Pengaruh Hari Perdagangan Terhadap Returnsaham Lq-45 Di Bursa Efek Indonesia
DAFTAR LAMPIRAN
Lampiran I
Data Return Saham Rata-rata Indeks LQ-45
Hari Perdagangan
No
Kode
Emiten
Senin
Selasa
Rabu
1
AALI
-0.0002
0.0004
0.0134
0.003
0.0669
2
ADRO
0.0039
-0.0129
0.0094
0.0157
-0.0015
3
AKRA
-0.0002
-0.0059
0.0041
0.0034
0.0014
4
ASII
0.0037
-0.0024
0.0008
0.0072
-0.008
5
ASRI
0.0005
0.0029
-0.0053
0.0067
-0.011
6
BBCA
-0.0085
0.0059
0.0015
0.0035
0.0004
7
BBNI
0.0021
0.0034
-0.0001
0.004
-0.0062
8
BBRI
0.0016
0.0011
-0.0008
0.0038
-0.0035
9
BBTN
-0.0065
0.0019
-0.0099
0.0048
0.0034
10
BDMN
-0.0015
0.0028
0.0011
-0.0007
-0.0065
11
BHIT
0.0004
-0.0042
-0.003
-0.0001
-0.0024
12
BKSL
-0.0033
-0.007
-0.0013
0.0065
-0.01
13
BMRI
-0.0061
0.0073
-0.0002
0.0062
-0.006
14
BMTR
0.002
-0.0015
-0.0025
-0.0038
0.0005
15
BSDE
-0.006
0.0005
-0.0005
0.0059
-0.0009
16
BUMI
0.0042
-0.0066
0.0075
-0.0092
-0.0103
17
BWPT
0.0052
0.0032
0.0024
0.0112
0.0023
18
CPIN
-0.0016
0.0081
0.0487
-0.0032
0.002
19
EXCL
0.005
-0.0059
0.0014
-0.0068
-0.0036
20
GGRM
-0.0014
-0.032
0.3503
0.0017
0.0057
21
HRUM
-0.001
-0.0126
0.0389
-0.0042
-0.0084
22
ICBP
0.0072
-0.0009
0.0028
0.0045
-0.0004
23
IMAS
0.0028
-0.0008
0.0069
-0.0073
-0.0036
24
INCO
0.0299
-0.0031
-0.0116
0.0109
0.0016
25
INDF
0.3223
0.0267
0.0016
0.0038
-0.0315
26
INTP
-0.0203
0.0003
-0.0004
0.0061
0.0016
27
ITMG
-0.0043
-0.0012
0.0021
0.0056
0.0012
28
JSMR
-0.0043
-0.0012
0.0021
0.0056
0.0012
Kamis
Jumat
Universitas Sumatera Utara
Lanjutan Lampiran I
Data Return Saham Rata-rata Indeks LQ-45
Hari Perdagangan
No
Kode
Emiten
Senin
Selasa
Rabu
29
KLBF
-0.0031
0.0015
-0.0025
0.0063
0.0003
30
LPKR
-0.0049
-0.0014
0.0008
0.0001
-0.0052
31
LSIP
-0.0031
0.0017
0.0123
0.0159
-0.0025
32
MAIN
0.0042
0.0020
-0.0016
-0.0011
0.0048
33
MAPI
0.0080
0.0053
-0.0063
-0.0100
0.0034
34
MLPL
-0.0062
-0.0025
-0.0033
0.0076
-0.0018
35
MNCN
-0.0071
-0.0068
0.0028
-0.0037
0.0049
36
PGAS
-0.0006
-0.0038
-0.0054
0.0007
0.0021
37
PTBA
0.0013
-0.0075
0.0036
0.0058
-0.0037
38
PWON
-0.0324
0.0875
0.0128
-0.0001
0.0001
39
SMCB
-0.0047
-0.0035
-0.0014
0.0006
0.0017
40
SMGR
-0.0057
0.0010
-0.0035
0.0072
-0.0010
41
SSIA
-0.0085
-0.0103
0.0055
-0.0005
-0.0010
42
TLKM
-0.0014
-0.0055
0.0039
0.0069
-0.0030
43
UNTR
0.0043
-0.0034
0.0104
-0.0019
0.0346
44
UNVR
-0.0020
-0.0008
0.0023
-0.0024
0.0009
45
WIKA
-0.0103
-0.0077
-0.0171
0.0684
0.0004
Kamis
Jumat
Universitas Sumatera Utara
Lampiran 2
Tabel Analisis Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
Senin
45
-.0324
.3223
.005631
.0490112
Selasa
45
-.0320
.0875
.000269
.0154459
Rabu
45
-.0171
.3503
.010504
.0529190
Kamis
45
-.0100
.0684
.004102
.0113656
Jumat
45
-.0315
.0669
.000209
.0130388
Valid N (listwise)
45
Uji Normalitas
Universitas Sumatera Utara
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,b
45
Mean
Std. Deviation
Most Extreme Differences
.0000000
.00415161
Absolute
.073
Positive
.073
Negative
-.069
Kolmogorov-Smirnov Z
.487
Asymp. Sig. (2-tailed)
.971
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Uji Heteroskedastisitas
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
(Constant)
Coefficients
Std. Error
.003
.000
Senin
-.019
.008
Selasa
.058
Rabu
Beta
t
Sig.
