Pengaruh Tingkat Inflasi, Suku Bunga, Dan Nilai Tukar Terhadap Harga Saham Perusahaan Properti Dan Real Estat Di Bursa Efek Indonesia

  Lampiran 1

Daftar Emiten Sektor Properti dan Real Estat di Bursa Efek Indonesia (BEI)

No. Kode Saham Nama Emiten Tanggal Listing

  25 LPKR Lippo Karawaci Tbk

  Jakarta International Hotels & Development

  29 Februari 1984

  19 JRPT Jaya Real Property Tbk

  29 Juni 1994

  20 KIJA Kawasan Industri Jababeka Tbk

  10 Januari 1995

  21 KPIG MNC Land Tbk

  30 Maret 2000

  22 LAMI Lamicitra Nusantara Tbk

  18 Juli 2001

  23 LCGP Laguna Cipta Griya Tbk

  13 Juli 2007

  24 LPCK Lippo Cikarang Tbk

  24 Juli 1997

  28 Juni 1996

  10 Oktober 2007

  26 MDLN Modernland Realty Ltd Tbk

  18 Januari 1993

  27 MTSM Metro Realty Tbk

  8 Januari 1992

  28 OMRE Indonesia Prima Property Tbk

  22 Agustus 1994

  29 PLIN Plaza Indonesia Realty Tbk

  15 Juni 1992

  30 PWSI Panca Wiratama Sakti Tbk

  10 Maret 1994

  

31 RBMS Ristia Bintang Mahkotasejati Tbk 19 Desember 1997

  32 RDTX Roda Vivatex Tbk

  14 Mei 1990

  33 RODA Pikko Land Development Tbk

  18 JIHD

  17 GPRA Perdana Gapuraprima Tbk

  1 ASRI Alam Sutera Realty Tbk

  28 Maret 1994

  18 Desember 2007

  2 BAPA Bekasi Asri Pemula Tbk

  14 Januari 2008

  3 BCIP Bumi Citra Permai Tbk

  11 Desember 2009

  4 BIPP Bhuwanatala Indah Permai Tbk

  23 Oktober 1995

  5 BKDP Bukit Darmo Property Tbk

  15 Juni 2007

  6 BKSL Sentul City Tbk

  28 Juli 1997

  7 BSDE Bumi Serpong Damai Tbk

  6 Juni 2008

  8

  9 CTRP Ciputra Property Tbk

  11 Desember 200

  2 Nopember 1994

  Gowa Makassar Tourism Development Tbk

  16 GMTD

  10 Juni 2000

  15 FMII Fortune Mate Indonesia Tbk

  30 Oktober 1995

  14 ELTY Bakrieland Development Tbk

  13 DUTI Duta Pertiwi Tbk

  7 Nopember 2007

  4 September 1991

  12 DILD Intiland Development Tbk

  8 Mei 1990

  11 DART Duta Anggada Realty Tbk

  15 Januari 1999

  10 CTRS Ciputra Surya Tbk

  22 Nopember2001

  34 SMDM Suryamas Dutamakmur Tbk

  39 SSIA Surya Semesta Internusa Tbk

  Januari 7,30 % 6,26 % 7,36 % 9,17 % 3,72 % 7,02% 3,65% Februari 7,90% 6,30 % 7,40 % 8,60 % 3,81 % 6,84% 3,56% Maret 7,00 % 6,52 % 8,17 % 7,92 % 3,43 % 6,65% 3,97% April 6,20 % 6,29 % 8,96 % 7,31 % 3,91 % 6,16% 4,5% Mei 6,30% 6,01 % 10,38 % 6,04 % 4,16 % 5,98% 4,45% Juni 6,75 % 5,77 % 11,03 % 3,65 % 5,05 % 5,54% 4,53% Juli 6,70 % 6,06 % 11,90 % 2,71 % 6,22 % 4,61% 4,56% Agustus 6,30% 6,51 % 11,85 % 2,75 % 6,44 % 4,79% 4,58% September 6,59% 6,95 % 12,14 % 2,83 % 5,80 % 4,61% 4,31% Oktober 6,29 % 6,88 % 11,77 % 2,57 % 5,67 % 4,42% 4,61% Nopember 5,27 % 6,71 % 11,68 % 2,41 % 6,33 % 4,15% 4,32% Desember 6,60 % 6,59 % 11,06 % 2,78 % 6,96 % 3,79% 4,3%

  Sumber : Lampiran 2 Data Tingkat Inflasi Tahun 2006-2012 Periode Tahun 2006 2007 2008 2009 2010 2011 2012

  29 Oktober 2007

  41 WIKA Wijaya Karya (Persero) Tbk

  25 Juli 2006

  40 TOTL Total Bangun Persada Tbk

  27 Maret 1997

  4 Desember 2007

  12 Oktober 1995

  Jaya Konstruksi Manggala Pratama Tbk

  38 JKON

  19 Desember 2007

  37 DGIK Nusa Konstruksi Enjiniring Tbk

  18 Maret 2004

  36 Adhi Karya (Persero) Tbk

  7 Mei 1990

  35 SMRA Summarecon Agung Tbk

  

