Analisis Risiko Saham Perusahaan Trade, Service, and Investment pada Bursa Efek Indonesia
LAMPIRAN
Lampiran I : Return Saham Perusahaan Trade, Service and Investment di
Indonesia
Subsektor
Perdagangan Besar
Barang Produksi
Perdagangan Eceran
No
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
39
Kode
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
Ri
-0.0002378
0.000196
0.0001926
0.000560597
0.0056841
0.001072
0.00002092
-0.0014102
0.000499
0.000499
0.000499
-0.00368
0.000499
0.0000875
0.018439538
0.00072
-0.00403
0.0015
0.00385
-0.00983
0.000034459
0.00564
0.002787
0.00
-0.00496
-0.000007
0.04134977
0.01331
0.000048
-0.0200364
0.000154
0.048147
0.003422
0.000509
0.001179
0.002944
0.00126
0.0028
0.0053056
Universitas Sumatera Utara
Restoran
Hotel dan Pariwisata
Advertising, Printing,
and Media
Jasa Komputer dan
Perangkatnya
Perusahaan Investasi
40
41
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
SKYB
SONA
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
ABMM
BHIT
BMTR
BRMS
MLPL
-0.00019
0.0008301
0.0023
0.00
0.00097
0.0000709
-0.02469
0.005248
-0.00027
0.000609
0.021683
0.021755
0.00
0.006153
0.001745
0.001685
0.000888
0.00
0.0003497
0.001098
0.000341
0.00
0.002084
0.00000985
-0.005184
-0.00237
0.025398
-0.00381
-0.00321
0.000601
0.001935
-0.00156
0.018131
0.001608
0.002084
0.001311
-0.000829
0.0000214
0.00174
-0.00102
-0.00123
0.003632
-0.00233
0.01958
Universitas Sumatera Utara
Perusahaan Lainnya
84
85
86
87
88
PLAS
POOL
GEMA
MFMI
SUGI
-0.00055
0.015138
0.003895
0.000916
0.004458
Universitas Sumatera Utara
LAMPIRAN II : Risiko Sistematis Perusahaan Trade, Service, and Investment
di Indonesia
Subsektor
Perdagangan Besar
Barang
Produksi
Perdagangan Eceran
No
Kode
B
β2
δm2
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
39
40
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
SKYB
-0.01122
0.343598
0.119660
0.498105
1.2827997
-0.04649
-1.952448
0.7359427
1
1
1
0.692502
1
0.814
3.9116480
0.921223
0.127075
0.9036
0.15546
2.561597
0.003978
0.97687
0.057828
0.32855
2.540403
0.5873
-1.115690
0.8974
0.578067
1.0006744
0.2544576
4.9876
0.266263
0.005148
1.076615
0.401687
0.69688
1.1527
-0.135225
0.027272
0.000125
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
Resiko
sistematis
0.000001077
0.00101
0.000122538
0.002123289
0.0140827
0.0000185
0.032623317
0.0046351
0.008558
0.008558
0.008558
0.004104
0.008558
0.005673
0.130944313
0.007263
0.000138
0.006987
0.000207
0.056155
0.000000136
0.008167
0.0000286
0.000924
0.05523
0.00291606
0.01065258
0.006892
0.00286
0.0085694
0.00055411
0.213072
0.000607
0.000000227
0.009919148
0.001381
0.004156
0.011372
0.000156
0.00000637
Universitas Sumatera Utara
Restoran
Hotel dan
Pariwisata
Advertising,
Printing,
and Media
Jasa
Komputer
&Perangkat
Perusahaan
Investasi
41
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
SONA
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
ABMM
BHIT
BMTR
BRMS
MLPL
PLAS
0.2688286
0.55543
0.00
-0.0784
0.06330
-0.83917
-0.05037
0.670729
-0.21421
2.592429
2.182457
0
0.304703
0.764371
0.449148
0.033605
0
-0.156462
0.1276697
-0.00205
0.116066
0.179939
-0.13877
0.02734
0.146354
-5.1673
0.018007
0.552749
0.308161
-0.12078
0.639238
-0.35746
-0.16542
-0.00614
-0.081221
-0.217029
-0.00362
0.830382
0.075656
0.435503
1.02318
1.178843
-0.10412
0.29115
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.000618
0.00264
0
0.0000527
0.000034297
0.006027
0.0000217
0.00385
0.000393
0.199946
0.040762
0
0.000795
0.005
0.001726
0.0000966
0
-0.000025697
0.00014
0.000000036
0.000115
0.000277
0.000165
0.0000064
0.000183
0.228504
0.00000278
0.002615
0.000813
0.000125
0.003497
0.001094
0.000234
0.000000323
0.0000565
0.0000403
0.000000112
0.005901
0.000049
0.001623
0.008959
0.011893
0.0000928
0.000725
Universitas Sumatera Utara
Perusahaan
Lainnya
85
86
87
88
POOL
GEMA
MFMI
SUGI
0.645893
1.278373
1.438929
-0.09902
0.000126
0.000126
0.000126
0.000126
0.00856
0.00856
0.00856
0.00856
0.00357
0.013986
-0.00217
0.0000839
Universitas Sumatera Utara
Lampiran III : Risiko Tidak Sistematis Perusahaan Trade, Service, and
Investment di Indonesia
Subsektor
Perdagang-an Besar
Barang Produksi
Perdagang-an Eceran
No
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
39
40
41
Kode
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
SKYB
SONA
Risiko Tidak Sistematis
0.004808173
0.01945868
0.027461899
0.021285427
0.038157972
0.03360955
0.038855148
0.039119387
0.00
0.00
0.00
0.060639273
0
0.01595857
0.142973729
0.016157417
0.07724014
0.01889896
0.05637427
0.05889911
0.00053703
0.030355336
0.052178521
0.016276232
0.012979897
0.033354997
0.585381319
0.07920779
0.026380197
0.149106542
0.013790675
0.434527214
0.05499157
0.007133043
0.011499086
0.030193712
0.021202064
0.015855734
0.064261748
0.017986291
0.035511352
Universitas Sumatera Utara
Restoran
Hotel dan Pariwisata
Advertising, Printing, and
Media
Jasa Komputer &Perangkat
Perusahaan Investasi
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
ABMM
BHIT
BMTR
BRMS
MLPL
PLAS
POOL
0.01809126
0
0.019757799
0.012136324
0.14947653
0.06567868
0.027089922
0.029358073
0.071471898
0.243315026
0.00
0.04375981
0.029989038
0.02649047
0.021183298
0
0.040607672
0.022263344
0.004638542
0.026979982
0.02039671
0.037179092
0.074831985
0.07446498
0.239232005
0.08174411
0.06359637
0.030229672
0.041552601
0.066047769
0.250221636
0.051234483
0.034911687
0.044933934
0.017617219
0.006577988
0.018346644
0.015695001
0.068445853
0.0131258
0.034897973
0.0333744368
0.02641167
0.21188325
Universitas Sumatera Utara
Perusahaan Lainnya
86
87
88
GEMA
MFMI
SUGI
0.065380821
0.060141747
0.042214691
Universitas Sumatera Utara
Lampiran IV : Summary Penelitian
Subsektor
Perdagangan Besar
Barang
Produksi
Perdagangan Eceran
No
Kode
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
39
40
41
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
