Analisis Relevansi Dividend Yield dan Earning Per Share Terhadap Penilaian Harga Saham Perusahaan Manufaktur yang Terdaftar di BEI

  LAMPIRAN Lampiran 1 Proses Pemilihan Sampel No. Kode Perusahaan Kriteria Sampel

  26 DLTA PT Delta Djakarta Tbk   

  18 BRPT PT Barito Pacific Tbk   x

  19 BTON PT Betonjaya Manunggal Tbk.   x

  20 BUDI PT Budi Acid Jaya Tbk   x

  21 CEKA PT Cahaya Kalbar Tbk   x

  22 CNTX PT Century Textile Industry Tbk  x x

  23 CPIN PT Charoen Pokphand Indonesia Tbk   

  7

  24 CTBN PT Citra Turbindo Tbk  x x

  25 DAVO PT Davomas Abadi Tbk   x

  8

  6

  27 DOID PT Delta Dunia Makmur Tbk  x x

  28 DPNS PT Duta Pertiwi Nusantara Tbk  x x

  29 DVLA PT Darya-Varia Laboratoria Tbk   

  9

  30 EKAD PT Ekadharma Internasional Tbk   

  10

  31 ERTX PT Eratex Djaja Tbk  x x

  32 ESTI PT Ever Shine Tex Tbk   x

  33 ETWA PT Eterindo Wahanatama Tbk   x

  34 FASW PT Fajar Surya Wisesa Tbk   

  17 BRNA PT Berlina Tbk  x x

  16 BRAM PT Indo Kordsa Tbk   

  1

  1

  2

  3

  1 ADES PT Akasha Wira Internasional Tbk   x

  2 ADMG PT Polychem Indonesia Tbk   x

  3 AISA PT Tiga Pilar Sejahtera Food Tbk   x

  4 AKKU PT Alam Karya Unggul Tbk   x

  5 ALMI PT Alumindo Light Metal Industry Tbk   x

  6 ALDO PT Alkindo Naratama Tbk   x

  7 AMFG PT Asahimas Flat Glass Tbk   

  8 APLI PT Asiaplast Industries Tbk   x

  15 BIMA PT Primarindo Asia Infrastructure Tbk   x

  9 ARGO PT Argo Pantes Tbk   x

  10 ARNA PT Arwana Citramulia Tbk   

  2

  11 AKPI PT Argha Karya Prima Industry Tbk   x

  12 ASII PT Astra Internasional Tbk   

  3

  13 AUTO PT Astra Otoparts Tbk   

  4

  14 BATA PT Sepatu Bata Tbk   

  5

  11

  35 FPNI PT Titan Kimia Nusantara Tbk   x

  66 KDSI PT Kedawung Setia Industrial Tbk   x

  58 JKSW PT Jakarta Kyoei Steel Works Tbk   x

  59 JPFA PT Japfa Comfeed Indonesia Tbk   

  18

  60 JPRS PT Jaya Pari Steel Tbk  X x

  61 KAEF PT Kimia Farma, Tbk   

  19

  62 KARW PT Karwell Indonesia Tbk   x

  63 KBLI PT KMI Wire and Cable Tbk   x

  64 KBLM PT Kabelindo Murni Tbk   x

  65 KBRI PT Kertas Basuki Rahmat Indonesia Tbk   x

  67 KIAS PT Keramika Indonesia Asosiasi Tbk   x

  56 ITMA PT Itamaraya Tbk  x x

  68 KICI PT Kedaung Indan Can Tbk.   x

  69 KLBF PT Kalbe Farma, Tbk   

  20

  70 KRAS PT Krakatau Steel Tbk x x x

  71 LION PT Lion Metal Works Tbk   

  21

  72 LMPI PT Langgeng Makmur Industri Tbk   x

  73 LMSH PT Lionmesh Tbk   

  22

  74 LPIN PT Multi Prima Sejahtera Indonesia Tbk  x x

  57 JECC PT Jembo Cable Company Tbk   x

  55 IPOL PT Indopoly Swakarsa Industry Tbk x x x

  36 GDST PT Gunawan Dianjaya Steel Tbk   x

  43 IGAR PT Champion Pacific Indonesia Tbk  x x

  37 GDYR PT GoodYear Indonesia Tbk   

  12

  38 GGRM PT Gudang Garam Tbk   

  13

  39 GJTL PT Gajah Tunggal Tbk   

  14

  40 HDTX PT Panasia Indosyntec Tbk  x x

  41 HMSP PT Hanjaya Mandala Sampoerna Tbk   

