Pengaruh Suku Bunga Bank Indonesia, Inflasi Dan Kurs Dolar Amerika Terhadap Index Harga Saham Gabungan Di Bursa Efek Indonesia

Lampiran 1. Data SBI, Inflasi, Nilai Tukar US $ Dan IHSG Pada Tahun
2003 – 2012
Tahun

SBI (%)

Tingkat Inflasi
(%)

Nilai Tukar US
Dollar (Rp/US $)

IHSG (Rp)

Des-12

5.75

4.30

9718.00


4316.69

Nop-12

5.75

4.32

9653.00

4276.14

Okt-12

5.75

4.61

9663.00


4350.29

Sep-12

5.75

4.31

9636.00

4262.56

Agust-12

5.75

4.58

9608.00


4060.33

Jul-12

5.75

4.56

9532.00

4142.34

Jun-12

5.75

4.53

9527.00


3955.58

Mei-12

5.75

4.45

9613.00

3832.82

Apr-12

5.75

4.50

9236.00


4180.73

Mar-12

5.75

3.97

9226.00

4121.55

Feb-12

5.75

3.56

9130.00


3985.21

Jan-12

6.00

3.65

9045.00

3941.69

Des-11

6.00

3.79

9113.00


3821.99

Nop-11

6.00

4.15

9231.00

3715.08

Okt-11

6.50

4.42

8879.00


3790.85

Sep-11

6.75

4.61

8867.00

3549.03

Agust-11

6.75

4.79

8621.00


3841.73

Jul-11

6.75

4.61

8551.00

4130.80

Jun-11

6.75

5.54

8640.00


3888.57

Mei-11

6.75

5.98

8580.00

3836.97

Apr-11

6.75

6.16

8617.00


3819.62

Mar-11

6.75

6.65

8753.00

3678.67

Feb-11

6.75

6.84

8867.00

3470.35

Universitas Sumatera Utara

Jan-11

6.50

7.02

9102.00

3409.17

Des-10

6.50

6.96

9036.00

3703.51

Nop-10

6.50

6.33

9058.00

3531.21

Okt-10

6.50

5.67

8973.00

3635.32

Sep-10

6.50

5.80

8969.00

3501.30

Agust-10

6.50

6.44

9086.00

3081.88

Jul-10

6.50

6.22

8997.00

3069.28

Jun-10

6.50

5.05

9128.00

2913.68

Mei-10

6.50

4.16

9226.00

2796.96

Apr-10

6.50

3.91

9057.00

2971.25

Mar-10

6.50

3.43

9161.00

2777.30

Feb-10

6.50

3.81

9382.00

2549.03

Jan-10

6.50

3.72

9412.00

2610.80

Des-09

6.50

2.78

9447.00

2534.36

Nop-09

6.50

2.41

9527.00

2415.84

Universitas Sumatera Utara

Okt-09

6.50

2.57

9593.00

2367.70

Sep-09

6.50

2.83

9729

2467.59

Agust-09

6.50

2.75

10110.00

2341.54

Jul-09

6.75

2.71

9970.00

2323.24

Jun-09

7.00

3.65

10276.00

2026.78

Mei-09

7.25

6.04

10392.00

1916.83

Apr-09

7.50

7.31

10767.00

1722.77

Mar-09

7.75

7.92

11633.00

1434.07

Feb-09

8.25

8.60

12040.00

1285.48

Jan-09

8.75

9.17

11412.00

1332.67

Des-08

9.25

11.06

11005.00

1355.41

Nop-08

9.50

11.68

12212.00

1241.54

Okt-08

9.50

11.77

11050.00

1256.70

Sep-08

9.25

12.14

9425.00

1832.51

Agust-08

9.00

11.85

9199.00

2165.94

Jul-08

8.75

11.90

9164.00

2304.51

Jun-08

8.50

11.03

9271.00

2349.10

Mei-08

8.25

10.38

9365.00

2444.35

Apr-08

8.00

8.96

9280.00

2304.52

Mar-08

8.00

8.17

9263.00

2447.30

Feb-08

8.00

7.40

9096.00

2721.94

Jan-08

8.00

7.36

9337.00

2627.25

Des-07

8.00

6.59

9466.00

2745.83

Nop-07

8.25

6.71

9423.00

2688.33

Okt-07

8.25

6.88

9149.00

2643.49

Sep-07

8.25

6..95

9183.00

2359.21

Universitas Sumatera Utara

Agust-07

8.25

6.51

9457.00

2194.34

Jul-07

8.25

6.06

9232.00

2348.67

Jun-07

8.50

5.77

9099.00

2139.28

Mei-07

8.75

6.01

8872.00

2084.32

Apr-07

9.00

6.29

9128.00

1999.17

Mar-07

9.00

6.52

9164.00

1830.92

Feb-07

9.25

6.30

9206.00

1740.97

Jan-07

9.50

6.26

9135.00

1757.26

Des-06

9.75

6.60

9065.00

1805.52

Nop-06

7.025

5.27

9199

1718.96

Okt-06

10.75

6.29

9156.00

1582.63