SKYB
SONA
Resiko
sisttematis
0.000001077
0.00101
0.000122538
0.002123289
0.0140827
0.0000185
0.032623317
0.0046351
0.008558
0.008558
0.008558
0.004104
0.008558
0.005673
0.130944313
0.007263
0.000138
0.006987
0.000207
0.056155
0.000000136
0.008167
0.0000286
0.000924
0.05523
0.00291606
0.01065258
0.006892
0.00286
0.0085694
0.00055411
0.213072
0.000607
0.00000023
0.00991915
0.001381
0.004156
0.011372
0.000156
0.00000637
0.000618
Risiko Tidak
Sistematis
0.004808173
0.01945868
0.027461899
0.021285427
0.038157972
0.03360955
0.038855148
0.039119387
0.00
0.00
0.00
0.060639273
0
0.01595857
0.142973729
0.016157417
0.07724014
0.01889896
0.05637427
0.05889911
0.00053703
0.030355336
0.052178521
0.016276232
0.012979897
0.033354997
0.585381319
0.07920779
0.026380197
0.149106542
0.013790675
0.434527214
0.05499157
0.007133043
0.011499086
0.030193712
0.021202064
0.015855734
0.064261748
0.017986291
0.035511352
Risiko Total
0.00480925
0.02046868
0.02758443
0.00212329
0.05224064
0.03362804
0.071478319
0.043754444
0.0085579
0.0085579
0.0085579
0.064743289
0.017115796
0.021631788
0.273918042
0.023420096
0.07737834
0.025886005
0.05658109
0.11505413
0.000537166
0.038521915
0.05220714
0.017200016
0.068209556
0.036271057
0.596033997
0.08609972
0.029239913
0.008569444
0.014344787
0.647599199
0.05559829
0.00713327
0.021418561
0.031574547
0.025358117
0.027227703
0.000156489
0.017992656
0.036129821
Universitas Sumatera Utara
Restoran
Hotel dan
Pariwisata
Advertising
, Printing,
and Media
Jasa
Komputer
&Perangka
t
Perusahaan
Investasi
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
0.00264
0
0.0000527
0.0000343
0.006027
0.0000217
0.00385
0.000393
0.199946
0.040762
0
0.000795
0.005
0.001726
0.0000966
0
-0.00002569
0.00014
0.000000036
0.000115
0.000277
0.000165
0.0000064
0.000183
0.228504
0.00000278
0.002615
0.000813
0.000125
0.003497
0.001094
0.000234
0.000000323
0.0000565
0.0000403
0.000000112
0.005901
0.01809126
0
0.019757799
0.012136324
0.14947653
0.06567868
0.027089922
0.029358073
0.071471898
0.243315026
0.00
0.04375981
0.029989038
0.02649047
0.021183298
0
0.040607672
0.022263344
0.004638542
0.026979982
0.02039671
0.037179092
0.074831985
0.07446498
0.239232005
0.08174411
0.06359637
0.030229672
0.041552601
0.066047769
0.250221636
0.051234483
0.034911687
0.044933934
0.017617219
0.006577988
0.018346644
0.020731439
0
0.019810459
0.012170621
0.155503074
0.06570039
0.030939927
0.029750777
0.271417516
0.284077306
0
0.044554356
0.034989097
0.028216886
0.021192962
0
0.040581974
0.022402893
0.004638578
0.027095267
0.0206738
0.037343889
0.074838382
0.074648286
0.467736067
0.08174689
0.066211081
0.031042356
0.041677449
0.069544743
0.251315142
0.051468652
0.03491201
0.044990378
0.018020308
0.0065781
0.024247607
79
80
81
82
83
84
85
ABMM
BHIT
BMTR
BRMS
MLPL
PLAS
POOL
0.000049
0.001623
0.008959
0.011893
0.0000928
0.000725
0.00357
0.015695001
0.068445853
0.0131258
0.034897973
0.0333744368
0.02641167
0.21188325
0.015743986
0.070068968
0.022085045
0.046790625
0.333837145
0.027137109
0.215453409
Universitas Sumatera Utara
Perusahaan
Lainnya
86
87
88
GEMA
MFMI
SUGI
0.013986
-0.00217
0.0000839
0.065380821
0.060141747
0.042214691
0.079366453
0.057968285
0.042298599
Universitas Sumatera Utara
Lampiran V : Analisi Deskriptif
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perdagangan Besar Barang Produksi
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
26
,00
,13
,0141
,02826
R_Tdk_sistematis
26
,00
,14
,0314
,03127
Valid N (listwise)
26
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perdagangan Eceran
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
17
,00
,21
,0161
,05093
R_Tdk_sistematis
17
,00
,59
,0921
,16349
Valid N (listwise)
17
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Restoran
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
11
,00
,20
,0234
,05976
R_Tdk_sistematis
11
,00
,24
,0629
,07237
Valid N (listwise)
11
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Hotel dan Pariwisata
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
9
,00
,00
,0003
,00056
R_Tdk_sistematis
9
,00
,04
,0222
,01328
Valid N (listwise)
9
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Advertising, Printing, and Media
N
R_sistematis
Minimum
12
,00
Maximum
,23
Mean
,0198
Std. Deviation
,06575
Universitas Sumatera Utara
R_Tdk_sistematis
12
Valid N (listwise)
12
,03
,25
,0878
,07518
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Jasa Komputer dan Perangkatnya
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
3
,00
,01
,0021
,00330
R_Tdk_sistematis
3
,01
,02
,0142
,00659
Valid N (listwise)
3
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perusahaan Investasi
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
7
,00
,01
,0038
,00473
R_Tdk_sistematis
7
,01
,33
,1006
,12413
Valid N (listwise)
7
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perusahaan Lainnya
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
3
,00
,01
,0040
,00875
R_Tdk_sistematis
3
,04
,07
,0559
,01215
Valid N (listwise)
3
Universitas Sumatera Utara
Lampiran VI : Analisis Test of Homogenity of Variance
Hasil Uji Test of Homogeneity of Variance
Risiko Sistematis
Levene Statistic
df1
1,410
df2
7
Sig.
80
,213
Hasil Uji Test of Homogeneity of Variance
Risiko Tidak Sistematis
Levene Statistic
df1
3,944
df2
7
Sig.
80
,001
Universitas Sumatera Utara
Lampiran VII : Hasil Uji Anova
Hasil Uji Anova Risiko Sistematis
Sum of Squares
df
Mean Square
Between Groups
,005
7
,001
Within Groups
,145
80
,002
Total
,150
87
F
Sig.
,359
,923
Hasil Uji Anova Risiko Tidak Sistematis
Sum of Squares
df
Mean Square
Between Groups
,079
7
,011
Within Groups
,661
80
,008
Total
,740
87
F
1,364
Sig.
,232
Universitas Sumatera Utara
Lampiran VIII : Analisis Post Hoct Test
Tabel 4.17
Hasil Uji Multiple Comparisons Resiko Sistematis
(I)
(J)
Mean
Std.
Sig.
