Pengaruh Rasio Profitabilitas dan Rasio Solvabilitas terhadap Harga Saham pada Industri Makanan dan Minuman yang Terdaftar di Bursa Efek Indonesia
Lampiran 1
Data Sampel Perusahaan Makanan dan Minuman yang tercatat di Bursa
Efek Indonesia (2010 – 2012)
Kode Perusahaan
Emiten
AISA
Tiga Pilar Sejahtera Food
CEKA
Cahaya Kalbar
AQUA
Aqua Golden Mississippi
DLTA
Delta Djakarta
INDF
Indofood Sukses Makmur
MYOR
Mayora Indah
MLBI
Multi Bintang Indonesia
SKLT
Sekar Laut
SMAR
Sinar Mas Agro Resources and Technology
STTP
Siantar Top
ULTJ
Ultrajaya Milk Industry & Trading Company
Lampiran 2
Data Penelitian
Tahun 2010
Sampel
ROI
ROE
DER
LTDtER
Harga
AISA
1.99
4.5
0.89
0.4
750
CEKA
4.02
6.90
0.78
0.26
800
AQUA
3.90
5.89
0.78
0.58
500
DLTA
3.89
5.89
0.89
0.06
600
55
Universitas Sumatera Utara
INDF
3.3
5.90
0.78
0.82
575
MYOR
4.89
5.89
0.89
0.21
750
MLBI
5.89
6.90
0.78
0.18
550
SKLT
3.14
5.96
0.9
0.33
750
SMAR
5.89
4.89
0.78
0.66
600
STTP
3.01
4.35
0.44
0.12
370
ULTJ
2.22
3.65
0.64
0.35
650
Sampel
ROI
ROE
DER
LTDtER
Harga
AISA
2.82
7.34
0.8
0.6
750
CEKA
4.6
6.89
1.58
1.34
800
AQUA
4.90
5.89
0.71
0.56
500
DLTA
5.89
6.89
0.34
0.06
600
INDF
2.61
6.87
1.89
1.18
575
MYOR
6.71
5.89
0.9
0.7
750
MLBI
6.78
6.89
0.6
0.1
550
SKLT
2.12
4.24
0.4
0.41
750
SMAR
5.78
6.89
0.78
0.57
600
STTP
4.89
4.78
0.72
0.11
370
ULTJ
6.87
5.78
0.53
0.14
650
Data Penelitian
Tahun 2011
56
Universitas Sumatera Utara
Data Penelitian
Tahun 2012
Sampel
ROI
ROE
DER
LTDtER
Harga
AISA
2.81
8.82
0.89
1.27
750
CEKA
8.71
5.89
0.89
0.63
800
AQUA
8.36
5.89
0.73
0.54
500
DLTA
4.89
5.78
0.27
0.05
600
INDF
5.14
6.89
0.90
1.35
575
MYOR
5.78
7.89
0.89
0.54
750
MLBI
5.89
5.90
0.89
0.34
550
SKLT
6.53
6.89
0.73
0.31
750
SMAR
7.33
6.90
0.90
0.55
600
STTP
7.49
5.90
0.36
0.08
370
ULTJ
3.53
5.13
0.57
0.12
650
57
Universitas Sumatera Utara
Lampiran 3
Statistik Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
ROI
33
1.99
8.71
4.9264
1.84782
ROE
33
3.65
8.82
6.0894
1.09372
DER
33
2.65
6.78
5.0330
1.02210
LTDtER
33
1.02
1.90
1.7539
.17302
HARGA
33
370.00
800.00
626.8182
125.54144
Valid N (listwise)
33
Sumber : Output SPSS, 2013
Lampiran 4
Histogram
Sumber : Output SPSS, 2013
58
Universitas Sumatera Utara
Lampiran 5
Gambar Normal P-Plot
Sumber : Output SPSS, 2013
59
Universitas Sumatera Utara
Lampiran 6
Tabel Uji Autokorelasi
b
Model Summary
Model
R
1
.379
Adjusted R
Std. Error of the
Square
Estimate
R Square
a
.143
.021
Durbin-Watson
124.21648
2.561
a. Predictors: (Constant), LTDtER, ROE, DER, ROI
b. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
Lampiran 7
Tabel Uji Multikolinearitas
Uji Multikolinearitas
Coefficients
a
Collinearity Statistics
Model
1
Tolerance
VIF
ROI
.821
1.218
ROE
.928
1.078
DER
.875
1.143
LTDtER
.943
1.060
a. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
60
Universitas Sumatera Utara
Lampiran 8
Tabel Hasil Analisis Koefisien Determinasi
b
Model Summary
Model
1
R
R Square
.379
a
Adjusted R
Std. Error of the
Square
Estimate
.143
.021
124.21648
a. Predictors: (Constant), LTDtER, ROE, DER, ROI
b. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
Lampiran 9
Tabel Hasil Uji F
b
ANOVA
Model
1
Sum of Squares
Regression
df
Mean Square
72308.343
4
18077.086
Residual
432032.566
28
15429.735
Total
504340.909
32
F
1.172
Sig.
.345
a
a. Predictors: (Constant), LTDtER, ROE, DER, ROI
b. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
61
Universitas Sumatera Utara
Lampiran 10
Tabel Hasil Uji t
Coefficients
a
Standardized
Unstandardized Coefficients
Model
1
B
Std. Error
(Constant)
485.849
310.557
ROI
-12.923
13.114
ROE
36.830
DER
LTDtER
Coefficients
Beta
t
Sig.
