Pengaruh Net Profit Margin (NPM), Return On Equity (ROE), Price Book Value (PBV) dan Earnings Per Share (EPS) Terhadap Harga Saham Pada Peusahaan Perbankan yang Teraftar di Bursa Efek Indonesia (BEI) (2009-2011)
LAMPIRAN Lampiran 1 Daftar Perusahaan Perbankan yang Menjadi Sampel NO NAMA PERUSAHAAN Kriteria Penentuan Sampel Sampel
19 Bank Negara Indonesia Tbk Sampel 14
13 Bank International Indonesia Tbk X -
14 Bank Kesawan Tbk X -
15 Bank Mandiri (Persero) Tbk Sampel 10
16 Bank Mayapada Internasional Tbk Sampel 11
17 Bank MEGA Tbk Sampel 12
18 Bank Mutiara Tbk Sampel 13
20 Bank OCBC NISP Tbk Sampel 15
11 Bank Himpunan Saudara 1906 Tbk Sampel 9
21 Bank Nusantara Parahyangan Tbk Sampel 16
22 Bank Pan Indonesia Tbk Sampel 17
23 Bank Pembangunan Daerah Jabar dan Banten Tbk X -
24 Bank Permata Tbk Sampel 18
25 Bank Pundi Indonesia Tbk X -
26 Bank Rakyat Indonesia (Persero) Tbk Sampel 19
12 Bank ICB Bumiputera Tbk X -
10 Bank Eksekutif Internasional Tbk X -
1
2 Bank Artha Graha Internasional Tbk Sampel 1
2
3
4
1 Bank Agroniaga Tbk
X
-
3 Bank Bukopin Tbk Sampel 2
9 Bank Ekonomi Raharja Tbk Sampel 8
4 Bank Bumi Arta Tbk
Sampel 3
5 Bank Capital indonesia Tbk Sampel 4
6 Bank Central Asia Tbk Sampel 5
7 Bank CIMB Niaga Tbk Sampel 6
8 Bank Danamon Indonesia Tbk Sampel 7
27 Bank Sinarmas Tbk X -
28 Bank Swadesi Tbk X -
29 Bank Tabungan Negara Tbk Sampel 20
30 Bank Tabungan Pensiun Nasional Tbk Sampel 21
31 Bank Victoria International Tbk Sampel 22
32 Bank Windu Kentjana International Tbk Sampel 23
33 Bank Muamalat Indonesia X -
34 Bank Internasi
X
-
Lampiran 2 Data Variabel Penelitian
Harga Saham
NO NAMA PERUSAHAAN TAHUN 2009 2010 2011
96
13 Bank Mutiara Tbk
19 Bank Rakyat Indonesia (Persero) Tbk 7650 10500 6750
18 Bank Permata Tbk 800 1790 1360
17 Bank Pan Indonesia Tbk 760 1140 780
16 Bank OCBC NISP Tbk 1000 1700 1080
15 Bank Nusantara Parahyangan Tbk 1300 1230 1300
14 Bank Negara Indonesia Tbk 1980 3875 3800
50
50
50
12 Bank MEGA Tbk 2300 3175 3500
2 Bank Bukopin Tbk 375 650 580
11 Bank Mayapada Internasional Tbk 1670 1330 1430
10 Bank Mandiri (Persero) Tbk 4700 6500 6750
9 Bank Himpunan Saudara 1906 Tbk 280 290 220
8 Bank Ekonomi Raharja Tbk 2700 2500 2050
7 Bank Danamon Indonesia Tbk 4550 5700 4100
1 Bank Artha Graha Internasional Tbk 76 107
5 Bank Central Asia Tbk 4850 6400 8000
4 Bank Capital indonesia Tbk 98 102 160
3 Bank Bumi Arta Tbk 133 164 139
6 Bank CIMB Niaga Tbk 710 1910 1220
20 Bank Tabungan Negara Tbk 840 1640 1210
21 Bank Tabungan Pensiun Nasional Tbk 3900 13200 3400
22 Bank Victoria International Tbk 138 160 129
23 Bank Windu Kentjana International Tbk 112 150 188 Net Profit Margin (NPM)
NO NAMA PERUSAHAAN TAHUN 2009 2010 2011
2 Bank Bukopin Tbk 8,78 11,33 14,22
14 Bank Negara Indonesia Tbk 10,46 15,54 21,17
23 Bank Windu Kentjana International Tbk 5,99 7,31 6,69
22 Bank Victoria International Tbk 5,87 10,28 22,30
21 Bank Tabungan Pensiun Nasional Tbk 10,54 14,58 18,29
