LAMPIRAN Lampiran i Populasi dan Sampel Populasi NO KODE NAMA EMITEN Kriteria Sampel123
LAMPIRAN
Lampiran iPopulasi dan Sampel
Populasi
NO KODE NAMA EMITEN Kriteria Sampel
1
2
3
1 ADES PT Ades Waters Indonesia v v -
2 AQUA PT Aqua Golden Missisipi, Tbk v v v
1
3 CEKA PT Cahaya Kalbar v v v
2
4 DAVO PT Davomas Abadi,Tbk v v -
5 DLTA PT Delta Djakarta, Tbk v v v
3
16 ULTJ PT Ultra Jaya Milk, Tbk v v v
10
- 17 BATI PT BAT Indonesia, Tbk v v
PT Bentoel International
18 RMBA v v v
11 Investama, Tbk
19 GGRM v v v
12 PT Gudang Garam, Tbk
20 HMSP PT HM Samperna, Tbk v v v
13 PT Bristol-Myers Squibb Indonesia
21 SQBI
- v v
(PS), Tbk PT Bristol-Myers Squibb
22 RMBA
Indonesia, Tbk
23 DVLA PT Darya Varia Laboratoria, Tbk v v v
14
24 INAF v v -
PT Indofarma,Tbk
25 KLBF PT Kalbe Farma, Tbk v v v
15
Tbk
34 UNVR PT Unilever Indonesia, Tbk v v v
22
- 35 KICI PT Kedaung Indah Can, Tbk v v
PT Kedawung Setia Industrial,
36 KDSI v v v
23 Tbk
PT Langgeng Makmur Industri,
37 LMPI v v v
24 Tbk
Sampel NO KODE NAMA EMITEN 1 AQUA Aqua Golden Mississippi Tbk.
2 CEKA Cahaya Kalbar Tbk.
3 DLTA Delta Djakarta Tbk.
4 INDF Indofood Sukses Makmur Tbk.
5 MYOR Mayora Indah Tbk
6 MLBI Multi Bintang Indonesia Tbk
7 SKLT Sekar Laut Tbk
8 STTP Siantar TOP Tbk 9 AISA Tiga Pilar Sejahtera Food Tbk.
10 ULTJ Ultra Jaya Milk Tbk.
20 TCID PT Mandom Indonesia, Tbk
21 MRAT PT Mustika Ratu, Tbk
22 UNVR PT Unilever Indonesia, Tbk
23 KDSI PT Kedawung Setia Industrial, Tbk
24 LMPI PT Langgeng Makmur Industri, Tbk
Lampiran ii Data Penelitian NO KODE NAMA EMITEN
3.91
2.04
2.69
8 STTP Siantar TOP Tbk
1.70
1.53
1.74
7 SKLT Sekar Laut Tbk
0.93
0.59
0.53
6 MLBI Multi Bintang Indonesia Tbk
3.41
3.79
5 MYOR Mayora Indah Tbk
CR 2007 2008 2009
0.89
0.91
1.19
4 INDF Indofood Sukses Makmur Tbk.
3.78
4.17
3.80
7.35 3 DLTA Delta Djakarta Tbk.
0.13
3.47
7.81 2 CEKA Cahaya Kalbar Tbk.
