Pengaruh Kekuatan pasar dan Diversifikasi pendapatan Terhadap Stabilitas Bank umum yang terdaftar di Bursa Efek Indonesia
I. Daftar Penentuan Sampel
Kriteria
No.
Kode
Nama Perusahaan
Sampel
1
2
1.
AGRO
Bank Rakyat Indonesia Agro
Niaga, Tbk.
√
√
Sampel 1
2.
BINA
Bank Ina Perdana, Tbk.
×
√
-
3.
BBCA
Bank Central Asia, Tbk.
√
√
Sampel 2
4.
BBKP
Bank Bukopin, Tbk.
√
√
Sampel 3
5.
BEKS
Bank Pundi Indonesia, Tbk
√
√
Sampel 4
6.
BBNP
Bank Nusantara Parahyangan,
Tbk.
√
√
Sampel 5
7.
BBMD
Bank Mestika Dharma, Tbk.
×
√
-
8.
BDMN Bank Danamon Indonesia, Tbk.
√
√
Sampel 6
9.
BNBA
Bank Bumi Arta, Tbk.
√
√
Sampel 7
10.
BNGA
Bank Cimb Niaga, Tbk.
√
√
Sampel 8
11.
BNII
Bank May Bank, Tbk.
√
√
Sampel 9
12.
BNLI
Bank Permata, Tbk.
√
√
Sampel 10
13.
BSWD Bank Of India Indonesia, Tbk.
√
√
Sampel 11
Bank Artha Graha
Internasional, Tbk.
√
√
Sampel 12
Bank Mayapada Internasional,
Tbk.
√
√
Sampel 13
14.
INPC
15.
MAYA
16.
MEGA Bank Mega, Tbk.
√
√
Sampel 14
17.
BINA
Bank Ina Perdana, Tbk.
×
√
-
18.
PNBN
Bank Pan Indonesia, Tbk.
√
√
Sampel 15
19.
MCOR Bank Windu Kentjana
×
√
-
International, Tbk.
20.
AGRS
Bank Artos Indonesia, Tbk.
×
√
-
21.
SDRA
Bank Woori Saudara Indonesia
1906, Tbk.
√
√
Sampel 16
22.
BACA
Bank Capital Indonesia, Tbk.
√
√
Sampel 17
23.
BKSW Bank QNB Indonesia, Tbk.
√
×
-
24.
BMAS
Bank Maspion Indonesia, Tbk.
×
√
-
25.
BABP
Bank MNC Internasional,Tbk
√
×
-
26.
BBNI
Bank Negara Indonesia, Tbk.
√
√
Sampel 18
27.
BBRI
Bank Rakyat Indonesia, Tbk
√
√
Sampel 19
28.
BBTN
Bank Tabungan Negara, Tbk
×
√
29
BBYB
Bank Yudha Bhakti, Tbk
×
√
30
BBHI
×
√
31
DNAR
Bank Dinar Indonesia, Tbk.
×
√
32.
NOBU
Bank Nationalnobu, Tbk.
×
√
33
NAGA Bank Mitraniaga, Tbk.
×
√
34.
BTPN
Bank Tabungan Pensiunan
Nasional,Tbk.
×
√
35.
BVIC
Bank Victoria International,Tbk
√
√
36
BBYB
Bank Yudha Bhakti, Tbk
×
√
37
ARTO
Bank Artos Indonesia, Tbk.
