S.ASET DER DAR LDER LDAR EAR ROA ROE RETURN
LAMPIRAN DATA PENELITIAN S.ASET DER DAR LDER LDAR EAR ROA ROE RETURN BABP
1.73 BBTN
1.54 BBNI
0.96
1.93
1.50 1.65 -3.91
1.58
1.21
5.03
0.00 BBRI
0.94
2.13
1.50 1.49 -4.61
1.54
1.35
5.71
1.04
1.09
2.41
1.51 1.54 -4.61
1.48
1.08
5.03
1.72 BDMN
0.95
1.50
1.48 1.55 -3.91
1.65
1.28
4.89
1.72 BEKS
1.40
5.13
1.47
1.51
1.50
1.19
1.98
1.50 1.87 -2.53
1.57
1.20
5.01
1.76 BABP
1.04
2.37
1.51 1.87 -3.00
1.49
0.00
0.00
1.32 BAEK 2.18 -0.12
2.30
1.51 1.75 -3.91
3.02
1.93
1.00
2.30
1.69 BBCA
0.00
2.09
1.50 1.48 -4.61
1.55
1.32
5.55
1.71 BBKP
1.06
2.49
2.48
2.31
4.68
2.20
1.51 1.64 -4.61
1.49
0.86
4.44
1.81 BTPN
0.84
2.28
1.50
1.20
0.00
1.50
1.34
5.81
1.89 INPC
2.75
1.06
1.51
2.45
1.84 1.41 2.19 11.37
0.85 MEGA
1.22
2.46
1.60 0.86 -4.61 0.90 -0.04
3.50
0.00 NISP
0.97
2.09
1.59 1.23 -3.91 1.03 -0.46
2.84
1.77
2.39
1.77 BNII
0.62
1.59
1.47
0.00
0.00
1.73 BJBR
1.57
2.17
1.50 1.93 -2.30
1.52
1.19
5.19
1.65 BJTM
1.46
1.89
1.50 2.07 -1.02
1.37
5.46
5.58
1.47 BMRI
0.88
2.06
1.50 1.66 -3.91
1.55
0.00
0.00
1.75 BNGA
0.76
2.09
1.50 1.52 -4.61
1.55
1.30
1.48 SDRA
0.92
2.43
1.52 BDMN
1.54 BBRI
0.95
2.30
1.51 1.60 -4.61
1.51
1.32
5.75
1.72 BBTN
1.12
2.26
1.51 1.50 -4.61
1.52
1.10
4.96
1.00
1.17
1.85
1.49 1.57 -3.91
1.59
1.29
5.25
1.52 BEKS
1.48
1.63
1.49 2.15 -0.09
1.63
0.00
0.00
1.88 BJBR
1.67
4.82
1.59
1.49 1.87 -2.53
0.00
1.51 1.87 -3.00
1.48
0.46
3.70
1.88 BAEK
2.19
2.02
1.50
2.33
1.24
1.56
1.11
4.76
1.41 BBCA
2.14
1.50 1.54 -4.61
1.50 1.49 -4.61
1.54
1.30
5.52
1.44 BBKP
1.13
2.74
1.51 1.85 -3.51
1.41
1.01
5.14
1.74 BBNI
1.01
1.87
2.01
1.56
1.57
1.39
0.00
1.63
1.28
5.00
1.99 INPC
2.21
2.72
1.51
2.41
1.44 1.42 2.19 11.28
1.47 MEGA
1.23
2.38
1.51
0.00
1.50
1.49
1.20
5.38
1.36 NISP
1.03
2.03
1.50 1.67 -3.91
1.56
0.93
4.27
1.88 PNBN
1.02
1.96
1.50 1.72 -3.51
1.01
1.69
1.23
2.60 1.17 -3.91
5.18
1.57 BJTM
1.52
1.83
1.50 2.07 -0.97
1.60
1.43
5.73
1.57 BMRI
2.44
0.00
1.50
1.64
4.79
1.94 BNGA
0.86
0.75
2.24
1.50 1.50 -4.61
1.52
1.27
5.49
2.01 BNII
1.10
2.20
1.50 1.56 -4.61
1.53
0.86
4.27
1.98 BTPN
1.10
PNBN
4.88
0.90
2.34
1.51
1.15
0.00
1.50
1.06
4.91
1.79 BDMN
0.91
1.58
1.49 1.38 -4.61
1.64
1.26
1.76 BEKS
5.60
2.20
0.73
1.63 BJTM
5.32
1.21
1.52
1.49 1.89 -2.66
0.83
0.17
1.74 BJBR
4.49
0.86
1.48
1.51 1.74 -3.91
2.45
1.33 BBTN
1.37
1.49 1.39 -4.61
3.42
0.97
0.00
0.00
0.00 BAEK
0.69
2.16
1.59 1.32 -3.51 1.01 -1.47
2.50
1.71 BBCA
1.00
1.91
1.58 0.72 -4.61