7.09
7.18
1 AQUA Aqua Golden Mississippi Tbk.
2.01
17 MERK PT Merck,Tbk
9.25
2.90
4.11
24 LMPI PT Langgeng Makmur Industri, Tbk
0.11
1.24
0.98
23 KDSI PT Kedawung Setia Industrial, Tbk
0.10
1.10
1.27
22 UNVR PT Unilever Indonesia, Tbk
7.67
7.68
21 MRAT PT Mustika Ratu, Tbk
5.42
8.09
17.60
8.78
20 TCID PT Mandom Indonesia, Tbk
3.83
4.05
4.39
19 TSPC PT Tempo Scan pasific, Tbk
1.40
1.42
1.44
18 PYFA PT Pyridam Farma, Tbk
7.77
6.17
2.53
Lampiran ii (Lanjutan) NO KODE NAMA EMITEN
5 MYOR Mayora Indah Tbk
3.21
4.49
8 STTP Siantar TOP Tbk
0.02
0.03
7 SKLT Sekar Laut Tbk 5 .01
0.23
1.35
18.19
6 MLBI Multi Bintang Indonesia Tbk
0.05
9.46
9.12
0.02
ROA 2007 2008 2009
0.03
0.04
4 INDF Indofood Sukses Makmur Tbk.
0.19
0.08
10.52
0.04 3 DLTA Delta Djakarta Tbk.
0.04
6.92
0.08 2 CEKA Cahaya Kalbar Tbk.
0.07
8.21
1 AQUA Aqua Golden Mississippi Tbk.
0.01
17 MERK PT Merck,Tbk
0.03
0.02
6.51
24 LMPI PT Langgeng Makmur Industri, Tbk
0.01
0.03
0.67
23 KDSI PT Kedawung Setia Industrial, Tbk
0.37
0.36
53.28
22 UNVR PT Unilever Indonesia, Tbk
0.03
0.03
21 MRAT PT Mustika Ratu, Tbk
43.74
0.12
0.15
21.27
20 TCID PT Mandom Indonesia, Tbk
1.10
0.10
19 TSPC PT Tempo Scan pasific, Tbk 605.74
0.05
1.81
3.40
18 PYFA PT Pyridam Farma, Tbk
0.26
0.27
4.59
Lampiran ii (Lanjutan) NO KODE NAMA EMITEN
9.65
4.35
4.21
8 STTP Siantar TOP Tbk
4.24
5.96
5.12
7 SKLT Sekar Laut Tbk
64.59
42.68
37.08
6 MLBI Multi Bintang Indonesia Tbk
15.76
13.09
5 MYOR Mayora Indah Tbk
ROE 2007 2008 2009
12.17
13.63
13.13
4 INDF Indofood Sukses Makmur Tbk.
16.11
10.32
10.02
11.29 3 DLTA Delta Djakarta Tbk.
11.27
7.87
14.16 2 CEKA Cahaya Kalbar Tbk.
12.99
10.92
1 AQUA Aqua Golden Mississippi Tbk.
1.33
18 PYFA PT Pyridam Farma, Tbk
2.65
2.60
3.33
19 TSPC PT Tempo Scan pasific, Tbk
14.03
13.16
14.34
20 TCID PT Mandom Indonesia, Tbk
16.48
16.51
14.07
21 MRAT PT Mustika Ratu, Tbk
3.44
3.98
7.34
22 UNVR PT Unilever Indonesia, Tbk
72.69
72.88
77.64
23 KDSI PT Kedawung Setia Industrial, Tbk
4.71
6.52
2.51
24 LMPI PT Langgeng Makmur Industri, Tbk
0.88
6.53
2.52
Lampiran ii (Lanjutan) NO KODE NAMA EMITEN
0.70
0.54
1.35
8 STTP Siantar TOP Tbk
0.91
0.62
0.54
7 SKLT Sekar Laut Tbk
35.33
3.02
5.84
6 MLBI Multi Bintang Indonesia Tbk
2.18
1.24
IOS 2007 2008 2009
5 MYOR Mayora Indah Tbk
3.07
0.96
3.41
4 INDF Indofood Sukses Makmur Tbk.
1.68
0.62
0.56
1.47 3 DLTA Delta Djakarta Tbk.
0.84
1.09
3.32 2.84 219.86 2 CEKA Cahaya Kalbar Tbk.
