Analisis Pengaruh ROE, Growth, dan Working Capital terhadap Overvalued Saham Perusahaan Manufaktur yang Terdaftar di BEI (Bursa Efek Indonesia) Tahun 2013

Lampiran 1
Data Keuangan ROE, Growth, dan Working Capital Perusahaan
Manufaktur 2013 di BEI
NO

PERUSAHAAN

OVER/UNDER

GROWTH

ROE

WORKING
CAPITAL

1
2
3
4
5

6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

26
27
28
29
30
31
32
33
34
35
36
37
38

AISA
ALDO
ALMI
ARNA
AMFG
ASII

AUTO
CEKA
CPIN
CTBN
DLTA
DPNS
DVLA
EKAD
ETWA
GGRM
GJTL
HMSP
ICBP
IGAR
IKBI
IMAS
INAI
INDF
INDR
INDS

INKP
INRU
INTP
ISSP
JPFA
KAEF
KBLI
KIAS
KLBF
LION
LMSH
MAIN

1
1
1
1
1
1
1

0
1
1
1
0
1
0
1
1
1
1
1
0
1
1
0
1
0
0
1

0
1
0
1
1
0
0
1
1
0
1

0.14
0.15
0.30
0.16
0.11
0.12
0.05
0.06

0.17
0.05
0.11
0.27
0.09
0.14
0.01
0.10
0.01
0.07
0.10
0.01
0.03
0.10
0.03
0.04
0.004
0.05
0.95
0.29

0.07
0.10
0.10
0.10
0.06
0.03
0.13
0.11
0.11
0.24

0.14
0.16
0.39
0.31
0.12
0.21
0.11
0.12
0.25

0.25
0.40
0.30
0.14
0.17
0.01
0.15
0.02
0.76
0.17
0.15
0.03
0.10
0.04
0.09
0.005
0.08
0.96
0.30
0.22

0.10
0.12
0.13
0.08
0.04
0.23
0.16
0.13
0.28

1048280
45102717928
107964788543
93325070983
1506156
17213
2368205
328084142774
6497852
87255097

589120262
150678751590
698510652
130685823094
26914761438
14509881
3879618
9124040
6625132
185199337379
39977096
917400582236
103793212259
12993188
36513933
804791559762
562625
27674
14106159
906819
4643121
1064491455983
521463366806
600200047287
4856729427795
365092370101
87966040415
10509456

Ln
Working
Capital
13.86
24.53
25.41
25.26
14.23
9.75
14.68
26.52
15.69
18.28
20.19
25.74
20.36
25.60
24.02
16.49
15.17
16.03
15.71
25.94
17.50
27.54
25.37
16.38
17.41
27.41
13.24
10.23
16.46
13.72
15.35
27.69
26.98
27.12
29.21
26.62
25.20
16.17

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39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

MBTO
MERK
MLBI
MYOR
ROTI
SCCO
SKLT
SMBR
SMCB
SMGR
SMSM
SRIL
TCID
TOTO
TRIS
TRST
TSPC
ULTJ
UNVR
VOKS
WIIM

1
1
1
1
1
1
0
1
1
1
1
1
1
1
1
0
1
1
1
1
1

0.03
0.34
0.01
0.22
0.18
0.10
0.06
0.10
0.03
0.13
0.11
0.11
0.07
0.13
0.12
0.01
0.07
0.14
0.01
-0.01
0.12

0.36
0.34
1.19
0.27
0.20
0.30
0.08
0.13
0.11
0.24
0.33
0.13
0.13
0.23
0.17
0.02
0.16
0.16
1.26
0.65
0.17

340076177403
440419337
16290
3798418959199
43683614095
411259373717
12338358618
1913010101
1176999
4674479833
547104718206
109810760843
532184702746
593303685136
195098808296
149383423748
2643649893411
931716602130
2556503
179092594748
584879546750

26.55
19.90
9.70
28.97
24.50
26.74
23.24
21.37
13.98
22.27
27.03
25.42
27.00
27.11
26.00
25.73
28.60
27.56
14.75
25.91
27.09

48
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Lampiran 2
Statistik Deskriptif

Descriptive Statistics
Std.
N

Range Minimum Maximum

Mean

Deviation Variance

Std.
Statistic Statistic Statistic

Statistic Statistic Error

Over/Under

59

1

0

1

Growth

59

.95

.00

ROE

59

1.3

.0

LnWC

59

19.51

9.70

Valid N

59

.76

Skewness
Std.

Kurtosis
Std.

Statistic Statistic Statistic Error Statistic Error

.056

.429

.184 -1.268 .311

-.408 .613

.95

.1163 .01743

.13391

.018

4.414 .311 25.974 .613

1.3

.238 .0328

.2522

.064

2.690 .311

29.21 21.5677 .75237 5.77905

33.397

7.749 .613

-.484 .311 -1.208 .613

(listwise)

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Lampiran 3
Uji Hosmer dan Lemeshow

Hosmer and Lemeshow Test

Step
1

Chi-square

df

4.639

Sig.
8

.795

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LAMPIRAN 4

Case Processing Summary
a

Unweighted Cases
Selected Cases

N
Included in Analysis
Missing Cases
Total

Unselected Cases
Total

Percent
59

100.0

0

.0

59

100.0

0

.0

59

100.0

a. If weight is in effect, see classification table for the total number of
cases.

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LAMPIRAN 5
Model Summary

Step
1

-2 Log likelihood
51.584

Cox & Snell R

Nagelkerke R

Square

Square

a

.199

.299

a. Estimation terminated at iteration number 8 because
parameter estimates changed by less than .001.

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LAMPIRAN 6

Classification Table

a

Predicted
Over/Under
Observed
Step 1

Over/Under

0

Percentage

1

Correct

0

4

10

28.6

1

2

43

95.6

Overall Percentage

79.7

a. The cut value is .500

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LAMPIRAN 7

Variables in the Equation
B
Step 1

a

Growth

S.E.

Wald

df

Sig.

Exp(B)

-14.864

11.644

1.630

1

.202

.000

50.502

10.281

89.345

1

.046

8.018E8

LnWC

-.086

.068

1.607

1

.205

.918

Constant

1.484

1.612

.847

1

.357

4.411

ROE

a. Variable(s) entered on step 1: Growth, ROE, LnWC.

54
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