×
√
Bank Harda International, Tbk
Sampel 20
II. Peringkat Variabel yang Digunakan Didalam Penelitian
Peringkat Stabilitas (Zscore) yang digunakan dalam penelitian
No
Kode
2011
1
BBRI
4.4456
2
BBNI
4.0588
3
BMRI
4.1563
4
MAYA
3.8963
5
INCP
4.0338
6
BNBA
4.6269
7
PNBN
4.3038
8
BBCA
4.9181
9
BNII
3.8813
10
BNLI
3.9869
11
BDMN
3.7375
12
BSWD
4.4106
13
MEGA
3.6106
14
BBKP
4.7819
15
BBNP
4.6256
16
SDRA
3.6644
17
AGRO
3.8994
18
BVIC
3.6088
19
BACA
4.0506
20
BNGA
3.3306
Peringkat Kekautan pasar (Lerner) yang digunakan dalam penelitian
No
Kode
Lerner
1
BBRI
0.3600
2
BBNI
0.2906
3
BMRI
0.3413
4
MAYA
0.1681
5
INCP
0.0581
6
BNBA
0.1681
7
PNBN
0.2200
8
BBCA
0.3675
9
BNII
0.1313
10
BNLI
0.1756
11
BDMN
0.1950
12
BSWD
0.2525
13
MEGA
0.2025
14
BBKP
0.1588
15
BBNP
0.1269
16
SDRA
0.1150
17
AGRO
0.1056
18
BVIC
0.1650
19
BACA
0.1363
20
BNGA
0.3006
Peringkat Diversifikasi Pendapatan (Nii) yang digunakan dalam penelitian
No
Kode
Nii
1
BBRI
0.0725
2
BBNI
0.1406
3
BMRI
0.1206
4
MAYA
0.0044
5
INCP
0.0288
6
BNBA
0.0088
7
PNBN
0.0631
8
BBCA
0.1550
9
BNII
0.0550
10
BNLI
0.0888
11
BDMN
0.0419
12
BSWD
0.0388
13
MEGA
0.0919
14
BBKP
0.0556
15
BBNP
0.0431
16
SDRA
0.0100
17
AGRO
0.0375
18
BVIC
0.0856
19
BACA
0.0106
20
BNGA
0.1094
III. Hasil Pengujian SPSS
1. Analisis Data Statistik
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
Zscore
319
-.48
3.87
1.3105
.53547
Lerner
319
-.09
.29
.0853
.05888
Nii
319
-.12
.33
.0206
.04089
Valid N (listwise)
319
1.1 Uji Normalitas
a. Grafik Histogram
b. Grafik Normal P-PLOT
c. Hasil Uji Normalitas dengan Uji Kolmogorov-Smirov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
a,,b
Normal Parameters
Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
b. Calculated from data.
Mean
Std. Deviation
Absolute
Positive
Negative
319
.0000000
.52607727
.066
.052
-.066
1.182
.122
1.2 Uji Heteroskedastisitas
a. Uji Glesjer
Coefficients
a
Unstandardized
Coefficients
Model
B
1
(Constant)
.390
.036
Lerner
.098
.340
-.518
.490
Nii
Std. Error
Standardized
Coefficients
Beta
t
Sig.
10.904
.000
.016
.289
.773
-.060
-1.057
.291
Sumber: Hasil Penelitian, 2016 (Data Diolah)
1.3. Uji Autokorelasi
a. Hasil Uji Durbin-Watson
Model
1
R
R Square
.085
a
.007
Adjusted R
Square
.001
Std. Error of the
Estimate
Durbin-Watson
.73203
.630
a. Predictors: (Constant), nii, lerner
b. Dependent Variable: zscore
b. Hasil Uji Durbin-Watson dengan menggunakan Estimasi β
Model
1
R
.187
R Square
a
.035
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
Adjusted R
Square
.029
Std. Error of the
Estimate
.52774
Durbin-Watson
1.855
1.4. Uji Multikolinieritas
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
Std. Error
1 (Constant)
1.167
.053
Lerner
1.404
.506
Nii
1.172
.728
Beta
t
Sig.
Tolerance
VIF
21.971
.000
.154
2.777
.006
.989
1.012
.089
1.610
.108
.989
1.012
2. Pengujian Hipotesis
2.1. Analisis Regresi Berganda
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
1 (Constant)
1.167
.053
Lerner
1.404
.506
Nii
1.172
.728
b.
Std. Error
Beta
t
Sig.
Tolerance
VIF
21.971
.000
.154
2.777
.006
.989
1.012
.089
1.610
.108
.989
1.012
Dependent Variable: Zscore
2.2. Hasil Uji Serempak(Uji F)
b
ANOVA
Model
1
Sum of Squares
Regression
df
Mean Square
3.172
2
1.586
Residual
88.009
316
.279
Total
91.181
318
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
F
5.695
Sig.
.004
a
2.3 Hasil Uji Parsial(Uji t)
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
Std. Error
1 (Constant)
1.167
.053
Lerner
1.404
.506
Nii
1.172
.728
Beta
t
Sig.
Tolerance
VIF
21.971
.000
.154
2.777
.006
.989
1.012
.089
1.610
.108
.989
1.012
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
2.4
�
Koefisien Determinasi (� )
Model Summary
Model
1
R
.187
R Square
a
.035
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
Adjusted R
Std. Error of the
Square
Estimate
.029
.52774
Kriteria
No.