Rata-rata 6,60 % 6,40% 10,30% 4,89 % 5,12% 5,38% 4,27%

Sumber :data diolah)

  Data Tingkat Suku Bunga Tahun 2006-2012 Sumber : (data diolah) Data Nilai Tukar Tahun 2006-2012 Periode Tahun 2006 2007 2008 2009 2010 2011 2012

  Januari 9.072 9.067 9.406 11.167 9.275 9.082 9.646 Februari 9.134 9.068 9.181 11.853 9.348 8.957 9.628 Maret 9.187 9.164 9.185 11.850 9.174 8.805 9.597 April 9.143 9.098 9.209 11.025 9.027 8.694 9.566 Mei 9.094 8.844 9.291 10.392 9.183 8.598 9.500 Juni 9.126 8.984 9.296 10.207 9.148 8.607 9.457 Juli 9.363 9.067 9.163 10.111 9.049 8.576 9.451 Agustus 8.990 9.367 9.149 9.978 8.972 8.574 9.290 September 8.937 9.310 9.341 9.901 8.976 8.809 9.179 Oktober 9.172 9.107 10.048 9.483 8.928 8.939 9.165 November 9.253 9.264 11.711 9.470 8.938 9.060 9.026 Desember 9.493 9.334 11.325 9.458 9.023 9.133 9.109

  

Rata-rata 9.164 9.139 9.692 10.407 9.086 8.819 9.385

Sumber : (data diolah) Periode Tahun 2006 2007 2008 2009 2010 2011 2012

  Januari 12.75% 9.50% 8.00% 8.75% 6.50% 6.50% 5,75% Februari 12.75% 9.25% 8.00% 8.25% 6.50% 6.75% 5,75% Maret 12.75% 9.00% 8.00% 7.75% 6.50% 6.75% 5,75% April 12.75% 9.00% 8.00% 7.50% 6.50% 6.75% 5,75% Mei 12.50% 8.75% 8.25% 7.25% 6.50% 6.75% 5,75% Juni 12.50% 8.50% 8.50% 7.00% 6.50% 6.75% 5,75% Juli 12.25% 8.25% 8.75% 6.75% 6.50% 6.75% 5,75% Agustus 11.75% 8.25% 9.00% 6.50% 6.50% 6.75% 5,75% September 11.25% 8.25% 9.25% 6.50% 6.50% 6.75% 5,75% Oktober 10.75% 8.25% 9.50% 6.50% 6.50% 6.50% 5,75% Nopember 10.25% 8.25% 9.50% 6.50% 6.50% 6.00% 5,75% Desember 9.75% 8.00% 9.25% 6.50% 6.50% 6.00% 5,75%

  

Rata-rata 11,83% 8,60% 8,60% 7,10% 6,50% 6,58% 5,75%

NO. KODE EMITEN TAHUN 2006 2007 2008 2009 2010 2011 2012

  29. PLIN - - 1623 1821 1840 2191 1593

  20. KIJA 126 220 114 98 113 146 197

  21. KPIG 80 425 309 248 333 606 832

  22. LAMI 66 183 110 114 175 202 303

  23. LCGP - -

  63

  51

  50 52 114

  24. LPCK 271 505 418 304 304 1101 3110

  25. LPKR

  93 126 123 108

  26. MDLN 252 416 186 123 184 252 485

  27 MTSM 254 191 171 123 285 494 578

  28. OMRE 188 430 363 424 256 242 318

  30. PWSI

  18. JIHD 671 714 670 416 610 892 574

  65 88 160 111

  57

  60

  61

  31. RBMS 58 108 103

  76

  76 86 127

  32. RDTX 912 1037 1319 1339 1604 3177 2598

  33. RODA

  28

  87

  85

  59 51 195 320

  19. JRPT - - 886 651 965 1572 2708

  95 95 131

  Data Harga Saham Perusahaan Properti dan Real Estat di Bursa Efek

Indonesia (BEI) Tahun 2006-2012

(Dalam Rupiah)

  7. BSDE - - 267 475 803 887 1178

  1 ASRI - 117 92 201 354 541

  2. BAPA - - 170 114 361 196 189

  3. BCIP - - - - 263 287 591

  4. BIPP

  48

  80

  56

  51

  50

  50

  74

  5. BKDP - 236 132 93 126 123 109

  6. BKSL 103 452 453 101 114 182 227

  8. CTRA 263 220 225 276 375 442 692

  17. GPRA - - 254 133

  9. CTRP - - - 283 348 432 646

  10. CTRS 717 1045 463 452 630 757 1710

  11. DART 380 610 351 293 176 202 617

  12. DILD 105 246 247 209 530 295 321

  13. DUTI 874 913 978 780 1238 1908 2488

  14. ELTY 163 399 347 227 176 136

  85

  15. FMII

  45

  76

  69

  70

  87 98 169

  16. GMTD - - - 124 153 578 660

• 132

  34. SMDM 534 654 317 410 932 1128 1525

  35. SMRA 160 220 148 96 103 127 186

  36. ADHI 735 1128 559 380 667 686 1098

  37. DGIK - - 114

  83 98 113

  97

  38. JKON - - 1045 603 678 926 2729

  39. SSIA 117 213 150 84 118 370 1077

  40. TOTL - 723 265 163 222 276 585

  41. WIKA 334 301 503 609 1088 - -

  Sumber :(data diolah) Lampiran 3

HASIL PENGOLAHAN SPSS

Normalitas

  