95% Confidence
Subsekto Subsektor Difference (I- Error
Interval
r
J)
Lower
Upper
Bound
Bound
Perdagangan
eceran
-,00195
,01328 1,000
-,0433
,0394
Restoran
-,00921
,01531
,999
-,0569
,0385
,01387
,01647
,990
-,0374
,0651
-,00562
,01486 1,000
-,0519
,0406
Jasa
Komputer
,01204
,02596 1,000
-,0688
,0928
Investasi
,01029
,01813
,999
-,0461
,0667
Lainnya
,01017
,02596 1,000
-,0706
,0910
,00195
,01328 1,000
-,0394
,0433
-,00727
,01648 1,000
-,0586
,0440
,01755
-,0388
,0705
Hotel dan
Perdagan Pariwsata
gan
AdvertiBesar
sing ,
Brg
printing
Produksi
dan media
Tukey
HSD
Perdagang
an Besar
Brg
Perdagan Produksi
gan
eceran
Restoran
Hotel dan
Pariwisata
,01582
,985
Universitas Sumatera Utara
Restoran
Advertisin
g,
printing
dan media
-,00368
Jasa
Komputer
,01605 1,000
-,0536
,0463
,01398
,02666
,999
-,0690
,0970
Investasi
,01224
,01912
,998
-,0473
,0718
Lainnya
,01212
,02666 1,000
-,0709
,0951
Perdagang
an Besar
Brg
Produksi
,00921
,01531
,999
-,0385
,0569
Perdagang
an eceran
,00727
,01648 1,000
-,0440
,0586
Hotel dan
Pariwisata
,02309
,01914
,928
-,0365
,0827
Advertisin
g,
printing
dan media
,00359
,01777 1,000
-,0517
,0589
Jasa
Komputer
,02125
,02773
,994
-,0651
,1076
Investasi
,01951
,02059
,980
-,0446
,0836
Lainnya
,01939
,02773
,997
-,0669
,1057
-,01387
,01647
,990
-,0651
,0374
-,01582
,01755
,985
-,0705
,0388
-,02309
,01914
,928
-,0827
,0365
Perdagang
an Besar
Brg
Produksi
Hotel
dan
Pariwisat
Perdagang
a
an eceran
Restoran
Universitas Sumatera Utara
Advertisin
g,
printing
dan media
-,01949
,01878
,967
-,0779
,0389
Jasa
Komputer
-,00183
,02839 1,000
-,0902
,0865
Investasi
-,00358
,02146 1,000
-,0704
,0632
Lainnya
-,00370
,02839 1,000
-,0921
,0847
,00562
,01486 1,000
-,0406
,0519
Perdagang
an Besar
Brg
Produksi
Perdagang
Advertisi an eceran
ng ,
Restoran
printing
dan
Hotel dan
media
Pariwisata
,00368
,01605 1,000
-,0463
,0536
-,00359
,01777 1,000
-,0589
,0517
,01949
,01878
,967
-,0389
,0779
Jasa
Komputer
,01766
,02748
,998
-,0679
,1032
Investasi
,01592
,02025
,993
-,0471
,0789
Lainnya
,01580
,02748
,999
-,0698
,1013
Perdagang
an Besar
Brg
Produksi
-,01204
,02596 1,000
-,0928
,0688
Jasa
Kompu- Perdagang
an eceran
ter
-,01398
,02666
,999
-,0970
,0690
-,02125
,02773
,994
-,1076
,0651
,02839 1,000
-,0865
,0902
Restoran
Hotel dan
Pariwisata
,00183
Universitas Sumatera Utara
Advertisin
g,
printing
dan media
-,01766
,02748
,998
-,1032
,0679
Investasi
-,00174
,02938 1,000
-,0932
,0897
Lainnya
-,00186
,03477 1,000
-,1101
,1063
Perdagang
an Besar
Brg
Produksi
-,01029
,01813
,999
-,0667
,0461
Perdagang
an eceran
-,01224
,01912
,998
-,0718
,0473
Restoran
-,01951
,02059
,980
-,0836
,0446
,02146 1,000
-,0632
,0704
,02025
,993
-,0789
,0471
Hotel dan
Pariwisata
,00358
Advertisin
g,
printing
dan media
-,01592
Jasa
Komputer
,00174
,02938 1,000
-,0897
,0932
Lainnya
-,00012
,02938 1,000
-,0916
,0913
Perdagang
an Besar
Brg
Produksi
-,01017
,02596 1,000
-,0910
,0706
Lainnya Perdagang
an eceran
-,01212
,02666 1,000
-,0951
,0709
-,01939
,02773
,997
-,1057
,0669
,02839 1,000
-,0847
,0921
Investasi
Restoran
Hotel dan
Pariwisata
,00370
Universitas Sumatera Utara
Perdagan
gan
Besar
Brg
Produksi
Bonferr
oni
Advertisin
g,
printing
dan media
-,01580
Jasa
Komputer
Investasi
,999
-,1013
,0698
,00186
,03477 1,000
-,1063
,1101
,00012
,02938 1,000
-,0913
,0916
Perdagang
an eceran
-,00195
,01328 1,000
-,0449
,0410
Restoran
-,00921
,01531 1,000
-,0587
,0403
Hotel dan
Pariwisata
,01387
,01647 1,000
-,0394
,0671
Advertisin
g,
printing
dan media
-,00562
,01486 1,000
-,0537
,0424
Jasa
Komputer
,01204
,02596 1,000
-,0719
,0959
Investasi
,01029
,01813 1,000
-,0483
,0689
Lainnya
,01017
,02596 1,000
-,0737
,0941
Perdagang
an Besar
Brg
Produksi
,00195
,01328 1,000
-,0410
,0449
-,00727
,01648 1,000
-,0605
,0460
,01582
,01755 1,000
-,0409
,0725
-,00368
,01605 1,000
-,0556
,0482
Perdagan Restoran
gan
Hotel dan
eceran
Pariwisata
Advertisin
g,
printing
dan media
,02748
Universitas Sumatera Utara
Restoran
Jasa
Komputer
,01398
,02666 1,000
-,0722
,1002
Investasi
,01224
,01912 1,000
-,0496
,0740
Lainnya
,01212
,02666 1,000
-,0741
,0983
Perdagang
an Besar
Brg
Produksi
,00921
,01531 1,000
-,0403
,0587
Perdagang
an eceran
,00727
,01648 1,000
-,0460
,0605
Hotel dan
Pariwisata
,02309
,01914 1,000
-,0388
,0849
Advertisin
g,
printing
dan media
,00359
,01777 1,000
-,0539
,0610
Jasa
Komputer
,02125
,02773 1,000
-,0684
,1109
Investasi
,01951
,02059 1,000
-,0470
,0860
Lainnya
,01939
,02773 1,000
-,0702
,1090
-,01387
,01647 1,000
-,0671
,0394
-,01582
,01755 1,000
-,0725
,0409
-,02309
,01914 1,000
-,0849
,0388
-,01949
,01878 1,000
-,0802
,0412
Perdagang
an Besar
Brg
Produksi
Hotel
Perdagang
dan
an eceran
Pariwisat
Restoran
a
Advertisin
g,
printing
dan media
Universitas Sumatera Utara
Jasa
Komputer
-,00183
,02839 1,000
-,0936
,0899
Investasi
-,00358
,02146 1,000
-,0729
,0658
Lainnya
-,00370
,02839 1,000
-,0954
,0880
,00562
,01486 1,000
-,0424
,0537
Perdagang
an Besar
Brg
Produksi
Perdagang
Adverti- an eceran
sing ,
Restoran
printing
dan
Hotel dan
media
Pariwsata
,00368
,01605 1,000
-,0482
,0556
-,00359
,01777 1,000
-,0610
,0539
,01949
,01878 1,000
-,0412
,0802
Jasa
Komputer
,01766
,02748 1,000
-,0712
,1065
Investasi
,01592
,02025 1,000
-,0495
,0814
Lainnya
,01580
,02748 1,000
-,0730
,1046
Perdagang
an Besar
Brg
Produksi
-,01204
,02596 1,000
-,0959
,0719
Perdagang
an eceran
-,01398
,02666 1,000
-,1002
,0722
-,02125
,02773 1,000
-,1109
,0684
,00183
,02839 1,000
-,0899
,0936
-,01766
,02748 1,000
-,1065
,0712
Jasa
Kompu- Restoran
ter
Hotel dan
Pariwisata
Advertisin
g,
printing
dan media
Universitas Sumatera Utara
Investasi
Investasi
-,00174
,02938 1,000
-,0967
,0932
Lainnya
-,00186
,03477 1,000
-,1142
,1105
Perdagang
an Besar
Brg
Produksi
-,01029
,01813 1,000
-,0689
,0483
Perdagang
an eceran
-,01224
,01912 1,000
-,0740
,0496
Restoran
-,01951
,02059 1,000
-,0860
,0470
Hotel dan
Pariwsata
,00358
,02146 1,000
-,0658
,0729
Advertising ,
printing
dan media
-,01592
,02025 1,000
-,0814
,0495
Jasa
Komputer
,00174
,02938 1,000
-,0932
,0967
Lainnya
-,00012
,02938 1,000
-,0951
,0948
Perdagang
an Besar
Brg
Produksi
-,01017
,02596 1,000
-,0941
,0737
Perdagang
an eceran
-,01212
,02666 1,000
-,0983
,0741
-,01939
,02773 1,000
-,1090
,0702
Hotel dan
Pariwsata
,00370
,02839 1,000
-,0880
,0954
Advertisin
g,
printing
dan media
-,01580
,02748 1,000
-,1046
,0730
Lainnya Restoran
Universitas Sumatera Utara
Jasa
Komputer
,00186
,03477 1,000
-,1105
,1142
Investasi
,00012
,02938 1,000
-,0948
,0951
Hasil Uji Multiple Comparisons Resiko Tidak Sistematis
(I)
(J) Subsektor
Mean
Std.
Sig.
