Pengaruh Profitabilitas, Leverage, dan Harga Saham Terhadap Dividend Tunai pada Perusahaan Manufaktur di Bursa Efek Indonesia Periode 2010-2014
LAMPIRAN
89
Universitas Sumatera Utara
Lampiran 1
Kriteria Pemilihan Sampel
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
No
Kriteria
Sampel
Nama Perusahaan
Kode
IPO
1
2
3
1
Indocemen Tunggal Prakasa, Tbk.
INTP
05/12/1989
√
√
√
2
Semen Baturaja (Persero) Tbk
SMBR
28/06/2013
√
x
x
3
Holcim Indonesia, Tbk
SMCB
10/08/1997
√
√
√
2
4
Semen Indonesia (Persero) Tbk
SMGR
08/07/1991
√
√
√
3
5
Wujaya Karya Beton
WTON
08/04/2014
√
x
x
6
Asahimas Flat Glass, Tbk
AMFG
08/11/1995
√
√
√
4
7
Arwana Citra Mulia
ARNA
07/07/2001
√
√
√
5
8
Inti Keramik Alam Asri Industri, Tbk
IKAI
08/06/1997
√
√
x
9
Keramik Indonesia Assosiasi, Tbk
KIAS
08/12/1994
√
√
x
10
Mulia Industrindo, Tbk
MLIA
17/01/1994
√
√
x
11
Surya Toto Indonesia, Tbk
TOTO
30/10/1990
√
√
√
12
Alaska Industrindo, Tbk
ALKA
12/07/1990
√
√
x
13
Alumindo Ligh Metal Industry, Tbk
ALMI
02/01/1997
√
√
√
14
Saranacentral Bajatama, Tbk
BAJA
21/12/2011
√
x
x
15
Beton Jaya Manunggal, Tbk
BTON
18/07/2001
√
√
x
16
Citra Turbindo, Tbk
CTBN
28/11/1989
√
√
x
17
Gunawan Dianjaya Steel, Tbk
GDST
23/12/2009
√
√
x
18
Indah Aluminium Industry, Tbk
INAI
05/12/1994
√
√
x
19
Steel Pipe Industry Of Indonesia, Tbk
ISSP
22/02/2013
√
x
x
20
Jakarta Kyoei Steel Work Ltd, Tbk
JKSW
06/08/1997
√
√
x
21
Jaya Pari Steel, Tbk
JPRS
08/08/1989
√
√
x
22
Krakatau Steel, Tbk
KRAS
10/11/2010
√
√
x
23
Lion Metal Works, Tbk
LION
20/08/1993
√
√
√
8
24
Lionmesh Prima, Tbk
LMSH
04/06/1990
√
√
√
9
25
Pelat Timah Nusantara, Tbk
NIKL
14/12/2009
√
√
x
26
Pelangi Indah Canindo, Tbk
PICO
23/09/1996
√
√
x
27
Tembaga Mulia Semanan, Tbk
TBMS
30/09/1993
√
√
x
28
Barito Pasific, Tbk
BRPT
01/10/1993
√
√
x
29
Budi Acid Jaya, Tbk
BUDI
08/05/1995
√
√
x
30
Duta Pertiwi Nusantara, Tbk
DPNS
08/08/1990
√
√
x
31
Ekadharma International, Tbk
EKAD
14/08/1990
√
√
x
32
Eterindo Wahanatama, Tbk
ETWA
16/05/1997
√
√
x
33
Intan Wijaya International, Tbk
INCI
24/07/1990
√
√
x
34
Sorini Agro Asia Corporindo, Tbk
SOBI
03/08/1992
√
√
x
35
Indo Acitama, Tbk
SRSN
11/01/1993
√
√
x
36
Chandra Asri Petrochemical, Tbk
TPIA
26/05/2008
√
√
x
1
6
7
90
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Nama Perusahaan
Kode
37
Unggul Indah Cahaya, Tbk
UNIC
38
Alam Karya Unggul, Tbk
39
IPO
Kriteria
Sampel
1
2
3
06/11/1989
√
√
x
AKKU
01/11/2004
√
√
x
Argha Karya Prima Industry, Tbk
AKPI
18/12/1992
√
√
x
40
Asiaplast Industries, Tbk
APLI
01/05/2000
√
√
x
41
Berlina, Tbk
BRNA
06/11/1989
√
√
x
42
Titan Kimia Nusantara, Tbk
FPNI
21/03/2002
√
√
x
43
Champion Pasific Indonesia, Tbk
IGAR
05/11/1990
√
√
x
44
Impack Pratama Industri, Tbk
IMPC
17/12/2014
√
x
x
45
Indopoly Swakarsa Industry, Tbk
IPOL
09/07/2010
√
√
x
46
Sekawan Inti Pratama, Tbk
SIAP
17/10/2008
√
√
x
47
Siwani Makmur, Tbk
SIMA
03/06/1994
√
√
x
48
Tunas Alfin, Tbk
TPFA
12/02/2001
√
√
x
49
Trias Sentosa, Tbk
TRST
02/07/1990
√
√
x
50
Yana Prima Hasta Persada, Tbk
YPAS
15/03/2008
√
√
x
51
Charoen Pokphand Indonesia, Tbk
CPIN
18/03/1991
√
√
√
10
52
Japfa Comfeed Indonesia, Tbk
JPFA
23/10/1989
√
√
√
11
53
Malindo Feedmill, Tbk
MAIN
10/02/2006
√
√
x
54
Siearad Produce, Tbk
SIPD
27/12/1996
√
√
x
55
Sumalindo Lestari Jaya, Tbk
SULI
21/03/1994
√
√
x
56
Tirta Mahakam Resources, Tbk
TIRT
13/12/1999
√
√
x
57
Alkindo Natatama, Tbk
ALDO
12/07/2011
√
x
x
58
Dwi Aneka Jaya Kemasindo, Tbk
DAJK
14/05/2014
√
x
x
59
Fajar Surya Wisesa, Tbk
FASW
01/12/1994
√
√
x
60
Indah Kiat Pulp & Paper, Tbk
INKP
16/07/1990
√
√
x
61
Toba Pulp Lestari, Tbk
INRU
18/06/1990
√
√
x
62
Kertas Basuki Rachmat Indonesia, Tbk
KBRI
11/07/2008
√
√
x
63
Suparma, Tbk
SPMA
16/11/1994
√
√
x
64
Pabrik Kertas Tjiwi Kimia, Tbk
TKIM
03/04/1990
√
√
x
65
Grand Kartech Tbk
KRAH
28/11/2013
√
x
x
66
Astra International Tbk
ASII
04/04/1990
√
√
√
12
67
Astra Auto Part Tbk
AUTO
15/06/1998
√
√
√
13
91
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Nama Perusahaan
Kriteria
Kode
IPO
1
2
3
Sampel
68
Indo Kordsa Tbk
BRAM
05/09/1990
√
√
69
Goodyear Indonesia Tbk
GDYR
01/12/1990
√
√
√
14
70
Gajah Tunggal Tbk
GJTL
08/05/1990
√
√
√
15
71
Indomobil Sukses International Tbk
