Lampiran 1 Tabulasi Data Keuangan (CAR, NPL, NIM, BOPO, LDR, Beta Saham, dan Harga Saham) Perusahaan Perbankan Yang Terdaftar Di Bursa Efek Indonesia Periode 2010-2013

Lampiran 1

Tabulasi Data Keuangan (CAR, NPL, NIM, BOPO, LDR, Beta Saham, dan
Harga Saham) Perusahaan Perbankan Yang Terdaftar Di Bursa Efek
Indonesia Periode 2010-2013

CAR

NPL

NIM

BOPO

LDR

BETA SAHAM

HARGA SAHAM

18.6341

1.1075

5.8345

76.0121

70.2152

1.7846

3,875

13.7621

0.7411

10.7721

70.8636

75.1721

-2.2602

5,250

13.4232

0.5412

5.3964

66.4326

65.4456

1.6951

6,500

11.8281

3.2212

4.7523

84.9862

71.8538

0.2589

650

13.5613

0.2102

5.3219

65.1312

55.2762

1.4597

6,400

14.7847

0.9102

4.8823

77.7975

56.0312

0.8240

3,175

14.1324

0.7121

5.3423

84.2131

87.5023

0.9323

1,790

16.7452

2.6612

5.9928

82.3923

108.4247

0.7534

1,640

29.2963

0.9912

3.9564

91.7597

50.6560

0.1035

102

12.5127

1.7423

5.8693

92.2647

83.1829

0.4237

780

10.6643

1.9129

5.1327

103.9751

71.6525

0.2825

1,040

16.6539

2.6821

4.5918

87.6137

74.2201

0.3578

1,140

11.1603

4.8412

1.0235

81.7582

70.8625

0.0215

50

12.5579

4.3427

5.1536

94.6742

84.9635

0.0141

135

23.4373

1.1012

14.2342

59.1027

91.0182

-1.1866

2,640

13.1023

0.0000

1.7732

88.2102

40.2253

0.0207

160

17.1214

1.1202

4.6127

91.2153

81.2975

0.3570

150

41.4232

4.0353

3.5123

157.5621

52.8325

0.0630

162

20.4561

2.0153

6.2571

90.1732

78.3874

-0.3201

1,330

24.6426

1.8328

6.1121

54.1842

54.1628

0.0291

164

12.7621

0.6301

4.9121

85.1775

80.4139

0.6590

1,230

15.2637

2.6223

5.8243

73.3591

87.3629

0.0426

600

22.8537

0.2935

7.3221

76.6521

71.5427

0.0824

1,450

112

13.4735

1.9227

6.4627

76.8237

88.0446

1.1301

1,910

19.0531

0.3521

4.0973

76.3216

62.4436

-0.1883

2,500

19.6928

0.8629

10.2432

79.3023

100.2650

0.0094

290

17.6342

0.5672

6.1023

72.6381

70.4267

1.6476

3,800

14.9657

0.4232

9.5862

66.6973

76.2231

1.2350

6,750

15.1321

0.4537

5.2939

67.2217

71.6532

0.2453

6,750

12.7187

2.8821

4.5523

82.0548

85.0173

-0.3656

580

12.7271

0.2013

5.7038

60.9013

61.7342

1.6345

8,000

11.7867

0.9873

5.4325

81.8435

63.7592

0.4232

3,500

14.2351

0.6012

5.1304

85.4213

83.0621

-0.1572

1,360

15.0314

2.2303

5.7547

81.7538

102.5742

-0.1565

1,210

21.5867

0.6985

3.6236

92.8234

44.2418

0.0650

160

11.8346

1.1013

5.2214

92.7573

88.8659

-0.0643

420

45.7537

0.8235

5.3429

95.2613

75.4871

-0.0678

710

17.5921

0.9201

4.6431

87.2627

80.3631

-0.0656

780

9.4128

4.4627

1.6492

87.2252

83.9212

0.0254

50

10.1229

6.2535

5.4327

114.6317

84.9323

-0.0028

106

20.5216

0.7012

13.3280

54.2362

85.0132

0.7891

3,400

16.2127

0.2201

1.8605

78.3321

63.6218

-0.0542

129

11.6794

1.4275

4.6237

92.9708

79.3120

0.4558

188

12.0213

3.9534

8.2214

118.6931

66.7853

-0.0656

116

14.6876

1.5102

5.8412

83.3829

82.1231

0.1683

1,430

19.9673

0.5023

6.5648

67.5391

67.5342

-0.0432

139

13.4532

0.7827

4.9923

85.7753

85.0225

0.0873

1,300

21.1088

1.4231

6.3971

67.5136

85.7128

0.0561

600

18.3646

0.4102

6.8935

80.0251

72.9558

-0.3212

910

13.1602

1.4632

5.6323

76.1265

94.4132

-0.4216

1,220

16.3727

0.7432

4.3867

81.0132

70.0654

-0.2783

2,050

13.3816

1.0817

9.1431

80.0313

81.7021

-0.0217

220

16.7324

0.8012

5.9032

71.6560