95% Confidence
Subsektor
Difference Error
Interval
(I-J)
Lower
Upper
Bound Bound
Perdagangan
-,06070 ,02835 ,398
-,1489 ,0275
eceran
Restoran
-,03154 ,03269 ,978
-,1333 ,0702
Hotel dan
,00918 ,03515 1,000
-,1002 ,1186
Perdagang- Pariwisata
an Besar
Advertising ,
Brg
printing dan
-,05638 ,03172 ,637
-,1551 ,0424
Produksi
media
Jasa
,01719 ,05542 1,000
-,1553 ,1897
Komputer
Tukey
Investasi
-,06923 ,03870 ,629
-,1897 ,0512
HSD
Lainnya
-,02454 ,05542 1,000
-,1970 ,1480
Perdagangan
Besar Brg
,06070 ,02835 ,398
-,0275 ,1489
Produksi
Restoran
,02915 ,03517 ,991
-,0803 ,1386
PerdagangHotel dan
an eceran
,06987 ,03747 ,579
-,0468 ,1865
Pariwisata
Advertising ,
printing dan
,00432 ,03427 1,000
-,1024 ,1110
media
Universitas Sumatera Utara
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Hotel dan
Pariwisata
Restoran
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Advertising ,
Pariwisata
printing dan
media
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Advertising Produksi
, printing
Perdagangan
dan media
eceran
Restoran
,07789
,869
-,0993
,2550
,04082 1,000
,05692 ,998
-,1356
-,1410
,1185
,2133
,03154
,03269
,978
-,0702
,1333
-,02915
,03517
,991
-,1386
,0803
,04072
,04085
,974
-,0864
,1679
-,02484
,03794
,998
-,1429
,0933
,04873
,05920
,991
-,1355
,2330
-,03769
,00700
,04395 ,989
,05920 1,000
-,1745
-,1773
,0991
,1913
-,00918
,03515 1,000
-,1186
,1002
-,06987
,03747
,579
-,1865
,0468
-,04072
,04085
,974
-,1679
,0864
-,06556
,04008
,727
-,1903
,0592
,06059 1,000
-,1806
,1966
-,07841
-,03372
,04580
,06059
,680
,999
-,2210
-,2223
,0642
,1549
,05638
,03172
,637
-,0424
,1551
,03427 1,000
-,1110
,1024
,03794
-,0933
,1429
-,00853
,03615
,00801
-,00432
,02484
,05692
,998
Universitas Sumatera Utara
Jasa
Komputer
Investasi
Lainnya
Hotel dan
Pariwisata
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Jasa
Komputer
Lainnya
Perdagangan
Besar Brg
Produksi
,06556
,04008
,727
-,0592
,1903
,07357
,05867
,913
-,1090
,2562
-,01285
,03184
,04323 1,000
,05867 ,999
-,1474
-,1508
,1217
,2145
-,01719
,05542 1,000
-,1897
,1553
-,07789
,05692
,869
-,2550
,0993
-,04873
,05920
,991
-,2330
,1355
-,00801
,06059 1,000
-,1966
,1806
-,07357
,05867
,913
-,2562
,1090
-,08642
-,04173
,06272
,07421
,865
,999
-,2816
-,2727
,1088
,1893
,06923
,03870
,629
-,0512
,1897
,00853
,04082 1,000
-,1185
,1356
,03769
,04395
,989
-,0991
,1745
,07841
,04580
,680
-,0642
,2210
,01285
,04323 1,000
-,1217
,1474
,08642
,06272
,865
-,1088
,2816
,04469
,06272
,996
-,1505
,2399
,02454
,05542 1,000
-,1480
,1970
Universitas Sumatera Utara
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
Perdagangan
eceran
Restoran
Hotel dan
Perdagang- Pariwisata
an Besar
Advertising ,
Brg
printing dan
Produksi
media
Jasa
Komputer
Investasi
Lainnya
Bonferr
Perdagangan
oni
Besar Brg
Produksi
Restoran
Hotel dan
Pariwisata
PerdagangAdvertising ,
an eceran
printing dan
media
Jasa
Komputer
Investasi
Lainnya
-,03615
,05692
,998
-,2133
,1410
-,00700
,05920 1,000
-,1913
,1773
,03372
,06059
,999
-,1549
,2223
-,03184
,05867
,999
-,2145
,1508
,04173
,07421
,999
-,1893
,2727
-,04469
,06272
,996
-,2399
,1505
-,06070
,02835
,989
-,1523
,0309
-,03154
,03269 1,000
-,1372
,0741
,00918
,03515 1,000
-,1044
,1228
-,05638
,03172 1,000
-,1589
,0461
,01719
,05542 1,000
-,1619
,1963
-,06923
-,02454
,03870 1,000
,05542 1,000
-,1943
-,2037
,0559
,1546
,06070
,02835
,989
-,0309
,1523
,02915
,03517 1,000
-,0845
,1428
,06987
,03747 1,000
-,0512
,1910
,00432
,03427 1,000
-,1064
,1151
,07789
,05692 1,000
-,1061
,2618
-,00853
,03615
,04082 1,000
,05692 1,000
-,1405
-,1478
,1234
,2201
Universitas Sumatera Utara
Restoran
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Advertising ,
Pariwisata
printing dan
media
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
Advertising eceran
, printing
Restoran
dan media
Hotel dan
Pariwisata
Jasa
Komputer
,03154
,03269 1,000
-,0741
,1372
-,02915
,03517 1,000
-,1428
,0845
,04072
,04085 1,000
-,0913
,1728
-,02484
,03794 1,000
-,1475
,0978
,04873
,05920 1,000
-,1426
,2401
-,03769
,04395 1,000
-,1797
,1043
,00700
,05920 1,000
-,1843
,1983
-,00918
,03515 1,000
-,1228
,1044
-,06987
,03747 1,000
-,1910
,0512
-,04072
,04085 1,000
-,1728
,0913
-,06556
,04008 1,000
-,1951
,0640
,00801
,06059 1,000
-,1878
,2039
-,07841
-,03372
,04580 1,000
,06059 1,000
-,2265
-,2296
,0696
,1621
,05638
,03172 1,000
-,0461
,1589
-,00432
,03427 1,000
-,1151
,1064
,02484
,03794 1,000
-,0978
,1475
,06556
,04008 1,000
-,0640
,1951
,07357
,05867 1,000
-,1161
,2632
Universitas Sumatera Utara
Jasa
Komputer
Investasi
Lainnya
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Jasa
Komputer
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
-,01285
,03184
,04323 1,000
,05867 1,000
-,1526
-,1578
,1269
,2215
-,01719
,05542 1,000
-,1963
,1619
-,07789
,05692 1,000
-,2618
,1061
-,04873
,05920 1,000
-,2401
,1426
-,00801
,06059 1,000
-,2039
,1878
-,07357
,05867 1,000
-,2632
,1161
-,08642
-,04173
,06272 1,000
,07421 1,000
-,2891
-,2816
,1163
,1981
,06923
,03870 1,000
-,0559
,1943
,00853
,04082 1,000
-,1234
,1405
,03769
,04395 1,000
-,1043
,1797
,07841
,04580 1,000
-,0696
,2265
,01285
,04323 1,000
-,1269
,1526
,08642
,06272 1,000
-,1163
,2891
,04469
,06272 1,000
-,1580
,2474
,02454
,05542 1,000
-,1546
,2037
-,03615
,05692 1,000
-,2201
,1478
-,00700
,05920 1,000
-,1983
,1843
,03372
,06059 1,000
-,1621
,2296
Universitas Sumatera Utara
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
-,03184
,05867 1,000
-,2215
,1578
,04173
,07421 1,000
-,1981
,2816
-,04469
,06272 1,000
-,2474
,1580
Universitas Sumatera Utara
Lampiran I : Return Saham Perusahaan Trade, Service and Investment di
Indonesia
Subsektor
Perdagangan Besar
Barang Produksi
Perdagangan Eceran
No
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
39
Kode
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
Ri
-0.0002378
0.000196
0.0001926
0.000560597