One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

  N 288 Normal Parameters ^a Mean .0000000 Std. Deviation .90301625

  

Most Extreme Differences Absolute .054

Positive .047 Negative -.054 Kolmogorov-Smirnov Z

  .918 Asymp. Sig. (2-tailed) .368 a. Test distribution is Normal. Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant)

  

Coefficients

^a Model Unstandardized Coefficients

• 34.553 32.764 -1.055 .295 Ln_Inflasi -.749 .894 -.123 -.838 .404 Ln_SukuBunga .829 1.004 .121 .825 .412 Ln_NilaiTukar 3.677 3.563 .113 1.032 .305

a. Dependent Variable: LnU2i

  

Autocorrelations

Series:Unstandardized Residual Lag Autocorrelation Std. Error ^a Box-Ljung Statistic

  Value df Sig. ^b 1 .033 .059 .318 1 .573 2 .017 .059 .401 2 .818 3 -.009 .059 .425 3 .935 4 -.021 .058 .552 4 .968 5 -.075 .058 2.204 5 .820 6 -.066 .058 3.484 6 .746 7 -.159 .058 11.007 7 .138 8 -.027 .058 11.223 8 .189 9 .031 .058 11.501 9 .243 10 -.052 .058 12.319

  10 .264 11 -.069 .058 13.770 11 .246 12 .035 .058 14.149 12 .291 13 -.022 .057 14.291 13 .354 14 .118 .057 18.495 14 .185 15 -.035 .057 18.858 15 .220 16 -.002 .057 18.859 16 .276 a. The underlying process assumed is independence (white noise).

b. Based on the asymptotic chi-square approximation.

  a

Coefficients

  Unstandardized Standardized Collinearity Coefficients Coefficients Statistics Model B Std. Error Beta t Sig. Tolerance

  VIF 1 (Constant) 25.437 9.668 2.631 .009 Ln_Inflasi .145 .259 .042 .561 .576 .604 1.655 Ln_SukuBunga -.682 .307 -.167 -2.222 .027 .604 1.655 Ln_NilaiTukar -2.318 1.055 -.129 -2.197 .029 .991 1.009

  a. Dependent Variable: Ln_HargaSaham a

  

Coefficients

Unstandardized Standardized Collinearity Coefficients Coefficients Statistics

  Model B Std. Error Beta t Sig. Tolerance

  VIF 1 (Constant) 25.437 9.668 2.631 .009 Ln_Inflasi .145 .259 .042 .561 .576 .604 1.655 Ln_SukuBunga -.682 .307 -.167 -2.222 .027 .604 1.655 Ln_NilaiTukar -2.318 1.055 -.129 -2.197 .029 .991 1.009

  a. Dependent Variable: Ln_HargaSaham

  b ANOVA Model Sum of Squares df Mean Square F Sig. _a

  1 Regression 8.526 3 2.842 3.449 .017 Residual 234.031 284 .824 Total 242.557 287

  a. Predictors: (Constant), Ln_NilaiTukar, Ln_SukuBunga, Ln_Inflasi

  b. Dependent Variable: Ln_HargaSaham _a

Coefficients

  Standardized

Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 25.437 9.668 2.631 .009

Ln_Inflasi .145 .259 .042 .561 .576

  Ln_SukuBunga -.682 .307 -.167 -2.222 .027 Ln_NilaiTukar -2.318 1.055 -.129 -2.197 .029 a. Dependent Variable: Ln_HargaSaham b

  

Variables Entered/Removed

Model Variables Entered Variables Removed Method

  1 Ln_NilaiTukar, _{a . Enter} Ln_SukuBunga, Ln_Inflasi a. All requested variables entered.

  b. Dependent Variable: Ln_HargaSaham

  Hubungan Antarvariabel Nilai Interpretasi

  0,0 – 0,19 Sangat Tidak Erat 0,2 – 0,39 Tidak Erat 0,4 – 0,59 Cukup Erat 0,6 – 0,79 Erat 0,8 – 0,99 Sangat Erat

  b

Model Summary

  Model R R Square Adjusted R Square Std. Error of the Estimate _a

1 .187 .035 .025 .90777

a. Predictors: (Constant), Ln_NilaiTukar, Ln_SukuBunga, Ln_Inflasi

  b. Dependent Variable: Ln_HargaSaham