77.5871

-0.0658

3,700

113

16.9523

0.3421

8.4237

59.9372

79.8535

0.2370

6,950

15.3272

0.3701

5.5832

63.9325

77.6621

1.7291

8,100

16.3472

2.6621

4.5683

81.4291

83.8137

0.0433

610

14.2214

0.2012

5.6323

62.4532

68.6327

1.1452

9,100

19.1835

2.0903

6.4512

76.7303

52.3916

-0.2318

3,350

15.8621

0.4131

5.0315

83.1363

89.5215

-0.0249

1,320

17.6913

3.1201

5.8375

80.7413

100.9212

0.1892

1,450

18.2332

1.5702

4.6624

86.8536

59.0613

-0.1026

165

12.8332

0.8103

5.7312

87.6523

87.3431

-0.0582

405

27.7662

0.3102

4.6364

111.5357

87.3758

-0.0158

690

14.6723

0.4801

4.1946

88.1436

88.4661

-0.1749

630

10.0921

3.1603

3.1325

92.9674

82.8121

0.8651

50

11.2132

5.7802

5.4402

99.6837

79.4821

0.0552

168

21.5332

0.6012

13.1321

54.6720

86.2213

1.4784

3,450

18.5345

1.7621

3.1272

78.8223

67.5923

-0.0126

117

13.8675

1.4432

5.1854

81.7475

80.2232

-0.0134

184

13.2754

4.8132

16.6473

97.7783

83.6857

0.0128

84

10.9327

2.1402

6.6731

80.1924

80.5857

1.4382

3,400

19.1823

0.0000

7.1335

77.9575

77.9527

0.0275

145

12.1723

0.5835

5.5627

85.1823

84.9482

0.0318

1,350

23.1952

0.8602

5.1282

72.3137

93.2163

0.4296

1,560

18.1142

0.5012

6.4453

79.3134

74.0913

0.1521

1,060

15.1641

1.1101

5.8748

71.7351

95.0441

-0.1729

1,500

14.2131

0.2864

3.7735

90.0212

81.8231

-0.0975

2,070

10.3523

1.3165

8.2823

81.4934

84.3984

0.1892

465

15.1246

0.5741

6.1462

67.1365

85.3256

0.2132

3,950

16.9976

0.3124

8.5576

60.5848

88.5436

0.8769

7,250

14.9357

0.3702

5.6854

62.4123

82.9765

-0.1651

7,850

15.1223

2.2603

3.8204

82.7367

85.8365

0.0826

620

15.7864

0.2021

6.2032

61.5767

75.4325

0.7892

9,600

114

16.6362

2.1801

5.3873

89.7626

57.4132

-0.2371

2,050

14.2862

0.3103

4.2265

84.9975

89.2645

-0.1254

1,260

15.6265

3.0401

5.4427

82.1953

104.4262

-0.1895

870

20.1323

0.1935

4.6752

86.3882

63.3536

-0.0142

150

12.7275

1.5547

5.2957

84.6923

87.0425

-0.1273

310

18.7372

0.0101

2.8203

100.8261

113.3761

-0.0215

450

15.3235

0.7503

4.0962

87.8373

87.7183

0.1264

660

14.0332

3.6101

1.6724

173.8320

96.3152

0.0712

50

13.0975

4.8832

4.8454

107.7725

80.1468

-0.0126

133

23.1312

0.7021

12.7034

53.5470

88.8523

-0.2895

3,500

18.4527

0.0000

3.5935

81.5527

74.7375

0.0128

125

14.6825

1.3301

4.8736

84.8964

82.7314

-0.0785

127

11.4324

3.3936

13.0473

99.6536

88.4637

-0.0129

120

14.0718

0.6402

5.7524

78.5827

85.6192

-0.2891

2,750

16.9936

0.0000

6.6134

83.9613

83.9627

-0.0125

140

15.7537

0.4558

5.1627

86.2582

84.4419

0.1762

1,320

26.9127

0.8139

5.9282

69.0931

93.7683

-0.2896

650

16.5192

0.6473

7.9638

79.4136

96.4727

-0.1821

890

15.3628

1.5519

5.3427

73.7918

94.4963

-0.1923

1,300

13.1032

0.9202

3.6035

94.1385

83.0783

0.1562

2,030

13.0758

1.7836

7.1935

84.4815

90.5993

0.1825

890

115

Lampiran 2

Uji Asumsi Klasik

1. Uji Normalitas

a. Histogram

116

b. Grafik Normal Probabilitity Plot

117

c. Uji Kolmogorov-Smirnov

One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa,,b

56
Mean
Std. Deviation

Most Extreme Differences

.0000000
.74601690

Absolute

.099

Positive

.064

Negative

-.099

Kolmogorov-Smirnov Z

.744

Asymp. Sig. (2-tailed)

.638

a. Test distribution is Normal.
b. Calculated from data.