0.0056841
0.001072
0.00002092
-0.0014102
0.000499
0.000499
0.000499
-0.00368
0.000499
0.0000875
0.018439538
0.00072
-0.00403
0.0015
0.00385
-0.00983
0.000034459
0.00564
0.002787
0.00
-0.00496
-0.000007
0.04134977
0.01331
0.000048
-0.0200364
0.000154
0.048147
0.003422
0.000509
0.001179
0.002944
0.00126
0.0028
0.0053056
Universitas Sumatera Utara
Restoran
Hotel dan Pariwisata
Advertising, Printing,
and Media
Jasa Komputer dan
Perangkatnya
Perusahaan Investasi
40
41
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
SKYB
SONA
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
ABMM
BHIT
BMTR
BRMS
MLPL
-0.00019
0.0008301
0.0023
0.00
0.00097
0.0000709
-0.02469
0.005248
-0.00027
0.000609
0.021683
0.021755
0.00
0.006153
0.001745
0.001685
0.000888
0.00
0.0003497
0.001098
0.000341
0.00
0.002084
0.00000985
-0.005184
-0.00237
0.025398
-0.00381
-0.00321
0.000601
0.001935
-0.00156
0.018131
0.001608
0.002084
0.001311
-0.000829
0.0000214
0.00174
-0.00102
-0.00123
0.003632
-0.00233
0.01958
Universitas Sumatera Utara
Perusahaan Lainnya
84
85
86
87
88
PLAS
POOL
GEMA
MFMI
SUGI
-0.00055
0.015138
0.003895
0.000916
0.004458
Universitas Sumatera Utara
LAMPIRAN II : Risiko Sistematis Perusahaan Trade, Service, and Investment
di Indonesia
Subsektor
Perdagangan Besar
Barang
Produksi
Perdagangan Eceran
No
Kode
B
β2
δm2
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
39
40
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
SKYB
-0.01122
0.343598
0.119660
0.498105
1.2827997
-0.04649
-1.952448
0.7359427
1
1
1
0.692502
1
0.814
3.9116480
0.921223
0.127075
0.9036
0.15546
2.561597
0.003978
0.97687
0.057828
0.32855
2.540403
0.5873
-1.115690
0.8974
0.578067
1.0006744
0.2544576
4.9876
0.266263
0.005148
1.076615
0.401687
0.69688
1.1527
-0.135225
0.027272
0.000125
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
Resiko
sistematis
0.000001077
0.00101
0.000122538
0.002123289
0.0140827
0.0000185
0.032623317
0.0046351
0.008558
0.008558
0.008558
0.004104
0.008558
0.005673
0.130944313
0.007263
0.000138
0.006987
0.000207
0.056155
0.000000136
0.008167
0.0000286
0.000924
0.05523
0.00291606
0.01065258
0.006892
0.00286
0.0085694
0.00055411
0.213072
0.000607
0.000000227
0.009919148
0.001381
0.004156
0.011372
0.000156
0.00000637
Universitas Sumatera Utara
Restoran
Hotel dan
Pariwisata
Advertising,
Printing,
and Media
Jasa
Komputer
&Perangkat
Perusahaan
Investasi
41
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
SONA
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
ABMM
BHIT
BMTR
BRMS
MLPL
PLAS
0.2688286
0.55543
0.00
-0.0784
0.06330
-0.83917
-0.05037
0.670729
-0.21421
2.592429
2.182457
0
0.304703
0.764371
0.449148
0.033605
0
-0.156462
0.1276697
-0.00205
0.116066
0.179939
-0.13877
0.02734
0.146354
-5.1673
0.018007
0.552749
0.308161
-0.12078
0.639238
-0.35746
-0.16542
-0.00614
-0.081221
-0.217029
-0.00362
0.830382
0.075656
0.435503
1.02318
1.178843
-0.10412
0.29115
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.000126
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.00856
0.000618
0.00264
0
0.0000527
0.000034297
0.006027
0.0000217
0.00385
0.000393
0.199946
0.040762
0
0.000795
0.005
0.001726
0.0000966
0
-0.000025697
0.00014
0.000000036
0.000115
0.000277
0.000165
0.0000064
0.000183
0.228504
0.00000278
0.002615
0.000813
0.000125
0.003497
0.001094
0.000234
0.000000323
0.0000565
0.0000403
0.000000112
0.005901
0.000049
0.001623
0.008959
0.011893
0.0000928
0.000725
Universitas Sumatera Utara
Perusahaan
Lainnya
85
86
87
88
POOL
GEMA
MFMI
SUGI
0.645893
1.278373
1.438929
-0.09902
0.000126
0.000126
0.000126
0.000126
0.00856
0.00856
0.00856
0.00856
0.00357
0.013986
-0.00217
0.0000839
Universitas Sumatera Utara
Lampiran III : Risiko Tidak Sistematis Perusahaan Trade, Service, and
Investment di Indonesia
Subsektor
Perdagang-an Besar
Barang Produksi
Perdagang-an Eceran
No
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
39
40
41
Kode
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
SKYB
SONA
Risiko Tidak Sistematis
0.004808173
0.01945868
0.027461899
0.021285427
0.038157972
0.03360955
0.038855148
0.039119387
0.00
0.00
0.00
0.060639273
0
0.01595857
0.142973729
0.016157417
0.07724014
0.01889896
0.05637427
0.05889911
0.00053703
0.030355336
0.052178521
0.016276232
0.012979897
0.033354997
0.585381319
0.07920779
0.026380197
0.149106542
0.013790675
0.434527214
0.05499157
0.007133043
0.011499086
0.030193712
0.021202064
0.015855734
0.064261748
0.017986291
0.035511352
Universitas Sumatera Utara
Restoran
Hotel dan Pariwisata
Advertising, Printing, and
Media
Jasa Komputer &Perangkat
Perusahaan Investasi
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
ABMM
BHIT
BMTR
BRMS
MLPL
PLAS
POOL
0.01809126
0
0.019757799
0.012136324
0.14947653
0.06567868
0.027089922
0.029358073
0.071471898
0.243315026
0.00
0.04375981
0.029989038
0.02649047
0.021183298
0
0.040607672
0.022263344
0.004638542
0.026979982
0.02039671
0.037179092
0.074831985
0.07446498
0.239232005
0.08174411
0.06359637
0.030229672
0.041552601
0.066047769
0.250221636
0.051234483
0.034911687
0.044933934
0.017617219
0.006577988
0.018346644
0.015695001
0.068445853
0.0131258
0.034897973
0.0333744368
0.02641167
0.21188325
Universitas Sumatera Utara
Perusahaan Lainnya
86
87
88
GEMA
MFMI
SUGI
0.065380821
0.060141747
0.042214691
Universitas Sumatera Utara
Lampiran IV : Summary Penelitian
Subsektor
Perdagangan Besar
Barang
Produksi
Perdagangan Eceran
No
Kode
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
39
40
41
AIMS
ASIA
BMSR
CLPI
CNKO
DSSA
EPMT
GREN
HEXA
INTA
INTD
KARK
KONI
LTLS
MDRN
MICE
OKAS
SDPC
SQMI
TGKA
TIRA
TMPI
TRIL
TURI
UNTR
WICO
ACES
CENT
CSAP
ERAA
GOLD
HERO
KOIN
LPPF
MAPI
MIDI
MPPA
RALS
RIMO
SKYB
SONA
Resiko
sisttematis
0.000001077
0.00101
0.000122538
0.002123289
0.0140827
0.0000185
0.032623317
0.0046351
0.008558
0.008558
0.008558
0.004104
0.008558
0.005673
0.130944313
0.007263
0.000138