IMAS
15/09/1993
√
√
x
72
Indospring Tbk
INDS
10/08/1990
√
√
x
73
Multi Prima Sejahtera Tbk
LPIN
05/02/1990
√
√
x
74
Multistrada Arah Sarana Tbk
MASA
09/06/2005
√
√
x
75
Nippres Tbk
NIPS
24/07/1991
√
√
x
76
Prima Alloy Steel Universal, Tbk
PRAS
12/06/1990
√
√
x
77
Selamat Sempurna, Tbk
SMSM
09/09/1996
√
√
√
78
Polychem Indonesia, Tbk
ADMG
20/10/1993
√
√
x
79
Argo Pantes, Tbk
ARGO
07/01/1991
√
√
x
80
Centex, Tbk
CNTX
22/05/1979
√
√
x
81
Eratex Djaya, Tbk
ERTX
21/08/1990
√
√
x
82
Ever Shine Textile Industry, Tbk
ESTI
13/10/1992
√
√
x
83
Pan Asia Indosyntec, Tbk
HDTX
06/06/1990
√
√
x
84
Indo Rama Synthetic, Tbk
INDR
03/08/1990
√
√
x
85
Karwell Indonesia, Tbk
KARW
17/05/2001
√
√
x
86
Apac Citra Centertex Tbk
MYTX
10/10/1989
√
√
x
87
Pan Asia Filament Inti Tbk
PAFI
01/01/2000
√
√
x
88
Pan Brothers Tbk
PBRX
16/08/1990
√
√
x
89
Asia Pasific Fibers Tbk
POLY
12/03/1991
√
√
x
90
Ricky Putra Globalindo Tbk
RICY
22/01/1998
√
√
x
91
Sri Rejeki Isman Tbk
SRIL
17/06/2013
√
x
x
92
Sunson Textile Manufacturer Tbk
SSTM
20/08/1997
√
√
x
93
Tifico Fiber Indonesia Tbk
TFCO
26/02/1980
√
√
x
94
Trisula International Tbk
TRIS
28/06/2012
√
x
x
95
Nusantara Inti Corpora Tbk
UNIT
18/04/2002
√
√
x
96
Unitex Tbk
UNTX
16/06/1989
√
√
x
97
Sepatu Bata Tbk
BATA
24/03/1982
√
√
√
98
Primarindo Asia Infrastructure Tbk
BIMA
30/08/1994
√
√
x
99
Surya Intrindo Makmur Tbk
SIMM
28/03/2000
√
√
x
100
Sumi Indo Kabel Tbk
IKBI
21/01/1991
√
√
√
101
Jembo Cable Company Tbk
JECC
18/11/1992
√
√
x
102
KMI Wire and Cable Tbk
KBLI
06/06/1992
√
√
x
103
Kabelindo Murni Tbk
KBLM
01/06/1992
√
√
x
104
Supreme Cable Manufacturing
SCCO
20/07/1982
√
√
√
105
Voksel Electric Tbk
VOKS
20/12/1990
√
√
x
16
17
18
19
92
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Kriteria
Sampel
Nama Perusahaan
Kode
IPO
1
2
3
106
Sat Nusa Persada Tbk
PTSN
08/11/2007
√
√
x
107
Akasha Wira International Tbk
ADES
13/06/1994
√
√
x
108
Tiga Pilar Sejahtera Food Tbk
AISA
11/06/1997
√
√
x
109
Tri Banyan Tirta Tbk
ALTO
10/07/2012
√
x
x
110
Aqua Golden Mississippi Tbk
AQUA
01/03/1990
√
√
x
111
Cahaya Kalbar Tbk
CEKA
09/07/1996
√
√
x
112
Davomas Abadi Tbk
DAVO
22/12/1994
√
√
x
113
Delta Djakarta Tbk
DLTA
12/02/1994
√
√
√
114
Indofood CBP Sukses Makmur Tbk
ICBC
07/10/2010
√
√
x
115
Indofood Sukses Makmur Tbk
INDF
14/07/1994
√
√
√
21
116
Multi Bintang Indonesia Tbk
MLBI
17/01/1994
√
√
√
22
117
Mayora Indah Tbk
MYOR
04/07/1990
√
√
x
118
Prashida Aneka Niaga Tbk
PSDN
18/10/1994
√
√
x
119
Nippon Indosari Corporindo Tbk
ROTI
28/06/2010
√
√
√
120
Sekar Bumi Tbk
SKBM
05/01/1993
√
√
x
121
Sekar Laut Tbk
SKLT
08/09/1993
√
√
√
122
Siantar Top Tbk
STTP
16/12/1996
√
√
x
123
Ultrajaya Milk Industry and Trading Company Tbk
ULTJ
02/07/1990
√
√
x
124
Gudang Garam Tbk
GGRM
27/08/1990
√
√
√
25
125
Hanjaya Mandala Sampoerna Tbk
HMSP
15/08/1990
√
√
√
26
126
Bentoel International Investama Tbk
RMBA
05/03/1990
√
√
x
127
Wismilak Inti Makmur Tbk
WIIM
18/11/2012
√
x
x
128
Darya Varia Laboratoria Tbk
DVLA
11/11/1994
√
√
√
129
Indofarma Tbk
INAF
17/04/2001
√
√
x
130
Kimia Farma Tbk
KAEF
04/07/2001
√
√
√
28
131
Kalbe Farma Tbk
KLBF
30/07/1991
√
√
√
29
132
Merck Indonesia Tbk
MERK
23/07/1981
√
√
√
30
133
Pyridam Farma Tbk
PYFA
16/10/2001
√
√
x
134
Merck Sharp Dohme Pharma Tbk
SCPI
08/06/1990
√
√
x
135
Industri Jamu dan Farmasi Sido Muncul Tbk
SIDO
13/12/2013
√
x
x
136
Taisho Pharmaceutical Indonesia Tbk
SQBB
28/03/1983
√
√
x
137
Tempo Scan Pasific Tbk
TSPC
17/06/1994
√
√
√
138
Martina Berto Tbk
BMTO
13/01/2011
√
x
x
139
Mustika Ratu Tbk
MRAT
27/07/1995
√
√
x
140
Sara Lee Body Care Indonesia Tbk
PROD
16/06/1989
√
√
x
20
23
24
27
31
93
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Kriteria
Sampel
Nama Perusahaan
Kode
IPO
1
2
3
141
Mandom Indonesia Tbk
TCID
23/09/1993
√
√
√
32
142
Unilever Indonesia Tbk
UNVR
11/01/1982
√
√
√
33
143
Chitose Internasional Tbk
CINT
27/06/2014
√
x
x
144
Kedawung Setia Industrial Tbk
KDSI
29/07/1996
√
√
x
145
Kedaung Indag Can Tbk
KICI
28/10/1993
√
√
x
146
Langgeng Makmur Industry Tbk
LMPI
17/10/1994
√
√
x
94
Universitas Sumatera Utara
Lampiran 2
Tabulasi Data Variabel Penelitian
No.
1
2
3
4
5
6
7
Emiten
Indocemen Tunggal Prakasa, Tbk.