Sep-06

11.25

14.55

9281.00

1534.61

Agust-06

11.75

14.90

9146.00

1431.26

Jul-06

12.25

15.15

9115.00

1351.65

Jun-06

12.50

15.53

9347.00

1310.26

Mei-06

12.50

15.60

9266.00

1330.00

Apr-06

12.75

15.40

8819.00

1464.41

Mar-06

12.75

15.74

9120.00

1322.97

Feb-06

12.75

17.92

9276.00

1230.66

Jan-06

12.75

17.03

9442.00

1232.32

Des-05

12.75

17.11

9879.00

1162.64

Nop-05

12.25

18.38

10085.00

1096.64

Okt-05

11.00

17.89

10140.00

1066.22

Sep-05

10.00

9.06

10362.00

1079.28

Agust-05

8.75

8.33

10291.00

1050.09

Jul-05

8.50

7.84

9868.00

1182.30

Universitas Sumatera Utara

Jun-05

8.25

7.42

9762.00

1122.38

Mei-05

7.95

7.40

9542.00

1088.17

Apr-05

7.70

8.12

9618.00

1029.61

Mar-05

7.44

8.81

9527.00

1080.17

Feb-05

7.43

7.15

9306.00

1073.83

Jan-05

7.42

7.32

9211.00

1045.44

Des-04

7.43

6.40

9336.00

1000.23

Nop-04

7.41

6.18

9063.00

977.77

Okt-04

7.41

6.22

9135.00

860.49

Sep-04

7.39

6.27

9216.00

820.13

Agust-04

7.37

6.67

9375.00

754.70

Jul-04

7.34

7.20

9214.00

756.98

Jun-04

7.34

6.83

9462.00

732.40

Mei-04

7.32

6.47

9256.00

732.52

Apr-04

7.33

5.92

8704.00

783.41

Mar-04

7.42

5.11

8630.00

735.68

Feb-04

7.48

4.60

8489.00

761.08

Jan-04

7.48

4.82

8483.00

752.93

Des-03

8.31

5.16

8507.00

691.90

Nop-03

8.49

5.53

8580.00

617.08

Okt-03

8.48

6.48

8537.00

625.55

Sep-03

8.66

6.33

8431.00

597.65

Agust-03

8.91

6.51

8578.00

529.67

Jul-03

9.10

6.27

8548.00

507.98

Jun-03

8.53

6.98

8326.00

505.50

Mei-03

10.44

7.15

8320.00

494.78

Universitas Sumatera Utara

Apr-03

11.06

7.62

8718.00

450.86

Mar-03

11.40

7.17

8953.00

398.00

Feb-03

12.24

7.60

8950.00

399.22

Jan-03

12,69

8.68

8920.00

388.44

Universitas Sumatera Utara

Lampiran 2. Rekapitulasi Perusahaan Terdaftar Di Bursa Efek Indonesia
Hingga Tahun 2012
No

Kode Indeks

Nama Perusahaan

Tanggal Terdaftar

1

IDX: AALI

Astra Agro Lestari

09-Des-97

2

IDX: ABBA

Mahaka Media

03-Apr-02

3

IDX: ABDA

Asuransi Bina Dana Arta

4

IDX: ABMM

ABM Investama

5

IDX: ACES

Ace Hardware Indonesia

6

IDX: ADES

Akasha Wira International

13-Jun-94

7

IDX: ADHI

Adhi Karya (Persero)

18-Mar-04

8

IDX: ADMF

Adira Dinamika Multi Finance

31-Mar-04

9

IDX: ADMG

Polychem Indonesia

20-Okt-93

10

IDX: ADRO

Adaro Energy

11

IDX: AGRO

Bank Agroniaga

12

IDX: AHAP

Asuransi Harta Aman Pratama

13

IDX: AIMS

Akbar Indomakmur Stimec

20-Jul-01

14

IDX: AISA

Tiga Pilar Sejahtera Food

11-Jun-97

15

IDX: AKKU

Alam Karya Unggul

16

IDX: AKPI

Argha Karya Prima Ind.

18-Des-92

17

IDX: AKRA

AKR Corporindo

03-Okt-94

18

IDX: AKSI

Majapahit Securities

13-Jul-01

19

IDX: ALDO

Alkindo Naratama

12-Jul-11

20

IDX: ALFA

Alfa Retailindo

18-Jan-00

21

IDX: ALKA

Alakasa Industrindo

12-Jul-90

22

IDX: ALMI

Alumindo Light Metal Industry

02-Jan-97

23

IDX: AMAG

Asuransi Multi Artha Guna

23-Des-05

24

IDX: AMFG

Asahimas Flat Glass

25

IDX: AMRT

Sumber Alfaria Trijaya

06-Jul-89
06-Des-11
06 November 2007

16-Jul-08
08-Agust-03
14-Sep-90

01 November 2004

08 November 1995
15-Jan-09

Universitas Sumatera Utara

26

IDX: ANTA

Antatour

18-Jan-02

27

IDX: ANTM

Aneka Tambang (Persero)

