Pengaruh Profitabilitas Dan Rasio Leverage Terhadap Return Saham Pada Perusahaan Makanan Dan Minuman Terbuka Di Indonesia
Lampiran i Daftar Pemilihan Sampel
No Nama Perusahaaan Tanggal Berdiri Tanggal listing
1 PT Ades Water Indonesia 6 maret 1985 13 juni 1994 Tbk
2 PT Aqua Mississipi Tbk 23 febuari 1968 1 maret 1990
3 PT Cahaya Kalbar Tbk 3 febuari 1968 9 juli 1996
4 PT DAvomas Abadi Tbk 14 maret 1968 9 juli 1996
5 PT Delta Djakarta Tbk 15 juni 1970 30 januari 1989
6 PT Fastfood Indonesia 19 juni 1929 15 desember 1993 Tbk
7 PT Indofood Sukses 14 agustus 1990 14 juli 1994 Makmur Tbk
8 PT Mayora Indah Tbk 17 febuari 1977 4 juli 1990
9 PT Multi Bintang 3 juni 1929 15 desember 1981 Indonesia Tbk
10 PT Prasidha Aneka 16 april 1974 18 oktober 1994 Niaga Tbk
11 PT Siantar TOP Tbk 12 mei 1987 16 deseber 1996
12 PT Sierad Produce Tbk 6 september 1985 27 Desember 1996
13 PT SAMART Tbk 18 juni 1963 20 november 1992
14 PT Tiga Pilar Sejahtera 31 mei 1991 11 juni 1991 Food Tbk
15 PT Tunnas Baru 22 desember 1973 15 febuari 2000 Lampung Tbk
16 PT Ultra Jaya Tbk 2 november 1971 2 juli 1990
Lampiran ii
Data Penelitian
Perusahaaan ROA ROE DTA0.03
23.53
0.5
2.09 MYOR 2010
0.11 24.31 0.536
3.97 PSDN 2008 0.003 -10.16 0.529
4.72 PSDN 2009 0.092 -25.87 0.51 -1.92 PSDN 2010 0.031 -9.34 0.535
2.82 SIPD 2008
0.02 2.64 0.254
3.93 SIPD 2009 0.023 3.16 0.282 -2.02 SIPD 2010
4.96
2.57 MYOR 2008 0.067 15.76 0.563
0.4
0.25 SMAR 2008 0.104 22.67 0.539
0.18 SMAR 2009 0.073
15.61 0.53 -3.84 SMAR 2010 0.101 21.62 0.532
12.84 STTP 2008 0.008
1.33
0.42
3.44 STTP 2009 0.075 10.15 0.263
5.57 STTP 2010 0.066 9.53 0.311
0.16 TBLA 2008 0.023 7.13 0.681
3.37 MYOR 2009 0.115
0.39 93.99 0.585
Return
2.51 DAVO 2008 -0.141 -75.79 0.814
Saham ADES 2008 0.082 -29.3 0.719 -1.56 ADES 2009 0.091 23.92 0.617
10.5 ADES 2010 0.097 31.7 0.692 -2.83 AISA 2008 0.028 7.34 0.615
4.16 AISA 2009 0.024
5.96
0.59
1.11 AISA 2010 0.039 13.18 0.695
2.13 CEKA 2008 0.046 11.86 0.611
3.26 CEKA 2009 0.087 16.42 0.469
2.67 CEKA 2010 0.034 9.57 0.636
2.18 DAVO 2009 -0.081 -50.73 0.841 -5.25 DAVO 2010 -0.009 -2.74 0.662 -4.49 DLTA 2008
0.84 MLBI 2010
0.12 16.11 0.249
4.9 DLTA 2009 0.166 21.43 0.211 -3.53 DLTA 2010 0.197 24.16 0.163
8.71 FAST 2008 0.159 25.96 0.385
1.9 FAST 2009 0.174 28.48 0.386