Holcim Indonesia, Tbk
Semen Indonesia (Persero) Tbk
Asahimas Flat Glass, Tbk
Arwana Citra Mulia
Surya Toto Indonesia, Tbk
Alumindo Ligh Metal Industry, Tbk
Kede
Saham
INTP
SMCB
SMGR
AMFG
ARNA
TOTO
ALMI
Tahun
ROE
(%)
DER
(%)
HARGA SAHAM
(Rp)
DPR
(%)
2010.00
21.01
14.63
159.50
30.02
2011.00
19.84
13.32
170.50
29.99
2012.00
24.53
17.18
224.50
34.80
2013.00
21.81
15.80
200.00
66.13
2014.00
21.28
16.54
250.00
94.29
2010.00
12.16
52.90
22.50
81.48
2011.00
14.13
45.48
21.75
61.87
2012.00
16.05
44.55
29.00
45.45
2013.00
6.39
41.10
22.75
72.58
2014.00
7.64
96.33
21.85
74.71
2010.00
30.26
28.51
94.50
49.96
2011.00
27.06
34.53
114.50
49.98
2012.00
27.12
46.32
158.50
85.07
2013.00
24.56
41.23
141.50
45.02
2014.00
22.29
37.25
162.00
40.01
2010.00
17.96
28.74
58.00
80.60
2011.00
15.71
25.42
65.50
10.31
2012.00
14.11
26.79
83.00
50.06
2013.00
12.26
28.21
70.00
32.05
2014.00
14.40
23.04
80.50
17.03
2010.00
19.30
110.37
2.90
34.88
2011.00
19.86
72.09
0.91
38.46
2012.00
16.93
35.48
4.10
47.06
2013.00
30.93
47.72
8.20
71.88
2014.00
28.68
38.03
8.70
33.98
2010.00
30.71
73.00
389.18
37.08
2011.00
28.68
76.13
25.00
45.42
2012.00
26.27
69.53
33.25
42.02
2013.00
22.84
68.61
28.50
41.84
2014.00
23.86
64.66
39.75
57.24
2010.00
19.78
197.39
4.80
49.31
2011.00
24.59
246.78
4.55
47.57
2012.00
2.37
220.06
3.25
44.16
2013.00
3.97
318.67
3.00
23.58
2014.00
0.30
401.13
2.68
39.24
95
Universitas Sumatera Utara
Lanjutan Lampiran 2
No.
8
9
10
11
12
13
14
Emiten
Lion Metal Works, Tbk
Lionmesh Prima, Tbk
Charoen Pokphand Indonesia, Tbk
Japfa Comfeed Indonesia, Tbk
Astra International Tbk
Astra Auto Part Tbk
Goodyear Indonesia Tbk
Kede
Saham
LION
LMSH
CPIN
JPFA
ASII
AUTO
GDYR
ROE
(%)
DER
(%)
2010
16.92
14.86
38.00
26.92
2011
21.11
17.39
52.50
29.70
2012
22.96
16.58
104.00
24.38
2013
15.58
19.91
120.00
32.13
2014
11.04
35.16
93.00
42.46
2010
15.71
67.15
48.00
65.27
2011
19.05
71.35
50.00
88.11
2012
42.33
31.81
105.00
23.26
2013
13.02
28.27
80.00
26.70
2014
6.38
20.67
64.50
45.40
2010
35.87
32.90
18.40
29.48
2011
52.71
59.32
21.50
29.17
2012
32.79
51.03
36.50
28.05
2013
25.41
58.00
33.75
29.87
2014
15.96
90.64
37.80
16.82
2010
31.30
100.21
31.50
78.83
2011
17.74
118.38
7.65
25.17
2012
22.56
130.12
12.30
21.28
2013
12.21
184.40
12.20
87.50
2014
7.27
197.36
9.50
32.26
2010
28.97
92.30
545.50
45.08
2011
27.79
102.43
74.00
45.10
2012
25.32
102.95
75.50
45.00
2013
21.00
101.52
68.00
45.00
2014
18.39
96.16
74.25
13.50
2010
29.86
36.14
133.77
40.00
2011
23.32
47.46
32.61
33.33
2012
20.71
61.92
35.48
40.15
2013
11.07
32.00
36.50
47.52
2014
9.44
41.87
42.00
39.78
2010
16.04
176.23
125.00
15.40
2011
4.57
177.27
95.50
28.65
2012
12.66
135.00
123.00
17.47
2013
8.24
97.50
190.00
21.63
2014
4.74
116.76
160.00
36.19
Tahun
HARGA SAHAM
(Rp)
DPR
(%)
96
Universitas Sumatera Utara
Lanjutan Lampiran 2
No
.
15
16
17
18
19
20
21
Emiten
Gajah Tunggal Tbk
Selamat Sempurna, Tbk
Sepatu Bata Tbk
Sumi Indo Kabel Tbk
Supreme Cable Manufacturing and
Commerce Tbk
Delta Djakarta Tbk
Indofood Sukses Makmur Tbk
Kede
Saham
GJTL
SMSM
BATA
IKBI
SCCO
DLTA
INDF
Tahu
n
ROE
(%)
DER
(%)
HARGA SAHAM
(Rp)
DPR
(%)
2010
23.55
194.10
23.00
5.04
2011
15.43
160.77
30.00
5.10
2012
20.67
134.92
22.25
8.31
2013
2.10
168.17
16.80
28.57
2014
4.51
168.13
14.25
12.99
2010
15.45
46.73
10.70
91.35
2011
19.29
41.01
13.60
71.43
2012
32.74
75.69
25.25
64.81
2013
34.84
68.96
34.50
53.74
2014
36.75
52.54
47.50
46.13
2010
18.39
46.08
676.00
19.40
2011
15.97
45.75
5.50
28.28
2012
17.90
48.16
6.00
51.56
2013
11.18
71.52
10.60
83.65
2014
16.49
80.58
11.05
10.32
2010
0.93
22.01
12.00
66.67
2011
6.19
23.06
7.50
20.95
2012
3.75
22.87
15.30
52.68
2013
8.31
30.32
9.20
29.34
2014
1.81
19.83
10.40
71.82
2010
14.23
170.14
19.50
30.41
2011
21.15
180.33
31.25
31.89
2012
25.95
127.34
40.50
30.34
2013
14.83
149.01
44.00
29.47
2014
16.90
103.34
39.50
30.08
2010
24.62
19.42
1200.00
120.47
2011
26.48
21.51
1115.00
121.41
2012
35.68
24.59
2550.00
88.48
2013
39.98
28.15
3800.00
72.66
2014
37.68
29.76
3900.00
34.05
2010
15.83
90.22
48.75
39.58
2011
15.47
69.52
46.00
50.00
2012
14.00
73.96
58.50
49.87
2013
8.90
103.51
66.00
49.82
2014
12.48
108.45
67.50
59.14
97
Universitas Sumatera Utara
Lanjutan Lampiran 2
No.