20 Bank Tabungan Negara Tbk 8,17 13,11 12,72
19 Bank Rakyat Indonesia (Persero) Tbk 18,92 22,87 28,36
18 Bank Permata Tbk 7,00 14,69 13,59
17 Bank Pan Indonesia Tbk 10,99 13,15 18,53
16 Bank OCBC NISP Tbk 11,28 8,42 15,56
15 Bank Nusantara Parahyangan Tbk 7,11 10,35 10,69
13 Bank Mutiara Tbk 34,14 26,98 20,19
3 Bank Bumi Arta Tbk 12,17 10,84 15,46
12 Bank MEGA Tbk 12,16 19,97 16,41
1 Bank Artha Graha Internasional Tbk 2,51 5,33 3,50
10 Bank Mandiri (Persero) Tbk 18,79 21,48 24,32
9 Bank Himpunan Saudara 1906 Tbk 10,11 12,90 16,05
8 Bank Ekonomi Raharja Tbk 18,11 18,02 16,54
7 Bank Danamon Indonesia Tbk 8,26 16,01 15,65
6 Bank CIMB Niaga Tbk 12,22 18,44 19,02
5 Bank Central Asia Tbk 249,43 30,26 33,89
4 Bank Capital indonesia Tbk 9,09 6,55 15,29
11 Bank Mayapada Internasional Tbk 4,39 7,51 11,30
Return On Equity (ROE)
NO NAMA PERUSAHAAN TAHUN 2009 2010 2011
15 Bank Nusantara Parahyangan Tbk 10,41 12,81 12,97
2 Bank Bukopin Tbk 0,85 1,39 1,39
1 Bank Artha Graha Internasional Tbk 0,68 0,87 0,71
23 Bank Windu Kentjana International Tbk 5,31 5,37 13,10 Price Book Value (PBV)
22 Bank Victoria International Tbk 8,00 18,41 11,25
21 Bank Tabungan Pensiun Nasional Tbk 20,60 19,84 30,52
20 Bank Tabungan Negara Tbk 8,97 14,20 18,03
19 Bank Rakyat Indonesia (Persero) Tbk 35,22 43,83 35,26
18 Bank Permata Tbk 18,2 12,59 12,63
17 Bank Pan Indonesia Tbk 10,41 13,81 15,17
16 Bank OCBC NISP Tbk 10,53 7,08 11,58
14 Bank Negara Indonesia Tbk 163,0 24,7 17,42
1 Bank Artha Graha Internasional Tbk 4,46 8,79 8,70
13 Bank Mutiara Tbk 46,57 28,16 14,24
12 Bank MEGA Tbk 18,72 27,29 31,06
11 Bank Mayapada Internasional Tbk 4,12 5,21 18,62
10 Bank Mandiri (Persero) Tbk 22,1 24,4 29,71
9 Bank Himpunan Saudara 1906 Tbk 17,62 17,45 18,96
8 Bank Ekonomi Raharja Tbk 16,53 12,85 9,79
7 Bank Danamon Indonesia Tbk 11,24 18,51 17,01
6 Bank CIMB Niaga Tbk 13,98 18,50 19,58
5 Bank Central Asia Tbk 31,8 33,3 27,42
4 Bank Capital indonesia Tbk 4,45 4,22 4,39
3 Bank Bumi Arta Tbk 0,99 2,31 11,65
2 Bank Bukopin Tbk 16,52 19,69 18,94
NO NAMA PERUSAHAAN TAHUN 2009 2010 2011
3 Bank Bumi Arta Tbk 0,74 0,87 0,67
14 Bank Negara Indonesia Tbk 1,58 2,18 1,87
22 Bank Victoria International Tbk 0,84 0,84 0,70
21 Bank Tabungan Pensiun Nasional Tbk 1,81 3,55 3,43
20 Bank Tabungan Negara Tbk 1,34 2,22 1,46
19 Bank Rakyat Indonesia (Persero) Tbk 3,46 3,53 3,34
18 Bank Permata Tbk 1,28 2,04 1,34
17 Bank Pan Indonesia Tbk 1,70 2,24 1,18
16 Bank OCBC NISP Tbk 1,41 2,18 1,15
15 Bank Nusantara Parahyangan Tbk 1,11 0,99 0,93
13 Bank Mutiara Tbk 2,49 1,83 1,41
4 Bank Capital indonesia Tbk 0,88 0,85 1,19
12 Bank MEGA Tbk 2,15 2,31 2,62
11 Bank Mayapada Internasional Tbk 4,33 2,77 2,66
10 Bank Mandiri (Persero) Tbk 2,81 3,29 2,51
9 Bank Himpunan Saudara 1906 Tbk 1,66 1,71 1,08
8 Bank Ekonomi Raharja Tbk 3,59 2,90 2,20
7 Bank Danamon Indonesia Tbk 2,42 2,60 1,52
6 Bank CIMB Niaga Tbk 1,52 3,32 1,67