1.09
0.31
1.39 BBKP
1.58
1.57
1.50 1.35 -4.61
1.93
0.62
1.44 BBRI
5.25
1.27
1.50 1.44 -4.61
0.90
1.96
1.60
0.00 BBNI
3.12
1.59 1.35 -3.51 0.96 -0.36
2.32
1.56
1.64
2.27
1.60
1.57
0.74
3.79
1.65 MEGA
1.20
2.23
1.50 1.83 -3.00
1.52
0.89
4.39
1.79 NISP
1.01
1.83
1.50 1.28 -4.61
1.02
1.78
1.35 SDRA
5.36
1.13
1.45
1.51 1.82 -3.51
2.58
1.17
4.77
4.34
1.12
1.57
1.50 1.70 -3.51
1.98
0.99
1.66 PNBN
1.46 1.39 -4.61
1.26
1.29
1.56
4.97
0.95 BMRI
0.85
1.98
1.50 1.60 -3.91
1.57
1.29
5.36
0.00 BNGA
0.00
2.01
1.50
1.24
0.00
1.22
1.65 INPC
1.70 BTPN
5.37
1.34
1.60
1.49 2.00 -1.47
1.80
1.11
4.84
5.12
1.04
1.50
1.51 1.55 -4.61
2.34
0.72
1.63 BNII
1.59 1.44 -3.22
0.11
1.03
1.68 BDMN
0.14
3.19
1.46 BBRI
0.49
2.01
1.59 0.62 -4.61
1.05
0.49
3.77
0.00 BBTN
0.97
2.29
1.59 0.85 -4.61 0.96 -0.51
2.99
0.96
1.58 0.88 -4.61
1.59
1.26 BJBR
1.18
0.00
0.94
0.00
0.67
2.37
1.49
0.34
1.69 BEKS
3.07
0.32
1.20
1.57 0.99 -3.91
1.09
1.90
2.33
0.98 0.00 -1.47
2.22
1.61 1.44 -3.00
1.03
0.04
3.26
1.73 SDRA
1.15
2.28
1.59 1.43 -3.22 0.97 -0.02
3.35
1.58 BABP
0.54
2.24
1.59 1.20 -3.91
1.85 BAEK
0.96
1.05
0.99 BBNI
3.22
0.00 1.43 -3.51 0.89 -0.43
1.59 BBKP 0.80 -4.61
3.54
0.33
1.59 0.65 -4.61
0.81
2.02
0.98
1.54 BBCA
2.37
1.59 1.39 -3.22 1.02 -2.04
2.13
0.85
1.58 1.62 -2.41 0.93 -0.07
2.03 BABP
0.14
1.84 INPC
1.27
2.06
1.55
0.33
0.00
0.97
0.00
2.33
1.62 MEGA
1.21
2.24
1.59 1.58 -2.53
0.98
3.50
0.48
1.59 1.40 -3.00 1.06 -0.16
3.50
1.60 1.35 -3.91 0.86 -0.17
2.58
1.14
0.00 SDRA
2.98
2.01
0.00 NISP
0.97
1.80 PNBN
2.66
1.59 1.41 -3.00 1.04 -0.73
2.06
1.05
3.65
1.09
3.39
1.66 BNGA
1.63 BJTM
0.67
1.46
1.57 0.86 -4.61
1.21
0.28
2.99
1.31 BMRI
0.88
2.00
1.59 1.20 -3.91
1.06
0.29
3.46
0.00
1.58 1.56 -2.30
0.77
1.89
1.09
1.28 BTPN
2.93
1.59 1.16 -4.61 0.93 -0.80
2.40
1.52 BNII
2.05
3.34
0.16
1.04
0.00
0.00
1.59
1.84
STATISTIK DESKRIPTIF Descriptive Statistics
N Minimum Maximum Mean Std. Deviation S.ASET 80 .00
2.44 1.0129 .47292 DER 80 -4.61 2.75 1.9798 .86720 DAR 80 .00
1.61 1.5105 .17621 LDER 80 .00
2.45 1.4837 .45096 LDAR 80 -4.61 4.79 -2.8828 2.08283 EAR 80 .86
2.60 1.3722 .30214 ROA 80 -2.04 2.19 .6623 .76609 ROE 80 -3.91 11.37 4.0135 2.16388 RETURN 80 .00
2.03 1.4603 .53767 Valid N (listwise)
80 REGRESI
a Variables Entered/Removed
Model Variables Variables Method Entered Removed
ROE, DAR, LDAR, EAR, 1 . Enter S.ASET, LDER,
b
ROA, DER
a. Dependent Variable: RETURN b. All requested variables entered.