Emiten
22
Multi Bintang Indonesia Tbk
Kede Saham
MLBI
23
24
25
26
27
Nippon Indosari Corporindo Tbk
Sekar Laut Tbk
Gudang Garam Tbk
Hanjaya Mandala Sampoerna Tbk
Darya Varia Laboratoria Tbk
ROTI
SKLT
GGRM
HMSP
DVLA
Tahun
ROE (%)
DER (%)
HARGA SAHAM (Rp)
DPR (%)
2010
93.99
141.23
2749.50
101.23
2011
95.68
130.23
3590.00
100.00
2012
137.46
249.26
7400.00
67.70
2013
118.63
80.49
12000.00
82.91
2014
143.53
302.86
119.50
36.60
2010
21.91
24.77
26.50
23.16
2011
21.22
38.92
6.65
77.39
2012
22.37
80.76
13.80
25.00
2013
20.07
131.50
10.20
51.25
2014
19.64
123.19
13.85
14.84
2010
4.09
68.53
1.40
28.57
2011
4.86
74.32
1.40
23.12
2012
6.15
92.88
1.80
26.02
2013
8.19
116.25
1.80
24.15
2014
10.75
116.20
3.00
20.96
2010
19.77
44.19
400.00
40.84
2011
20.20
59.21
620.50
39.31
2012
15.29
56.02
563.00
38.35
2013
14.90
72.59
420.00
35.56
2014
16.24
75.21
607.00
28.67
2010
62.87
100.92
255.20
99.98
2011
79.05
89.93
390.00
95.11
2012
74.73
97.22
599.00
57.29
2013
76.43
93.60
624.00
98.46
2014
75.43
110.26
686.50
86.44
2010
17.31
33.33
11.70
80.81
2011
16.61
27.53
11.50
82.67
2012
17.69
27.70
16.90
25.94
2013
13.75
30.10
22.00
30.80
2014
8.41
28.45
16.90
54.79
98
Universitas Sumatera Utara
Lanjutan Lampiran 2
No.
28
29
30
31
32
33
Emiten
Kimia Farma Tbk
Kalbe Farma Tbk
Merck Indonesia Tbk
Tempo Scan Pasific Tbk
Mandom Indonesia Tbk
Unilever Indonesia Tbk
Kede Saham
KAEF
KLBF
MERK
TSPC
TCID
UNVR
Tahun
ROE (%)
DER (%)
HARGA SAHAM (Rp)
DPR (%)
2010
12.45
48.76
1.59
20.02
2011
13.71
43.25
3.40
20.01
2012
14.27
44.04
7.40
85.40
2013
13.28
52.18
5.90
25.01
2014
13.06
63.88
14.65
88.66
2010
23.28
21.84
32.50
51.09
2011
23.37
26.99
6.80
60.13
2012
24.08
27.76
10.60
51.35
2013
23.18
33.12
12.50
92.68
2014
21.61
26.56
18.30
43.18
2010
32.72
19.77
965.00
84.18
2011
46.78
18.25
1325.00
80.14
2012
25.87
36.64
1520.00
74.17
2013
34.25
36.06
1890.00
79.80
2014
32.78
29.42
1600.00
80.24
2010
18.71
35.73
17.10
64.22
2011
19.25
39.54
25.50
59.52
2012
18.94
38.17
37.25
53.57
2013
16.53
40.00
32.50
53.19
2014
14.14
35.34
28.65
49.61
2010
13.86
10.41
72.00
51.99
2011
13.72
10.82
77.00
53.16
2012
13.71
15.02
110.00
49.47
2013
13.54
23.92
119.00
46.48
2014
13.58
44.39
175.25
44.98
2010
83.72
115.00
165.00
100.00
2011
113.13
184.77
188.00
100.06
2012
121.94
202.01
208.50
99.96
2013
125.81
213.73
260.00
99.93
2014
124.78
210.53
323.00
44.67
99
Universitas Sumatera Utara
Lampiran 3
Analisis Deskritptif
Descriptive Statistics
N
ROE
DER
HARGA_SAHAM
DPR
Valid N (listwise)
Minimum
165
165
165
165
165
.30
10.41
.91
5.04
Maximum
143.53
401.13
12000.00
121.41
Mean
26.2874
77.3731
363.3953
49.4927
Std. Deviation
26.66194
65.66580
1239.79768
25.74871
100
Universitas Sumatera Utara
Lampiran 4
Uji Asumsi Klasik
1. Uji Normalitas
101
Universitas Sumatera Utara
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
a,,b
Normal Parameters
156
.0000000
21.91270430
.073
.073
-.044
.915
.373
Mean
Std. Deviation
Absolute
Positive
Negative
Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
b. Calculated from data.
2. Uji Heteroskedastisitas
Coefficients
a
Unstandardized Coefficients
Model
1
B
(Constant)
Std. Error
18.752
2.259
ROE
-.003
.076
DER
-.021
.001
HARGA_SAHAM
Standardized
Coefficients
Beta
t
Sig.
8.302
.000
-.003
-.033
.973
.022
-.078
-.961
.338
.002
.028
.296
.767
a. Dependent Variable: Absut
102
Universitas Sumatera Utara
3. Uji Multikolonearitas
Coefficients
Unstandardized
Coefficients
Model
1
B
(Constant)
Std. Error
a
Standardized
Coefficients
Beta
t
41.633
3.762
ROE
.563
.127
DER
-.102
.036
.006
.003
.143
HARGA_SAHAM
Collinearity
Statistics
Sig.
Tolerance
VIF
11.065
.000
.367
4.446
.000
.731
1.368
-.203
-2.848
.005
.981
1.020
1.734
.085
.729
1.371
a. Dependent Variable: DPR
4. Uji Autokorelasi
b
Model Summary
Model
1
R
.148
R Square
a
.022
Adjusted R
Square
-.005
Std. Error of the
Estimate
21.89470449
Durbin-Watson
2.034
a. Predictors: (Constant), Auto, DER, ROE, HARGA_SAHAM
b. Dependent Variable: Unstandardized Residual
103
Universitas Sumatera Utara
Lampiran 5
Pengujian Hipotesis
1. Uji Simultan (Uji F)
b
ANOVA
Model
Sum of Squares
1
df
Mean Square
F
Regression
24101.271
3
8033.757
Residual
74425.825
152
489.644
Total
98527.095
155
Sig.
16.407
.000
a
a. Predictors: (Constant), HARGA_SAHAM, DER, ROE
b. Dependent Variable: DPR
2. Uji Parsial (Uji t)
Coefficients
Unstandardized
Coefficients
Model
1
B
(Constant)
3.762
ROE
.563
.127
DER
-.102
.006
HARGA_SAHAM
Standardized
Coefficients
Std. Error
41.633
a
Beta
Collinearity
Statistics
t
Sig.
Tolerance
VIF
11.065
.000
.367
4.446
.000
.731
1.368
.036
-.203
-2.848
.005
.981
1.020
.003
.143
1.734
.085
.729
1.371
a. Dependent Variable: DPR
3. Uji Koefisien Determinasi (R2)
b
Model Summary
Model
1
R
.495
R Square
a
.245
Adjusted R
Square
Std. Error of the
Estimate
.230 2.2127891505E1
Durbin-Watson
1.720
a. Predictors: (Constant), HARGA_SAHAM, DER, ROE
b. Dependent Variable: DPR
104
Universitas Sumatera Utara
89
Universitas Sumatera Utara
Lampiran 1
Kriteria Pemilihan Sampel
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
No
Kriteria
Sampel
Nama Perusahaan
Kode
IPO
1
2
3
1
Indocemen Tunggal Prakasa, Tbk.