3.53 FAST 2010 0.161 24.9 0.351
2.73 INDF 2008 0.026 12.07 0.668
3.97 INDF 2009 0.051 20.44 0.616
0.14 INDF 2010 0.062 17.59 0.474
5.97 MLBI 2008 0.236 64.59 0.634
0.13 MLBI 2009 0.343 323.59 0.894
3.8 TBLA 2009
0.09 27.89 0.675
4.22 TBLA 2010 0.067
19.99
0.66
0.88 ULTJ 2008 0.177 26.75 0.351
0.86 ULTJ 2009 0.035
5.13 0.31 -1.96 ULTJ 2010 0.053 8.25 0.352
4.16 AQUA 2008
19.89
37.65
0.46
0.74 AQUA 2009
10.03
17.84
0.43
5.54 Lampiran iii Rasio Nama Perusahaan Nilai ROA PT Aqua Mississipi Tbk
19.89 Tertinggi 2008 ROA PT Aqua Mississipi Tbk
10.03 Tertinggi 2009 ROA PT Aqua Mississipi Tbk
12.51 Tertinggi 2010 ROA PT Davomas Abadi Tbk -0.141 Terendah 2008 ROA PT Davomas Abadi Tbk -0.081 Terendah 2009 ROA PT Davomas Abadi Tbk -0.009 Terendah 2010 ROE PT Multi Bintang Indonesia Tbk
64.59 Tertinggi 2008 ROE PT Multi Bintang Indonesia Tbk 323.59 Tertinggi 2009 ROE PT Multi Bintang Indonesia Tbk
93.99 Tertinggi 2010 ROE PT Davomas Abadi Tbk -75.79 Terendah 2008 ROE PT Davomas Abadi Tbk -50.73 Terendah 2009 ROE PT Ades Water Indonesia Tbk -29.3 Terendah 2010 DTA PT Davomas Abadi Tbk 0.814 Tertinggi 2008 DTA PT Multi Bintang Indonesia Tbk 0.894 Tertinggi 2009 DTA PT Ades Water Indonesia Tbk 0.692 Tertinggi 2010 DTA PT Siantar TOP Tbk
0.42 Terendah 2008 DTA PT Mayora Indah Tbk
0.5 Terendah 2009 DTA PT Sierad Produce Tbk
0.4 Terendah 2010
Return
PT Prasidha Aneka Niaga Tbk
4.72 Saham tertinggi
2008
Return
PT Ades Water Indonesia Tbk
10.5 Saham tertinggi 2009
Return
PT SMART Tbk
12.84 Saham tertinggi 2010
Return
PT Ades Water Indonesia Tbk -1.56 Saham terendah 2008
Return
PT Davomas Abadi Tbk -5.25 Saham terendah 2009
Return
PT Davomas Abadi Tbk -4.49 Saham terendah 2010
Lampiran iv Descriptive Statistics Minimu Maximu Std.
N m m Mean Deviation ROA 48 -.141 19.890 .85531 3.314686 ROE 48 -75.790 323.590 18.92125 51.363452 DTA 48 .163 .894 .51292 .170315 Return_Saham 48 -5.250 12.840 2.11833 3.560536 Valid N
48 (listwise)
Lampiran v
Lampiran vi Lampiran vii One-Sample Kolmogorov-Smirnov Test
Unstandardiz ed Residual N
48 Normal Parameters
a,b
Mean .0000000 Std. Deviation 3.49215201
Most Extreme Differences
Absolute .104 Positive .104 Negative -.065
Kolmogorov-Smirnov Z .722 Asymp. Sig. (2-tailed) .675 a. Test distribution is Normal.
b. Calculated from data.