b Model Summary
Model R R Square Adjusted R Std. Error of the Durbin-Watson Square Estimate
a
1 .388 .150 .055 .52277 2.258
a. Predictors: (Constant), ROE, DAR, LDAR, EAR, S.ASET, LDER, ROA, DER
b. Dependent Variable: RETURN
a ANOVA Model Sum of Squares df Mean Square F Sig. b
Regression 3.434 8 .429 2.071 .049 Residual 19.403 71 .273
1 Total 22.838
79
a. Dependent Variable: RETURN
b. Predictors: (Constant), ROE, DAR, LDAR, EAR, S.ASET, LDER, ROA, DER
a
Coefficients Model Unstandardized Coefficients Standardized t Sig.Coefficients B Std. Error Beta
(Constant) 1.320 1.123 1.175 .244 S.ASET .067 .175 .059 .382 .704 DER .275 .181 .444 1.524 .132 DAR -1.093 .861 -.358 -1.269 .209
1 LDER -.210 .199 -.176 -1.055 .295 LDAR .014 .034 .055 .412 .681 EAR 1.198 .401 .673 2.989 .004 ROA -.293 .180 -.417 -1.625 .109 ROE .021 .048 .083 .426 .672
a Coefficients
Model Collinearity
Statistics Tolerance
VIF (Constant) S.ASET .505 1.980 DER .141 7.091 DAR .150 6.657
1 LDER .428 2.336 LDAR .680 1.470 EAR .236 4.236 ROA .181 5.512 ROE .318 3.149
a. Dependent Variable: RETURN
a Coefficient Correlations
Model ROE DAR LDAR EAR S.ASET LDER ROE 1.000 .258 .145 .488 -.148 -.098 DAR .258 1.000 -.112 -.259 -.304 .449 LDAR .145 -.112 1.000 .017 -.372 -.050 EAR .488 -.259 .017 1.000 .028 -.432
Correlations S.ASET -.148 -.304 -.372 .028 1.000 -.480 LDER -.098 .449 -.050 -.432 -.480 1.000 ROA -.724 .092 -.115 -.791 .026 .185 DER -.265 -.920 .123 .286 .306 -.441
1 ROE .002 .011 .000 .009 -.001 -.001 DAR .011 .742 -.003 -.089 -.046 .077 LDAR .000 -.003 .001 .000 -.002 .000 EAR .009 -.089 .000 .161 .002 -.034
Covariances S.ASET -.001 -.046 -.002 .002 .031 -.017 LDER -.001 .077 .000 -.034 -.017 .040 ROA -.006 .014 -.001 -.057 .001 .007 DER -.002 -.143 .001 .021 .010 -.016
Coefficient Correlations a
Model ROA DER
1 Correlations ROE -.724 -.265 DAR .092 -.920 LDAR -.115 .123 EAR -.791 .286 S.ASET .026 .306 LDER .185 -.441 ROA 1.000 -.114 DER -.114 1.000
Covariances ROE -.006 -.002 DAR .014 -.143 LDAR -.001 .001 EAR -.057 .021 S.ASET .001 .010 LDER .007 -.016 ROA .032 -.004 DER -.004 .033
a. Dependent Variable: RETURN
Collinearity Diagnostics a
Model Dimension Eigenvalue Condition Index Variance Proportions (Constant) S.ASET DER DAR
1 1 7.647 1.000 .00 .00 .00 .00 2 .617 3.519 .00 .00 .00 .00 3 .369 4.553 .00 .06 .00 .00 4 .153 7.069 .00 .04 .10 .00 5 .109 8.392 .00 .06 .00 .00 6 .057 11.550 .01 .64 .04 .00 7 .041 13.729 .01 .10 .01 .00 8 .007 34.150 .09 .01 .06 .03 9 .001 81.121 .90 .08 .79 .96
Collinearity Diagnostics a
Model Dimension Variance Proportions LDER LDAR EAR ROA ROE
1 1 .00 .00 .00 .00 .00 2 .00 .11 .00 .09 .00 3 .01 .23 .00 .05 .02 4 .01 .22 .00 .00 .01 5 .00 .00 .01 .11 .41 6 .02 .38 .02 .06 .09 7 .64 .01 .01 .00 .01 8 .13 .01 .95 .68 .33 9 .20 .03 .01 .00 .13 a. Dependent Variable: RETURN
Residuals Statistics a
80 Deleted Residual -4.33750 1.04659 -.05907 .73305
a. Dependent Variable: RETURN
80
80 Centered Leverage Value .011 .983 .100 .142
80 Cook's Distance .000 7.612 .108 .850
80 Mahal. Distance .865 77.624 7.900 11.217
80 Stud. Deleted Residual -3.108 1.753 -.021 1.026
80 Stud. Residual -2.934 1.728 -.011 .997
Minimum Maximum Mean Std. Deviation N Predicted Value 1.0109 2.2522 1.4603 .20851
80 Std. Residual -2.892 1.639 .000 .948
80 Residual -1.51197 .85702 .00000 .49559
80 Adjusted Predicted Value .8050 5.3270 1.5193 .49290
.080 .521 .158 .077
80 Standard Error of Predicted Value
80 Std. Predicted Value -2.155 3.798 .000 1.000
Charts
NPar Tests [DataSet1]
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N
80 Normal Parameters
a,b
Mean
0E-7 Std. Deviation .49559215
Most Extreme Differences Absolute .213 Positive .102 Negative -.213
Kolmogorov-Smirnov Z 1.905 Asymp. Sig. (2-tailed) .501 a. Test distribution is Normal.
b. Calculated from data.