Analisis Pengaruh Variabel Fundamental Terhadap Risiko Sistematik Pada Perusahaan Sub Manufaktur Sub Sektor Tekstil dan Garmen yang Terdaftar di BEI Periode Tahun 2010-2014 - Unika Repository

DAFTAR HARGA SAHAM EMITEN

  0.31

  0.14

  1.38

  0.57

  0.17 INDR

  2.62 0.16 -0.28 -0.30 -0.23 KARW -0.19

  0.00 3.62 -0.72

  1.64 MYRX

  3.00 0.48 -0.03

  1.00

  0.22 MYTX

  2.31 0.67 -0.19 -0.58 PBRX 10.85 -0.73 0.07 -0.11

  0.02 FMII

  0.20 RDTX

  0.50

  0.29

  0.30

  0.40

  0.07 RICY -0.07 0.02 -0.05 -0.01

  0.01 SRSN -0.10 -0.10 -0.07

  0.00

  0.00 TFCO 0.65 -0.02 0.24 -0.19

  0.80

  0.00

  Kode Harga Saham

2009 2010 2011 2012 2013 2014

  BATA 360 676 550 600 1060 1105 BIMA 900 900 900 900 700 700 CNTX 2650 2650 8000 6700 7800 17500 ERTX

  0.09

  85 59 200 325 280 630 ESTI

51 100 160 160 190 193

FMII 90 90 103 245 385 449

  INDR 470 1700 1980 1420 1000 770 KARW 180 145 145 670 185 488 MYRX

50 200 295 285 570 695

MYTX 52 68 225 375 305 128 PBRX 135 1600 440 470 420 505

  RDTX 1400 2100 2700 3500 4900 5250 RICY 195 181 184 174 173 174 SRSN

  67

  60

  54

  50

  50

  50 TFCO 310 510 500 620 500 900 RETURN SAHAM Kode Return Saham 2010 2011 2012 2013 2014

  BATA 0.88 -0.19

  0.77

  0.00

  0.04 BIMA

  0.00

  0.00 0.00 -0.22

  0.00 CNTX

  0.00 2.02 -0.16

  0.16

  1.24 ERTX -0.31

  2.39 0.63 -0.14

  1.25 ESTI

  0.96

  0.60

  0.19

HARGA INDEKS

  24.29 RICY 18.31 25.97 28.47 28.64 21.26

  MYTX -23322 -185825 -141495 -156063 -22623 -190105 PBRX 35217 44218 90344 109338 156388 160609 RDTX 118742 190011 133487 148149 231714 262811 RICY 4871 14241 15688 23519 7466 22627 SRSN 36508 14181 33811 25761 32667 29858 TFCO -208806 98437 232503 72744 -120527 -63693

  INDR 18056 278082 377543 35246 49331 97478 KARW -7108 -10165 44995 53905 -59296 -31133 MYRX 13946 34265 107945 28153 13105 1748

