Lampiran 1 Data Variabel Penelitian (Earning Per Share) dalam Rupiah No Kode Perusahaan Tahun 2010 2011 2012

  Lampiran 1 Data Variabel Penelitian (Earning Per Share) dalam Rupiah Tahun No Kode Perusahaan 2010 2011 2012

  PT Alam Sutera Realty

  1 ASRI

  16.26

  33.74

  62.00 Tbk PT Bekasi Asri Pemula

  2 BAPA

  19.51

  9.08

  7.00 Tbk PT Bumi Citra Permai

  3 BCIP

  15.54

  1.67

  7.00 Tbk

  4 BKSL PT Sentul City Tbk

  2.29

  4.35

  7.00 PT Bumi Serpong Damai

  5 BSDE

  22.54

  57.86

  85.00 Tbk PT Cowell Development

  6 COWL

  11.12

  44.12

  14.00 Tbk PT Ciputra Development

  7 CTRA

  17.01

  32.57

  56.00 Tbk

  8 CTRP PT Ciputra Property Tbk

  25.26

  27.41

  52.00

  9 CTRS PT Ciputra Surya Tbk 44.05 100.73 138.00 PT Duta Anggada Realty

  10 DART

  9.40

  21.35

  57.00 Tbk PT Intiland Development

  11 DILD

  33.81

  14.22

  19.00 Tbk

  12 DUTI PT Duta Pertiwi Tbk 144.35 228.47 332.0 PT Gowa Makassar

  13 GMTD Tourism Development 271.55 483.41 634.0 Tbk PT Perdana Gapuraprima

  14 GPRA Tbk

  10.97

  13.98

  13.00

  Tahun No Kode Perusahaan 2010 2011 2012

  PT Jakarta International

  15 JIHD Hotel & Development

  31.82

  30.02

  37.00 Tbk PT Jaya Real Property

  16 JRPT 96.34 126.07 156.0 Tbk PT Kawasan Industri

  17 KIJA

  4.51

  16.46

  19.00 Jababeka Tbk

  18 KPIG MNC Land Tbk

  46.26

  15.10

  41.00 PT Lamicitra Nusantara

  19 LAMI

  16.59

  47.73

  37.00 Tbk

  20 LPCK PT Lippo Cikarang Tbk 93.83 370.23 585.0

  21 LPKR PT Lippo Karawaci Tbk

  24.29 25.13 108.0 PT Modernland Realty

  22 MDLN

  12.63

  30.11

  42.00 Tbk PT Metropolitan Kentjana

  23 MKPI 277.21 340.65 383.0 Tbk PT Indonesia Prima

  24 OMRE

  60.79

  52.06

  23.00 Property Tbk

  25 PWON PT Pakuwon Jati Tbk

  27.27

  31.44

  16.00 PT Danayasa Arthatama

  26 SCBD

  23.02

  21.90

  21.00 Tbk PT Summarecon Agung

  27 SMRA

  33.97 56.55 110.0 Tbk

  Lampiran 2 Data Variabel Penelitian (Price Earning Ratio) Tahun No Kode Perusahaan 2010 2011 2012