  15

  42 ICBP PT Indofood CBP Tbk x x x

  44 IKAI PT Intikeramik Alamasri Industri Tbk   x

  17

  45 IMAS PT Indomobil Sukses Internasional Tbk   x

  46 INAF PT Indofarma Tbk   x

  47 INAI PT Indal Aluminium Industry Tbk   x

  48 INCI PT Intanwijaya Internasional Tbk  x x

  49 INDF PT Indofood Sukses Makmur Tbk   

  16

  50 INDR PT Indo-Rama Synthetics Tbk  x x

  51 INDS PT Indospring, Tbk  x x

  52 INKP PT Indah Kiat Pulp & Paper Tbk  x x

  53 INRU PT Toba Pulp Lestari Tbk  x x

  54 INTP PT Indocement Tunggal Prakarsa Tbk   

  75 MAIN PT Malindo Feedmill Tbk   x

  76 MASA PT Multistrada Arah Sarana Tbk   

  Kertas Tbk   x 100 SCCO

  94 PYFA PT Pyridam Farma Tbk   x

  95 RDTX PT Roda Vivatex Tbk  x x

  96 RICY PT Ricky Putra Globalindo Tbk   x

  97 RMBA PT Bentoel Internasional Investama Tbk  x x

  98 ROTI PT Nippon Indosari Corpindo Tbk x x x

  99 SAIP PT Surabaya Agung Industri Pulp &

  PT Supreme Cable Manufacturing & Commerce Tbk   

  92 PSDN PT Prasidha Aneka Niaga Tbk   x

  26

  101 SCPI PT Schering-Plough Indonesia Tbk  x x 102 SIAP PT Sekawan Intipratama Tbk   x 103 SIMA PT Siwani Makmur Tbk   x 104 SIMM PT Surya Intrindo Makmur Tbk   x 105 SIPD PT Sierad Produce Tbk   x 106 SKLT PT Sekar Laut Tbk   x 107 SMCB PT Holcim Indonesia Tbk  x x 108 SMGR PT Semen Gresik Tbk   

  27

  109 SMSM PT Selamat Sempurna Tbk   

  28

  110 SPMA PT Suparma Tbk   x 111 SQBB PT Taisho Parmacheutical Tbk  x x 112 SQMI PT Allbond Makmur Usaha Tbk

  93 PTSN PT Sat Nusapersada Tbk   x

  91 PRAS PT Prima ALoy Steel Universal Tbk  x x

  23

  25

  77 MBTO PT Martina Berto Tbk x x x

  78 MERK PT Merck Tbk  x x

  79 MLBI PT Multi Bintang Indonesia Tbk   

  24

  80 MLIA PT Mulia Industrindo Tbk   x

  81 MRAT PT Mustika Ratu Tbk   

  82 MYOR PT Mayora Indah Tbk  x x

  90 POLY PT Asia Pacific Fibers Tbk   x

  83 MYRX PT Hanson Indonesia Tbk  x x

  84 MYTX PT Apac Citra Centertex Tbk  x x

  85 NIKL PT Pelat Timah Nusantara Tbk x  x

  86 NIPS PT Nipress Tbk   x

  87 PAFI PT Panasia Filament Inti Tbk   x

  88 PBRX PT Pan Brothers Tbk  x x

  89 PICO PT Pelangi Indah Canindo Tbk   x

    x 113 SRSN PT Indo Acidatama Tbk   x 114 SSTM PT Sunson Textile Manufacturer Tbk   x

  115 SULI PT Sumalindo Lestari Jaya Tbk   x 116 TBMS PT Tembaga Mulia Semanan Tbk   

  29

  117 TCID PT Mandom Indonesia Tbk   

  30

  118 TFCO PT Teijin Indonesia Fiber Tbk  x x 119 TIRT PT Tirta Mahakam Resources Tbk   x 120 TKIM PT Pabrik Kertas Tjiwi Kimia Tbk  x x 121 TOTO PT Surya Toto Indonesia Tbk  x x 122 TPIA PT Tri Polyta Indonesia Tbk   x 123 TRST PT Trias Sentosa Tbk  x x 124 TSPC PT Tempo Scan Pacific Tbk   

  31

  125 ULTJ PT Ultrajaya Milk Industry & Trading

  Company Tbk  x x 126 UNIC PT Unggul Indah Cahaya Tbk  x x 127 UNIT PT Nusantara Inti Corpora Tbk   x 128 UNTX PT Unitex Tbk  x x 129 UNVR PT Unilever Indonesia Tbk   