  ESTI 15002 6265 8341 -30478 -79446 -88773 FMII 11234 -6769 350 4824 -2605 4385

  CNTX -49161 -10493 33467 -35221 -1357 3553 ERTX -22883 -49360 87043 3806 10767 27967

  BATA 71678 84567 78631 99147 63758 98926 BIMA 31336 12505 4713 9138 -13095 13252

  Kode EBIT 2009 2010 2011 2012 2013 2014

  24.29 EBIT

  24.29 TFCO 18.31 25.97 28.47 28.64 21.26

  24.29 SRSN 18.31 25.97 28.47 28.64 21.26

  Kode Harga Indeks 2009 2010 2011 2012 2013 2014

  BATA 18.31 25.97 28.47 28.64 21.26

  24.29 PBRX 18.31 25.97 28.47 28.64 21.26

  24.29 MYTX 18.31 25.97 28.47 28.64 21.26

  24.29 MYRX 18.31 25.97 28.47 28.64 21.26

  24.29 KARW 18.31 25.97 28.47 28.64 21.26

  24.29 INDR 18.31 25.97 28.47 28.64 21.26

  24.29 FMII 18.31 25.97 28.47 28.64 21.26

  24.29 ESTI 18.31 25.97 28.47 28.64 21.26

  24.29 ERTX 18.31 25.97 28.47 28.64 21.26

  24.29 CNTX 18.31 25.97 28.47 28.64 21.26

  24.29 BIMA 18.31 25.97 28.47 28.64 21.26

  24.29 RDTX 18.31 25.97 28.47 28.64 21.26

PERUBAHAN EBIT

  Perubahan EBIT Kode 2010 2011 2012 2013 2014

  BATA 17.98 -7.02 26.09 -35.69

  55.16 BIMA -60.09 -62.31 93.89 -243.30 -201.20 CNTX -78.66 -418.95 -205.24 -96.15 -361.83 ERTX 115.71 -276.34 -95.63 182.90 159.75

  ESTI -58.24 33.14 -465.40 160.67

  11.74 FMII -160.25 -105.17 1278.29 -154.00 -268.33

  INDR 1440.11 35.77 -90.66

  39.96

  97.60 KARW 43.01 -542.65 19.80 -210.00 -47.50 MYRX 145.70 215.03 -73.92 -53.45 -86.66 MYTX 696.78 -23.86 10.30 -85.50 740.32

  PBRX 25.56 104.31

  21.02

  43.03

  2.70 RDTX 60.02 -29.75

  10.98

  56.41

  13.42 RICY 192.36

  10.16 49.92 -68.26 203.07 SRSN -61.16 138.42 -23.81 26.81 -8.60 TFCO -147.14 136.19 -68.71 -265.69 -47.15

  