  PT Alam Sutera Realty

  1 ASRI

  18.14

  13.63

  11.78 Tbk PT Bekasi Asri Pemula

  2 BAPA

  12.81

  16.30

  33.22 Tbk

  3 BCIP PT Bumi Citra Permai Tbk 15.78 371.05

  28.05

  4 BKSL PT Sentul City Tbk

  47.51

  60.95

  24.59 PT Bumi Serpong Damai

  5 BSDE

  39.93

  16.94

  14.00 Tbk PT Cowell Development

  6 COWL

  10.97

  5.33

  11.93 Tbk PT Ciputra Development

  7 CTRA

  20.58

  16.58

  16.97 Tbk

  8 CTRP PT Ciputra Property Tbk

  17.42

  17.88

  17.90

  9 CTRS PT Ciputra Surya Tbk

  15.66

  8.64

  13.29 PT Duta Anggada Realty

  10 DART

  19.78

  20.38

  13.38 Tbk PT Intiland Development

  11 DILD

  12.57

  8.96

  10.81 Tbk

  12 DUTI PT Duta Pertiwi Tbk

  14.55

  7.88

  9.85 PT Gowa Makassar

  13 GMTD

  0.61

  1.37

  1.60 Tourism Development Tbk PT Perdana Gapuraprima

  14 GPRA

  12.22

  11.16

  11.72 Tbk PT Jakarta International

  15 JIHD

  24.83

  20.66

  22.18 Hotel & Development Tbk

  16 JRPT PT Jaya Real Property Tbk

  13.49

  17.45

  22.27

  Tahun No Kode Perusahaan 2010 2011 2012

  PT Kawasan Industri

  17 KIJA

  26.62

  11.55

  10.58 Jababeka Tbk

  18 KPIG MNC Land Tbk

  8.54

  45.68

  48.60 PT Lamicitra Nusantara

  19 LAMI

  11.69

  4.71

  6.36 Tbk

  20 LPCK PT Lippo Cikarang Tbk

  4.21

  4.83

  5.88

  21 LPKR PT Lippo Karawaci Tbk

  27.99

  26.26

  9.36 PT Modernland Realty

  22 MDLN

  19.40

  7.97

  17.28 Tbk PT Metropolitan Kentjana

  23 MKPI

  10.10

  8.51

  10.26 Tbk PT Indonesia Prima

  24 OMRE

  2.80

  5.09

  17.95 Property Tbk

  25 PWON PT Pakuwon Jati Tbk

  33.01

  19.88

  13.78 PT Danayasa Arthatama

  26 SCBD

  21.72

  22.83

  37.58 Tbk PT Summarecon Agung

  27 SMRA

  32.09

  21.93

  22.51 Tbk

  Lampiran 3 Data Variabel Penelitian (Market-to-Book Ratio) Tahun No Kode Perusahaan 2010 2011 2012