0.006987
0.000207
0.056155
0.000000136
0.008167
0.0000286
0.000924
0.05523
0.00291606
0.01065258
0.006892
0.00286
0.0085694
0.00055411
0.213072
0.000607
0.00000023
0.00991915
0.001381
0.004156
0.011372
0.000156
0.00000637
0.000618
Risiko Tidak
Sistematis
0.004808173
0.01945868
0.027461899
0.021285427
0.038157972
0.03360955
0.038855148
0.039119387
0.00
0.00
0.00
0.060639273
0
0.01595857
0.142973729
0.016157417
0.07724014
0.01889896
0.05637427
0.05889911
0.00053703
0.030355336
0.052178521
0.016276232
0.012979897
0.033354997
0.585381319
0.07920779
0.026380197
0.149106542
0.013790675
0.434527214
0.05499157
0.007133043
0.011499086
0.030193712
0.021202064
0.015855734
0.064261748
0.017986291
0.035511352
Risiko Total
0.00480925
0.02046868
0.02758443
0.00212329
0.05224064
0.03362804
0.071478319
0.043754444
0.0085579
0.0085579
0.0085579
0.064743289
0.017115796
0.021631788
0.273918042
0.023420096
0.07737834
0.025886005
0.05658109
0.11505413
0.000537166
0.038521915
0.05220714
0.017200016
0.068209556
0.036271057
0.596033997
0.08609972
0.029239913
0.008569444
0.014344787
0.647599199
0.05559829
0.00713327
0.021418561
0.031574547
0.025358117
0.027227703
0.000156489
0.017992656
0.036129821
Universitas Sumatera Utara
Restoran
Hotel dan
Pariwisata
Advertising
, Printing,
and Media
Jasa
Komputer
&Perangka
t
Perusahaan
Investasi
42
43
44
45
46
47
48
49
50
51
52
56
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
TELE
TKGA
FAST
MAMI
MAMIP
PGLI
PJAA
PLIN
PNSE
PSAB
PSKT
PTSP
PUDP
BAYU
BUVA
GMCW
ICON
INPP
JSPT
PANR
PDES
SHID
ABBA
EMTK
FORU
IDKM
JTPE
KBLV
LPLI
MNCN
SCMA
SRAJ
TMPO
VIVA
DNET
LMAS
MTDL
0.00264
0
0.0000527
0.0000343
0.006027
0.0000217
0.00385
0.000393
0.199946
0.040762
0
0.000795
0.005
0.001726
0.0000966
0
-0.00002569
0.00014
0.000000036
0.000115
0.000277
0.000165
0.0000064
0.000183
0.228504
0.00000278
0.002615
0.000813
0.000125
0.003497
0.001094
0.000234
0.000000323
0.0000565
0.0000403
0.000000112
0.005901
0.01809126
0
0.019757799
0.012136324
0.14947653
0.06567868
0.027089922
0.029358073
0.071471898
0.243315026
0.00
0.04375981
0.029989038
0.02649047
0.021183298
0
0.040607672
0.022263344
0.004638542
0.026979982
0.02039671
0.037179092
0.074831985
0.07446498
0.239232005
0.08174411
0.06359637
0.030229672
0.041552601
0.066047769
0.250221636
0.051234483
0.034911687
0.044933934
0.017617219
0.006577988
0.018346644
0.020731439
0
0.019810459
0.012170621
0.155503074
0.06570039
0.030939927
0.029750777
0.271417516
0.284077306
0
0.044554356
0.034989097
0.028216886
0.021192962
0
0.040581974
0.022402893
0.004638578
0.027095267
0.0206738
0.037343889
0.074838382
0.074648286
0.467736067
0.08174689
0.066211081
0.031042356
0.041677449
0.069544743
0.251315142
0.051468652
0.03491201
0.044990378
0.018020308
0.0065781
0.024247607
79
80
81
82
83
84
85
ABMM
BHIT
BMTR
BRMS
MLPL
PLAS
POOL
0.000049
0.001623
0.008959
0.011893
0.0000928
0.000725
0.00357
0.015695001
0.068445853
0.0131258
0.034897973
0.0333744368
0.02641167
0.21188325
0.015743986
0.070068968
0.022085045
0.046790625
0.333837145
0.027137109
0.215453409
Universitas Sumatera Utara
Perusahaan
Lainnya
86
87
88
GEMA
MFMI
SUGI
0.013986
-0.00217
0.0000839
0.065380821
0.060141747
0.042214691
0.079366453
0.057968285
0.042298599
Universitas Sumatera Utara
Lampiran V : Analisi Deskriptif
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perdagangan Besar Barang Produksi
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
26
,00
,13
,0141
,02826
R_Tdk_sistematis
26
,00
,14
,0314
,03127
Valid N (listwise)
26
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perdagangan Eceran
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
17
,00
,21
,0161
,05093
R_Tdk_sistematis
17
,00
,59
,0921
,16349
Valid N (listwise)
17
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Restoran
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
11
,00
,20
,0234
,05976
R_Tdk_sistematis
11
,00
,24
,0629
,07237
Valid N (listwise)
11
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Hotel dan Pariwisata
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
9
,00
,00
,0003
,00056
R_Tdk_sistematis
9
,00
,04
,0222
,01328
Valid N (listwise)
9
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Advertising, Printing, and Media
N
R_sistematis
Minimum
12
,00
Maximum
,23
Mean
,0198
Std. Deviation
,06575
Universitas Sumatera Utara
R_Tdk_sistematis
12
Valid N (listwise)
12
,03
,25
,0878
,07518
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Jasa Komputer dan Perangkatnya
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
3
,00
,01
,0021
,00330
R_Tdk_sistematis
3
,01
,02
,0142
,00659
Valid N (listwise)
3
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perusahaan Investasi
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
7
,00
,01
,0038
,00473
R_Tdk_sistematis
7
,01
,33
,1006
,12413
Valid N (listwise)
7
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis
Subsektor Perusahaan Lainnya
N
Minimum
Maximum
Mean
Std. Deviation
R_sistematis
3
,00
,01
,0040
,00875
R_Tdk_sistematis
3
,04
,07
,0559
,01215
Valid N (listwise)
3
Universitas Sumatera Utara
Lampiran VI : Analisis Test of Homogenity of Variance
Hasil Uji Test of Homogeneity of Variance
Risiko Sistematis
Levene Statistic
df1
1,410
df2
7
Sig.
80
,213
Hasil Uji Test of Homogeneity of Variance
Risiko Tidak Sistematis
Levene Statistic
df1
3,944
df2
7
Sig.
80
,001
Universitas Sumatera Utara
Lampiran VII : Hasil Uji Anova
Hasil Uji Anova Risiko Sistematis
Sum of Squares
df
Mean Square
Between Groups
,005
7
,001
Within Groups
,145
80
,002
Total
,150
87
F
Sig.
,359
,923
Hasil Uji Anova Risiko Tidak Sistematis
Sum of Squares
df
Mean Square
Between Groups
,079
7
,011
Within Groups
,661
80
,008
Total
,740
87
F
1,364
Sig.
,232
Universitas Sumatera Utara
Lampiran VIII : Analisis Post Hoct Test
Tabel 4.17
Hasil Uji Multiple Comparisons Resiko Sistematis
(I)
(J)
Mean
Std.
Sig.