NET SALES

NET SALES Kode 2009 2010 2011 2012 2013 2014

  BATA 598,466 644,189 678,592 751,449 902,459 1,008,728 BIMA 242,228 321,452 184,387 243,531 192,832 286688

  CNTX 256,818 249,049 369,054 275,300 373,350 427,986 ERTX 247,105 233,110 259,371 467,537 682,043 676,927

  ESTI 539,809 615,069 713,716 729,405 589,732 587,167 FMII 16,959 11,034 23,783 37,314 50,721 44,485

  INDR 4,605,512 5,538,867 7,078,076 7,204,322 9,077,758 9,029,558 KARW 70,551 39,220 25,104 30,442 32,374 32,227

  MYRX 288,196 109,046 183,463 117,924 170,002 135,409 MYTX 1,487,923 1,723,963 1,957,035 1,519,059 1,900,302 2,129,058

  PBRX 1,593,602 1,428,090 2,170,707 2,698,805 4,168,411 4,209,950 RDTX 236,066 260,802 295,908 329,558 418,119 431,415

  RICY 507,955 580,322 616,395 749,973 256,726 1,185,444 SRSN 352,543 342,870 387,354 384,145 392,316 472,835

  TFCO 2,314,656 2,682,177 3,644,639 3,476,585 3,648,118 3,499,574

PERUBAHAN NET SALES

  Perubahan NET SALES Kode 2010 2011 2012 2013 2014

  BATA

  7.64

  5.34

  10.74

  20.10

  11.78 BIMA 32.71 -42.64 32.08 -20.82

  48.67 CNTX -3.03 48.19 -25.40

  35.62

  14.63 ERTX -5.66

  11.27

  80.26 45.88 -0.75 ESTI

  13.94

  16.04 2.20 -19.15 -0.43 FMII -34.94 115.54

  56.89 35.93 -12.29

  INDR

  20.27

  27.79

  1.78 26.00 -0.53 KARW -44.41 -35.99

  21.26 6.35 -0.45 MYRX -62.16 68.24 -35.72 44.16 -20.35 MYTX

  15.86 13.52 -22.38

  25.10

  12.04 PBRX -10.39

  52.00

  24.33

  54.45

  1.00 RDTX

  10.48

  13.46

  11.37

  26.87

  3.18 RICY

  14.25

  6.22 21.67 -65.77 361.75 SRSN -2.74 12.97 -0.83

  2.13

  20.52 TFCO

  15.88 35.88 -4.61 4.93 -4.07

  DOL DOL Kode 2010 2011 2012 2013 2014

  BATA

  2010 2011 2012 2013 2014

  BIMA 2.35 -1.31 2.43 -1.78

  4.68 CNTX -1.84

  1.46

  2.93 11.69 -4.13 ERTX 26.00 -8.69 8.08 -2.70 -24.73

  ESTI -20.43 -24.53 -1.19 3.99 -212.97 FMII -4.18 2.07 -211.72 -8.39 -26.99

  INDR 4.59 -0.91 22.47 -4.29

  21.82 KARW

  71.06 1.29 -50.83 1.54 -183.81 MYRX -0.97

  15.08 0.93 -33.09 104.60 MYTX -2.34

  3.15 2.07 -1.21

  4.26 PBRX 43.92 -1.76 -0.46 -3.41

  61.50 RDTX -2.46

  2.01

  0.86

  0.79

  2.71 RICY 5.73 -2.21

  0.97

  2.10

  4.22 SRSN

  13.50

  1.63

  2.30

  1.04

  0.56 TFCO

  22.29

  10.67

  28.74 12.60 -0.42

  

EAT

Kode EAT 2009 2010 2011 2012 2013 2014

  BATA 52,981 60,975 81,128 100,164 65,392 103,213 BIMA 12,339 9,153 2,437 2,623 (10,024) 10,048

  CNTX (49,161) (10,493) 33,467 (35,221) (1,357) 3,553 ERTX (25,372) (48,091) 84,605 6,196 8,593 27,961

  ESTI 7,687 1,488 4,426 (41,505) (79,840) (79,459) FMII (9,007) (5,786) (536) 969 (7,958) 2,424

  INDR 106,796 232,323 399,983 9,314 19,571 50,255 KARW (6,949) (10,891) 56,456 54,064 (59,371) (30,133)

  MYRX 13,946 33,681 101,903 28,153 245 1,371 MYTX 13,186 104,974 (120,510) (126,172) (49,787) (158,271)

  PBRX 33,282 35,695 72,121 90,413 128,214 125,699 RDTX 102,549 170,900 113,960 124,818 198,230 232,637

  RICY 3,572 10,882 12,210 16,978 4,840 15,112 SRSN 25,380 9,830 23,988 16,956 15,994 14,456

  TFCO (162,245) 97,107 269,546 78,188 (112,534) 57,442

PERUBAHAN EAT

  BATA

  Kode Perubahan EAT 2010 2011 2012 2013 2014

  33.05 23.46 -34.72

  57.84 BIMA -25.82 -73.37 7.63 -482.16 -200.24 CNTX -78.66 -418.95 -205.24 -96.15 -361.83

  ERTX 89.54 -275.93 -92.68 38.69 225.39 ESTI -80.64 197.45 -1037.75 92.36 -0.48 FMII -35.76 -90.74 -280.78 -921.26 -130.46

  INDR 117.54 72.17 -97.67 110.12 156.78 KARW 56.73 -618.37 -4.24 -209.82 -49.25 MYRX 141.51 202.55 -72.37 -99.13 459.59

  MYTX 696.10 -214.80 4.70 -60.54 217.90 PBRX 7.25 102.05

  25.36 41.81 -1.96 RDTX 66.65 -33.32

  9.53

  58.82

  17.36 RICY 204.65

  12.20 39.05 -71.49 212.23 SRSN -61.27 144.03 -29.31 -5.67 -9.62 TFCO -159.85 177.58 -70.99 -243.93 -151.04

  15.09

  