  1 ASRI PT Alam Sutera Realty Tbk

  2.39

  2.95

  2.82 PT Bekasi Asri Pemula

  2 BAPA

  2.17

  1.19

  1.08 Tbk

  3 BCIP PT Bumi Citra Permai Tbk

  1.92

  4.84

  1.86

  4 BKSL PT Sentul City Tbk

  0.76

  1.81

  1.24 PT Bumi Serpong Damai

  5 BSDE

  2.57

  2.08

  1.94 Tbk PT Cowell Development

  6 COWL

  0.71

  1.08

  3.41 Tbk PT Ciputra Development

  7 CTRA

  1.08

  1.07

  1.50 Tbk

  8 CTRP PT Ciputra Property Tbk

  0.78

  0.84

  0.99

  9 CTRS PT Ciputra Surya Tbk

  0.88

  0.88

  2.03 PT Duta Anggada Realty

  10 DART

  0.72

  0.55

  0.80 Tbk PT Intiland Development

  11 DILD

  1.23

  0.70

  0.88 Tbk

  12 DUTI PT Duta Pertiwi Tbk

  1.41

  0.93

  1.14 PT Gowa Makassar

  13 GMTD

  0.13

  0.39

  0.33 Tourism Development Tbk PT Perdana Gapuraprima

  14 GPRA

  0.72

  0.77

  0.63 Tbk PT Jakarta International

  15 JIHD

  0.98

  0.44

  0.48 Hotel & Development Tbk PT Jaya Real Property

  16 JRPT

  2.35

  3.18

  4.10 Tbk

  Tahun No Kode Perusahaan 2010 2011 2012

  PT Kawasan Industri

  17 KIJA

  0.99

  1.08

  1.05 Jababeka Tbk

  18 KPIG MNC Land Tbk

  0.71

  1.34

  2.81 PT Lamicitra Nusantara

  19 LAMI

  1.08

  0.91

  0.79 Tbk

  20 LPCK PT Lippo Cikarang Tbk

  0.49

  1.52

  2.03

  21 LPKR PT Lippo Karawaci Tbk

  1.91

  1.62

  2.11

  22 MDLN PT Modernland Realty Tbk

  0.67

  0.62

  1.79 PT Metropolitan Kentjana

  23 MKPI

  2.07

  1.85

  2.30 Tbk PT Indonesia Prima

  24 OMRE

  0.73

  0.92

  1.11 Property Tbk

  25 PWON PT Pakuwon Jati Tbk

  6.32

  3.17

  3.73 PT Danayasa Arthatama

  26 SCBD

  1.02

  0.64

  1.04 Tbk PT Summarecon Agung

  27 SMRA

  3.50

  3.44

  4.77 Tbk

  Lampiran 4 Data Variabel Penelitian (Return Saham) dalam Rupiah Tahun No Kode Perusahaan 2010 2011 2012

  PT Alam Sutera Realty

  1 ASRI 1.809 0.559 0.304 Tbk PT Bekasi Asri Pemula

  2 BAPA 2.731 -0.408 -0.061 Tbk

  3 BCIP PT Bumi Citra Permai Tbk 0.042 1.531 -0.597

  4 BKSL PT Sentul City Tbk 0.124 1.431 -0.287 PT Bumi Serpong Damai

  5 BSDE 0.023 0.089 0.133 Tbk PT Cowell Development

  6 COWL -0.651 0.926 -0.391 Tbk PT Ciputra Development

  7 CTRA -0.278 0.543 0.481 Tbk

  8 CTRP PT Ciputra Property Tbk 0.796 0.114 0.224

  9 CTRS PT Ciputra Surya Tbk 0.353 0.261 1.586 PT Duta Anggada Realty

  10 DART -0.046 1.339 0.632 Tbk PT Intiland Development

  11 DILD -0.336 -0.400 0.314 Tbk

  12 DUTI PT Duta Pertiwi Tbk 2.088 -0.143 0.694 PT Gowa Makassar

  13 GMTD 0.122 3.000 0.000 Tourism Development Tbk PT Perdana Gapuraprima

  14 GPRA -0.043 0.164 -0.359 Tbk PT Jakarta International

  15 JIHD 0.295 -0.215 0.129 Hotel & Development Tbk

  16 JRPT PT Jaya Real Property Tbk 0.625 0.692 0.409

  Tahun No Kode Perusahaan 2010 2011 2012

  PT Kawasan Industri

  17 KIJA 0.008 0.583 0.053 Jababeka Tbk

  18 KPIG MNC Land Tbk 0.254 0.747 1.174 PT Lamicitra Nusantara

  19 LAMI 1.042 0.160 -0.044 Tbk

  20 LPCK PT Lippo Cikarang Tbk 0.755 3.532 0.802

  21 LPKR PT Lippo Karawaci Tbk 0.333 -0.029 0.515

  22 MDLN PT Modernland Realty Tbk 0.960 -0.020 1.542 PT Metropolitan Kentjana

  23 MKPI 0.018 0.036 0.345 Tbk PT Indonesia Prima

  24 OMRE -0.575 0.559 0.264 Property Tbk

  25 PWON PT Pakuwon Jati Tbk 0.667 -0.167 -0.700 PT Danayasa Arthatama

  26 SCBD -0.206 0.000 0.660 Tbk PT Summarecon Agung

  27 SMRA 0.817 0.138 0.532 Tbk

  Lampiran 5 Hasil Output SPSS dengan Data Asli (Data tidak Terdistribusi Normal)

  1. Statistik Deskriptif

  N Mean Std. Deviation Minimum Maximum RS 81 .4334 .77671 -.70

  3.53 EPS 81 82.5877 129.27506 1.67 634.00 PER 81 21.6432 40.88976 .61 371.05 MB 81 1.6032 1.16368 .13

  6.32 Valid N

  81 (listwise)

  2. Hasil Uji Normalitas Data

  One-Sample Kolmogorov-Smirnov Test Unstandardized Residual

  N _a,b

  81 Normal Parameters Mean .0000000 Std. Deviation 39.07209420 Most Extreme Differences Absolute .439 Positive .439

  Negative -.416 Kolmogorov-Smirnov Z 3.954 Asymp. Sig. (2-tailed) .000 a. Test distribution is Normal.

b. Calculated from data.