  32

  130 VOKS PT Voksel Electric Tbk  x x 131 YPAS PT Yanaprima Hastapersada Tbk   x

  Lampiran 2 Daftar Sampel Penelitian No. Kode Perusahaan Tanggal Listing

  15 Desember 1981

  5 Desember 1989

  18 JPFA PT Japfa Comfeed Indonesia Tbk 23 oktober 1989

  19 KAEF PT Kimia Farma, Tbk

  04 Juli 2001

  20 KLBF PT Kalbe Farma, Tbk

  30 Juli 1991

  21 LION PT Lion Metal Works Tbk

  20 Agustus 1993

  22 LMSH PT Lionmesh Tbk

  4 Juni 1990

  23 MASA PT Multistrada Arah Sarana Tbk

  09 Juni 2005

  24 MLBI PT Multi Bintang Indonesia Tbk

  25 MRAT PT Mustika Ratu Tbk

  14 Juli 1994

  27 Juli 1995

  26 SCCO PT Supreme Cable Manufacturing & Commerce Tbk

  20 Juli 1982

  27 SMGR PT Semen Gresik Tbk

  08 Juli 1991

  28 SMSM PT Selamat Sempurna Tbk

  09 September 1996

  29 TBMS PT Tembaga Mulia Semanan Tbk

  23 Mei 1990

  30 TCID PT Mandom Indonesia Tbk

  30 September 1993

  31 TSPC PT Tempo Scan Pacific Tbk

  17 Juni 1994

  17 INTP PT Indocement Tunggal Prakarsa Tbk

  16 INDF PT Indofood Sukses Makmur Tbk

  1 AMFG PT Asahimas Flat Glass Tbk

  8 DLTA PT Delta Djakarta Tbk

  8 November 1995

  2 ARNA PT Arwana Citramulia Tbk

  17 Juli 2001

  3 ASII PT Astra Internasional Tbk

  4 April 1990

  4 AUTO PT Astra Otoparts Tbk

  15 Juni 1998

  5 BATA PT Sepatu Bata Tbk

  21 Maret 1982

  6 BRAM PT Indo Kordsa Tbk

  5 September 1990

  7 CPIN PT Charoen Pokphand Indonesia Tbk

  18 Maret 1991

  27 Februari 1984

  15 Agustus 1990

  9 DVLA PT Darya-Varia Laboratoria Tbk

  11 November 1994

  10 EKAD PT Ekadharma Internasional Tbk

  14 Agusts 1990

  11 FASW PT Fajar Surya Wisesa Tbk

  19 Desember 1994

  12 GDYR PT GoodYear Indonesia Tbk

  22 Desember 1980

  13 GGRM PT Gudang Garam Tbk

  27 Agustus 1990

  14 GJTL PT Gajah Tunggal Tbk

  8 Mei 1990

  15 HMSP PT Hanjaya Mandala Sampoerna Tbk

  32 UNVR PT Unilever Indonesia Tbk 11 januari 1982

  Lampiran 3 Harga Saham Saat Penyampaian Laporan Keuangan ( Dalam Rupiah ) Harga Saham No. Kode Nama Perusahaan 2009 2010 2011