DFL

Kode DFL 2010 2011 2012 2013 2014

  1.20

  1.09

  1.12 TFCO

  1.04 1.23 -0.21

  1.00

  1.05 SRSN

  1.05

  0.78

  1.06

  1.03

  1.29 RICY

  1.04

  0.87

  1.12

  1.11

  1.21 0.97 -0.73 RDTX

  0.98

  1.30

  0.92

  0.29 PBRX

  MYRX 901 133,216 861,975 1,116,299 5,335,863 5,414,788 MYTX 1,803,398 1,882,934 1,848,395 1,803,323 2,095,467 204,104

  TFCO

  413,777 364,005 361,182 402,109 125,993 463,347

  RICY 599,719 613,323 642,095 842,499 869,226 1,170,752 SRSN

  651,180 852,447 1,082,292 1,207,905 1,549,675 1,643,441

  RDTX

  819,565 887,284 1,515,038 2,003,098 2,869,248 4,557,725

  PBRX

  INDR 5,123,263 5,078,561 6,107,213 6,653,020 8,796,268 9,217,073 KARW 101,933 73,648 13,173 549,107 674,051 667,338

  3.20 TOTAL ASSETS

  307,232 347,820 351,808 355,112 429,979 459,446

  ERTX 97,776 115,327 171,870 433,415 545,316 575,740 ESTI 518,857 583,253 636,930 778,092 881,536 866,099 FMII

  358,537 314,859 331,204 301,276 371,585 382,809

  CNTX

  94,881 87,275 91,526 100,101 111,282 104,058

  BATA 416,679 484,253 516,649 574,108 680,685 774,891 BIMA

  Kode Total Assets 2009 2010 2011 2012 2013 2014

  0.28

  0.71

  BATA 0.84 -4.71

  1.00

  0.97

  1.00

  0.77

  1.00 ERTX

  1.00

  1.00

  1.00

  1.00 CNTX

  1.41 ESTI

  1.98

  0.08

  1.18

  0.43

  1.05 BIMA

  0.97

  0.90

  0.21

  1.38

  0.46

  1.32 1.14 -0.21

  9.00

  1.00

  0.98 1.85 -5.30 MYTX

  0.94

  0.97

  1.04 MYRX

  1.00

  1.61 KARW

  5.96

  2.76

  1.08

  2.02

  0.08

  0.49 INDR

  5.98

  0.22 0.86 -0.22

  2.23 0.57 -0.04 FMII

  1,745,620 1,782,159 3,510,205 3,708,923 4,329,157 4,232,153

  7.40 2.25 -3.08 -1.64

  1.32 1.08 -5.20

  0.13

  5.65

  4.19

  4.00

  5.45 INDR

  FMII

  0.24 0.62 -5.69 -13.54 -13.53

  1.00

  4.13 ESTI

  1.26

  1.33

  32.62

  0.83 ERTX

  0.04 CNTX

  3.89

  0.56 KARW -0.10 -25.75 182.34 182.85 -178.86 -116.79

  

NPM (%)

2009 2010 2011 2012 2013 2014

  13.05 TFCO

  14.39

  15.07

  

15.13

  15.28

  15.26 NPM Kode

  BATA

  5.09

  29.00

  9.47

  8.34

  9.23

  4.92

  7.02 BIMA

  0.22

  MYRX

  

12.90

  47.41

  3.62

  3.06 TFCO

  4.08

  4.41

  6.19

  2.87

  7.00

  1.27 SRSN

  0.02

  2.26

  1.98

  1.88

  1.00

  53.92 RICY

  37.87

  0.05

  2.00

  31.00

  55.54

  23.87

  0.14

  1.01 MYTX

1.00 -13.54 -6.16 -8.31 -2.62 -7.43

  PBRX

  2.50

  38.51

  3.32

  3.35

  3.08

  2.99 RDTX

  43.00

  65.53

  11.74

  12.80

  SIZE Kode

  12.86 ERTX

  12.97

  

12.78

  12.77

  12.76

  13.67 FMII

  13.69

  

13.56

  13.36

  13.28

  13.26 ESTI

  13.21

  

12.98

  12.05

  11.66

  12.83

  15.44

  13.56 BIMA

  

SIZE

2010 2011 2012 2013 2014

  BATA

  13.09

  13.16

  

13.26

  13.43

  11.38

  