INTP
05/12/1989
√
√
√
2
Semen Baturaja (Persero) Tbk
SMBR
28/06/2013
√
x
x
3
Holcim Indonesia, Tbk
SMCB
10/08/1997
√
√
√
2
4
Semen Indonesia (Persero) Tbk
SMGR
08/07/1991
√
√
√
3
5
Wujaya Karya Beton
WTON
08/04/2014
√
x
x
6
Asahimas Flat Glass, Tbk
AMFG
08/11/1995
√
√
√
4
7
Arwana Citra Mulia
ARNA
07/07/2001
√
√
√
5
8
Inti Keramik Alam Asri Industri, Tbk
IKAI
08/06/1997
√
√
x
9
Keramik Indonesia Assosiasi, Tbk
KIAS
08/12/1994
√
√
x
10
Mulia Industrindo, Tbk
MLIA
17/01/1994
√
√
x
11
Surya Toto Indonesia, Tbk
TOTO
30/10/1990
√
√
√
12
Alaska Industrindo, Tbk
ALKA
12/07/1990
√
√
x
13
Alumindo Ligh Metal Industry, Tbk
ALMI
02/01/1997
√
√
√
14
Saranacentral Bajatama, Tbk
BAJA
21/12/2011
√
x
x
15
Beton Jaya Manunggal, Tbk
BTON
18/07/2001
√
√
x
16
Citra Turbindo, Tbk
CTBN
28/11/1989
√
√
x
17
Gunawan Dianjaya Steel, Tbk
GDST
23/12/2009
√
√
x
18
Indah Aluminium Industry, Tbk
INAI
05/12/1994
√
√
x
19
Steel Pipe Industry Of Indonesia, Tbk
ISSP
22/02/2013
√
x
x
20
Jakarta Kyoei Steel Work Ltd, Tbk
JKSW
06/08/1997
√
√
x
21
Jaya Pari Steel, Tbk
JPRS
08/08/1989
√
√
x
22
Krakatau Steel, Tbk
KRAS
10/11/2010
√
√
x
23
Lion Metal Works, Tbk
LION
20/08/1993
√
√
√
8
24
Lionmesh Prima, Tbk
LMSH
04/06/1990
√
√
√
9
25
Pelat Timah Nusantara, Tbk
NIKL
14/12/2009
√
√
x
26
Pelangi Indah Canindo, Tbk
PICO
23/09/1996
√
√
x
27
Tembaga Mulia Semanan, Tbk
TBMS
30/09/1993
√
√
x
28
Barito Pasific, Tbk
BRPT
01/10/1993
√
√
x
29
Budi Acid Jaya, Tbk
BUDI
08/05/1995
√
√
x
30
Duta Pertiwi Nusantara, Tbk
DPNS
08/08/1990
√
√
x
31
Ekadharma International, Tbk
EKAD
14/08/1990
√
√
x
32
Eterindo Wahanatama, Tbk
ETWA
16/05/1997
√
√
x
33
Intan Wijaya International, Tbk
INCI
24/07/1990
√
√
x
34
Sorini Agro Asia Corporindo, Tbk
SOBI
03/08/1992
√
√
x
35
Indo Acitama, Tbk
SRSN
11/01/1993
√
√
x
36
Chandra Asri Petrochemical, Tbk
TPIA
26/05/2008
√
√
x
1
6
7
90
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Nama Perusahaan
Kode
37
Unggul Indah Cahaya, Tbk
UNIC
38
Alam Karya Unggul, Tbk
39
IPO
Kriteria
Sampel
1
2
3
06/11/1989
√
√
x
AKKU
01/11/2004
√
√
x
Argha Karya Prima Industry, Tbk
AKPI
18/12/1992
√
√
x
40
Asiaplast Industries, Tbk
APLI
01/05/2000
√
√
x
41
Berlina, Tbk
BRNA
06/11/1989
√
√
x
42
Titan Kimia Nusantara, Tbk
FPNI
21/03/2002
√
√
x
43
Champion Pasific Indonesia, Tbk
IGAR
05/11/1990
√
√
x
44
Impack Pratama Industri, Tbk
IMPC
17/12/2014
√
x
x
45
Indopoly Swakarsa Industry, Tbk
IPOL
09/07/2010
√
√
x
46
Sekawan Inti Pratama, Tbk
SIAP
17/10/2008
√
√
x
47
Siwani Makmur, Tbk
SIMA
03/06/1994
√
√
x
48
Tunas Alfin, Tbk
TPFA
12/02/2001
√
√
x
49
Trias Sentosa, Tbk
TRST
02/07/1990
√
√
x
50
Yana Prima Hasta Persada, Tbk
YPAS
15/03/2008
√
√
x
51
Charoen Pokphand Indonesia, Tbk
CPIN
18/03/1991
√
√
√
10
52
Japfa Comfeed Indonesia, Tbk
JPFA
23/10/1989
√
√
√
11
53
Malindo Feedmill, Tbk
MAIN
10/02/2006
√
√
x
54
Siearad Produce, Tbk
SIPD
27/12/1996
√
√
x
55
Sumalindo Lestari Jaya, Tbk
SULI
21/03/1994
√
√
x
56
Tirta Mahakam Resources, Tbk
TIRT
13/12/1999
√
√
x
57
Alkindo Natatama, Tbk
ALDO
12/07/2011
√
x
x
58
Dwi Aneka Jaya Kemasindo, Tbk
DAJK
14/05/2014
√
x
x
59
Fajar Surya Wisesa, Tbk
FASW
01/12/1994
√
√
x
60
Indah Kiat Pulp & Paper, Tbk
INKP
16/07/1990
√
√
x
61
Toba Pulp Lestari, Tbk
INRU
18/06/1990
√
√
x
62
Kertas Basuki Rachmat Indonesia, Tbk
KBRI
11/07/2008
√
√
x
63
Suparma, Tbk
SPMA
16/11/1994
√
√
x
64
Pabrik Kertas Tjiwi Kimia, Tbk
TKIM
03/04/1990
√
√
x
65
Grand Kartech Tbk
KRAH
28/11/2013
√
x
x
66
Astra International Tbk
ASII
04/04/1990
√
√
√
12
67
Astra Auto Part Tbk
AUTO
15/06/1998
√
√
√
13
91
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Nama Perusahaan
Kriteria
Kode
IPO
1
2
3
Sampel
68
Indo Kordsa Tbk
BRAM
05/09/1990
√
√
69
Goodyear Indonesia Tbk
GDYR
01/12/1990
√
√
√
14
70
Gajah Tunggal Tbk
GJTL
08/05/1990
√
√
√
15
71
Indomobil Sukses International Tbk
IMAS
15/09/1993
√
√
x
72
Indospring Tbk
INDS
10/08/1990
√
√
x
73
Multi Prima Sejahtera Tbk
LPIN
05/02/1990
√
√
x
74
Multistrada Arah Sarana Tbk
MASA
09/06/2005
√
√
x
75
Nippres Tbk
NIPS
24/07/1991
√
√