27 November 1997

28

IDX: APIC

Pacific Strategic Financial

18-Des-02

29

IDX: APLI

Asiaplast Industries

01-Mei-00

30

IDX: APLN

Agung Podomoro Land

31

IDX: APOL

Arpeni Pratama Ocean Line

22-Jun-05

32

IDX: ARGO

Argo Pantes

07-Jan-91

33

IDX: ARII

Atlas Resources

34

IDX: ARNA

Arwana Citramulia

35

IDX: ARTA

Arthavest

36

IDX: ARTI

Ratu Prabu Energi

37

IDX: ASBI

Asuransi Bintang

38

IDX: ASDM

Asuransi Dayin Mitra

39

IDX: ASGR

Astra Graphia

40

IDX: ASIA

Asia Natural Resources

20-Okt-94

41

IDX: ASII

Astra International

04-Apr-90

42

IDX: ASJT

Asuransi Jasa Tania

23-Des-03

43

IDX: ASRI

Alam Sutera Realty

18-Des-07

44

IDX: ASRM

Asuransi Ramayana

19-Mar-90

45

IDX: ATPK

ATPK Resources

17-Apr-02

46

IDX: AUTO

Astra Otoparts

15-Jun-98

47

IDX: BABP

Bank ICB Bumiputera

15-Jul-02

48

IDX: BACA

Bank Capital Indonesia

04-Okt-07

49

IDX: BAEK

Bank Ekonomi Raharja

08-Jan-08

50

IDX: BAJA

Saranacentral Bajatama

21-Des-11

51

IDX: BAPA

Bekasi Asri Pemula

14-Jan-08

52

IDX: BATA

Sepatu Bata

24-Mar-82

53

IDX: BAYU

Bayu Buana

30-Okt-89

11 November 2010

08 November 2011
17-Jul-01
05 November 2002
30-Apr-03
29 November 1989
15-Des-89
15 November 1989

Universitas Sumatera Utara

54

IDX: BBCA

Bank Central Asia

31-Mei-00

55

IDX: BBKP

Bank Bukopin

10-Jul-06

56

IDX: BBLD

Buana Finance

07-Mei-90

57

IDX: BBNI

Bank Negara Indonesia (Persero)

58

IDX: BBNP

Bank Nusantara Parahyangan

59

IDX: BBRI

Bank Rakyat Indonesia (Persero)

10 November 2003

60

IDX: BBTN

Bank Tabungan Negara (Persero)

17-Des-09

61

IDX: BCAP

Bhakti Capital Indonesia

08-Jun-01

62

IDX: BCIC

Bank Mutiara

25-Jun-97

63

IDX: BCIP

Bumi Citra Permai

11-Des-09

64

IDX: BDMN

Bank Danamon Indonesia

06-Des-89

65

IDX: BEKS

Bank Pundi Indonesia

66

IDX: BEST

Bekasi Fajar Industrial Estate

10-Apr-12

67

IDX: BFIN

BFI Finance Indonesia

16-Mei-90

68

IDX: BHIT

Bhakti Investama

69

IDX: BIMA

Primarindo Asia Infrastructure

70

IDX: BIPI

Benakat Petroleum Energy

11-Feb-10

71

IDX: BIPP

Bhuwanatala Indah Permai

23-Okt-95

72

IDX: BISI

BISI International

28-Mei-07

73

IDX: BJBR

Bank BJB

08-Jul-10

74

IDX: BJTM

Bank Jatim

19-Jul-12

75

IDX: BKDP

Bukit Darmo Property

15-Jun-07

76

IDX: BKSL

Sentul City

28-Jul-97

77

IDX: BKSW

Bank QNB Kesawan

21 November 2002

78

IDX: BLTA

Berlian Laju Tanker

26-Mar-90

79

IDX: BMRI

Bank Mandiri (Persero)