95% Confidence
Subsekto Subsektor Difference (I- Error
Interval
r
J)
Lower
Upper
Bound
Bound
Perdagangan
eceran
-,00195
,01328 1,000
-,0433
,0394
Restoran
-,00921
,01531
,999
-,0569
,0385
,01387
,01647
,990
-,0374
,0651
-,00562
,01486 1,000
-,0519
,0406
Jasa
Komputer
,01204
,02596 1,000
-,0688
,0928
Investasi
,01029
,01813
,999
-,0461
,0667
Lainnya
,01017
,02596 1,000
-,0706
,0910
,00195
,01328 1,000
-,0394
,0433
-,00727
,01648 1,000
-,0586
,0440
,01755
-,0388
,0705
Hotel dan
Perdagan Pariwsata
gan
AdvertiBesar
sing ,
Brg
printing
Produksi
dan media
Tukey
HSD
Perdagang
an Besar
Brg
Perdagan Produksi
gan
eceran
Restoran
Hotel dan
Pariwisata
,01582
,985
Universitas Sumatera Utara
Restoran
Advertisin
g,
printing
dan media
-,00368
Jasa
Komputer
,01605 1,000
-,0536
,0463
,01398
,02666
,999
-,0690
,0970
Investasi
,01224
,01912
,998
-,0473
,0718
Lainnya
,01212
,02666 1,000
-,0709
,0951
Perdagang
an Besar
Brg
Produksi
,00921
,01531
,999
-,0385
,0569
Perdagang
an eceran
,00727
,01648 1,000
-,0440
,0586
Hotel dan
Pariwisata
,02309
,01914
,928
-,0365
,0827
Advertisin
g,
printing
dan media
,00359
,01777 1,000
-,0517
,0589
Jasa
Komputer
,02125
,02773
,994
-,0651
,1076
Investasi
,01951
,02059
,980
-,0446
,0836
Lainnya
,01939
,02773
,997
-,0669
,1057
-,01387
,01647
,990
-,0651
,0374
-,01582
,01755
,985
-,0705
,0388
-,02309
,01914
,928
-,0827
,0365
Perdagang
an Besar
Brg
Produksi
Hotel
dan
Pariwisat
Perdagang
a
an eceran
Restoran
Universitas Sumatera Utara
Advertisin
g,
printing
dan media
-,01949
,01878
,967
-,0779
,0389
Jasa
Komputer
-,00183
,02839 1,000
-,0902
,0865
Investasi
-,00358
,02146 1,000
-,0704
,0632
Lainnya
-,00370
,02839 1,000
-,0921
,0847
,00562
,01486 1,000
-,0406
,0519
Perdagang
an Besar
Brg
Produksi
Perdagang
Advertisi an eceran
ng ,
Restoran
printing
dan
Hotel dan
media
Pariwisata
,00368
,01605 1,000
-,0463
,0536
-,00359
,01777 1,000
-,0589
,0517
,01949
,01878
,967
-,0389
,0779
Jasa
Komputer
,01766
,02748
,998
-,0679
,1032
Investasi
,01592
,02025
,993
-,0471
,0789
Lainnya
,01580
,02748
,999
-,0698
,1013
Perdagang
an Besar
Brg
Produksi
-,01204
,02596 1,000
-,0928
,0688
Jasa
Kompu- Perdagang
an eceran
ter
-,01398
,02666
,999
-,0970
,0690
-,02125
,02773
,994
-,1076
,0651
,02839 1,000
-,0865
,0902
Restoran
Hotel dan
Pariwisata
,00183
Universitas Sumatera Utara
Advertisin
g,
printing
dan media
-,01766
,02748
,998
-,1032
,0679
Investasi
-,00174
,02938 1,000
-,0932
,0897
Lainnya
-,00186
,03477 1,000
-,1101
,1063
Perdagang
an Besar
Brg
Produksi
-,01029
,01813
,999
-,0667
,0461
Perdagang
an eceran
-,01224
,01912
,998
-,0718
,0473
Restoran
-,01951
,02059
,980
-,0836
,0446
,02146 1,000
-,0632
,0704
,02025
,993
-,0789
,0471
Hotel dan
Pariwisata
,00358
Advertisin
g,
printing
dan media
-,01592
Jasa
Komputer
,00174
,02938 1,000
-,0897
,0932
Lainnya
-,00012
,02938 1,000
-,0916
,0913
Perdagang
an Besar
Brg
Produksi
-,01017
,02596 1,000
-,0910
,0706
Lainnya Perdagang
an eceran
-,01212
,02666 1,000
-,0951
,0709
-,01939
,02773
,997
-,1057
,0669
,02839 1,000
-,0847
,0921
Investasi
Restoran
Hotel dan
Pariwisata
,00370
Universitas Sumatera Utara
Perdagan
gan
Besar
Brg
Produksi
Bonferr
oni
Advertisin
g,
printing
dan media
-,01580
Jasa
Komputer
Investasi
,999
-,1013
,0698
,00186
,03477 1,000
-,1063
,1101
,00012
,02938 1,000
-,0913
,0916
Perdagang
an eceran
-,00195
,01328 1,000
-,0449
,0410
Restoran
-,00921
,01531 1,000
-,0587
,0403
Hotel dan
Pariwisata
,01387
,01647 1,000
-,0394
,0671
Advertisin
g,
printing
dan media
-,00562
,01486 1,000
-,0537
,0424
Jasa
Komputer
,01204
,02596 1,000
-,0719
,0959
Investasi
,01029
,01813 1,000
-,0483
,0689
Lainnya
,01017
,02596 1,000
-,0737
,0941
Perdagang
an Besar
Brg
Produksi
,00195
,01328 1,000
-,0410
,0449
-,00727
,01648 1,000
-,0605
,0460
,01582
,01755 1,000
-,0409
,0725
-,00368
,01605 1,000
-,0556
,0482
Perdagan Restoran
gan
Hotel dan
eceran
Pariwisata
Advertisin
g,
printing
dan media
,02748
Universitas Sumatera Utara
Restoran
Jasa
Komputer
,01398
,02666 1,000
-,0722
,1002
Investasi
,01224
,01912 1,000
-,0496
,0740
Lainnya
,01212
,02666 1,000
-,0741
,0983
Perdagang
an Besar
Brg
Produksi
,00921
,01531 1,000
-,0403
,0587
Perdagang
an eceran
,00727
,01648 1,000
-,0460
,0605
Hotel dan
Pariwisata
,02309
,01914 1,000
-,0388
,0849
Advertisin
g,
printing
dan media
,00359
,01777 1,000
-,0539
,0610
Jasa
Komputer
,02125
,02773 1,000
-,0684
,1109
Investasi
,01951
,02059 1,000
-,0470
,0860
Lainnya
,01939
,02773 1,000
-,0702
,1090
-,01387
,01647 1,000
-,0671
,0394
-,01582
,01755 1,000
-,0725
,0409
-,02309
,01914 1,000
-,0849
,0388
-,01949
,01878 1,000
-,0802
,0412
Perdagang
an Besar
Brg
Produksi
Hotel
Perdagang
dan
an eceran
Pariwisat
Restoran
a
Advertisin
g,
printing
dan media
Universitas Sumatera Utara
Jasa
Komputer
-,00183
,02839 1,000
-,0936
,0899
Investasi
-,00358
,02146 1,000
-,0729
,0658
Lainnya
-,00370
,02839 1,000
-,0954
,0880
,00562
,01486 1,000
-,0424
,0537
Perdagang
an Besar
Brg
Produksi
Perdagang
Adverti- an eceran
sing ,
Restoran
printing
dan
Hotel dan
media
Pariwsata
,00368
,01605 1,000
-,0482
,0556
-,00359
,01777 1,000
-,0610
,0539
,01949
,01878 1,000
-,0412
,0802
Jasa
Komputer
,01766
,02748 1,000
-,0712
,1065
Investasi
,01592
,02025 1,000
-,0495
,0814
Lainnya
,01580
,02748 1,000
-,0730
,1046
Perdagang
an Besar
Brg
Produksi
-,01204
,02596 1,000
-,0959
,0719
Perdagang
an eceran
-,01398
,02666 1,000
-,1002
,0722
-,02125
,02773 1,000
-,1109
,0684
,00183
,02839 1,000
-,0899
,0936
-,01766
,02748 1,000
-,1065
,0712
Jasa
Kompu- Restoran
ter
Hotel dan
Pariwisata
Advertisin
g,
printing
dan media
Universitas Sumatera Utara
Investasi
Investasi
-,00174
,02938 1,000
-,0967
,0932
Lainnya
-,00186
,03477 1,000
-,1142
,1105
Perdagang
an Besar
Brg
Produksi
-,01029
,01813 1,000
-,0689
,0483
Perdagang
an eceran
-,01224
,01912 1,000
-,0740
,0496
Restoran
-,01951
,02059 1,000
-,0860
,0470
Hotel dan
Pariwsata
,00358
,02146 1,000
-,0658
,0729
Advertising ,
printing
dan media
-,01592
,02025 1,000
-,0814
,0495
Jasa
Komputer
,00174
,02938 1,000
-,0932
,0967
Lainnya
-,00012
,02938 1,000
-,0951
,0948
Perdagang
an Besar
Brg
Produksi
-,01017
,02596 1,000
-,0941
,0737
Perdagang
an eceran
-,01212
,02666 1,000
-,0983
,0741
-,01939
,02773 1,000
-,1090
,0702
Hotel dan
Pariwsata
,00370
,02839 1,000
-,0880
,0954
Advertisin
g,
printing
dan media
-,01580
,02748 1,000
-,1046
,0730
Lainnya Restoran
Universitas Sumatera Utara
Jasa
Komputer
,00186
,03477 1,000
-,1105
,1142
Investasi
,00012
,02938 1,000
-,0948
,0951
Hasil Uji Multiple Comparisons Resiko Tidak Sistematis
(I)
(J) Subsektor
Mean
Std.
Sig.