2. Heteroskedastisitas

a. Grafik Scatter Plot

118

119

b. Uji Glejser

Coefficientsa

Unstandardized Coefficients
Model
1

B

Std. Error

(Constant)

.869

2.710

Ln_CAR

.066

.260

Ln_NPL

.154

Ln_NIM
Ln_BOPO
Ln_LDR
Ln_Beta_Saham

Standardized
Coefficients
Beta

t

Sig.
.321

.750

.038

.252

.802

.098

.297

1.575

.122

.049

.175

.047

.282

.779

.357

.407

.161

.878

.384

-.477

.407

-.177

-1.170

.248

.048

.053

.145

.906

.370

a. Dependent Variable: absut

120

3. Uji Multikolonearitas

Coefficientsa
Unstandardized
Coefficients
Model
1

B

Standardized
Coefficients

Std. Error

(Constant)

9.350

4.519

Ln_CAR

-.171

.434

Ln_NPL

-.678

Ln_NIM

Beta

Collinearity Statistics
t

Sig.

Tolerance

VIF

2.069

.044

-.031

-.395

.694

.792

1.263

.163

-.407

-4.164

.000

.502

1.992

.514

.292

.152

1.760

.085

.640

1.562

-1.260

.679

-.176

-1.855

.070

.531

1.884

Ln_LDR

.772

.680

.089

1.136

.261

.775

1.290

Ln_Beta_Saham

.416

.088

.394

4.731

.000

.693

1.444

Ln_BOPO

a. Dependent Variable: Ln_Harga_Saham

121

4. Uji Auto Korelasi

a. Durbin Watson (DW)

Model Summaryb

Model
1

R

R Square
.875a

Adjusted R Square

.765

.736

Std. Error of the
Estimate
.7903728

Durbin-Watson
2.349

a. Predictors: (Constant), Ln_Beta_Saham, Ln_LDR, Ln_NIM, Ln_CAR, Ln_BOPO, Ln_NPL
b. Dependent Variable: Ln_Harga_Saham

122

b. Run Test

Runs Test
Unstandardized
Residual
Test Valuea

.05855

Cases < Test Value

28

Cases >= Test Value

28

Total Cases

56

Number of Runs

33

Z
Asymp. Sig. (2-tailed)

1.079
.281

a. Median

123

Lampiran 3
Statistik Deskriptif

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

CAR

104

9.4128

45.7537

16.444094

5.4505097

NPL

104

.0000

6.2535

1.444709

1.3673061

NIM

104

1.0235

16.6473

5.899855

2.5895508

BOPO

104

53.5470

173.8320

82.714359

17.3015611

LDR

104

40.2253

113.3761

79.510372

13.3084379

BETA_SAHAM

104

-2.2602

1.7846

.188438

.5911725

HARGA_SAHAM

104

50

9,600

1,847.20

2,298.056

Valid N (listwise)

104

124

Lampiran 4
Pengujian Hipotesis

a. Uji Signifikansi Simultan (Uji F)

ANOVAb
Model
1

Sum of Squares

df

Mean Square

Regression

99.656

6

16.609

Residual

30.610

49

.625

130.266

55

Total

F
26.588

Sig.
.000a

a. Predictors: (Constant), Ln_Beta_Saham, Ln_LDR, Ln_NIM, Ln_CAR, Ln_BOPO, Ln_NPL
b. Dependent Variable: Ln_Harga_Saham

125

b. Uji Signifikansi Parsial (Uji t)

Coefficientsa
Unstandardized
Coefficients
Model
1

B

Standardized
Coefficients

Std. Error

(Constant)

9.350

4.519

Ln_CAR

-.171

.434

Ln_NPL

-.678

Ln_NIM

Beta

Collinearity
Statistics
t

Sig.

Tolerance

VIF

2.069

.044

-.031

-.395

.694

.792

1.263

.163

-.407

-4.164

.000

.502

1.992

.514

.292

.152

1.760

.085

.640

1.562

-1.260

.679

-.176

-1.855

.070

.531

1.884

Ln_LDR

.772

.680

.089

1.136

.261

.775

1.290

Ln_Beta_Saham

.416

.088

.394

4.731

.000

.693

1.444

Ln_BOPO

a. Dependent Variable: Ln_Harga_Saham

c. Uji Koefisien Determinasi

Model Summaryb

Model
1

R

R Square
.875a

.765

Adjusted R Square
.736

Std. Error of the
Estimate
.7903728

Durbin-Watson
2.349

a. Predictors: (Constant), Ln_Beta_Saham, Ln_LDR, Ln_NIM, Ln_CAR, Ln_BOPO, Ln_NPL

126

Model Summaryb

Model
1

R

R Square
.875a

Adjusted R Square

.765

.736

Std. Error of the
Estimate
.7903728

Durbin-Watson
2.349

a. Predictors: (Constant), Ln_Beta_Saham, Ln_LDR, Ln_NIM, Ln_CAR, Ln_BOPO, Ln_NPL
b. Dependent Variable: Ln_Harga_Saham

127