1 AQUA Aqua Golden Mississippi Tbk.
0.81
17 MERK PT Merck,Tbk
0.52
0.41
0.45
24 LMPI PT Langgeng Makmur Industri, Tbk
0.18
0.17
0.12
23 KDSI PT Kedawung Setia Industrial, Tbk
19.20
19.13
21.26
22 UNVR PT Unilever Indonesia, Tbk
0.22
0.45
21 MRAT PT Mustika Ratu, Tbk
3.74
1.35
2.51
2.07
20 TCID PT Mandom Indonesia, Tbk
0.81
1.60
2.09
19 TSPC PT Tempo Scan pasific, Tbk
0.39
0.65
0.41
18 PYFA PT Pyridam Farma, Tbk
2.39
4.12
0.18
Lampiran ii (Lanjutan)
Perubahan Harga Saham
NO KODE NAMA EMITEN
2007 2008 2009 1 AQUA Aqua Golden Mississippi Tbk. 0.18 -0.02
0.93 2 CEKA Cahaya Kalbar Tbk. 0.36 -0.13
1.13
3 DLTA Delta Djakarta Tbk. -0.3
0.25
2.1
4 INDF Indofood Sukses Makmur Tbk. 0.91 -0.64
2.82
5 MYOR Mayora Indah Tbk 0.08 -0.35
2.95
6 MLBI Multi Bintang Indonesia Tbk -0.1
2.58
7 SKLT Sekar Laut Tbk -0.74
0.2
0.67
8 STTP Siantar TOP Tbk 0.76 -0.59
0.67 9 AISA Tiga Pilar Sejahtera Food Tbk. 3.29 -0.43 -0.15 10 ULTJ Ultra Jaya Milk Tbk.
0.49 0.23 -0.28
19 TSPC PT Tempo Scan pasific, Tbk 0.29 -0.17 -0.47
20 TCID PT Mandom Indonesia, Tbk
0.16 0.21 -0.35
21 MRAT PT Mustika Ratu, Tbk 0.07 -0.08 -0.48
22 UNVR PT Unilever Indonesia, Tbk
0.08
0.02
0.16
23 KDSI PT Kedawung Setia Industrial, Tbk
0.08 0.96 -0.64
24 LMPI PT Langgeng Makmur Industri, Tbk 0,21 -0,06 -0,56
Lampiran iii Statistik Deskriptif Descriptive Statistics
N Minimum Maximum Mean Std.
Deviation CR 72 .10
17.60 3.3524 2.92560 ROA 72 .01 605.74 12.6550 71.45669 ROE
72 .14 77.64 17.3372 18.54786 MVBEBVE 72 .12 219.86 6.1353 26.13701 Harga_Saham 72 -.75 31.33 .6676 3.75588 Valid N
72
Lampiran iv Uji Normalitas
Lampiran iv (Lanjutan)
One-Sample Kolmogorov-Smirnov Test
Unstandardiz ed Residual N
72
a
Normal Parameters Mean .0000000 Std. Deviation 3.57652154
Most Extreme Absolute .307 Differences
Positive .307 Negative -.215
Kolmogorov-Smirnov Z 2.607 Asymp. Sig. (2-tailed) .000 a. Test distribution is Normal.