x
76
Prima Alloy Steel Universal, Tbk
PRAS
12/06/1990
√
√
x
77
Selamat Sempurna, Tbk
SMSM
09/09/1996
√
√
√
78
Polychem Indonesia, Tbk
ADMG
20/10/1993
√
√
x
79
Argo Pantes, Tbk
ARGO
07/01/1991
√
√
x
80
Centex, Tbk
CNTX
22/05/1979
√
√
x
81
Eratex Djaya, Tbk
ERTX
21/08/1990
√
√
x
82
Ever Shine Textile Industry, Tbk
ESTI
13/10/1992
√
√
x
83
Pan Asia Indosyntec, Tbk
HDTX
06/06/1990
√
√
x
84
Indo Rama Synthetic, Tbk
INDR
03/08/1990
√
√
x
85
Karwell Indonesia, Tbk
KARW
17/05/2001
√
√
x
86
Apac Citra Centertex Tbk
MYTX
10/10/1989
√
√
x
87
Pan Asia Filament Inti Tbk
PAFI
01/01/2000
√
√
x
88
Pan Brothers Tbk
PBRX
16/08/1990
√
√
x
89
Asia Pasific Fibers Tbk
POLY
12/03/1991
√
√
x
90
Ricky Putra Globalindo Tbk
RICY
22/01/1998
√
√
x
91
Sri Rejeki Isman Tbk
SRIL
17/06/2013
√
x
x
92
Sunson Textile Manufacturer Tbk
SSTM
20/08/1997
√
√
x
93
Tifico Fiber Indonesia Tbk
TFCO
26/02/1980
√
√
x
94
Trisula International Tbk
TRIS
28/06/2012
√
x
x
95
Nusantara Inti Corpora Tbk
UNIT
18/04/2002
√
√
x
96
Unitex Tbk
UNTX
16/06/1989
√
√
x
97
Sepatu Bata Tbk
BATA
24/03/1982
√
√
√
98
Primarindo Asia Infrastructure Tbk
BIMA
30/08/1994
√
√
x
99
Surya Intrindo Makmur Tbk
SIMM
28/03/2000
√
√
x
100
Sumi Indo Kabel Tbk
IKBI
21/01/1991
√
√
√
101
Jembo Cable Company Tbk
JECC
18/11/1992
√
√
x
102
KMI Wire and Cable Tbk
KBLI
06/06/1992
√
√
x
103
Kabelindo Murni Tbk
KBLM
01/06/1992
√
√
x
104
Supreme Cable Manufacturing
SCCO
20/07/1982
√
√
√
105
Voksel Electric Tbk
VOKS
20/12/1990
√
√
x
16
17
18
19
92
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Kriteria
Sampel
Nama Perusahaan
Kode
IPO
1
2
3
106
Sat Nusa Persada Tbk
PTSN
08/11/2007
√
√
x
107
Akasha Wira International Tbk
ADES
13/06/1994
√
√
x
108
Tiga Pilar Sejahtera Food Tbk
AISA
11/06/1997
√
√
x
109
Tri Banyan Tirta Tbk
ALTO
10/07/2012
√
x
x
110
Aqua Golden Mississippi Tbk
AQUA
01/03/1990
√
√
x
111
Cahaya Kalbar Tbk
CEKA
09/07/1996
√
√
x
112
Davomas Abadi Tbk
DAVO
22/12/1994
√
√
x
113
Delta Djakarta Tbk
DLTA
12/02/1994
√
√
√
114
Indofood CBP Sukses Makmur Tbk
ICBC
07/10/2010
√
√
x
115
Indofood Sukses Makmur Tbk
INDF
14/07/1994
√
√
√
21
116
Multi Bintang Indonesia Tbk
MLBI
17/01/1994
√
√
√
22
117
Mayora Indah Tbk
MYOR
04/07/1990
√
√
x
118
Prashida Aneka Niaga Tbk
PSDN
18/10/1994
√
√
x
119
Nippon Indosari Corporindo Tbk
ROTI
28/06/2010
√
√
√
120
Sekar Bumi Tbk
SKBM
05/01/1993
√
√
x
121
Sekar Laut Tbk
SKLT
08/09/1993
√
√
√
122
Siantar Top Tbk
STTP
16/12/1996
√
√
x
123
Ultrajaya Milk Industry and Trading Company Tbk
ULTJ
02/07/1990
√
√
x
124
Gudang Garam Tbk
GGRM
27/08/1990
√
√
√
25
125
Hanjaya Mandala Sampoerna Tbk
HMSP
15/08/1990
√
√
√
26
126
Bentoel International Investama Tbk
RMBA
05/03/1990
√
√
x
127
Wismilak Inti Makmur Tbk
WIIM
18/11/2012
√
x
x
128
Darya Varia Laboratoria Tbk
DVLA
11/11/1994
√
√
√
129
Indofarma Tbk
INAF
17/04/2001
√
√
x
130
Kimia Farma Tbk
KAEF
04/07/2001
√
√
√
28
131
Kalbe Farma Tbk
KLBF
30/07/1991
√
√
√
29
132
Merck Indonesia Tbk
MERK
23/07/1981
√
√
√
30
133
Pyridam Farma Tbk
PYFA
16/10/2001
√
√
x
134
Merck Sharp Dohme Pharma Tbk
SCPI
08/06/1990
√
√
x
135
Industri Jamu dan Farmasi Sido Muncul Tbk
SIDO
13/12/2013
√
x
x
136
Taisho Pharmaceutical Indonesia Tbk
SQBB
28/03/1983
√
√
x
137
Tempo Scan Pasific Tbk
TSPC
17/06/1994
√
√
√
138
Martina Berto Tbk
BMTO
13/01/2011
√
x
x
139
Mustika Ratu Tbk
MRAT
27/07/1995
√
√
x
140
Sara Lee Body Care Indonesia Tbk
PROD
16/06/1989
√
√
x
20
23
24
27
31
93
Universitas Sumatera Utara
Lanjutan Lampiran 1
No.
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia
Kriteria
Sampel
Nama Perusahaan
Kode
IPO
1
2
3
141
Mandom Indonesia Tbk
TCID
23/09/1993
√
√
√
32
142
Unilever Indonesia Tbk
UNVR
11/01/1982
√
√
√
33
143
Chitose Internasional Tbk
CINT
27/06/2014
√
x
x
144
Kedawung Setia Industrial Tbk
KDSI
29/07/1996
√
√
x
145
Kedaung Indag Can Tbk
KICI
28/10/1993
√
√
x
146
Langgeng Makmur Industry Tbk
LMPI
17/10/1994
√
√
x
94
Universitas Sumatera Utara
Lampiran 2
Tabulasi Data Variabel Penelitian
No.
1
2
3
4
5
6
7
Emiten
Indocemen Tunggal Prakasa, Tbk.