80

IDX: BMSR

Bintang Mitra Semestaraya

81

IDX: BMTR

Global Mediacom

25 November 1996
10-Jan-01

13-Jul-01

24 November 1997
30-Agust-94

14-Jul-03
29-Des-99
17-Jul-95

Universitas Sumatera Utara

82

IDX: BNBA

Bank Bumi Arta

31-Des-06

83

IDX: BNBR

Bakrie & Brothers

28-Agust-89

84

IDX: BNGA

Bank CIMB Niaga

29 November 1989

85

IDX: BNII

Bank Internasional Indonesia

21 November 1989

86

IDX: BNLI

Bank Permata

87

IDX: BORN

Borneo Lumbung Energi & Metal

88

IDX: BPFI

Batavia Prosperindo Finance

01-Jun-09

89

IDX: BRAM

Indo Kordsa

05-Sep-90

90

IDX: BRAU

Berau Coal

91

IDX: BRMS

Bumi Resources Minerals

92

IDX: BRNA

Berlina

93

IDX: BRPT

Barito Pacific

01-Okt-93

94

IDX: BSDE

Bumi Serpong Damai

06-Jun-08

95

IDX: BSIM

Bank Sinarmas

13-Des-10

96

IDX: BSWD

Bank Swadesi

01-Mei-02

97

IDX: BTEK

Bumi Teknokultura Unggul

14-Mei-04

98

IDX: BTEL

Bakrie Telecom

03-Feb-06

99

IDX: BTON

Betonjaya Manunggal

100

IDX: BTPN

Bank Tabungan Pensiunan Nasional

12-Mar-08

101

IDX: BUDI

Budi Acid Jaya

08-Mei-95

102

IDX: BULL

Buana Listya Tama

23-Mei-11

103

IDX: BUMI

Bumi Resources

30-Jul-90

104

IDX: BUVA

Bukit Uluwatu Villa

12-Jul-10

105

IDX: BVIC

Bank Victoria International

30-Jun-99

106

IDX: BWPT

BW Plantation

27-Okt-09

107

IDX: BYAN

Bayan Resources

108

IDX: CASS

Cardig Aero Services

109

IDX: CEKA

Cahaya Kalbar

15-Jan-90
26 November 2010

19-Agust-10
09-Des-10
06 November 1989

18-Jul-01

12-Agust-08
05-Des-11
09-Jul-96

Universitas Sumatera Utara

110

IDX: CENT

Centrin Online

01 November 2001

111

IDX: CFIN

Clipan Finance Indonesia

02-Okt-90

112

IDX: CITA

Cita Mineral Investindo

20-Mar-02

113

IDX: CKRA

Citra Kebun Raya Agri

19-Mei-99

114

IDX: CLPI

Colorpak Indonesia

115

IDX: CMNP

Citra Marga Nusaphala Persada

10-Jan-95

116

IDX: CMPP

Centris Multi Persada Pratama

08-Des-94

117

IDX: CNKO

Exploitasi Energi Indonesia

118

IDX: CNTX

Centex

22-Mei-79

119

IDX: COWL

Cowell Development

19-Des-07

120

IDX: CPDW

Cipendawa

18-Jun-90

121

IDX: CPIN

Charoen Pokphand Indonesia

18-Mar-91

122

IDX: CPRO

Central Proteinaprima

123

IDX: CSAP

Catur Sentosa Adiprana

124

IDX: CTBN

Citra Tubindo

125

IDX: CTRA

Ciputra Development

126

IDX: CTRP

Ciputra Property

127

IDX: CTRS

Ciputra Surya

15-Jan-99

128

IDX: CTTH

Citatah

03-Jul-96

129

IDX: DART

Duta Anggada Realty

08-Mei-90

130

IDX: DAVO

Davomas Abadi

22-Des-94

131

IDX: DEFI

Danasupra Erapacific

132

IDX: DEWA

Darma Henwa

26-Sep-07

133

IDX: DGIK

Duta Graha Indah

19-Des-07

134

IDX: DILD

Intiland Development

04-Sep-91

135

IDX: DKFT

Central Omega Resources

136

IDX: DLTA

Delta Djakarta

12-Feb-84

137

IDX: DNET

Dyviacom Intrabumi

11-Des-00

30 November 2001

20 November 2001

28 November 2006
12-Des-07
28 November 1989
28-Mar-94
07 November 2007

06-Jul-01

21 November 1997

Universitas Sumatera Utara

138

IDX: DOID

Delta Dunia Makmur

15-Jun-01

139

IDX: DPNS

Duta Pertiwi Nusantara

140

IDX: DSFI

Dharma Samudera Fishing Industries

24-Mar-00

141

IDX: DSSA

Dian Swastatika Sentosa

10-Des-09

142

IDX: DUTI

Duta Pertiwi

02 November 1994

143

IDX: DVLA

Darya-Varia Laboratoria

11 November 1994

144

IDX: EKAD

Ekadharma International

14-Agust-90

145

IDX: ELSA

Elnusa

06-Feb-08

146

IDX: ELTY

Bakrieland Development

30-Okt-95

147

IDX: EMDE

Megapolitan Developments

12-Jan-11

148

IDX: EMTK

Elang Mahkota Teknologi

12-Jan-10

149

IDX: ENRG

Energi Mega Persada

07-Jun-04

150

IDX: EPMT

Enseval Putra Megatrading

151

IDX: ERAA

Erajaya Swasembada

152

IDX: ERTX

Eratex Djaja

153

IDX: ESSA

Surya Esa Perkasa

01-Feb-12

154

IDX: ESTI

Ever Shine Textile Industry

13-Okt-92

155

IDX: ETWA

Eterindo Wahanatama

16-Mei-97

156

IDX: EXCL

XL Axiata

29-Sep-05

157

IDX: FAST

Fast Food Indonesia

11-Mei-93

158

IDX: FASW

Fajar Surya Wisesa

01-Des-94

159

IDX: FISH

FKS Multi Agro

18-Jan-02

160

IDX: FMII

Fortune Mate Indonesia

30-Jun-00

161

IDX: FORU

Fortune Indonesia

17-Jan-04

162

IDX: FPNI

Titan Kimia Nusantara

163

IDX: FREN

smartfren

164

IDX: GDST

Gunawan Dianjaya Steel

23-Des-09

165

IDX: GDYR

Goodyear Indonesia

01-Des-80

08-Agust-90

01-Agust-94
14-Des-11
21-Agust-90

21-Mar-02
29 November 2006

Universitas Sumatera Utara

166

IDX: GEMA

Gema Grahasarana

12-Agust-02

167

IDX: GEMS

Golden Energy Mines

168

IDX: GGRM

Gudang Garam

169

IDX: GIAA

Garuda Indonesia (Persero)