  3. Hasil Uji Heterokedastisitas

X1 (EPS)

X2 (PER)

  2.57

  39.93

  22.54

  5 .02

  2.29 47.51 .76

  4 .12

  1.92

  15.78

  15.54

  3 .04

  2.17

  12.81

  19.51

  2.73

  2

  2.39

  18.14

  16.26

  1.81

  1

  Lampiran 6 Data Variabel Penelitian setelah Trimming Data No Y (Return Saham)

  6

• .65
• .28
• .05
• .34
• .04

  7

  3.50

  1.19

  16.30

  9.08

  29

  2.95

  13.63

  33.74

  28 .56

  32.09

  1.53 1.67 -

  33.97

  27 .82

  1.02

  21.72

  23.02

  26

  6.32

  33.01

  27.27

  30

  4.84

  60.79 2.80 .73

  5.33

  11.12 10.97 .71

  36 .26 100.73 8.64 .88

  27.41 17.88 .84

  35 .11

  1.07

  16.58

  32.57

  34 .54

  1.08

  44.12

  31

  33 .93

  2.08

  16.94

  57.86

  32 .09

  1.81

  60.95

  4.35

  1.43

  25 .67

  24

  17.01

  12.57

  15 .30

  10.97 12.22 .72

  14

  13 .12 271.55 .61 .13

  1.41

  14.55

  12 2.09 144.35

  1.23

  33.81

  16 .63

  11

  9.40 19.78 .72

  10

  44.05 15.66 .88

  9 .35

  25.26 17.42 .78

  8 .80

  1.08

  20.58

  31.82 24.83 .98

  96.34

  2.07

  20 .76

  10.10

  23 .02 277.21

  12.63 19.40 .67

  22 .96

  1.91

  27.99

  24.29

  21 .33

  93.83 4.21 .49

  1.08

  13.49

  11.69

  16.59

  1.04

  19

  46.26 8.54 .71

  18 .25

  4.51 26.62 .99

  17 .01

  2.35

• .58
• .21
• .41

X1 (EPS)

X2 (PER)

  38

  No Y (Return Saham)

  37

  1.34

  21.35 20.38 .55

• .40
• .14 228.47 7.88 .93
• .22
• 370.23
• .03
• .02
• .17

  14.22 8.96 .70

• .06

• .60
• .29
• .39
• .36
• .04

  16.97

  19.00 10.81 .88

  65 .31

  57.00 13.38 .80

  64 .63

  2.03

  13.29

  63 1.59 138.00

  52.00 17.90 .99

  62 .22

  1.50

  61 .48

  56.00

  9.85

  3.41

  11.93

  14.00

  60

  1.94

  14.00

  85.00

  59 .13

  1.24

  66 .69 332.00

  67 .00 - 1.60 .33

  1.14

  1.17

  2.11

  9.36

  75 .52 108.00

  2.03

  5.88

  74 .80 -

  37.00 6.36 .79

  73

  2.81

  48.60

  41.00

  72

  7.00

  1.05

  10.58

  19.00

  71 .05

  4.10

  22.27

  70 .41 156.00

  37.00 22.18 .48

  69 .13

  13.00 11.72 .63

  68

  24.59

  1.86

  58

  45 .75

  26.26

  25.13

  48

  1.52

  4.83

  47

  47.73 4.71 .91

  46 .16

  1.34

  45.68

  15.10

  1.08

  49

  11.55

  16.46

  44 .58

  3.18

  17.45

  43 .69 126.07

  30.02 20.66 .44

  42

  13.98 11.16 .77

  41 .16

  40 3.00 - 1.37 .39

  1.62

  30.11 7.97 .62

  39

  21.93

  28.05

  7.00

  57

  33.22

  7.00

  56

  2.82

  11.78

  62.00

  55 .30

  3.44

  56.55

  50 .04 340.65

  54 .14

  21.90 22.83 .64

  53 .00

  3.17

  19.88

  31.44

  52

  52.06 5.09 .92

  51 .56

  1.85

  8.51

  1.08

X1 (EPS)

