Pengaruh Profitabilitas, Kecukupan Modal, dan Likuiditas terhadap Harga Saham Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia Periode 2010 – 2014

Lampiran 1
Jumlah Populasi dan Sampel Penelitian
No.

Kode

Nama Perusahaan

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

AGRO

BABP
BACA
BAEK
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BJTM
BKSW
BMRI
BNBA
BBDM
BNGA
BNII

BMAS
BNLI
BSIM
BSWD
BTPN
NOBU
BVIC
NAGA
INPC
MAYA

Bank Rakyat Indonesia Agro Niaga Tbk
Bank MNC International Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja Tbk
Bank Central Asia Tbk
Bank Bukopin Tbk
Bank Negara Indonesia ( Persero) Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia (Persero) Tbk

Bank Tabungan Negara (Persero) Tbk
Bank Mutiara Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur Tbk
Bank QNB Indonesia Tbk
Bank Mandiri ( Persero) Tbk
Bank Bumi Arta Tbk
Bank Mestika Dharma, Tbk
Bank CIMB Niaga, Tbk
Bank Internasional Indonesia Tbk
Bank Maspion, Tbk
Bank Permata Tbk
Bank Sinar Mas Tbk
Bank Of India Indonesia Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Nationalnobu, Tbk
Bank Victoria Internasional Tbk
Bank Mitraniaga, Tbk

Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk

Kriteria
1 2 3
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
√ √ √
- √ √

√ √ √
√ √ √
√ √ √
- √ √
√ √ √
√ √ √
- √ √
√ √ √
√ √ √
√ √ √
√ √ √
- √ √
√ √ √
- √ √
√ √ √
√ √ √

Sampel
Diterima
Diterima

Diterima
Diterima
Diterima
Diterima
Diterima
Diterima
Diterima
Diterima
Diterima
Diterima
Diterima
Diterima
Ditolak
Diterima
Diterima
Diterima
Ditolak
Diterima
Diterima
Ditolak

Diterima
Diterima
Diterima
Diterima
Ditolak
Diterima
Ditolak
Diterima
Diterima

75
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Lampiran 2
Tabulasi Data Variabel Penelitian
Nama Bank

Bank Rakyat Indonesia Agro Niaga, Tbk

Kode

AGRO

Tahun

BACA

BABP

BNII

85,68

168,00

2011

1,34

19,26

91,27

118,00

2012

1,27

15,16

93,62

147,00

2013

1,40

22,14

87,11

118,00

2014

1,34

19,26

91,27

103,00

1,20

18,15

89,79

130,80

2010

0,74

30,48

50,60

93,33

2011

0,73

22,01

43,79

160,00

2012

1,10

18,74

58,96

120,00

2013

1,31

20,86

63,37

88,00

2014

1,07

16,87

58,31

96,00

0,99

21,79

55,00

111,47

2010

0,14

10,32

83,56

122,18

2011

-1,71

10,47

101,96

106,00

2012

0,08

11,21

80,03

168,00

2013

-0,81

13,09

80,71

133,00

2014

-0,74

17,79

80,90

84,00

-0,61

12,57

85,43

122,64

2010

0,71

12,64

82,54

765,38

2011

1,04

11,83

103,18

420,00

2012

1,46

12,83

103,60

405,00

2013

1,52

12,72

95,14

310,00

2014

0,68

15,72

104,36

208,00

1,08

13,15

97,76

2010

1,78

13,47

88,04

1.910,00

2011

2,63

13,09

90,72

1.220,00

2012

2,93

15,08

90,79

1.100,00

2013

2,66

15,38

89,05

920,00

2014

1,37

15,39

93,65

835,00

2,28

14,48

90,45

Rata-Rata

Bank CIMB Niaga, Tbk

Rata-Rata

BNGA

Harga Saham (Rp)

14,95

Rata-Rata

Bank International Indonesia

LDR(%)

0,67

Rata-Rata

Bank MNC International, Tbk

CAR (%)

2010

Rata-Rata

Bank Capital Indonesia, Tbk

ROA (%)

421,68

1197,00

76
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Lampiran 3
Deskriptif Statistik
Descriptive Statistics
N
Return on Assets
Capital Adequacy Ratio
Loan to Deposit Ratio
Harga_Saham
Valid N (listwise)

155
155
155
155
155

Minimum

Maximum

-7.793892
9.427200
52.831651
50.00

4.664890
45.750351
118.363477
13200.00

Mean

Std. Deviation

1.68415001
1.554842178
16.43131070
4.689763059
82.73558212 1.183537459E1
2225.5204
2795.84596

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Lampiran 4
Uji Asumsi Klasik
1.