11-Feb-11

170

IDX: GJTL

Gajah Tunggal

08-Mei-90

171

IDX: GMCW

Grahamas Citrawisata

14-Feb-95

172

IDX: GMTD

Gowa Makassar Tourism Development

11-Des-00

173

IDX: GOLD

Golden Retailindo

174

IDX: GPRA

Perdana Gapura Prima

175

IDX: GREN

Evergreen Invesco

176

IDX: GSMF

Equity Development Investment

177

IDX: GTBO

Garda Tujuh Buana

178

IDX: GWSA

Greenwood Sejahtera

23-Des-11

179

IDX: GZCO

Gozco Plantations

15-Mei-08

180

IDX: HADE

HD Capital

12-Apr-04

181

IDX: HDFA

HD Finance

10-Mei-11

182

IDX: HDTX

Panasia Indosyntex

06-Jun-90

183

IDX: HERO

Hero Supermarket

02-Des-89

184

IDX: HEXA

Hexindo Adiperkasa

13-Feb-95

185

IDX: HITS

Humpuss Intermoda Transportasi

15-Des-97

186

IDX: HMSP

HM Sampoerna

187

IDX: HOME

Hotel Mandarine Regency

188

IDX: HRUM

Harum Energy

06-Okt-10

189

IDX: IATA

Indonesia Air Transport

13-Sep-06

190

IDX: ICBP

Indofood CBP Sukses Makmur

07-Okt-10

191

IDX: ICON

Island Concepts Indonesia

192

IDX: IDKM

Indosiar Karya Media

193

IDX: IGAR

Champion Pacific Indonesia

17 November 2011
27-Agust-90

07-Jul-10
10-Okt-07
09-Jul-10
13-Okt-89
09-Jul-09

15-Agust-90
17-Jul-08

08-Jul-05
04-Okt-04
05 November 1990

Universitas Sumatera Utara

194

IDX: IIKP

Inti Kapuas Arowana

20-Okt-02

195

IDX: IKAI

Intikeramik Alamasri Industri

04-Jun-97

196

IDX: IKBI

Sumi Indo Kabel

21-Jan-91

197

IDX: IMAS

Indomobil Sukses Internasional

15-Sep-93

198

IDX: INAF

Indofarma

17-Apr-01

199

IDX: INAI

Indal Aluminium Industry

05-Des-94

200

IDX: INCF

Amstelco Indonesia

18-Des-89

201

IDX: INCI

Intanwijaya Internasional

202

IDX: INCO

International Nickel Indonesia

203

IDX: INDF

Indofood Sukses Makmur

204

IDX: INDR

Indorama Synthetics

03-Agust-90

205

IDX: INDS

Indospring

10-Agust-90

206

IDX: INDX

Tanah Laut

17-Mei-01

207

IDX: INDY

Indika Energy

11-Jun-08

208

IDX: INKP

Indah Kiat Pulp & Paper

16-Jul-90

209

IDX: INPC

Bank Artha Graha Internasional

210

IDX: INPP

Indonesian Paradise Property

01-Des-04

211

IDX: INRU

Toba Pulp Lestari

18-Jun-90

212

IDX: INTA

Intraco Penta

213

IDX: INTD

Inter-Delta

18-Des-89

214

IDX: INTP

Indocement Tunggal Prakarsa

05-Des-89

215

IDX: INVS

Inovisi Infracom

03-Jul-09

216

IDX: IPOL

Indopoly Swakarsa Industry

09-Jul-10

217

IDX: ISAT

Indosat

19-Okt-94

218

IDX: ITMA

Itamaraya

10-Des-90

219

IDX: ITMG

Indo Tambangraya Megah

18-Des-07

220

IDX: ITTG

Leo Investments

26 November 2001

221

IDX: JAWA

Jaya Agra Wattie

30-Mei-11

24-Jul-90
16-Mei-90
14-Jul-94

29-Agust-90

23-Agust-93

Universitas Sumatera Utara

222

IDX: JECC

Jembo Cable Company

18 November 1992

Jakarta International Hotels &

223

IDX: JIHD

Development

29-Feb-84

224

IDX: JKON

Jaya Konstruksi Manggala Pratama

04-Des-07

225

IDX: JKSW

Jakarta Kyoei Steel Works Ltd

226

IDX: JPFA

JAPFA Comfeed Indonesia

227

IDX: JPRS

Jaya Pari Steel

228

IDX: JRPT

Jaya Real Property

229

IDX: JSMR

Jasa Marga

230

IDX: JSPT

Jakarta Setiabudi Internasional

12-Jan-98

231

IDX: JTPE

Jasuindo Tiga Perkasa

16-Apr-02

232

IDX: KAEF

Kimia Farma (Persero)

04-Jul-01

233

IDX: KARK

Dayaindo Resources International

20-Jul-01

234

IDX: KARW

Karwell Indonesia

235

IDX: KBLI

KMI Wire and Cable

06-Jul-92

236

IDX: KBLM

Kabelindo Murni

01-Jun-92

237

IDX: KBLV

First Media

25-Feb-00

238

IDX: KBRI

Kertas Basuki Rachmat Indonesia

11-Jul-08

239

IDX: KDSI

Kedawung Setia Industrial

29-Jul-96

240

IDX: KIAS

Keramika Indonesia Assosiasi

08-Des-94

241

IDX: KICI

Kedaung Indah Can

28-Okt-93

242

IDX: KIJA

Kawasan Industri Jababeka

10-Jan-95

243

IDX: KKGI

Resource Alam Indonesia

01-Jul-91

244

IDX: KLBF

Kalbe Farma

30-Jul-91

245

IDX: KOIN

Kokoh Inti Arebama

246

IDX: KONI

Perdana Bangun Pusaka

247

IDX: KPIG

Global Land Development

248

IDX: KRAS

Krakatau Steel (Persero)