Holcim Indonesia, Tbk
Semen Indonesia (Persero) Tbk
Asahimas Flat Glass, Tbk
Arwana Citra Mulia
Surya Toto Indonesia, Tbk
Alumindo Ligh Metal Industry, Tbk
Kede
Saham
INTP
SMCB
SMGR
AMFG
ARNA
TOTO
ALMI
Tahun
ROE
(%)
DER
(%)
HARGA SAHAM
(Rp)
DPR
(%)
2010.00
21.01
14.63
159.50
30.02
2011.00
19.84
13.32
170.50
29.99
2012.00
24.53
17.18
224.50
34.80
2013.00
21.81
15.80
200.00
66.13
2014.00
21.28
16.54
250.00
94.29
2010.00
12.16
52.90
22.50
81.48
2011.00
14.13
45.48
21.75
61.87
2012.00
16.05
44.55
29.00
45.45
2013.00
6.39
41.10
22.75
72.58
2014.00
7.64
96.33
21.85
74.71
2010.00
30.26
28.51
94.50
49.96
2011.00
27.06
34.53
114.50
49.98
2012.00
27.12
46.32
158.50
85.07
2013.00
24.56
41.23
141.50
45.02
2014.00
22.29
37.25
162.00
40.01
2010.00
17.96
28.74
58.00
80.60
2011.00
15.71
25.42
65.50
10.31
2012.00
14.11
26.79
83.00
50.06
2013.00
12.26
28.21
70.00
32.05
2014.00
14.40
23.04
80.50
17.03
2010.00
19.30
110.37
2.90
34.88
2011.00
19.86
72.09
0.91
38.46
2012.00
16.93
35.48
4.10
47.06
2013.00
30.93
47.72
8.20
71.88
2014.00
28.68
38.03
8.70
33.98
2010.00
30.71
73.00
389.18
37.08
2011.00
28.68
76.13
25.00
45.42
2012.00
26.27
69.53
33.25
42.02
2013.00
22.84
68.61
28.50
41.84
2014.00
23.86
64.66
39.75
57.24
2010.00
19.78
197.39
4.80
49.31
2011.00
24.59
246.78
4.55
47.57
2012.00
2.37
220.06
3.25
44.16
2013.00
3.97
318.67
3.00
23.58
2014.00
0.30
401.13
2.68
39.24
95
Universitas Sumatera Utara
Lanjutan Lampiran 2
No.
8
9
10
11
12
13
14
Emiten
Lion Metal Works, Tbk
Lionmesh Prima, Tbk
Charoen Pokphand Indonesia, Tbk
Japfa Comfeed Indonesia, Tbk
Astra International Tbk
Astra Auto Part Tbk
Goodyear Indonesia Tbk
Kede
Saham
LION
LMSH
CPIN
JPFA
ASII
AUTO
GDYR
ROE
(%)
DER
(%)
2010
16.92
14.86
38.00
26.92
2011
21.11
17.39
52.50
29.70
2012
22.96
16.58
104.00
24.38
2013
15.58
19.91
120.00
32.13
2014
11.04
35.16
93.00
42.46
2010
15.71
67.15
48.00
65.27
2011
19.05
71.35
50.00
88.11
2012
42.33
31.81
105.00
23.26
2013
13.02
28.27
80.00
26.70
2014
6.38
20.67
64.50
45.40
2010
35.87
32.90
18.40
29.48
2011
52.71
59.32
21.50
29.17
2012
32.79
51.03
36.50
28.05
2013
25.41
58.00
33.75
29.87
2014
15.96
90.64
37.80
16.82
2010
31.30
100.21
31.50
78.83
2011
17.74
118.38
7.65
25.17
2012
22.56
130.12
12.30
21.28
2013
12.21
184.40
12.20
87.50
2014
7.27
197.36
9.50
32.26
2010
28.97
92.30
545.50
45.08
2011
27.79
102.43
74.00
45.10
2012
25.32
102.95
75.50
45.00
2013
21.00
101.52
68.00
45.00
2014
18.39
96.16
74.25
13.50
2010
29.86
36.14
133.77
40.00
2011
23.32
47.46
32.61
33.33
2012
20.71
61.92
35.48
40.15
2013
11.07
32.00
36.50
47.52
2014
9.44
41.87
42.00
39.78
2010
16.04
176.23
125.00
15.40
2011
4.57
177.27
95.50
28.65
2012
12.66
135.00
123.00
17.47
2013
8.24
97.50
190.00
21.63
2014
4.74
116.76
160.00
36.19
Tahun
HARGA SAHAM
(Rp)
DPR
(%)
96
Universitas Sumatera Utara
Lanjutan Lampiran 2
No
.
15
16
17
18
19
20
21
Emiten
Gajah Tunggal Tbk
Selamat Sempurna, Tbk
Sepatu Bata Tbk
Sumi Indo Kabel Tbk
Supreme Cable Manufacturing and
Commerce Tbk
Delta Djakarta Tbk
Indofood Sukses Makmur Tbk
Kede
Saham
GJTL
SMSM
BATA
IKBI
SCCO
DLTA
INDF
Tahu
n
ROE
(%)
DER
(%)
HARGA SAHAM
(Rp)
DPR
(%)
2010
23.55
194.10
23.00
5.04
2011
15.43
160.77
30.00
5.10
2012
20.67
134.92
22.25
8.31
2013
2.10
168.17
16.80
28.57
2014
4.51
168.13
14.25
12.99
2010
15.45
46.73
10.70
91.35
2011
19.29
41.01
13.60
71.43
2012
32.74
75.69
25.25
64.81
2013
34.84
68.96
34.50
53.74
2014
36.75
52.54
47.50
46.13
2010
18.39
46.08
676.00
19.40
2011
15.97
45.75
5.50
28.28
2012
17.90
48.16
6.00
51.56
2013
11.18
71.52
10.60
83.65
2014
16.49
80.58
11.05
10.32
2010
0.93
22.01
12.00
66.67
2011
6.19
23.06
7.50
20.95
2012
3.75
22.87
15.30
52.68
2013
8.31
30.32
9.20
29.34
2014
1.81
19.83
10.40
71.82
2010
14.23
170.14
19.50
30.41
2011
21.15
180.33
31.25
31.89
2012
25.95
127.34
40.50
30.34
2013
14.83
149.01
44.00
29.47
2014
16.90
103.34
39.50
30.08
2010
24.62
19.42
1200.00
120.47
2011
26.48
21.51
1115.00
121.41
2012
35.68
24.59
2550.00
88.48
2013
39.98
28.15
3800.00
72.66
2014
37.68
29.76
3900.00
34.05
2010
15.83
90.22
48.75
39.58
2011
15.47
69.52
46.00
50.00
2012
14.00
73.96
58.50
49.87
2013
8.90
103.51
66.00
49.82
2014
12.48
108.45
67.50
59.14
97
Universitas Sumatera Utara
Lanjutan Lampiran 2
No.