  1.850 5.800 6.550

  1 AMFG PT Asahimas Flat Glass Tbk 149 290 365

  2 ARNA PT Arwana Citramulia Tbk

  3 ASII 3.470 5.455 7.000 PT Astra Internasional Tbk

  1.150 2.790 3.400

  4 AUTO PT Astra Otoparts Tbk 36.000 67.500 55.000

  5 BATA PT Sepatu Bata Tbk 1.450 2.400 2.150

  6 BRAM PT Indo Kordsa Tbk PT Charoen Pokphand

  7 CPIN 450 1.840 2.150 Indonesia Tbk

  62.000 120.000 111.500

  8 DLTA PT Delta Djakarta Tbk PT Darya-Varia Laboratoria

  9 DVLA 765 1.170 1.150 Tbk PT Ekadharma Internasional

  10 EKAD 100 204 280 Tbk

  1.600 2.875 4.375

  11 FASW PT Fajar Surya Wisesa Tbk 9.600 12.500 11.000

  12 GDYR PT GoodYear Indonesia Tbk 21.550 40.000 62.050

  13 GGRM PT Gudang Garam Tbk

  14 GJTL 425 2.300 3.000 PT Gajah Tunggal Tbk PT Hanjaya Mandala

  15 HMSP 10.400 28.150 39.000 Sampoerna Tbk PT Indofood Sukses Makmur

  16 INDF 3.550 4.875 4.600 Tbk PT Indocement Tunggal

  17 INTP 13.700 15.950 17.050 Prakarsa Tbk PT Japfa Comfeed Indonesia

  18 JPFA 1.400 3.150 3.825 Tbk 127 159 340

  19 KAEF PT Kimia Farma, Tbk

  20 KLBF 1.300 3.250 3.400 PT Kalbe Farma, Tbk

  21 LION 2.100 3.800 5.250 PT Lion Metal Works Tbk

  2.400 4.800 5.000

  22 LMSH PT Lionmesh Tbk 205 330 500

  23 MASA PT Multistrada Arah Sarana Tbk

  24 MLBI PT Multi Bintang Indonesia Tbk 177.000 274.950 359.000 395 650 500

  25 MRAT PT Mustika Ratu Tbk PT Supreme Cable

  26 SCCO Manufacturing & Commerce 1.310 1.950 3.125 Tbk

  27 SMGR PT Semen Gresik Tbk 7.550 9.450 11.450

  28 SMSM PT Selamat Sempurna Tbk 750 1.070 2.000

  29 TBMS PT Tembaga Mulia Semanan Tbk

  3.250 9.000 5.900

  30 TCID PT Mandom Indonesia Tbk

  8.100 7.200 7.700

  31 TSPC PT Tempo Scan Pacific Tbk 730 1.710 2.550

  32 UNVR PT Unilever Indonesia Tbk 11.050 16.500 18.800

  Lampiran 4

Harga Saham

Tahun 2009

   ( Dalam Rupiah) Harga Saham 2009 No. Kode Perusahaan h+1 h+3 h+15 h+30

  1 AMFG PT Asahimas Flat Glass Tbk 1.850 1.850 2.175 3.150

  2 ARNA PT Arwana Citramulia Tbk 215 215 215 240

  3 ASII PT Astra Internasional Tbk 3.620 3.605 3.900 4.190

  4 AUTO PT Astra Otoparts Tbk 1.340 1.320 1.440 1.420

  5 BATA PT Sepatu Bata Tbk 30.000 30.000 30.150 30.150

  6 BRAM PT Indo Kordsa Tbk 1.200 1.250 1.200 1.200 PT Charoen Pokphand

  7 CPIN 560 560 570 600 Indonesia Tbk

  8 DLTA PT Delta Djakarta Tbk 73.000 73.000 74.000 82.500 PT Darya-Varia Laboratoria

  9 DVLA 770 750 745 760 Tbk PT Ekadharma Internasional

  10 EKAD 103,20 104,80 104 119,20 Tbk

  11 FASW PT Fajar Surya Wisesa Tbk 1.450 1.450 1.450 1.500

  12 GDYR PT GoodYear Indonesia Tbk 12.800 12.950 14.000 14.050

  13 GGRM PT Gudang Garam Tbk 24.750 25.250 27.500 27.400

  14 GJTL PT Gajah Tunggal Tbk 640 770 850 970 PT Hanjaya Mandala

  15 HMSP 13.900 14.000 13.800 13.700 Sampoerna Tbk PT Indofood Sukses Makmur

  16 INDF 3.925 3.925 3.850 3.825 Tbk PT Indocement Tunggal

  17 INTP 14.150 14.150 14.650 14.950 Prakarsa Tbk PT Japfa Comfeed Indonesia

  18 JPFA 264 264 268 270 Tbk

  19 KAEF PT Kimia Farma, Tbk 129 129 139 155

  20 KLBF PT Kalbe Farma, Tbk 372 366 415 400

  21 LION PT Lion Metal Works Tbk 2.100 2.100 2.100 2.850

  22 LMSH PT Lionmesh Tbk 2.400 2.600 2.400 2.400 PT Multistrada Arah Sarana

  23 MASA 270 270 270 295 Tbk PT Multi Bintang Indonesia

  24 MLBI 163.000 162.500 163.000 169.000 Tbk

  25 MRAT PT Mustika Ratu Tbk 405 400 405 485 PT Supreme Cable

  26 SCCO 1.700 1.700 1.700 1.700 Manufacturing & Commerce

  Tbk

  27 SMGR PT Semen Gresik Tbk 7.550 7.550 8.100 8.200

  28 SMSM PT Selamat Sempurna Tbk 1.290 1.290 1.350 1.330

  29 TBMS PT Tembaga Mulia Semanan Tbk

  4.050 3.350 4.500 4.300