06-Agust-97
23-Okt-89
08-Agust-89
29-Jun-94
12 November 2007

20-Des-08

09-Apr-08
22-Agust-95
30-Mar-00
10 November 2010

Universitas Sumatera Utara

249

IDX: KREN

Kresna Graha Sekurindo

28-Jun-02

250

IDX: LAMI

Lamicitra Nusantara

18-Jul-01

251

IDX: LAPD

Leyand International

17-Jul-01

252

IDX: LCGP

Laguna Cipta Griya

13-Jul-07

253

IDX: LION

Lion Metal Works

254

IDX: LMAS

Limas Centric Indonesia

28-Des-01

255

IDX: LMPI

Langgeng Makmur Industri

17-Okt-94

256

IDX: LMSH

Lionmesh Prima

04-Jun-90

257

IDX: LPCK

Lippo Cikarang

24-Jul-97

258

IDX: LPGI

Lippo General Insurance

22-Jul-97

259

IDX: LPIN

Multi Prima Sejahtera

05-Feb-90

260

IDX: LPKR

Lippo Karawaci

28-Jun-96

261

IDX: LPLI

Star Pacific

23-Okt-89

262

IDX: LPPF

Matahari Department Store

09-Okt-89

263

IDX: LPPS

Lippo Securities

28-Mar-94

264

IDX: LSIP

PP London Sumatra Indonesia

05-Jul-96

265

IDX: LTLS

Lautan Luas

21-Jul-97

266

IDX: MAIN

Malindo Feedmill

10-Feb-06

267

IDX: MAMI

Mas Murni Indonesia

09-Feb-94

268

IDX: MAPI

Mitra Adiperkasa

269

IDX: MASA

Multistrada Arah Sarana

270

IDX: MAYA

Bank Mayapada Internasional

271

IDX: MBAI

Multibreeder Adirama Ind.

28-Feb-94

272

IDX: MBSS

Mitrabahtera Segara Sejati

06-Apr-11

273

IDX: MBTO

Martina Berto

13-Jan-11

274

IDX: MCOR

Bank Windu Kentjana International

03-Jul-07

275

IDX: MDLN

Modernland Realty Ltd

18-Jan-93

276

IDX: MDRN

Modern Internasional

16-Jul-91

20-Agust-93

10 November 2004
09-Jun-05
29-Agust-97

Universitas Sumatera Utara

277

IDX: MEDC

Medco Energi Internasional

12-Okt-94

278

IDX: MEGA

Bank Mega

17-Apr-00

279

IDX: MERK

Merck

23-Jul-81

280

IDX: META

Nusantara Infrastructure

18-Jul-01

281

IDX: MFIN

Mandala Multifinance

06-Sep-05

282

IDX: MFMI

Multifiling Mitra Indonesia

29-Des-10

283

IDX: MICE

Multi Indocitra

02 November 2005

284

IDX: MIDI

Midi Utama Indonesia

30 November 2010

285

IDX: MIRA

Mitra International Resources

30-Jan-97

286

IDX: MITI

Mitra Investindo

16-Jul-97

287

IDX: MKPI

Metropolitan Kentjana

10-Jul-09

288

IDX: MLBI

Multi Bintang Indonesia

17-Jan-94

289

IDX: MLIA

Mulia Industrindo

17-Jan-94

290

IDX: MLPL

Multipolar

291

IDX: MNCN

Media Nusantara Citra

22-Jun-07

292

IDX: MPPA

Matahari Putra Prima

21-Des-92

293

IDX: MRAT

Mustika Ratu

294

IDX: MREI

Maskapai Reasuransi Indonesia

04-Sep-89

295

IDX: MTDL

Metrodata Electronics

09-Apr-90

296

IDX: MTFN

Capitalinc Investment

16-Apr-90

297

IDX: MTLA

Metropolitan Land

20-Jun-11

298

IDX: MTSM

Metro Realty

08-Jan-92

299

IDX: MYOH

Myoh Technology

27-Jul-00

300

IDX: MYOR

Mayora Indah

04-Jul-90

301

IDX: MYRX

Hanson International

31-Okt-90

302

IDX: MYTX

Apac Citra Centertex

10-Okt-89

303

IDX: NIKL

Pelat Timah Nusantara

14-Des-09

304

IDX: NIPS

Nipress

06 November 1989

27-Jul-95

24-Jul-91

Universitas Sumatera Utara

305

IDX: NISP

Bank OCBC NISP

20-Okt-94

306

IDX: OCAP

Onix Capital

307

IDX: OKAS

Ancora Indonesia Resources

308

IDX: OMRE

Indonesia Prima Property

309

IDX: PADI

Minna Padi Investama

09-Jan-12

310

IDX: PAFI

Panasia Filament Inti

22-Jun-97

311

IDX: PANR

Panorama Sentrawisata

01-Jan-50

312

IDX: PANS

Panin Sekuritas

31-Des-00

313

IDX: PBRX

Pan Brothers

314

IDX: PDES

Destinasi Tirta Nusantara

08-Jul-08

315

IDX: PEGE

Panca Global Securities

24-Jun-05

316

IDX: PGAS

Perusahaan Gas Negara (Persero)

15-Des-03

317

IDX: PGLI

Pembangunan Graha Lestari

05-Apr-00

318

IDX: PICO

Pelangi Indah Canindo

23-Sep-96

319

IDX: PJAA

Pembangunan Jaya Ancol

02-Jul-04

320

IDX: PKPK

Perdana Karya Perkasa

11-Jul-07

321

IDX: PLAS

Polaris Investama

16-Mar-01

322

IDX: PLIN

Plaza Indonesia Realty

15-Jun-92

323

IDX: PNBN

Bank Pan Indonesia

29-Des-82

324

IDX: PNIN

Panin Insurance

20-Sep-83

325

IDX: PNLF

Panin Financial

14-Jun-93

326

IDX: PNSE

Pudjiadi & Sons

01-Mei-90

327

IDX: POLY

Asia Pacific Fibers .