12.62

  11.42

  

11.51

  11.62

  11.55 CNTX

  12.66

  12.71

  13.04 INDR

  15.62

  12.80

  

14.00

  14.23

  

14.51

  14.87

  15.33 RDTX

  13.66

  13.89

  14.25

  12.23 PBRX

  14.31 RICY

  13.33

  13.37

  

13.64

  13.68

  13.97 SRSN

  13.70

  14.56

  

15.71

  13.41 MYRX

  15.99

  16.04 KARW

  11.21

  9.49

  

13.22

  13.42

  11.80

  

14.41

  13.67

  

13.93

  15.49

  15.50 MYTX

  14.45

  14.43

  • 0.19 -4.21 9.07 -12.79 -0.36
  • 0.10 -0.21
  • 0.53 -52.44 -2.25 2.60 -15.69
  • 0.07
  • 2.961 -2.961 -2.961 -2.961 -2.961

  13.36 0.62 0.393

  5.73

  14 SRSN 2010

  13.33 1.88 -2.617

  1.06

  13.50

  13 RICY 2010

  13.66 65.53 0.194

  1.11

  12 RDTX 2010

  1.00

  13.70 2.50 0.038

  0.28

  11 PBRX 2010 -2.46

  1.00 14.45 -13.54 0.026

  43.92

  10 MYTX 2010

  11.80 31.00 0.118

  22.29

  12.80 2.87 -2.961

  9 MYRX 2010 -2.34

  1.00

  5.96

  2.07

  20 ESTI 2011

  12.05 32.62 0.003

  1.00

  19 ERTX 2011 -24.53

  12.71 9.07 0.018

  18 CNTX 2011

  15 TFCO 2010 -9.27

  11.42 1.32 1.943

  1.18

  1.46

  17 BIMA 2011

  13.16 8.34 0.029

  16 BATA 2011

  14.39 3.62 0.436

  1.09

  0.97

  8 KARW 2010 -0.97 1.32 11.21 -25.75 0.001

  BETA Kode BETA 2010 2011 2012 2013 2014

  MYTX 0.026 0.026 0.026 0.026 0.026 PBRX

  DATA TIME SERIES No

  0.436 0.436 0.436 0.436 0.436

  TFCO

  RICY -2.617 -2.617 -2.617 -2.617 -2.617 SRSN

  0.194 0.194 0.194 0.194 0.194

  RDTX

  0.038 0.038 0.038 0.038 0.038

  0.118 0.118 0.118 0.118 0.118

  1 BATA 2010

  MYRX

  0.001 0.001 0.001 0.001 0.001

  INDR 0.158 0.158 0.158 0.158 0.158 KARW

  FMII -0.022 -0.022 -0.022 -0.022 -0.022

  0.393 0.393 0.393 0.393 0.393

  CNTX 0.018 0.018 0.018 0.018 0.018 ERTX 0.003 0.003 0.003 0.003 0.003 ESTI

  1.943 1.943 1.943 1.943 1.943

  BATA 0.029 0.029 0.029 0.029 0.029 BIMA

  Kode Tahun DOL DFL Size NPM Beta

  2.35

  15.44 4.19 0.158

  1.38

  0.08

  71.06

  7 INDR 2010

  0.22 12.76 -52.44 -0.022

  4.59

  6 FMII 2010

  13.28 0.24 0.393

  5 ESTI 2010 -4.18

  0.84

  4 ERTX 2010 -20.43 0.77 11.66 -0.21 0.003

  1.00 12.66 -4.21 0.018

  26.00

  3 CNTX 2010

  11.38 3.89 1.943

  0.43

  2 BIMA 2010 -1.84

  13.09 9.47 0.029

  • 1.31 -4.71
  • 8.69
  • 1.19

  • 0.46

  0.97

  51 FMII 2013 -4.29

  0.57 13.69 -13.54 0.393

  50 ESTI 2013

  13.21 1.26 0.003

  0.21