  30 TCID PT Mandom Indonesia Tbk 8.000 8.000 7.900 7.800

  31 TSPC PT Tempo Scan Pacific Tbk 710 710 810 890

  32 UNVR PT Unilever Indonesia Tbk 12.150 12.150 12.600 13.850

  Lampiran 5

Harga Saham

Tahun 2010

  20 KLBF PT Kalbe Farma, Tbk 640 695 735 715

  16 INDF PT Indofood Sukses Makmur Tbk

  5.000 5.150 5.250 5.600

  17 INTP PT Indocement Tunggal Prakarsa Tbk

  14.300 14.300 16.600 17.000

  18 JPFA PT Japfa Comfeed Indonesia Tbk 690 690 685 730

  19 KAEF PT Kimia Farma, Tbk 171 173 174 180

  21 LION PT Lion Metal Works Tbk 4.800 4.800 4.300 4.300

  15 HMSP PT Hanjaya Mandala Sampoerna Tbk

  22 LMSH PT Lionmesh Tbk 4.200 4.200 4.000 4.100

  23 MASA PT Multistrada Arah Sarana Tbk 270 275 335 330

  24 MLBI PT Multi Bintang Indonesia Tbk

  270.500 270.500 269.000 285.000

  25 MRAT PT Mustika Ratu Tbk 530 550 570 540

  26 SCCO PT Supreme Cable Manufacturing & Commerce

  25.950 25.950 26.500 28.350

  14 GJTL PT Gajah Tunggal Tbk 2.125 2.125 2.375 2.350

   ( Dalam Rupiah) No. Kode Perusahaan Harga Saham 2010 h+1 h+3 h+15 h+30

  7 CPIN PT Charoen Pokphand Indonesia Tbk

  1 AMFG PT Asahimas Flat Glass Tbk 5.550 5.900 6.400 6.400

  2 ARNA PT Arwana Citramulia Tbk 265 265 275 285

  3 ASII PT Astra Internasional Tbk 5.155 5.155 5.630 5.790

  4 AUTO PT Astra Otoparts Tbk 2.730 2.720 2.760 2.720

  5 BATA PT Sepatu Bata Tbk 66.500 66.500 66.000 66.000

  6 BRAM PT Indo Kordsa Tbk 2.050 2.050 2.100 2.100

  2.025 2.025 1.910 1.930

  13 GGRM PT Gudang Garam Tbk 40.950 40.950 40.500 40.600

  8 DLTA PT Delta Djakarta Tbk 120.000 120.000 120.000 129.000

  9 DVLA PT Darya-Varia Laboratoria Tbk

  1.050 1.050 1.080 1.110

  10 EKAD PT Ekadharma Internasional Tbk 216 216 200 220

  11 FASW PT Fajar Surya Wisesa Tbk 3.100 3.100 3.050 3.000

  12 GDYR PT GoodYear Indonesia Tbk 10.200 10.200 10.800 11.700

  1.700 1.700 2.500 2.500 Tbk

  27 SMGR PT Semen Gresik Tbk 8.650 9.200 9.450 9.550

  28 SMSM PT Selamat Sempurna Tbk 1.110 1.110 1.110 1.170

  29 TBMS PT Tembaga Mulia Semanan Tbk

  9.000 9.000 9.000 5.800

  30 TCID PT Mandom Indonesia Tbk 7.600 7.600 7.600 7.600

  31 TSPC PT Tempo Scan Pacific Tbk 1.720 1.750 1.750 1.820

  32 UNVR PT Unilever Indonesia Tbk 15.450 15.450 14.950 15.300

  Lampiran 6

Harga Saham

Tahun 2011

  ( Dalam Rupiah) Harga Saham 2011 No. Kode Perusahaan h+1 h+3 h+15 h+30

  1 AMFG PT Asahimas Flat Glass Tbk 5.950 5.950 6.200 6.150

  2 ARNA PT Arwana Citramulia Tbk 495 510 570 600

  3 ASII PT Astra Internasional Tbk 6.980 7.000 7.305 7.395

  4 AUTO PT Astra Otoparts Tbk 3.325 3.375 3.425 3.325

  5 BATA PT Sepatu Bata Tbk 65.000 65.000 65.000 65.000

  6 BRAM PT Indo Kordsa Tbk 2.375 2.375 2.200 1.950 PT Charoen Pokphand

  7 CPIN 2.750 2.775 2.675 2.750 Indonesia Tbk

  8 DLTA PT Delta Djakarta Tbk 139.500 140.000 142.000 158.000 PT Darya-Varia Laboratoria

  9 DVLA 1.230 1.210 1.250 1.280 Tbk PT Ekadharma Internasional

  10 EKAD 360 355 410 445 Tbk

  11 FASW PT Fajar Surya Wisesa Tbk 2.750 2.775 2.725 2.725

  12 GDYR PT GoodYear Indonesia Tbk 12.100 11.500 11.300 11.000

  13 GGRM PT Gudang Garam Tbk 55.050 58.950 59.400 57.550

  14 GJTL PT Gajah Tunggal Tbk 2.675 2.675 2.575 2.500 PT Hanjaya Mandala

  15 HMSP 52.650 53.000 53.200 54.150 Sampoerna Tbk PT Indofood Sukses Makmur

  16 INDF 4.875 4.825 4.775 4.625 Tbk PT Indocement Tunggal

  17 INTP 18.250 18.250 18.150 18.300 Prakarsa Tbk PT Japfa Comfeed Indonesia

  18 JPFA 825 815 830 840 Tbk

  19 KAEF PT Kimia Farma, Tbk 445 445 510 640

  20 KLBF PT Kalbe Farma, Tbk 710 720 710 800