12-Mar-91

328

IDX: POOL

Pool Advista Indonesia

20-Mei-91

329

IDX: PRAS

Prima Alloy Steel Universal

330

IDX: PSAB

Pelita Sejahtera Abadi

01-Des-07

331

IDX: PSDN

Prasidha Aneka Niaga

18-Okt-94

332

IDX: PSKT

Pusako Tarinka

19-Sep-95

10 November 2003
29-Mar-06
22-Agust-94

16-Agust-90

12-Jul-90

Universitas Sumatera Utara

333

IDX: PTBA

Bukit Asam (Persero)

334

IDX: PTIS

Indo Straits

335

IDX: PTPP

Pembangunan Perumahan (Persero)

09-Feb-10

336

IDX: PTRO

Petrosea

21-Mei-90

337

IDX: PTSN

Sat Nusapersada

338

IDX: PTSP

Pioneerindo Gourmet International

339

IDX: PUDP

Pudjiadi Prestige

340

IDX: PWON

Pakuwon Jati

09-Okt-89

341

IDX: PWSI

Panca Wiratama Sakti

10-Mar-94

342

IDX: PYFA

Pyridam Farma

16-Okt-01

343

IDX: RAJA

Rukun Raharja

19-Apr-06

344

IDX: RALS

Ramayana Lestari Sentosa

345

IDX: RBMS

Ristia Bintang Mahkotasejati

19-Des-97

346

IDX: RDTX

Roda Vivatex

14-Mei-90

347

IDX: RELI

Reliance Securities

13-Jul-05

348

IDX: RICY

Ricky Putra Globalindo

22-Jan-98

349

IDX: RIGS

Rig Tenders

350

IDX: RIMO

Rimo Catur Lestari

351

IDX: RINA

Katarina Utama

352

IDX: RMBA

Bentoel Internasional Investama

05-Mar-90

353

IDX: RODA

Royal Oak Development Asia

22-Okt-01

354

IDX: ROTI

Nippon Indosari Corpindo

28-Jun-10

355

IDX: RUIS

Radiant Utama Interinsco

12-Jul-06

356

IDX: SAFE

Steady Safe

357

IDX: SAIP

Surabaya Agung Industry Pulp

03-Mei-93

358

IDX: SCBD

Danayasa Arthatama

31-Des-06

IDX: SCCO

Supreme Cable Manufacturing
Corporation

20-Jul-82

IDX: SCMA

Surya Citra Media

16-Jul-02

359
360

23-Des-02
12-Jul-11

08 November 2007
30-Mei-94
18 November 1994

24-Jul-96

26-Mar-90
10 November 2000
14-Jul-09

15-Agust-94

Universitas Sumatera Utara

361

IDX: SCPI

Schering Plough Indonesia

08-Jun-90

362

IDX: SDMU

Sidomulyo Selaras

12-Jul-11

363

IDX: SDPC

Millennium Pharmacon International

07-Mei-90

364

IDX: SDRA

Bank Himpunan Saudara 1906

15-Des-06

365

IDX: SGRO

Sampoerna Agro

18-Jun-07

366

IDX: SHID

Hotel Sahid Jaya

08-Mei-90

367

IDX: SIAP

Sekawan Intipratama

17-Okt-08

368

IDX: SIIP

Suryainti Permata

08-Jan-98

369

IDX: SIMA

Siwani Makmur

03-Jun-94

370

IDX: SIMM

Surya Intrindo Makmur

28-Mar-00

371

IDX: SIMP

Salim Ivomas Pratama

09-Jun-11

372

IDX: SIPD

Sierad Produce

27-Des-96

373

IDX: SKLT

Sekar Laut

08-Sep-93

374

IDX: SKYB

Skybee

375

IDX: SMAR

SMART

376

IDX: SMCB

Holcim Indonesia

377

IDX: SMDM

Suryamas Dutamakmur

12-Okt-95

378

IDX: SMDR

Samudera Indonesia

05-Des-99

379

IDX: SMGR

Semen Gresik (Persero)

08-Jul-91

380

IDX: SMMA

Sinar Mas Multiartha

05-Jul-95

381

IDX: SMMT

Eatertainment International

01-Des-07

382

IDX: SMRA

Summarecon Agung

07-Mei-90

383

IDX: SMRU

SMR Utama

10-Okt-11

384

IDX: SMSM

Selamat Sempurna

09-Sep-96

385

IDX: SOBI

Sorini Agro Asia Corporindo

03-Agust-92

386

IDX: SONA

Sona Topas Tourism Industry

12-Jul-92

387

IDX: SPMA

Suparma

388

IDX: SQBB

Taisho Pharmaceutical Indonesia

07-Jul-10
20 November 1992
10-Agust-97

16 November 1994
29-Mar-83

Universitas Sumatera Utara

389

IDX: SQMI

Renuka Coalindo

15-Jul-04

390

IDX: SRAJ

Sejahteraraya Anugrahjaya

11-Apr-11

391

IDX: SRSN

Indo Acidatama

11-Jan-93

392

IDX: SSIA

Surya Semesta Internusa

393

IDX: SSTM

Sunson Textile Manufacturer

394

IDX: STAR

Star Petrcohem

395

IDX: STTP

Siantar Top

16-Des-96

396

IDX: SUGI

Sugi Samapersada

19-Jun-02

397

IDX: SULI

Sumalindo Lestari Jaya

21-Mar-94

398

IDX: SUPR

Solusi Tunas Pratama

11-Okt-11

399

IDX: TBIG

Tower Bersama Infrastructure

26-Okt-10

400

IDX: TBLA

Tunas Baru Lampung

14-Feb-00

401

IDX: TBMS

Tembaga Mulia Semanan

30-Sep-93

402

IDX: TCID

Mandom Indonesia

23-Sep-93

403

IDX: TELE

Tiphone Mobile Indonesia

12-Jan-12

404

IDX: TFCO

Tifico Fiber Indonesia

26-Feb-80

405

IDX: TGKA

Tigaraksa Satria

11-Jun-90

406

IDX: TIFA

Tifa Finance

08-Jul-11

407

IDX: TINS

Timah (Persero)