Lampiran viii
MULTIKOL
a Coefficients
Model Collinearity Statistics
Tolerance
VIF
1 DTA .958 1.044 ROE .964 1.037 ROA .984 1.016
a. Dependent Variable: Return_Saham
Lampiran ix
Lampiran x b Model Summary
Model R R Square Adjusted R Std. Error Durbin- Square Of the Watson
Estimate
a
1 .195 .038 -.028 3.609240 2.589
a. Predictors: (Constant), ROA, ROE, DTA
b. Dependent Variable: Return_Saham
Lampiran xi b ANOVA
Model Sum of Mean Squares df Square F Sig.
a
1 Regression 22.668 3 7.556 .580 .631 Residual 573.171 44 13.027 Total 595.838
47
a. Predictors: (Constant), ROA, ROE, DTA
b. Dependent Variable: Return_Saham
Lampiran xii
Uji t
Coefficients
aModel Unstandardized Coefficients
Standardized Coefficients t Sig. B Std. Error Beta
1 (Constant) 4.052 1.698 2.386 .021 DTA -3.976 3.159 -.190 -1.259 .215 ROE .006 .010 .092 .611 .545 ROA -.017 .160 -.016 -.106 .916
a. Dependent Variable: Return_Saham
Lampiran xiii
Tabel t dengan signifikansi 5 %
Df
t tabel df t tabel df t tabel df t tabel 1 12.705 26 2.056 51 2.008
76 1.992 2 4.303 27 2.052 52 2.007 77 1.991 3 3.182 28 2.048 53 2.006 78 1.991 4 2.776 29 2.045 54 2.005 79 1.991 5 2.571 30 2.042 55 2.004 80 1.990 6 2.447 31 2.040 56 2.003 81 1.990 7 2.365 32 2.037 57 2.003 82 1.989 8 2.306 33 2.035 58 2.002 83 1.989 9 2.262 34 2.032 59 2.001 84 1.989 10 2.228 35 2.030 60 2.003 85 1.988 11 2.201 36 2.028 61 2.000 86 1.988 12 2.179 37 2.026 62 1.999 87 1.988 13 2.160 38 2.024 63 1.998 88 1.987 14 2.145 39 2.023 64 1.998 89 1.987 15 2.131 40 2.021 65 1.997 90 1.987
16
41
66
91
2.120 2.020 1.997 1.986 17 2.110 42 2.018 67 1.996 92 1.986 18 2.101 43 2.017 68 1.996 93 1.986 19 2.093 44 2.015 69 1.995 94 1.986 20 2.086 45 2.014 70 1.994 95 1.985 21 2.080 46 2.013 71 1.994 96 1.985 22 2.074 47 2.012 72 1.994 97 1.985 23 2.069 48 2.011 73 1.993 98 1.985 24 2.064 49 2.010 74 1.993 99 1.984 25 2.060 50 2.009 75 1.992 100 1.984
Lampiran xiv
Tabel F dengan signifikansi 5 %
Df2 Df1
1
2
3 1 161.448 199.500 215.707 2 18.513 19.000 19.164 3 10.128 9.552 9.277 4 7.709 6.944 6.591 5 6.608 5.786 5.409 6 5.987 5.143 4.757 7 5.591 4.737 4.347 8 5.318 4.459 4.066 9 5.117 4.256 3.863
10 4.965 4.103 3.708 11 4.844 3.982 3.587 12 4.747 3.885 3.490 13 4.667 3.806 3.411 14 4.600 3.739 3.344 15 4.543 3.682 3.287 20 4.351 3.493 3.098 30 4.171 3.316 2.922 31 4.160 3.305 2.911 32 4.149 3.295 2.901
33 4.139 3.285 2.892 34 4.130 3.276 2.883 35 4.121 3.267 2.874 36 4.113 3.259 2.866 37 4.105 3.252 2.859 38 4.098 3.245 2.852 39 4.091 3.238 2.845 40 4.085 3.232 2.839 41 4.079 3.226 2.833 42 4.073 3.220 2.827 43 4.067 3.214 2.822 44 4.062 3.209 2.816 45 4.057 3.204 2.812 50 4.034 3.183 2.790 60 4.001 3.150 2.758 70 3.978 3.128 2.736 80 3.960 3.111 2.719 90 3.947 3.098 2.706
100 3.934 3.088 2.695