Kode
Nama Perusahaan
Sampel
1
2
1.
AGRO
Bank Rakyat Indonesia Agro
Niaga, Tbk.
√
√
Sampel 1
2.
BINA
Bank Ina Perdana, Tbk.
×
√
-
3.
BBCA
Bank Central Asia, Tbk.
√
√
Sampel 2
4.
BBKP
Bank Bukopin, Tbk.
√
√
Sampel 3
5.
BEKS
Bank Pundi Indonesia, Tbk
√
√
Sampel 4
6.
BBNP
Bank Nusantara Parahyangan,
Tbk.
√
√
Sampel 5
7.
BBMD
Bank Mestika Dharma, Tbk.
×
√
-
8.
BDMN Bank Danamon Indonesia, Tbk.
√
√
Sampel 6
9.
BNBA
Bank Bumi Arta, Tbk.
√
√
Sampel 7
10.
BNGA
Bank Cimb Niaga, Tbk.
√
√
Sampel 8
11.
BNII
Bank May Bank, Tbk.
√
√
Sampel 9
12.
BNLI
Bank Permata, Tbk.
√
√
Sampel 10
13.
BSWD Bank Of India Indonesia, Tbk.
√
√
Sampel 11
Bank Artha Graha
Internasional, Tbk.
√
√
Sampel 12
Bank Mayapada Internasional,
Tbk.
√
√
Sampel 13
14.
INPC
15.
MAYA
16.
MEGA Bank Mega, Tbk.
√
√
Sampel 14
17.
BINA
Bank Ina Perdana, Tbk.
×
√
-
18.
PNBN
Bank Pan Indonesia, Tbk.
√
√
Sampel 15
19.
MCOR Bank Windu Kentjana
×
√
-
International, Tbk.
20.
AGRS
Bank Artos Indonesia, Tbk.
×
√
-
21.
SDRA
Bank Woori Saudara Indonesia
1906, Tbk.
√
√
Sampel 16
22.
BACA
Bank Capital Indonesia, Tbk.
√
√
Sampel 17
23.
BKSW Bank QNB Indonesia, Tbk.
√
×
-
24.
BMAS
Bank Maspion Indonesia, Tbk.
×
√
-
25.
BABP
Bank MNC Internasional,Tbk
√
×
-
26.
BBNI
Bank Negara Indonesia, Tbk.
√
√
Sampel 18
27.
BBRI
Bank Rakyat Indonesia, Tbk
√
√
Sampel 19
28.
BBTN
Bank Tabungan Negara, Tbk
×
√
29
BBYB
Bank Yudha Bhakti, Tbk
×
√
30
BBHI
×
√
31
DNAR
Bank Dinar Indonesia, Tbk.
×
√
32.
NOBU
Bank Nationalnobu, Tbk.
×
√
33
NAGA Bank Mitraniaga, Tbk.
×
√
34.
BTPN
Bank Tabungan Pensiunan
Nasional,Tbk.
×
√
35.
BVIC
Bank Victoria International,Tbk
√
√
36
BBYB
Bank Yudha Bhakti, Tbk
×
√
37
ARTO
Bank Artos Indonesia, Tbk.