8.270
.000
-.358
-2.322
.126
.025
.348
2.293
.227
.002
.007
.036
.242
.810
Kamis
-.011
.033
-.046
-.320
.750
Jumat
-.044
.030
-.223
-1.454
.154
a. Dependent Variable: absut
Uji Autokorelasi
Model Summaryb
Model
R
1
a.
b.
.998
R Square
Adjusted
R Square
Std.
Error of
the
Estimate
.996
.996
.0044097
DurbinWatson
1.638
Predictors: (Constant), Jumat, Kamis, Rabu, Selasa, Senin
Dependent Variable: Return
Universitas Sumatera Utara
Hasil Uji Multikolinieritas
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
Std. Error
(Constant)
-.001
.001
Senin
1.039
.015
Selasa
.135
Rabu
Coefficients
Beta
Collinearity Statistics
t
Sig.
Tolerance
VIF
-1.553
.128
.763
70.635
.000
.850
1.176
.046
.031
2.945
.005
.876
1.142
.891
.013
.707
67.068
.000
.894
1.118
Kamis
.943
.059
.161
15.910
.000
.974
1.027
Jumat
1.032
.055
.202
18.816
.000
.864
1.157
a. Dependent Variable: Return
Universitas Sumatera Utara
Lampiran 3
Tabel Analisis Hipotesis Pertama
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
Coefficients
Std. Error
(Constant)
Beta
-.086
.037
DSEN
.082
.033
DSEL
.004
DRAB
t
Sig.
-2.340
.024
.785
2.505
.017
.023
.029
2.166
.019
.084
.027
.639
3.067
.004
DKAM
.085
.040
.649
2.119
.040
DJUM
.082
.040
.628
2.050
.047
a. Dependent Variable: Return_Saham
Tabel Analisis Hipotesis Kedua
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
Std. Error
(Constant)
.018
.028
Senin_1.2.3
-.017
.025
Senin_4.5
-.002
.025
Coefficients
Beta
t
Sig.
.641
.525
-.159
-.669
.507
-.022
-.093
.926
a. Dependent Variable: Return_Saham
Universitas Sumatera Utara
Lampiran I
Data Return Saham Rata-rata Indeks LQ-45
Hari Perdagangan
No
Kode
Emiten
Senin
Selasa
Rabu
1
AALI
-0.0002
0.0004
0.0134
0.003
0.0669
2
ADRO
0.0039
-0.0129
0.0094
0.0157
-0.0015
3
AKRA
-0.0002
-0.0059
0.0041
0.0034
0.0014
4
ASII
0.0037
-0.0024
0.0008
0.0072
-0.008
5
ASRI
0.0005
0.0029
-0.0053
0.0067
-0.011
6
BBCA
-0.0085
0.0059
0.0015
0.0035
0.0004
7
BBNI
0.0021
0.0034
-0.0001
0.004
-0.0062
8
BBRI
0.0016
0.0011
-0.0008
0.0038
-0.0035
9
BBTN
-0.0065
0.0019
-0.0099
0.0048
0.0034
10
BDMN
-0.0015
0.0028
0.0011
-0.0007
-0.0065
11
BHIT
0.0004
-0.0042
-0.003
-0.0001
-0.0024
12
BKSL
-0.0033
-0.007
-0.0013
0.0065
-0.01
13
BMRI
-0.0061
0.0073
-0.0002
0.0062
-0.006
14
BMTR
0.002
-0.0015
-0.0025
-0.0038
0.0005
15
BSDE
-0.006
0.0005
-0.0005
0.0059
-0.0009
16
BUMI
0.0042
-0.0066
0.0075
-0.0092
-0.0103
17
BWPT
0.0052
0.0032
0.0024
0.0112
0.0023
18
CPIN
-0.0016
0.0081
0.0487
-0.0032
0.002
19
EXCL
0.005
-0.0059
0.0014
-0.0068
-0.0036
20
GGRM
-0.0014
-0.032
0.3503
0.0017
0.0057
21
HRUM
-0.001
-0.0126
0.0389
-0.0042
-0.0084
22
ICBP
0.0072
-0.0009
0.0028
0.0045
-0.0004
23
IMAS
0.0028
-0.0008
0.0069
-0.0073
-0.0036
24
INCO
0.0299
-0.0031
-0.0116
0.0109
0.0016
25
INDF
0.3223
0.0267
0.0016
0.0038
-0.0315
26
INTP
-0.0203
0.0003
-0.0004
0.0061
0.0016
27
ITMG
-0.0043
-0.0012
0.0021
0.0056
0.0012
28
JSMR
-0.0043
-0.0012
0.0021
0.0056
0.0012
Kamis
Jumat
Universitas Sumatera Utara
Lanjutan Lampiran I
Data Return Saham Rata-rata Indeks LQ-45
Hari Perdagangan
No
Kode
Emiten
Senin
Selasa
Rabu
29
KLBF
-0.0031
0.0015
-0.0025
0.0063
0.0003
30
LPKR
-0.0049
-0.0014
0.0008