  21 LION PT Lion Metal Works Tbk 5.000 5.000 5.900 7.200

  22 LMSH PT Lionmesh Tbk 5.100 5.100 6.250 6.000 PT Multistrada Arah Sarana

  23 MASA 620 620 580 570 Tbk PT Multi Bintang Indonesia

  24 MLBI 450.000 450.000 450.000 530.000 Tbk

  25 MRAT PT Mustika Ratu Tbk 610 610 620 580 PT Supreme Cable

  26 SCCO 2.400 2.400 2.400 2.400 Manufacturing & Commerce

  Tbk

  27 SMGR PT Semen Gresik Tbk 12.250 12.400 12.300 12..300

  28 SMSM PT Selamat Sempurna Tbk 2.525 2.550 2.550 2.650

  29 TBMS PT Tembaga Mulia Semanan Tbk

  6.800 6.800 6.800 8.000

  30 TCID PT Mandom Indonesia Tbk 8.600 8.250 9.000 9.000

  31 TSPC PT Tempo Scan Pacific Tbk 2.700 2.625 2.650 2.700

  32 UNVR PT Unilever Indonesia Tbk 20.000 20.150 19.000 19.300

  Lampiran 7 Dividen Yield

  24 MLBI PT Multi Bintang Indonesia Tbk 9,12 0,01 0,01

  18 JPFA PT Japfa Comfeed Indonesia Tbk 0,36 11,59 1,96

  19 KAEF PT Kimia Farma, Tbk 1.658,27 3,14 1,82

  20 KLBF PT Kalbe Farma, Tbk 1,92 2,15 2,79

  21 LION PT Lion Metal Works Tbk 5,95 5,26 5,71

  22 LMSH PT Lionmesh Tbk 1,25 1,04 2,00

  23 MASA PT Multistrada Arah Sarana Tbk 0,49 0,30 0,40

  25 MRAT PT Mustika Ratu Tbk 2,49 1,76 6,52

  17 INTP PT Indocement Tunggal Prakarsa Tbk

  26 SCCO PT Supreme Cable Manufacturing & Commerce Tbk

  2,29 4,62 5,44

  27 SMGR PT Semen Gresik Tbk 4,09 3,24 2,89

  28 SMSM PT Selamat Sempurna Tbk 12,00 5,14 11,03

  29 TBMS PT Tembaga Mulia Semanan Tbk 21,54 1,11 3,39

  30 TCID PT Mandom Indonesia Tbk 3,95 4,72 4,81

  31 TSPC PT Tempo Scan Pacific Tbk 4,79 5,85 2,94

  1,64 1,65 1,72

  16 INDF PT Indofood Sukses Makmur Tbk 2,52 2,79 3,80

  ( Dalam Persen ) No. Kode Perusahaan DY 2009 2010 2011

  8,71 3,52 1,95

  1 AMFG PT Asahimas Flat Glass Tbk 2,16 1,38 1,22

  2 ARNA PT Arwana Citramulia Tbk 4,70 5,12 5,48

  3 ASII PT Astra Internasional Tbk 2,39 0,86 2,68

  4 AUTO PT Astra Otoparts Tbk 10,4 4,24 3,09

  5 BATA PT Sepatu Bata Tbk 3,98 5,99 1,92

  6 BRAM PT Indo Kordsa Tbk 8,62 5,21 2,33

  7 CPIN PT Charoen Pokphand Indonesia Tbk

  8 DLTA PT Delta Djakarta Tbk 15,32 8,75 9,87

  7,36 5,83 3,21

  9 DVLA PT Darya-Varia Laboratoria Tbk 2,94 2,56 2,74

  10 EKAD PT Ekadharma Internasional Tbk 4,80 3,14 2,50

  11 FASW PT Fajar Surya Wisesa Tbk 1,44 1,57 0,27

  12 GDYR PT GoodYear Indonesia Tbk 2,34 2,00 2,72

  13 GGRM PT Gudang Garam Tbk 3,02 2,20 1,61

  14 GJTL PT Gajah Tunggal Tbk 3,53 0,52 0,33

  15 HMSP PT Hanjaya Mandala Sampoerna Tbk

  32 UNVR PT Unilever Indonesia Tbk 4,04 3,61 2,69

  Lampiran 8

Earning Per Share

   ( Dalam Rupiah) EPS No. Kode Perusahaan 2009 2010 2011

  PT Asahimas Flat Glass 155,05 776,49 762,61

  1 AMFG Tbk

  34,81 43,07 52,28

  2 ARNA PT Arwana Citramulia Tbk 2.480,02 3.548,60 5.273,25

  3 ASII PT Astra Internasional Tbk 996,25 1.479,83 286,75

  4 AUTO PT Astra Otoparts Tbk 12.120,21 4.075,43 4.690,39

  5 BATA PT Sepatu Bata Tbk 160,23 298,13 122,18

  6 BRAM PT Indo Kordsa Tbk PT Charoen Pokphand 491 1.347,89 144,07

  7 CPIN Indonesia Tbk

  7.900 8.715,13 9.474,39

  8 DLTA PT Delta Djakarta Tbk PT Darya-Varia 129,06 99 107,96

  9 DVLA Laboratoria Tbk PT Ekadharma

  29.41

  43.80

  39.71

  10 EKAD Internasional Tbk

  111,68 114,21 53,41

  11 FASW PT Fajar Surya Wisesa Tbk PT GoodYear Indonesia 2953,31 1623,89 907,64

  12 GDYR Tbk

  1.796,02 2.154,93 2.576,86

  13 GGRM PT Gudang Garam Tbk 259,79 238,36 271,48

  14 GJTL PT Gajah Tunggal Tbk PT Hanjaya Mandala 1.160,7 1.465,08 1.836,88

  15 HMSP Sampoerna Tbk PT Indofood Sukses 236,42 336,3 571,43

  16 INDF Makmur Tbk PT Indocement Tunggal 746,12 876,06 978,35