×
√
Bank Harda International, Tbk
Sampel 20
II. Peringkat Variabel yang Digunakan Didalam Penelitian
Peringkat Stabilitas (Zscore) yang digunakan dalam penelitian
No
Kode
2011
1
BBRI
4.4456
2
BBNI
4.0588
3
BMRI
4.1563
4
MAYA
3.8963
5
INCP
4.0338
6
BNBA
4.6269
7
PNBN
4.3038
8
BBCA
4.9181
9
BNII
3.8813
10
BNLI
3.9869
11
BDMN
3.7375
12
BSWD
4.4106
13
MEGA
3.6106
14
BBKP
4.7819
15
BBNP
4.6256
16
SDRA
3.6644
17
AGRO
3.8994
18
BVIC
3.6088
19
BACA
4.0506
20
BNGA
3.3306
Peringkat Kekautan pasar (Lerner) yang digunakan dalam penelitian
No
Kode
Lerner
1
BBRI
0.3600
2
BBNI
0.2906
3
BMRI
0.3413
4
MAYA
0.1681
5
INCP
0.0581
6
BNBA
0.1681
7
PNBN
0.2200
8
BBCA
0.3675
9
BNII
0.1313
10
BNLI
0.1756
11
BDMN
0.1950
12
BSWD
0.2525
13
MEGA
0.2025
14
BBKP
0.1588
15
BBNP
0.1269
16
SDRA
0.1150
17
AGRO
0.1056
18
BVIC
0.1650
19
BACA
0.1363
20
BNGA
0.3006
Peringkat Diversifikasi Pendapatan (Nii) yang digunakan dalam penelitian
No
Kode
Nii
1
BBRI
0.0725
2
BBNI
0.1406
3
BMRI
0.1206
4
MAYA
0.0044
5
INCP
0.0288
6
BNBA
0.0088
7
PNBN
0.0631
8
BBCA
0.1550
9
BNII
0.0550
10
BNLI
0.0888
11
BDMN
0.0419
12
BSWD
0.0388
13
MEGA
0.0919
14
BBKP
0.0556
15
BBNP
0.0431
16
SDRA
0.0100
17
AGRO
0.0375
18
BVIC
0.0856
19
BACA
0.0106
20
BNGA
0.1094
III. Hasil Pengujian SPSS
1. Analisis Data Statistik
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
Zscore
319
-.48
3.87
1.3105
.53547
Lerner
319
-.09
.29
.0853
.05888
Nii
319
-.12
.33
.0206
.04089
Valid N (listwise)
319
1.1 Uji Normalitas
a. Grafik Histogram
b. Grafik Normal P-PLOT
c. Hasil Uji Normalitas dengan Uji Kolmogorov-Smirov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
a,,b
Normal Parameters
Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
b. Calculated from data.
Mean
Std. Deviation
Absolute
Positive
Negative
319
.0000000
.52607727
.066
.052
-.066
1.182
.122
1.2 Uji Heteroskedastisitas
a. Uji Glesjer
Coefficients
a
Unstandardized
Coefficients
Model
B
1
(Constant)
.390
.036
Lerner
.098
.340
-.518
.490
Nii
Std. Error
Standardized
Coefficients
Beta
t
Sig.
10.904
.000
.016
.289
.773
-.060
-1.057
.291
Sumber: Hasil Penelitian, 2016 (Data Diolah)
1.3. Uji Autokorelasi
a. Hasil Uji Durbin-Watson
Model
1
R
R Square
.085
a
.007
Adjusted R
Square
.001
Std. Error of the
Estimate
Durbin-Watson
.73203
.630
a. Predictors: (Constant), nii, lerner
b. Dependent Variable: zscore
b. Hasil Uji Durbin-Watson dengan menggunakan Estimasi β
Model
1
R
.187
R Square
a
.035
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
Adjusted R
Square
.029
Std. Error of the
Estimate
.52774
Durbin-Watson
1.855
1.4. Uji Multikolinieritas
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
Std. Error
1 (Constant)
1.167
.053
Lerner
1.404
.506
Nii
1.172
.728
Beta
t
Sig.
Tolerance
VIF
21.971
.000
.154
2.777
.006
.989
1.012
.089
1.610
.108
.989
1.012
2. Pengujian Hipotesis
2.1. Analisis Regresi Berganda
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
1 (Constant)
1.167
.053
Lerner
1.404
.506
Nii
1.172
.728
b.
Std. Error
Beta
t
Sig.
Tolerance
VIF
21.971
.000
.154
2.777
.006
.989
1.012
.089
1.610
.108
.989
1.012
Dependent Variable: Zscore
2.2. Hasil Uji Serempak(Uji F)
b
ANOVA
Model
1
Sum of Squares
Regression
df
Mean Square
3.172
2
1.586
Residual
88.009
316
.279
Total
91.181
318
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
F
5.695
Sig.
.004
a
2.3 Hasil Uji Parsial(Uji t)
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Model
B
Std. Error
1 (Constant)
1.167
.053
Lerner
1.404
.506
Nii
1.172
.728
Beta
t
Sig.
Tolerance
VIF
21.971
.000
.154
2.777
.006
.989
1.012
.089
1.610
.108
.989
1.012
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
2.4
�
Koefisien Determinasi (� )
Model Summary
Model
1
R
.187
R Square
a
.035
a. Predictors: (Constant), Nii, Lerner
b. Dependent Variable: Zscore
Adjusted R
Std. Error of the
Square
Estimate
.029
.52774