95% Confidence
Subsektor
Difference Error
Interval
(I-J)
Lower
Upper
Bound Bound
Perdagangan
-,06070 ,02835 ,398
-,1489 ,0275
eceran
Restoran
-,03154 ,03269 ,978
-,1333 ,0702
Hotel dan
,00918 ,03515 1,000
-,1002 ,1186
Perdagang- Pariwisata
an Besar
Advertising ,
Brg
printing dan
-,05638 ,03172 ,637
-,1551 ,0424
Produksi
media
Jasa
,01719 ,05542 1,000
-,1553 ,1897
Komputer
Tukey
Investasi
-,06923 ,03870 ,629
-,1897 ,0512
HSD
Lainnya
-,02454 ,05542 1,000
-,1970 ,1480
Perdagangan
Besar Brg
,06070 ,02835 ,398
-,0275 ,1489
Produksi
Restoran
,02915 ,03517 ,991
-,0803 ,1386
PerdagangHotel dan
an eceran
,06987 ,03747 ,579
-,0468 ,1865
Pariwisata
Advertising ,
printing dan
,00432 ,03427 1,000
-,1024 ,1110
media
Universitas Sumatera Utara
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Hotel dan
Pariwisata
Restoran
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Advertising ,
Pariwisata
printing dan
media
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Advertising Produksi
, printing
Perdagangan
dan media
eceran
Restoran
,07789
,869
-,0993
,2550
,04082 1,000
,05692 ,998
-,1356
-,1410
,1185
,2133
,03154
,03269
,978
-,0702
,1333
-,02915
,03517
,991
-,1386
,0803
,04072
,04085
,974
-,0864
,1679
-,02484
,03794
,998
-,1429
,0933
,04873
,05920
,991
-,1355
,2330
-,03769
,00700
,04395 ,989
,05920 1,000
-,1745
-,1773
,0991
,1913
-,00918
,03515 1,000
-,1186
,1002
-,06987
,03747
,579
-,1865
,0468
-,04072
,04085
,974
-,1679
,0864
-,06556
,04008
,727
-,1903
,0592
,06059 1,000
-,1806
,1966
-,07841
-,03372
,04580
,06059
,680
,999
-,2210
-,2223
,0642
,1549
,05638
,03172
,637
-,0424
,1551
,03427 1,000
-,1110
,1024
,03794
-,0933
,1429
-,00853
,03615
,00801
-,00432
,02484
,05692
,998
Universitas Sumatera Utara
Jasa
Komputer
Investasi
Lainnya
Hotel dan
Pariwisata
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
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Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
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Restoran
Hotel dan
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printing dan
media
Jasa
Komputer
Lainnya
Perdagangan
Besar Brg
Produksi
,06556
,04008
,727
-,0592
,1903
,07357
,05867
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-,1090
,2562
-,01285
,03184
,04323 1,000
,05867 ,999
-,1474
-,1508
,1217
,2145
-,01719
,05542 1,000
-,1897
,1553
-,07789
,05692
,869
-,2550
,0993
-,04873
,05920
,991
-,2330
,1355
-,00801
,06059 1,000
-,1966
,1806
-,07357
,05867
,913
-,2562
,1090
-,08642
-,04173
,06272
,07421
,865
,999
-,2816
-,2727
,1088
,1893
,06923
,03870
,629
-,0512
,1897
,00853
,04082 1,000
-,1185
,1356
,03769
,04395
,989
-,0991
,1745
,07841
,04580
,680
-,0642
,2210
,01285
,04323 1,000
-,1217
,1474
,08642
,06272
,865
-,1088
,2816
,04469
,06272
,996
-,1505
,2399
,02454
,05542 1,000
-,1480
,1970
Universitas Sumatera Utara
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
Perdagangan
eceran
Restoran
Hotel dan
Perdagang- Pariwisata
an Besar
Advertising ,
Brg
printing dan
Produksi
media
Jasa
Komputer
Investasi
Lainnya
Bonferr
Perdagangan
oni
Besar Brg
Produksi
Restoran
Hotel dan
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an eceran
printing dan
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Investasi
Lainnya
-,03615
,05692
,998
-,2133
,1410
-,00700
,05920 1,000
-,1913
,1773
,03372
,06059
,999
-,1549
,2223
-,03184
,05867
,999
-,2145
,1508
,04173
,07421
,999
-,1893
,2727
-,04469
,06272
,996
-,2399
,1505
-,06070
,02835
,989
-,1523
,0309
-,03154
,03269 1,000
-,1372
,0741
,00918
,03515 1,000
-,1044
,1228
-,05638
,03172 1,000
-,1589
,0461
,01719
,05542 1,000
-,1619
,1963
-,06923
-,02454
,03870 1,000
,05542 1,000
-,1943
-,2037
,0559
,1546
,06070
,02835
,989
-,0309
,1523
,02915
,03517 1,000
-,0845
,1428
,06987
,03747 1,000
-,0512
,1910
,00432
,03427 1,000
-,1064
,1151
,07789
,05692 1,000
-,1061
,2618
-,00853
,03615
,04082 1,000
,05692 1,000
-,1405
-,1478
,1234
,2201
Universitas Sumatera Utara
Restoran
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
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Hotel dan
Advertising ,
Pariwisata
printing dan
media
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Komputer
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Lainnya
Perdagangan
Besar Brg
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Perdagangan
Advertising eceran
, printing
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dan media
Hotel dan
Pariwisata
Jasa
Komputer
,03154
,03269 1,000
-,0741
,1372
-,02915
,03517 1,000
-,1428
,0845
,04072
,04085 1,000
-,0913
,1728
-,02484
,03794 1,000
-,1475
,0978
,04873
,05920 1,000
-,1426
,2401
-,03769
,04395 1,000
-,1797
,1043
,00700
,05920 1,000
-,1843
,1983
-,00918
,03515 1,000
-,1228
,1044
-,06987
,03747 1,000
-,1910
,0512
-,04072
,04085 1,000
-,1728
,0913
-,06556
,04008 1,000
-,1951
,0640
,00801
,06059 1,000
-,1878
,2039
-,07841
-,03372
,04580 1,000
,06059 1,000
-,2265
-,2296
,0696
,1621
,05638
,03172 1,000
-,0461
,1589
-,00432
,03427 1,000
-,1151
,1064
,02484
,03794 1,000
-,0978
,1475
,06556
,04008 1,000
-,0640
,1951
,07357
,05867 1,000
-,1161
,2632
Universitas Sumatera Utara
Jasa
Komputer
Investasi
Lainnya
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
eceran
Restoran
Hotel dan
Pariwisata
Advertising ,
printing dan
media
Investasi
Lainnya
Perdagangan
Besar Brg
Produksi
Perdagangan
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Restoran
Hotel dan
Pariwisata
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printing dan
media
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Perdagangan
Besar Brg
Produksi
Perdagangan
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Restoran
Hotel dan
Pariwisata
-,01285
,03184
,04323 1,000
,05867 1,000
-,1526
-,1578
,1269
,2215
-,01719
,05542 1,000
-,1963
,1619
-,07789
,05692 1,000
-,2618
,1061
-,04873
,05920 1,000
-,2401
,1426
-,00801
,06059 1,000
-,2039
,1878
-,07357
,05867 1,000
-,2632
,1161
-,08642
-,04173
,06272 1,000
,07421 1,000
-,2891
-,2816
,1163
,1981
,06923
,03870 1,000
-,0559
,1943
,00853
,04082 1,000
-,1234
,1405
,03769
,04395 1,000
-,1043
,1797
,07841
,04580 1,000
-,0696
,2265
,01285
,04323 1,000
-,1269
,1526
,08642
,06272 1,000
-,1163
,2891
,04469
,06272 1,000
-,1580
,2474
,02454
,05542 1,000
-,1546
,2037
-,03615
,05692 1,000
-,2201
,1478
-,00700
,05920 1,000
-,1983
,1843
,03372
,06059 1,000
-,1621
,2296
Universitas Sumatera Utara
Advertising ,
printing dan
media
Jasa
Komputer
Investasi
-,03184
,05867 1,000
-,2215
,1578
,04173
,07421 1,000
-,1981
,2816
-,04469
,06272 1,000
-,2474
,1580
Universitas Sumatera Utara