  17 INTP Prakarsa Tbk PT Japfa Comfeed 393,13 462,98 313,83

  18 JPFA Indonesia Tbk

  11,25 24,98 30,93

  19 KAEF PT Kimia Farma, Tbk

  20 KLBF PT Kalbe Farma, Tbk 91,47 126,66 151,61

  27 SMGR PT Semen Gresik Tbk 560,82 612,53 667,72

  79,99 108,64 130,07

  31 TSPC PT Tempo Scan Pacific Tbk

  30 TCID PT Mandom Indonesia Tbk 619,75 653,74 697,75

  2.930,78 175,80 1.145,20

  29 TBMS PT Tembaga Mulia Semanan Tbk

  28 SMSM PT Selamat Sempurna Tbk 92,28 104,48 152,30

  89,83 295,57 534,22

  21 LION PT Lion Metal Works Tbk 646,21 742,68 1.009,98

  26 SCCO PT Supreme Cable Manufacturing & Commerce Tbk

  25 MRAT PT Mustika Ratu Tbk 49,10 57,05 60,25

  16.158,42 21.021,17 24.080,78

  24 MLBI PT Multi Bintang Indonesia Tbk

  28,58 28,76 23,32

  23 MASA PT Multistrada Arah Sarana Tbk

  22 LMSH PT Lionmesh Tbk 250,05 765,68 1.135,14

  32 UNVR PT Unilever Indonesia Tbk 315,5 398,97 443,90

  Lampiran 9 Hasil Uji Statistik Deskriptif Untuk Periode 1 Hari, 3 Hari, 15 Hari dan 30 Hari Setelah Publikasi Laporan Keuangan Descriptive Statistics N Minimum Maximum Mean Std. Deviation Dividend Yield 96 .01 2658.27 31.5743 270.92959

  Earning Per Share 96 11.25 24080.78 1725.2059 3997.83334 Harga Saham (H+1 96 103.20 450000.0 19976.6688 58455.71426 Publikasi LapKeu) Harga Saham (H+3 96 104.80 450000.0 20030.0812 58481.48329 Publikasi LapKeu) Harga Saham (H+15 96 104.00 450000.0 20181.3021 58458.53225 Publikasi LapKeu) Harga Saham (H+30 96 119.20 530000.0 21657.9604 66208.22762 Publikasi LapKeu) Valid N (listwise)

  96

  Lampiran 10 Hasil Regresi Untuk Periode 1 Hari Setelah Publikasi Laporan Keuangan Hasil Uji Normalitas

  One-Sample Kolmogorov-Smirnov Test Unstandardized Residual

  N

  96 Normal Parameters

  a,,b

  Mean .0000000 Std. Deviation .87695028

  Most Extreme Differences

  Absolute .109 Positive .062 Negative -.109

  Kolmogorov-Smirnov Z 1.065 Asymp. Sig. (2-tailed) .206 a. Test distribution is Normal.

  b. Calculated from data.

  Hasil Uji Multikolinearitas

  Coefficients

  a

  Model Unstandardized Coefficients

  Standardized Coefficients t Sig.

  Collinearity Statistics

  B Std. Error Beta Tolerance VIF 1 (Constant) 2.818 .351 8.031 .000

  LnX1 -.110 .067 -.084 -1.643 .104 .978 1.023 LnX2 .908 .054 .858 16.887 .000 .978 1.023

  a. Dependent Variable: LnY1

  Hasil Uji Heteroskedastisitas

  Hasil Uji Autokorelasi b

  Model Summary Adjusted R Std. Error of

  Model R R Square Square the Estimate

  a

  1 .875 .765 .760 .88633

  a. Predictors: (Constant), LnX2, LnX1

  b. Dependent Variable: LnY1

  Hasil Uji Hipotesis a

  Coefficients Unstandardized Standardized

  Coefficients Coefficients Model t Sig.

  B Std. Error Beta 1 (Constant) 2.818 .351 8.031 .000 LnX1 -.110 .067 -.084 -1.643 .104 LnX2 .908 .054 .858 16.887 .000

  a. Dependent Variable: LnY1

  b

  ANOVA Sum of Mean Model df F Sig. Squares Square

  a

  1 Regression 237.876 2 118.938 151.401 .000 Residual 73.059 93 .786 Total 310.935 95

  a. Predictors: (Constant), LnX2, LnX1

  b. Dependent Variable: LnY1

  Lampiran 11 Hasil Regresi Untuk Periode 3 Hari Setelah Publikasi Laporan Keuangan Hasil Uji Normalitas

  One-Sample Kolmogorov-Smirnov Test Unstandardized Residual

  N

  96 Normal Parameters

  a,,b

  Mean .0000000 Std. Deviation .87910569

  Most Extreme Differences

  Absolute .093 Positive .061 Negative -.093

  Kolmogorov-Smirnov Z .907 Asymp. Sig. (2-tailed) .383 a. Test distribution is Normal.

  b. Calculated from data.

  Hasil Uji Multikolinearitas

Coefficients

^a

  Model Unstandardized Coefficients Standardized

  Coefficients t Sig.