  3.99

  49 ERTX 2013

  1.00 12.83 -0.36 0.018

  48 CNTX 2013

  1.98 11.62 -5.20 1.943

  11.69

  47 BIMA 2013

  13.43 4.92 0.029

  46 BATA 2013

  52 INDR 2013

  15.13 2.25 0.436

  1.03

  14.90

  45 TFCO 2012

  12.90 4.41 -2.961

  1.23

  28.74

  44 SRSN 2012

  13.64 2.26 -2.617

  0.78

  2.30

  43 RICY 2012

  14.00 37.87 0.194

  0.87

  5.98 12.97 -15.69 -0.022

  1.54

  42 RDTX 2012

  14.25 47.41 0.194

  1.00

  62 BIMA 2014

  13.56 7.02 0.029

  1.05

  4.68

  61 BATA 2014

  0.92 15.28 -3.08 0.436

  60 TFCO 2013

  11.74 4.08 -2.961

  59 SRSN 2013 12.60 -0.21

  13.68 0.02 -2.617

  1.05

  1.04

  58 RICY 2013

  1.04

  2.76

  2.10

  57 RDTX 2013

  14.87 3.08 0.038

  0.97

  0.79

  56 PBRX 2013

  0.71 14.56 -2.62 0.026

  55 MYTX 2013 -3.41

  15.49 0.14 0.118

  1.85

  54 MYRX 2013

  1.00 13.42 -178.86 0.001

  53 KARW 2013 -33.09

  15.99 0.22 0.158

  0.97

  14.51 3.35 0.038

  11.55 0.04 1.943

  0.98

  3.80

  30 TFCO 2011

  12.80 6.19 -2.961

  1.04

  10.67

  29 SRSN 2011

  13.37 1.98 -2.617

  1.20

  1.63

  28 RICY 2011

  13.89 38.51 0.194

  1.12

  27 RDTX 2011 -2.21

  14.23 3.32 0.038

  2.01

  15.07 7.40 0.436

  26 PBRX 2011

  9.00 14.43 -6.16 0.026

  25 MYTX 2011 -1.76

  13.67 55.54 0.118

  0.94

  3.15

  24 MYRX 2011

  1.14 9.49 182.34 0.001

  15.08

  23 KARW 2011

  15.62 5.65 0.158

  2.02

  1.29

  22 INDR 2011

  1.30

  31 BATA 2012

  1.21

  22.47 -0.22

  0.86

  41 PBRX 2012

  0.46 14.41 -8.31 0.026

  40 MYTX 2012

  13.93 23.87 0.118

  0.98

  2.07

  39 MYRX 2012

  0.93 -0.21 13.22 182.85 0.001

  38 KARW 2012

  15.71 0.13 0.158

  1.08

  37 INDR 2012 -50.83

  12.78 2.60 -0.022

  36 FMII 2012

  2.43

  2.23 13.56 -5.69 0.393

  35 ESTI 2012 -211.72

  12.98 1.33 0.003

  0.97

  34 ERTX 2012

  1.00 12.62 -12.79 0.018

  8.08

  33 CNTX 2012

  11.51 1.08 1.943

  0.08

  2.93

  32 BIMA 2012

  13.26 9.23 0.029

  0.90

  • 1.78
  • 2.70
  • 8.39
  • 1.21
  • 53.85
  • 4.13

  • 24.73
  • 26.99 -0.04 13.67 -13.53 0.393
  • 183.81

  74 SRSN 2014 -0.42

  72 RDTX 2014

  4.22

  1.29

  14.31 53.92 0.194

  73 RICY 2014

  0.56

  1.05

  13.97 1.27 -2.617

  1.12

  2.71 -0.73

  13.05 3.06 -2.961

  75 TFCO 2014

  11.58

  3.20 15.26 -1.64 0.436

  Statistik Deskriptif Descriptive Statistics N Minimum Maximum Mean Std. Deviation DOL