1.44 0.30 -0.27
1.36
1.50
0.99
1.61 1.63 -0.62
0.55
1.76
3.61
2.90
2.27 0.22 -2.53
2.21
2.57 1.23 -0.09
Lampiran v Data Setelah Transformasi
2.35 2.30 -0.58 0.17 -3.22
1.34
2.06 0.09 -1.02
1.93
1.24
2.39 1.20 -1.71
2.11
1.97
Saham
CR ROA ROE MVBEBVE Harga
- 0.63
1.48
6.41
2.64 0.74 -1.24
2.17
3.06
2.80 0.73 -1.83 2.22 -3.51 1.24 -0.65 -2.66
0.24
3.98
4.29 3.06 -2.53
- 0.02 -0.40 1.55 -2.12 -2.53
1.41 1.87 -0.13 -0.80 -1.56 1.96 -2.66
2.56
1.04
- 2.04 -3.22 2.42 -0.17
1.43 -2.53 2.33 -0.48 -1.39
- 0.09 -3.51 2.61 -0.04
1.33
2.25 2.57 -0.36
- 0.53
0.30
3.75
1.11 0.43 -3.51 1.79 -0.48 -1.61
Lampiran v (Lanjutan)
CR ROA ROE MVBEBVE Harga
Saham 0.67 -2.81
2.32
0.15 0.57 -1.47
3.81 2.05 -0.76 1.68 -2.53
2.38 0.66 -2.81 1.61 -2.04
3.04 1.33 -2.81 0.72 -3.51
1.75 0.63 -0.16 1.82 -1.31
3.46 1.42 -1.17
0.35
0.59 0.96 -0.43 -0.48 1.40 -2.30
2.58
0.47 2.87 -1.90
2.80 0.92 -1.56 2.04 -3.51 1.38 -0.80
- 0.11
0.70 0.79 -2.53 2.49 -0.63 0.36 -1.43
1.34
0.87 0.34 -3.00 1.20 -0.94
3.41
0.11 0.75 -3.51 1.76 -0.80 2.05 -1.35
2.97
0.06 1.20 -2.12
2.63
1.48 1.42 -2.21
3.88
2.63
0.53 -3.91 1.44 -0.09 -0.40 0.70 -4.61 0.29 -0.21 -0.40
1.70
0.90
0.34
3.29
0.55
0.62
0.34
1.99
1.65
0.10 2.66 -0.21
Lampiran vi Uji Normalitas Setelah Transformasi
Lampiran vi (Lanjutan) One-Sample Kolmogorov-Smirnov Test
Unstandardiz ed Residual N
43
a
Normal Parameters Mean .0000000 Std. Deviation 1.37485763
Most Extreme Absolute .101 Differences
Positive .074
Lampiran vii Uji Heteroskedastisitas
Lampiran viii Uji Autokorelasi b Model Summary
Adjusted R Std. Error of Durbin- Model R R Square Square the Estimate Watson
a
1 .428 .183 .097 1.44541 1.130
a. Predictors: (Constant), LN_MVBEBVE, LN_ROA, LN_CR, LN_ROE
b. Dependent Variable: LN_Harga_Saham
Lampiran ix
Uji Multikolineritas
a
Coefficients
Standardiz ed Unstandardized Coefficient Collinearity
Coefficients s Statistics Std.
Model B Error Beta t Sig. Tolerance VIF
1
- (Consta
- .608 .543 .270 nt) 1.119
a
Coefficients
Standardiz ed Unstandardized Coefficient Collinearity
Coefficients s Statistics Std.
Model B Error Beta t Sig. Tolerance VIF
- 1 (Consta
- .608 .543 .270 nt) 1
- LN_CR
- .362 .241 -.223 .142 .971 1.030
1.500
- LN_RO
- .145 .084 -.260 .092 .949 1.054
Lampiran x Uji Hipotesis Uji Koefien Determinasi b Model Summary
Adjusted R Std. Error of Model R R Square Square the Estimate
a
1 .428 .183 .097 1.44541
a. Predictors: (Constant), LN_MVBEBVE, LN_ROA, LN_CR, LN_ROE
b. Dependent Variable: LN_Harga_Saham
Uji Simultan b
ANOVA
Sum of Model Squares df Mean Square F Sig.
a
1 Regression 17.763 4 4.441 2.126 .097 Residual 79.390 38 2.089 Total 97.153
42
a. Predictors: (Constant), LN_MVBEBVE, LN_ROA, LN_CR, LN_ROE
b. Dependent Variable: LN_Harga_Saham
Uji Parsial
Coefficients
aModel Unstandardized
Coefficients Standardized
Coefficients t Sig. B Std. Error Beta 1 (Constant) .608 .543 1.119 .270
LN_CR .362 .241 -.223 1.500 .142 LN_ROA .145 .084 -.260 1.730 .092 LN_ROE .186 .201 -.158 .928 .359 LN_MVBEB
VE .232 .184 .212 1.266 .213