Emiten
22
Multi Bintang Indonesia Tbk
Kede Saham
MLBI
23
24
25
26
27
Nippon Indosari Corporindo Tbk
Sekar Laut Tbk
Gudang Garam Tbk
Hanjaya Mandala Sampoerna Tbk
Darya Varia Laboratoria Tbk
ROTI
SKLT
GGRM
HMSP
DVLA
Tahun
ROE (%)
DER (%)
HARGA SAHAM (Rp)
DPR (%)
2010
93.99
141.23
2749.50
101.23
2011
95.68
130.23
3590.00
100.00
2012
137.46
249.26
7400.00
67.70
2013
118.63
80.49
12000.00
82.91
2014
143.53
302.86
119.50
36.60
2010
21.91
24.77
26.50
23.16
2011
21.22
38.92
6.65
77.39
2012
22.37
80.76
13.80
25.00
2013
20.07
131.50
10.20
51.25
2014
19.64
123.19
13.85
14.84
2010
4.09
68.53
1.40
28.57
2011
4.86
74.32
1.40
23.12
2012
6.15
92.88
1.80
26.02
2013
8.19
116.25
1.80
24.15
2014
10.75
116.20
3.00
20.96
2010
19.77
44.19
400.00
40.84
2011
20.20
59.21
620.50
39.31
2012
15.29
56.02
563.00
38.35
2013
14.90
72.59
420.00
35.56
2014
16.24
75.21
607.00
28.67
2010
62.87
100.92
255.20
99.98
2011
79.05
89.93
390.00
95.11
2012
74.73
97.22
599.00
57.29
2013
76.43
93.60
624.00
98.46
2014
75.43
110.26
686.50
86.44
2010
17.31
33.33
11.70
80.81
2011
16.61
27.53
11.50
82.67
2012
17.69
27.70
16.90
25.94
2013
13.75
30.10
22.00
30.80
2014
8.41
28.45
16.90
54.79
98
Universitas Sumatera Utara
Lanjutan Lampiran 2
No.
28
29
30
31
32
33
Emiten
Kimia Farma Tbk
Kalbe Farma Tbk
Merck Indonesia Tbk
Tempo Scan Pasific Tbk
Mandom Indonesia Tbk
Unilever Indonesia Tbk
Kede Saham
KAEF
KLBF
MERK
TSPC
TCID
UNVR
Tahun
ROE (%)
DER (%)
HARGA SAHAM (Rp)
DPR (%)
2010
12.45
48.76
1.59
20.02
2011
13.71
43.25
3.40
20.01
2012
14.27
44.04
7.40
85.40
2013
13.28
52.18
5.90
25.01
2014
13.06
63.88
14.65
88.66
2010
23.28
21.84
32.50
51.09
2011
23.37
26.99
6.80
60.13
2012
24.08
27.76
10.60
51.35
2013
23.18
33.12
12.50
92.68
2014
21.61
26.56
18.30
43.18
2010
32.72
19.77
965.00
84.18
2011
46.78
18.25
1325.00
80.14
2012
25.87
36.64
1520.00
74.17
2013
34.25
36.06
1890.00
79.80
2014
32.78
29.42
1600.00
80.24
2010
18.71
35.73
17.10
64.22
2011
19.25
39.54
25.50
59.52
2012
18.94
38.17
37.25
53.57
2013
16.53
40.00
32.50
53.19
2014
14.14
35.34
28.65
49.61
2010
13.86
10.41
72.00
51.99
2011
13.72
10.82
77.00
53.16
2012
13.71
15.02
110.00
49.47
2013
13.54
23.92
119.00
46.48
2014
13.58
44.39
175.25
44.98
2010
83.72
115.00
165.00
100.00
2011
113.13
184.77
188.00
100.06
2012
121.94
202.01
208.50
99.96
2013
125.81
213.73
260.00
99.93
2014
124.78
210.53
323.00
44.67
99
Universitas Sumatera Utara
Lampiran 3
Analisis Deskritptif
Descriptive Statistics
N
ROE
DER
HARGA_SAHAM
DPR
Valid N (listwise)
Minimum
165
165
165
165
165
.30
10.41
.91
5.04
Maximum
143.53
401.13
12000.00
121.41
Mean
26.2874
77.3731
363.3953
49.4927
Std. Deviation
26.66194
65.66580
1239.79768
25.74871
100
Universitas Sumatera Utara
Lampiran 4
Uji Asumsi Klasik
1. Uji Normalitas
101
Universitas Sumatera Utara
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
a,,b
Normal Parameters
156
.0000000
21.91270430
.073
.073
-.044
.915
.373
Mean
Std. Deviation
Absolute
Positive
Negative
Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
b. Calculated from data.
2. Uji Heteroskedastisitas
Coefficients
a
Unstandardized Coefficients
Model
1
B
(Constant)
Std. Error
18.752
2.259
ROE
-.003
.076
DER
-.021
.001
HARGA_SAHAM
Standardized
Coefficients
Beta
t
Sig.
8.302
.000
-.003
-.033
.973
.022
-.078
-.961
.338
.002
.028
.296
.767
a. Dependent Variable: Absut
102
Universitas Sumatera Utara
3. Uji Multikolonearitas
Coefficients
Unstandardized
Coefficients
Model
1
B
(Constant)
Std. Error
a
Standardized
Coefficients
Beta
t
41.633
3.762
ROE
.563
.127
DER
-.102
.036
.006
.003
.143
HARGA_SAHAM
Collinearity
Statistics
Sig.
Tolerance
VIF
11.065
.000
.367
4.446
.000
.731
1.368
-.203
-2.848
.005
.981
1.020
1.734
.085
.729
1.371
a. Dependent Variable: DPR
4. Uji Autokorelasi
b
Model Summary
Model
1
R
.148
R Square
a
.022
Adjusted R
Square
-.005
Std. Error of the
Estimate
21.89470449
Durbin-Watson
2.034
a. Predictors: (Constant), Auto, DER, ROE, HARGA_SAHAM
b. Dependent Variable: Unstandardized Residual
103
Universitas Sumatera Utara
Lampiran 5
Pengujian Hipotesis
1. Uji Simultan (Uji F)
b
ANOVA
Model
Sum of Squares
1
df
Mean Square
F
Regression
24101.271
3
8033.757
Residual
74425.825
152
489.644
Total
98527.095
155
Sig.
16.407
.000
a
a. Predictors: (Constant), HARGA_SAHAM, DER, ROE
b. Dependent Variable: DPR
2. Uji Parsial (Uji t)
Coefficients
Unstandardized
Coefficients
Model
1
B
(Constant)
3.762
ROE
.563
.127
DER
-.102
.006
HARGA_SAHAM
Standardized
Coefficients
Std. Error
41.633
a
Beta
Collinearity
Statistics
t
Sig.
Tolerance
VIF
11.065
.000
.367
4.446
.000
.731
1.368
.036
-.203
-2.848
.005
.981
1.020
.003
.143
1.734
.085
.729
1.371
a. Dependent Variable: DPR
3. Uji Koefisien Determinasi (R2)
b
Model Summary
Model
1
R
.495
R Square
a
.245
Adjusted R
Square
Std. Error of the
Estimate
.230 2.2127891505E1
Durbin-Watson
1.720
a. Predictors: (Constant), HARGA_SAHAM, DER, ROE
b. Dependent Variable: DPR
104
Universitas Sumatera Utara