  Collinearity Statistiks B Std. Error Beta Tolerance

  VIF 1 (Constant) 2.841 .352 8.077 .000 LnX1 -.113 .067 -.086 -1.688 .095 .978 1.023 LnX2 .906 .054 .857 16.798 .000 .978 1.023

  Hasil Uji Heteroskedastisitas

  Hasil Uji Autokorelasi

  Coefficients Standardized

  a. Predictors: (Constant), LnX2, LnX1

  Residual 73.059 93 .786 Total 310.935 95

  a

  1 Regression 237.876 2 118.938 151.401 .000

  Square F Sig.

  Squares df Mean

  Model Sum of

  b

  a. Dependent Variable: LnY2 ANOVA

  LnX1 -.113 .067 -.086 -1.688 .095 LnX2 .906 .054 .857 16.798 .000

  Coefficients t Sig. B Std. Error Beta 1 (Constant) 2.814 .352 8.077 .000

  Model Unstandardized

  Model Summary

  a

  Coefficients

  Hasil Uji Hipotesis

  b. Dependent Variable: LnY2

  a. Predictors: (Constant), LnX2, LnX1

  .763 .758 .88851

  a

  1 .874

  R Square Std. Error of the Estimate

  Model R R Square Adjusted

  b

  b. Dependent Variable: LnY1

  Lampiran 12 Hasil Regresi Untuk Periode 15 Hari Setelah Publikasi Laporan Keuangan Hasil Uji Normalitas

  One-Sample Kolmogorov-Smirnov Test Unstandardized

  Residual N

  96 Normal Mean .0000000

  a,,b

  Parameters Std. Deviation .86399805

  Most Extreme Absolute .095 Differences

  Positive .063 Negative -.095

  Kolmogorov-Smirnov Z .929 Asymp. Sig. (2-tailed) .354 a. Test distribution is Normal.

  b. Calculated from data.

  Hasil Uji Multikolinearitas a

  Coefficients Unstandardized Standardized Collinearity

  Coefficients Coefficients Statistics Model t Sig. B Std. Error Beta Tolerance VIF 1 (Constant) 2.867 .346 8.291 .000

  LnX1 -.108 .066 -.082 -1.632 .106 .978 1.023 LnX2 .906 .053 .861 17.091 .000 .978 1.023

  a. Dependent Variable: LnY3

  Hasil Uji Heteroskedastisitas

  Hasil Uji Autokorelasi b

  Model Summary Adjusted R Std. Error of

  Model R R Square Square the Estimate

  a

  1 .877 .769 .764 .87324

  a. Predictors: (Constant), LnX2, LnX1

  b. Dependent Variable: LnY3

  Hasil Uji Hipotesis a

  Coefficients Unstandardized Standardized t Sig.

  Coefficients Coefficients Model

  B Std. Error Beta (Constant) 2.867 .346 8.291 .000

  1 LnX1 -.108 .066 -.082 -1.632 .106 LnX2 .906 .053 .861 17.091 .000

  a. Dependent Variable: LnY3

  b

  ANOVA Sum of Mean Model df F Sig. Squares Square

  a

  1 Regression 236.294 2 118.147 154.937 .000 Residual 70.917 93 .763 Total 307.211 95

  a. Predictors: (Constant), LnX2, LnX1

  b. Dependent Variable: LnY3

  Lampiran 13 Hasil Regresi Untuk Periode 30 Hari Setelah Publikasi Laporan Keuangan Hasil Uji Normalitas

  One-Sample Kolmogorov-Smirnov Test Unstandardized

  Residual N

  96 Normal Mean .0000000

  a,,b

  Parameters Std. Deviation .85524472

  Most Extreme Absolute .094 Differences

  Positive .058 Negative -.094

  Kolmogorov-Smirnov Z .918 Asymp. Sig. (2-tailed) .369 a. Test distribution is Normal.

  b. Calculated from data.

  Hasil Uji Multikolinearitas a

  Coefficients Unstandardized Standardized Collinearity

  Coefficients Coefficients Statistics Model t Sig.

  B Std. Error Beta Tolerance VIF 1 (Constant) 2.894 .342 8.457 .000 LnX1 -.103 .065 -.079 -1.571 .120 .978 1.023 LnX2 .905 .052 .864 17.260 .000 .978 1.023

  a. Dependent Variable: LnY4

  Hasil Uji Heteroskedastisitas

  Hasil Uji Autokorelasi b

  Model Summary Adjusted R Std. Error of

  Model R R Square Square the Estimate

  a

  1 .879 .772 .767 .86439

  a. Predictors: (Constant), LnX2, LnX1

  b. Dependent Variable: LnY4

  Hasil Uji Hipotesis a

  Coefficients Unstandardized Standardized t Sig.

  Coefficients Coefficients Model

  B Std. Error Beta 1 (Constant) 2.894 .342 8.457 .000 LnX1 -.103 .065 -.079 -1.571 .120 LnX2 .905 .052 .864 17.260 .000

  a. Dependent Variable: LnY4

  b

  ANOVA Sum of Mean Model df F Sig. Squares Square

  a

  1 Regression 235.650 2 117.825 157.694 .000 Residual 69.487 93 .747 Total 305.137 95

  a. Predictors: (Constant), LnX2, LnX1

  b. Dependent Variable: LnY4