408

IDX: TIRA

Tira Austenite

409

IDX: TIRT

Tirta Mahakam Resources

13-Des-99

410

IDX: TKGA

Toko Gunung Agung

06-Jan-92

411

IDX: TKIM

Pabrik Kertas Tjiwi Kimia

03-Apr-90

412

IDX: TLKM

Telkom Indonesia (Persero)

413

IDX: TMAS

Pelayaran Tempuran Mas

09-Jul-03

414

IDX: TMPI

AGIS

26-Jan-95

415

IDX: TMPO

Tempo Inti Media

08-Jan-01

416

IDX: TOTL

Total Bangun Persada

25-Jul-06

27-Mar-97
20-Agust-97
13-Jul-11

19-Okt-95
27-Jul-93

14 November 1995

Universitas Sumatera Utara

417

IDX: TOTO

Surya Toto Indonesia

30-Okt-90

418

IDX: TOWR

Sarana Menara Nusantara

08-Mar-10

419

IDX: TPIA

Chandra Asri Petrochemical

26-Mei-08

420

IDX: TRAM

Trada Maritime

10-Sep-08

421

IDX: TRIL

Triwira Insanlestari

28-Jan-08

422

IDX: TRIM

Trimegah Securities

31-Jan-00

423

IDX: TRIO

Trikomsel Oke

14-Apr-09

424

IDX: TRST

Trias Sentosa

425

IDX: TRUB

Truba Alam Manunggal Engineering

426

IDX: TRUS

Trust Finance Indonesia

427

IDX: TSPC

Tempo Scan Pacific

17-Jun-94

428

IDX: TURI

Tunas Ridean

06-Mei-95

429

IDX: ULTJ

Ultra Jaya Milk Industry

430

IDX: UNIC

Unggul Indah Cahaya

431

IDX: UNIT

Nusantara Inti Corpora

18-Apr-02

432

IDX: UNSP

Bakrie Sumatera Plantations

06-Mar-90

433

IDX: UNTR

United Tractors

19-Sep-89

434

IDX: UNTX

Unitex

16-Jun-89

435

IDX: UNVR

Unilever Indonesia

11-Jan-82

436

IDX: VIVA

Visi Media Asia

437

IDX: VOKS

Voksel Electric

20-Des-90

438

IDX: VRNA

Verena Multi Finance

25-Jun-08

439

IDX: WAPO

Wahana Phonix Mandiri

22-Jun-01

440

IDX: WEHA

Panorama Transportasi

31-Mei-07

441

IDX: WICO

Wicaksana Overseas International

442

IDX: WIKA

Wijaya Karya

443

IDX: WINS

Wintermar Offshore Marine

444

IDX: WOMF

Wahana Ottomitra Multiartha

02-Jul-90
16-Okt-06
28 November 2002

02-Jul-90
06 November 1989

21 November 2011

08-Agust-94
29-Okt-07
29 November 2010
13-Des-04

Universitas Sumatera Utara

445

IDX: YPAS

Yanaprima Hastapersada

05-Mar-08

446

IDX: YULE

Yulie Sekurindo

10-Des-04

447

IDX: ZBRA

Zebra Nusantara

01-Agust-91

Universitas Sumatera Utara

Lampiran 3 Tabel Jadwal Penelitian

No

Kegiatan

1

Penyusunan Data

2

Penyusunan Proposal

3

Bimbingan dan Perbaikan Proposal

4

Seminar Proposal

5

Perbaikan Tesis dan Bimbingan Tesis

6

Seminar Hasil Tesis

7

Sidang Tesis

Januari

Februari

Maret

April

Mei

Juni

Juli

Sumber: Hasil data olahan

Universitas Sumatera Utara

Lampiran 4. Statistik Deskriptif SBI, Inflasi, Nilai Tukar US $ Dan IHSG

Lampiran 5. Pengujian Linieritas Test For Linierity

107
Universitas Sumatera Utara

Lampiran 6. Pengujian Multikolonearitas

Lampiran 7. Pengujian Statistik – t Dan Multikonearitas Dengan Tolerance
Dan VIF

Lampiran 8. Korelasi Dan Determinasi

108
Universitas Sumatera Utara

Lampiran 9. Pengujian Durbin Watson

Lampiran 10. Pengujian Statistik F

109
Universitas Sumatera Utara

Lampiran 11 Tabel D-W

110
Universitas Sumatera Utara

111
Universitas Sumatera Utara

112
Universitas Sumatera Utara

113
Universitas Sumatera Utara

114
Universitas Sumatera Utara

115
Universitas Sumatera Utara

116
Universitas Sumatera Utara

117
Universitas Sumatera Utara