X2 (PER)

  79

  4.77

  22.51

  81 .53 110.00

  1.04

  37.58

  21.00

  80 .66

  3.73

  13.78

  16.00

  1.11

  No Y (Return Saham)

  17.95

  23.00

  78 .26

  2.30

  10.26

  77 .35 383.00

  1.79

  17.28

  42.00

  1.54

  76

• .70

  Lampiran 7 Hasil Output SPSS Setelah Trimming Data

  1. Statistik Deskriptif

  N Mean Std. Deviation Minimum Maximum RS 80 .3946 .69847 -.70

  3.00 EPS 78 63.9383 87.73504 1.67 383.00 PER 80 17.2756 11.33307 .61

  60.95 MB 81 1.6032 1.16368 .13

  6.32 Valid N

  76 (listwise)

  2. Hasil Uji Normalitas Data

  One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N _a,b

  76 Normal Parameters Mean .0000000 Std. Deviation .61687076 Most Extreme Differences Absolute .122 Positive .122

  Negative -.079 Kolmogorov-Smirnov Z 1.067 Asymp. Sig. (2-tailed) .205 a. Test distribution is Normal.

b. Calculated from data.

  3. Hasil Uji Multikolinearitas

  

Coefficients

^a Model Unstandardized

  Coefficients

Standardized

Coefficients

t Sig.

  Collinearity Statistics B Std. Error Beta Tolerance

  VIF 1 (Constant) .035 .179 .198 .844 EPS .001 .001 .121 .966 .337 .845 1.184 PER .010 .007 .171 1.325 .189 .797 1.255 MB .049 .069 .088 .719 .474 .893 1.120

a. Dependent Variable: RS

  4. Hasil Uji Heterokedastisitas

  5. Hasil Uji Autokorelasi

  a. Dependent Variable: RS

  a. Predictors: (Constant), MB, EPS, PER

  Estimate 1 .217 .047 ^a .008 .62959

  Model R R Square

Adjusted R

Square

Std. Error of the

  ) _b

  2 Model Summary

  7. Hasil Uji Koefisien Determinasi (R

  1 (Constant) .035 .179 EPS .001 .001 .121 PER .010 .007 .171 MB .049 .069 .088

  

Model Summary

^b Model R R Square

Adjusted R

  Coefficients Standardized Coefficients

B Std. Error Beta

  Coefficients ^a Model Unstandardized

  6. Hasil Analisis Regresi

  b. Dependent Variable: RS

  a. Predictors: (Constant), MB, EPS, PER

  

Square

Std. Error of the Estimate Durbin-Watson 1 .217 .047 ^a .008 .62959 1.689

  b. Dependent Variable: RS

  8. Hasil Uji Signifikansi Simultan (F-test) _b

  ANOVA Model Sum of Squares Df Mean Square F Sig. _a

  1 Regression 1.415 3 .472 1.190 .320 Residual 28.540 72 .396 Total 29.954

  75

  a. Predictors: (Constant), MB, EPS, PER

  b. Dependent Variable: RS

  9. Hasil Uji Signifikansi Parsial (t-test) _a

  Coefficients Unstandardized Standardized Coefficients Coefficients

  Model B Std. Error Beta t Sig. 1 (Constant) .035 .179 .198 .844 EPS .001 .001 .121 .966 .337

  PER .010 .007 .171 1.325 .189 MB .049 .069 .088 .719 .474

  a. Dependent Variable: RS