0.0001
-0.0052
31
LSIP
-0.0031
0.0017
0.0123
0.0159
-0.0025
32
MAIN
0.0042
0.0020
-0.0016
-0.0011
0.0048
33
MAPI
0.0080
0.0053
-0.0063
-0.0100
0.0034
34
MLPL
-0.0062
-0.0025
-0.0033
0.0076
-0.0018
35
MNCN
-0.0071
-0.0068
0.0028
-0.0037
0.0049
36
PGAS
-0.0006
-0.0038
-0.0054
0.0007
0.0021
37
PTBA
0.0013
-0.0075
0.0036
0.0058
-0.0037
38
PWON
-0.0324
0.0875
0.0128
-0.0001
0.0001
39
SMCB
-0.0047
-0.0035
-0.0014
0.0006
0.0017
40
SMGR
-0.0057
0.0010
-0.0035
0.0072
-0.0010
41
SSIA
-0.0085
-0.0103
0.0055
-0.0005
-0.0010
42
TLKM
-0.0014
-0.0055
0.0039
0.0069
-0.0030
43
UNTR
0.0043
-0.0034
0.0104
-0.0019
0.0346
44
UNVR
-0.0020
-0.0008
0.0023
-0.0024
0.0009
45
WIKA
-0.0103
-0.0077
-0.0171
0.0684
0.0004
Kamis
Jumat
Universitas Sumatera Utara
Lampiran 2
Tabel Analisis Deskriptif
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
Senin
45
-.0324
.3223
.005631
.0490112
Selasa
45
-.0320
.0875
.000269
.0154459
Rabu
45
-.0171
.3503
.010504
.0529190
Kamis
45
-.0100
.0684
.004102
.0113656
Jumat
45
-.0315
.0669
.000209
.0130388
Valid N (listwise)
45
Uji Normalitas
Universitas Sumatera Utara
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,b
45
Mean
Std. Deviation
Most Extreme Differences
.0000000
.00415161
Absolute
.073
Positive
.073
Negative
-.069
Kolmogorov-Smirnov Z
.487
Asymp. Sig. (2-tailed)
.971
a. Test distribution is Normal.
b. Calculated from data.
Universitas Sumatera Utara
Uji Heteroskedastisitas
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
(Constant)
Coefficients
Std. Error
.003
.000
Senin
-.019
.008
Selasa
.058
Rabu
Beta
t
Sig.
8.270
.000
-.358
-2.322
.126
.025
.348
2.293
.227
.002
.007
.036
.242
.810
Kamis
-.011
.033
-.046
-.320
.750
Jumat
-.044
.030
-.223
-1.454
.154
a. Dependent Variable: absut
Uji Autokorelasi
Model Summaryb
Model
R
1
a.
b.
.998
R Square
Adjusted
R Square
Std.
Error of
the
Estimate
.996
.996
.0044097
DurbinWatson
1.638
Predictors: (Constant), Jumat, Kamis, Rabu, Selasa, Senin
Dependent Variable: Return
Universitas Sumatera Utara
Hasil Uji Multikolinieritas
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
Std. Error
(Constant)
-.001
.001
Senin
1.039
.015
Selasa
.135
Rabu
Coefficients
Beta
Collinearity Statistics
t
Sig.
Tolerance
VIF
-1.553
.128
.763
70.635
.000
.850
1.176
.046
.031
2.945
.005
.876
1.142
.891
.013
.707
67.068
.000
.894
1.118
Kamis
.943
.059
.161
15.910
.000
.974
1.027
Jumat
1.032
.055
.202
18.816
.000
.864
1.157
a. Dependent Variable: Return
Universitas Sumatera Utara
Lampiran 3
Tabel Analisis Hipotesis Pertama
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
Coefficients
Std. Error
(Constant)
Beta
-.086
.037
DSEN
.082
.033
DSEL
.004
DRAB
t
Sig.
-2.340
.024
.785
2.505
.017
.023
.029
2.166
.019
.084
.027
.639
3.067
.004
DKAM
.085
.040
.649
2.119
.040
DJUM
.082
.040
.628
2.050
.047
a. Dependent Variable: Return_Saham
Tabel Analisis Hipotesis Kedua
Coefficientsa
Model
Standardized
Unstandardized Coefficients
B
1
Std. Error
(Constant)
.018
.028
Senin_1.2.3
-.017
.025
Senin_4.5
-.002
.025
Coefficients
Beta
t
Sig.
.641
.525
-.159
-.669
.507
-.022
-.093
.926
a. Dependent Variable: Return_Saham
Universitas Sumatera Utara