5 Bank Central Asia Tbk 4,29 4,63 4,69
23 Bank Windu Kentjana International Tbk 1,02 1,08 1,27 Earnings Per Share (EPS)
NO NAMA PERUSAHAAN TAHUN 2009 2010 2011
5
4 Bank Capital indonesia Tbk
71
8 Bank Ekonomi Raharja Tbk 124 111
7 Bank Danamon Indonesia Tbk 183 343 352
6 Bank CIMB Niaga Tbk 66 106 129
5 Bank Central Asia Tbk 276 344 437
14
5
5
18
10
12
12
3 Bank Bumi Arta Tbk
94
80
63
2 Bank Bukopin Tbk
12
1 Bank Artha Graha Internasional Tbk
9 Bank Himpunan Saudara 1906 Tbk
27
18 Bank Permata Tbk 62 110 131
19 Bank Rakyat Indonesia (Persero) Tbk 592 930 620
20 Bank Tabungan Negara Tbk 56 105 116
21 Bank Tabungan Pensiun Nasional Tbk 445 739 247
22 Bank Victoria International Tbk
12
32
52
23 Bank Windu Kentjana International Tbk
6
8
10 Lampiran 3
Statistik Deskriptif Descriptive Statistics N Minimum Maximum Mean Std. Deviation Harga_Saham
69 50,0 13200,0 2225,029 2704,8061 NPM 69 2,51 249,43 17,7123 29,12034 ROE 69 ,99 163,00 18,8561 20,07929 PBV 69 ,67 4,69 1,9586 1,05465 EPS 69 5,00 930,00 157,8551 193,69194 Valid N (listwise)
Hasil Uji Normalitas One-Sample Kolmogorov-Smirnov Test
93
38
24
12 Bank MEGA Tbk 169 299 277
26
43
10 Bank Mandiri (Persero) Tbk 341 439 535
11 Bank Mayapada Internasional Tbk
16
25
58
13 Bank Mutiara Tbk
17 Bank Pan Indonesia Tbk
9
8
8
14 Bank Negara Indonesia Tbk 163 220 321
15 Bank Nusantara Parahyangan Tbk 93 114 164
16 Bank OCBC NISP Tbk
75 55 107
69 Lampiran 4
Unstandardized Residual N
69 Normal Parameters a,b
Mean ,0000000
Std. Deviation ,25774177
Most Extreme Differences Absolute ,086Positive ,086
Negative -,061
Kolmogorov-Smirnov Z ,714 Asymp. Sig. (2-tailed) ,688 a. Test distribution is Normal.b. Calculated from data.
Lampiran 5
Hasil Uji Multikolinearitas Coefficients a Model Unstandardized Coefficients
Standardized Coefficients T Sig.
Collinearity Statistics B Std. Error Beta Tolerance
VIF 1 (Constant) 4,138 ,164 25,162 ,000 LN_NPM -,379 ,065 -,155 -5,802 ,000 ,613 1,631 LN_ROE -,378 ,058 -,187 -6,515 ,000 ,532 1,880 LN_PBV 1,041 ,083 ,364 12,566 ,000 ,522 1,915 LN_EPS ,970 ,033 ,905 29,127 ,000 ,453 2,207
a. Dependent Variable: LN_HargaSaham
Lampiran 6 Hasil Uji Heteroskedastisitas Lampiran 7 Hasil Uji Autokorelasi Model Summary b R Adjusted R Model R Square Square Std. Error of the Estimate Durbin-Watson a 1 ,996 ,972 ,970 ,26567 2,113 a. Predictors: (Constant), LN_EPS, LN_NPM, LN_ROE, LN_PBV
b. Dependent Variable: LN_HargaSaham Lampiran 8
Hasil Uji Hipotesis
Uji F b
ANOVA Model Sum of Squares Df Mean Square F Sig. a
1 Regression 156,696 4 39,174 555,007 ,000 Residual 4,517 64 ,071 Total 161,213
68
a. Predictors: (Constant), LN_EPS, LN_NPM, LN_ROE, LN_PBV
b. Dependent Variable: LN_HargaSaham
Uji T a
Coefficients Model
Standardized Unstandardized Coefficients Coefficients B Std. Error Beta T Sig. 1 (Constant) 4,138 ,164 25,162 ,000 LN_NPM -,379 ,065 -,155 -5,802 ,000
LN_ROE -,378 ,058 -,187 -6,515 ,000 LN_PBV 1,041 ,083 ,364 12,566 ,000