1.564
.129
-.190
-.985
.333
20.843
.321
1.767
.088
13.161
22.964
.107
.573
.571
-48.967
130.694
-.067
-.375
.711
a. Dependent Variable: HARGA
Sumber Output SPSS, 2013
62
Universitas Sumatera Utara
Data Sampel Perusahaan Makanan dan Minuman yang tercatat di Bursa
Efek Indonesia (2010 – 2012)
Kode Perusahaan
Emiten
AISA
Tiga Pilar Sejahtera Food
CEKA
Cahaya Kalbar
AQUA
Aqua Golden Mississippi
DLTA
Delta Djakarta
INDF
Indofood Sukses Makmur
MYOR
Mayora Indah
MLBI
Multi Bintang Indonesia
SKLT
Sekar Laut
SMAR
Sinar Mas Agro Resources and Technology
STTP
Siantar Top
ULTJ
Ultrajaya Milk Industry & Trading Company
Lampiran 2
Data Penelitian
Tahun 2010
Sampel
ROI
ROE
DER
LTDtER
Harga
AISA
1.99
4.5
0.89
0.4
750
CEKA
4.02
6.90
0.78
0.26
800
AQUA
3.90
5.89
0.78
0.58
500
DLTA
3.89
5.89
0.89
0.06
600
55
Universitas Sumatera Utara
INDF
3.3
5.90
0.78
0.82
575
MYOR
4.89
5.89
0.89
0.21
750
MLBI
5.89
6.90
0.78
0.18
550
SKLT
3.14
5.96
0.9
0.33
750
SMAR
5.89
4.89
0.78
0.66
600
STTP
3.01
4.35
0.44
0.12
370
ULTJ
2.22
3.65
0.64
0.35
650
Sampel
ROI
ROE
DER
LTDtER
Harga
AISA
2.82
7.34
0.8
0.6
750
CEKA
4.6
6.89
1.58
1.34
800
AQUA
4.90
5.89
0.71
0.56
500
DLTA
5.89
6.89
0.34
0.06
600
INDF
2.61
6.87
1.89
1.18
575
MYOR
6.71
5.89
0.9
0.7
750
MLBI
6.78
6.89
0.6
0.1
550
SKLT
2.12
4.24
0.4
0.41
750
SMAR
5.78
6.89
0.78
0.57
600
STTP
4.89
4.78
0.72
0.11
370
ULTJ
6.87
5.78
0.53
0.14
650
Data Penelitian
Tahun 2011
56
Universitas Sumatera Utara
Data Penelitian
Tahun 2012
Sampel
ROI
ROE
DER
LTDtER
Harga
AISA
2.81
8.82
0.89
1.27
750
CEKA
8.71
5.89
0.89
0.63
800
AQUA
8.36
5.89
0.73
0.54
500
DLTA
4.89
5.78
0.27
0.05
600
INDF
5.14
6.89
0.90
1.35
575
MYOR
5.78
7.89
0.89
0.54
750
MLBI
5.89
5.90
0.89
0.34
550
SKLT
6.53
6.89
0.73
0.31
750
SMAR
7.33
6.90
0.90
0.55
600
STTP
7.49
5.90
0.36
0.08
370
ULTJ
3.53
5.13
0.57
0.12
650
57
Universitas Sumatera Utara
Lampiran 3
Statistik Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
ROI
33
1.99
8.71
4.9264
1.84782
ROE
33
3.65
8.82
6.0894
1.09372
DER
33
2.65
6.78
5.0330
1.02210
LTDtER
33
1.02
1.90
1.7539
.17302
HARGA
33
370.00
800.00
626.8182
125.54144
Valid N (listwise)
33
Sumber : Output SPSS, 2013
Lampiran 4
Histogram
Sumber : Output SPSS, 2013
58
Universitas Sumatera Utara
Lampiran 5
Gambar Normal P-Plot
Sumber : Output SPSS, 2013
59
Universitas Sumatera Utara
Lampiran 6
Tabel Uji Autokorelasi
b
Model Summary
Model
R
1
.379
Adjusted R
Std. Error of the
Square
Estimate
R Square
a
.143
.021
Durbin-Watson
124.21648
2.561
a. Predictors: (Constant), LTDtER, ROE, DER, ROI
b. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
Lampiran 7
Tabel Uji Multikolinearitas
Uji Multikolinearitas
Coefficients
a
Collinearity Statistics
Model
1
Tolerance
VIF
ROI
.821
1.218
ROE
.928
1.078
DER
.875
1.143
LTDtER
.943
1.060
a. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
60
Universitas Sumatera Utara
Lampiran 8
Tabel Hasil Analisis Koefisien Determinasi
b
Model Summary
Model
1
R
R Square
.379
a
Adjusted R
Std. Error of the
Square
Estimate
.143
.021
124.21648
a. Predictors: (Constant), LTDtER, ROE, DER, ROI
b. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
Lampiran 9
Tabel Hasil Uji F
b
ANOVA
Model
1
Sum of Squares
Regression
df
Mean Square
72308.343
4
18077.086
Residual
432032.566
28
15429.735
Total
504340.909
32
F
1.172
Sig.
.345
a
a. Predictors: (Constant), LTDtER, ROE, DER, ROI
b. Dependent Variable: HARGA
Sumber : Output SPSS, 2013
61
Universitas Sumatera Utara
Lampiran 10
Tabel Hasil Uji t
Coefficients
a
Standardized
Unstandardized Coefficients
Model
1
B
Std. Error
(Constant)
485.849
310.557
ROI
-12.923
13.114
ROE
36.830
DER
LTDtER
Coefficients
Beta
t
Sig.
1.564
.129
-.190
-.985
.333
20.843
.321
1.767
.088
13.161
22.964
.107
.573
.571
-48.967
130.694
-.067
-.375
.711
a. Dependent Variable: HARGA
Sumber Output SPSS, 2013
62
Universitas Sumatera Utara