  48 -26.99 28.74 1.5817 11.76112 DFL 48 -.22 2.02 .9148 .46692 Size

  48

  11.21 15.62 13.2048 1.12437 NPM 48 -25.75 32.62 2.4125 9.53460 Beta 48 -2.961 1.943 -.30875 1.410414 Valid N (listwise)

  Descriptive Statistics

  15.33 2.99 0.038

  71 PBRX 2014

  63 CNTX 2014

  13.04 5.45 -0.022

  1.00

  12.86 0.83 0.018

  64 ERTX 2014 -212.97

  1.41

  13.26 4.13 0.003

  65 ESTI 2014

  66 FMII 2014

  21.82

  0.49

  67 INDR 2014

  0.29 12.23 -7.43 0.026

  1.61

  16.04 0.56 0.158

  68 KARW 2014 104.60

  1.04 13.41 -116.79 0.001

  69 MYRX 2014

  4.26 -5.30

  15.50 1.01 0.118

  70 MYTX 2014

  61.50

48 Analisis Regresi Berganda dan Uji Asumsi Klasik

  Mean Std. Deviation N Beta -.30875 1.410414

  

48

DOL 1.5817 11.76112

  

48

DFL .9148 .46692

  

48

Size 13.2048 1.12437

  

48

NPM 2.4125 9.53460

  

48

a Variables Entered/Removed

  Model Variables Variables Method Entered Removed NPM, Size, . Enter

  1 b DOL, DFL

a. Dependent Variable: Beta b. All requested variables entered.

  b Model Summary Model R R Square Adjusted R Std. Error of the Durbin-Watson Square Estimate a 1 .346 .120 .114 1.383609 1.776

  a. Predictors: (Constant), NPM, Size, DOL, DFL

  b. Dependent Variable: Beta a ANOVA Model Sum of Squares df Mean Square F Sig. b Regression 21.177

  4 5.294 2.766 .002

  1 Residual 82.318 43 1.914 Total 103.496

  47

  a. Dependent Variable: Beta

  b. Predictors: (Constant), NPM, Size, DOL, DFL a

  

Coefficients

Model Unstandardized Standardize t Sig. Collinearity Coefficients d Statistics

  Coefficients B Std. Error Beta Toleranc

  VIF e (Constan 2.084 2.387 .873 .388 t)

1 DOL -.037 .017 -.309 -2.154 .037 .998 1.002

  DFL .161 .447 .053 .360 .721 .935 1.069 Size -.186 .185 -.148 -1.003 .321 .939 1.065

NPM -.011 .021 -.076 -.531 .598 .994 1.006

a. Dependent Variable: Beta

  Uji Normalitas-Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

  N 48 a,b Mean .0000000 Normal Parameters

  Std. Deviation 1.32342275 Absolute .186 Most Extreme Differences Positive .113 Negative -.186 Kolmogorov-Smirnov Z 1.289 Asymp. Sig. (2-tailed) .072 a. Test distribution is Normal.

  b. Calculated from data.

  Uji Heteroskedastisitas-Uji Glejser Variables Entered/Removed a Model Variables Entered

  Variables Removed Method

  1 NPM, Size, DOL, DFL b

. Enter

a. Dependent Variable: Abs b. All requested variables entered.

  Model Summary Model R R Square Adjusted R Square

  Std. Error of the Estimate 1 .467 a

.218 .145 .73761

  a. Predictors: (Constant), NPM, Size, DOL, DFL

  a ANOVA Model Sum of Squares df Mean Square F Sig. b Regression 6.530 4 1.632 3.001 .029

  1 Residual 23.395 43 .544 Total 29.925

  47

  a. Dependent Variable: Abs

  b. Predictors: (Constant), NPM, Size, DOL, DFL a

  

Coefficients

Model Unstandardized Coefficients Standardized t Sig.

  Coefficients

B Std. Error Beta

(Constant) 3.223 1.273 2.533 .015 DOL .027 .092 .400 .296 .496

  

1 DFL .119 .238 .070 .501 .619

Size -.177 .099 -.249 -1.792 .080 NPM .003 .011 .030 .222 .825

  a. Dependent Variable: Abs

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