Normalitas

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One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N

149

Normal Parametersa,,b

Mean

.0000000

Std. Deviation
Most Extreme Differences

1.15084858

Absolute

.095

Positive

.062

Negative

-.095

Kolmogorov-Smirnov Z

1.156

Asymp. Sig. (2-tailed)

.138

a. Test distribution is Normal.
b. Calculated from data.
Sumber: Pengolahan SPSS (2016)

2.

Uji Heteroskedastisitas

Coefficients
Unstandardized
Coefficients

Standardized
Coefficients
Beta

Collinearity
Statistics

Model

B

1

(Constant)

4.616

2.134

2.163

.032

LnReturn on Assets

-.965

.506

-.163 -1.906

.059

.919

1.088

LnCapital Adequacy
Ratio

.050

.278

.015

.180

.858

.921

1.086

-.367

.391

-.077

-.939

.349

.996

1.004

LnLoan to Deposit
Ratio

Std. Error

a

t

Sig.

Tolerance

VIF

a. Dependent Variable: Abs

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3.

Uji Multikolonearitas
Coefficients
Unstandardized
Coefficients

Model
1

(Constant)

B

Std. Error

-13.084

3.708

LnReturn on Assets

7.554

.879

LnCapital Adequacy
Ratio

.244

LnLoan to Deposit
Ratio

.472

a

Standardized
Coefficients
Beta

Collinearity
Statistics
t

Sig.

Tolerance

VIF

-3.529

.001

.593

8.589

.000

.919

1.088

.483

.035

.506

.613

.921

1.086

.678

.046

.696

.488

.996

1.004

a. Dependent Variable: LnHarga Saham

4.

Uji Autokorelasi
Coefficients
Unstandardized
Coefficients

Model
1

B

Std. Error

(Constant)

-.464

3.612

LnReturn on Assets

-.331

.898

LnCapital Adequacy
Ratio

.390

LnLoan to Deposit
Ratio
Auto

a

Standardized
Coefficients
Beta

Collinearity
Statistics
t

Sig.

Tolerance

VIF

-.128

.898

-.033

-.369

.713

.867

1.154

.485

.070

.805

.422

.915

1.093

.041

.662

.005

.062

.950

.982

1.018

.157

.084

.161

1.864

.064

.932

1.074

a. Dependent Variable: Unstandardized Residual

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Lampiran 5
Pengujian Hipotesis

1.

Uji Serempak (Uji F)
b

ANOVA
Model
1

Sum of Squares

df

Mean Square

Regression

112.280

3

37.427

Residual

196.019

145

1.352

Total

308.299

148

F

Sig.

27.686

.000

a

a. Predictors: (Constant), LnLoan to Deposit Ratio, LnCapital Adequacy Ratio, LnReturn on Assets
b. Dependent Variable: LnHarga Saham

2.

Uji Parsial (Uji t)
Coefficients
Unstandardized
Coefficients

Model
1

B

(Constant)

Std. Error

-13.084

3.708

LnReturn on Assets

7.554

.879

LnCapital Adequacy
Ratio

.244

LnLoan to Deposit
Ratio

.472

a

Standardized
Coefficients
Beta

Collinearity
Statistics
t

Sig.

Tolerance

VIF

-3.529

.001

.593

8.589

.000

.919

1.088

.483

.035

.506

.613

.921

1.086

.678

.046

.696

.488

.996

1.004

a. Dependent Variable: LnHarga Saham

3.

Uji Koefisien Determinasi (R2)

b

Model Summary
Model
1

R

R Square
.603

a

.364

Adjusted R Square
.351

Std. Error of the
Estimate
1.16269

Durbin-Watson
1.704

a. Predictors: (Constant), LnLoan to Deposit Ratio, LnCapital Adequacy Ratio, LnReturn on Assets
b. Dependent Variable: LnHarga Saham

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