27 28,46
2,00
34 SUPR Solusi Tunas Pratama Tbk 1,65 2,81 28,68
2,12
33 SMRU SMR Utama Tbk 2,19 1,90 26,68
3,56
32 STAR Star Petrcohem Tbk 1,15 3,57 27,30
1,66
31 PTIS Indo Straits Tbk 3,28 2,90 27,04
1,90
20 BRMS Bumi Resource Mineral Tbk 1,99 2,90 30,63
No. KODE NAMA PERUSAHAAN LNAGE
8 BJBR Bank Jabar Banten 3,89 3,23 31,40
3,90
7 SKYB Skybee Tbk 2,71 3,69 26,50
3,88
6 GOLD PT Golden Retailindo Tbk 2,69 2,62 24,97
2,83
5 ROTI Nippon Indosari Corporindo Tbk 2,73 2,71 27,07
3,90
4 TOWR Sarana Meara Nusantara Tbk 0,57 2,40 29,63
9 IPOL Indopoly Swakarsa Industry Tbk 2,73 3,58 28,43
3,60
3 BIPI Benakat Petrolium Energy Tbk 1,03 3,64 29,18
1,27
2 PTPP PT PP (PERSERO) Tbk 4,03 3,07 29,33
0,33
1 EMTK Elang Mahkota Teknologi Tbk 3,27 2,30 29,09
LNUNDERPRICING
LNSIZE
LNPPS
3,91
19 MIDI Midi utama Indonesia Tbk 1,23 2,71 27,74
2,33
2,24
18 BORN Borneo Lumbung Energi Dan Metal Tbk 1,55 3,22 29,77
2,51
17 APLN Agung Podomoro Land Tbk 1,84 3,40 29,65
3,90
16 KRAS Krakatau Steel Tbk 3,66 3,00 30,14
2,92
15 TBIG Tower Bersama Infrastructure Tbk 1,80 3,06 29,28
2,48
14 ICBP Indofood CBP Sukses Makmur Tbk 0,08 2,97 30,22
1,57
13 HRUM Harum Energi Tbk 2,71 3,00 28,88
2,42
12 BRAU Berau Coal Energy Tbk 3,31 2,28 29,79
2,96
11 BUVA Bukit Uluwatu Villa Tbk 2,26 3,40 27,51
4,24
10 GREN PT Evergreen Invesco Tbk 1,92 2,94 27,04
3,58
40 PADI Minna Padi Investama Tbk 2,61 3,14 26,75
55 NELY Pelayaran Nelly Dwi Putri Tbk 3,57 2,70 25,47
51 BJTM BPD Jawa Timur Tbk 3,93 3,01 31,00
0,84
52 IBST Inti Bangun Sejahtera Tbk 1,85 2,71 28,40
3,91
53 NIRO Nirvana Development Tbk 2,17 2,73 28,65
4,24
54 PALM Provident Agro Tbk 1,77 2,59 28,82
1,49
3,09
56 TAXI Express Transindo Utama Tbk 3,45 3,89 28,21
1,68
57 ASSA Adi Sarana Armada Tbk 2,56 3,69 28,38
3,24
58 WIIM Wismilak Inti Makmur Tbk 2,07 3,40 27,82
3,14
59 WSKT Waskita Karya (Persero) Tbk 3,95 3,21 29,76
4,24
50 GAMA Gading Development Tbk 2,15 3,69 27,84
3,53
3,67
41 TELE Tifone Mobile Tbk 1,26 3,25 27,94
1,58
42 ESSA Surya Eka Perkasa Tbk 1,76 1,66 27,32
3,90
43 BEST Bekasi Fajar industrial Estate Tbk 3,12 3,23 28,46
4,21
44 RANC Supra Boga Lestari Tbk 2,71 3,00 27,07
45 TRIS Trisula international Tbk 2,02 3,40 26,63
3,91
1,90
46 KOBX Kobexindo Tractors Tbk 2,28 2,48 27,91
2,71
47 TOBA Toba Bara Sejahtera Tbk 1,59 2,35 28,59
2,47
48 MSKY MNC Sky Vision Tbk 3,22 2,99 29,23
0,27
49 ALTO Tri Banyan Tirta Tbk 2,71 2,96 26,51
2,84
LAMPIRAN 3
HASIL REGRESI BERGANDA LNUNDERPRICING
(Menggunakan SPSS v 17)
59 Variables Entered/Removed
a. Predictors: (Constant), LNPPS, LNSIZE, LNAGE
.089 .039 1.08110198 1.946
Model R R Square Adjusted R Square Std. Error of the Estimate Durbin-Watson 1 .298 a
Model Summary
ba . Enter a. All requested variables entered.
Model Variables Entered Variables Removed Method
3 49 21.2143 9.59060 SIZE 59 70005131296 43445700000000 4866594854967 7.847E12 Valid N (listwise)
Descriptive Statistics
59
1.08 56.37 16.3339 13.40899 PPS
59
1.32 70 26.8265 22.80961 AGE
59
N Minimum Maximum Mean Std. Deviation Underpricing
b. Dependent Variable: LNUNDERPRICING
b
ANOVA
Model Sum of Squares df Mean Square F Sig. a1 Regression 6.288 3 2.096 1.793 .159 Residual 64.283 55 1.169 Total 70.571
58
a. Predictors: (Constant), LNPPS, LNSIZE, LNAGE
b. Dependent Variable: LNUNDERPRICING a Coefficients
Unstandardized Standardized Collinearity Coefficients Coefficients Statistics Model B Std. Error Beta t Sig. Tolerance
VIF 1 (Constant) 7.954 2.958 2.689 .009 LNSIZE -.198 .098 -.260 -2.019 .048 .998 1.002 LNAGE -.111 .164 -.087 -.678 .500 .996 1.005 LNPPS .250 .276 .117 .907 .368 .994 1.006
a. Dependent Variable: LNUNDERPRICING a
Collinearity Diagnostics
Variance Proportions Condition
Model Dimension Eigenvalue Index (Constant) LNSIZE LNAGE LNPPS
1 1 3.894 1.000 .00 .00 .01 .00 2 .084 6.791 .00 .00 .97 .04 3 .020 13.876 .02 .03 .01 .92 4 .001 56.314 .98 .97 .01 .04 a. Dependent Variable: LNUNDERPRICING
a
Residuals Statistics
Minimum Maximum Mean Std. Deviation N Predicted Value 2.1016498 3.4247437 2.8083434 .32925024
59 Residual -2.27410007 1.81729913 .00000000 1.05277124
59 Std. Predicted Value -2.146 1.872 .000 1.000
59 Std. Residual -2.104 1.681 .000 .974
59
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual
N
59 a,,b
Normal Parameters Mean .0000000 Std. Deviation 22.57781709 Most Extreme Differences Absolute .203 Positive .203
Negative -.122 Kolmogorov-Smirnov Z 1.558 Asymp. Sig. (2-tailed) .016 a. Test distribution is Normal.
b. Calculated from data.
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual
N
59 a,,b
Normal Parameters Mean .0000000 Std. Deviation 1.05277124 Most Extreme Differences Absolute .077 Positive .074
Negative -.077 Kolmogorov-Smirnov Z .592 Asymp. Sig. (2-tailed) .874 a. Test distribution is Normal.
b. Calculated from data.