LAMPIRAN B DATA FIRM SIZE No Kode Nama Perusahaan Tahun Penelitian Sampel 2011 2012 2013
- 10 DEWA Derma Henwa Tbk.
11 14 HRUM Harum Energy Tbk.
19 23 TOBA Toba Bara Sejahtra Tbk.
18 22 SMMT Golden Eagle Energy Tbk.
17 21 PTRO Petrosea Tbk.
20 PTBA Tambang Batubara Bukit Asam Tbk.
16
15 19 PKPK Perdana Karya Perkasa Tbk.
14 17 MBAP Mitrabara Adiperdana TBk. - - 18 MYOH Samindo Resources Tbk.
13 16 KKGI Resources Alam Indonesia Tbk.
15 ITMG Indo Tambangraya Megah Tbk.
12
10 13 GTBO Garda Tujuh Buana Tbk.
LAMPIRAN A Daftar Populasi dan Sampel Perusahaan Pertambangan Batubara Periode 2011- 2013 No Kode Nama Perusahaan Kriteria Penelitian Sampel Terdaftar di BEI Tidak Delisting tahun 2011-2013 1 ADRO Adari Energy Tbk.
9 12 GEMS Golden Energy Mines Tbk.
8 11 DOID Delta Dunia Makmur Tbk.
-
7 9 CPDW Indo Setu Bara Resources Tbk.
6 8 BYAN Bayan Resources Tbk.
5 6 BSSR Baramulti Suksessarana Tbk. - - 7 BUMI Bumi Resources Tbk.
4 5 BRAU Berau Coal Energy Tbk.
3
2 3 ATPK ATPK Resources Tbk.
1 2 ARII Atlas Resources Tbk.
- - LAMPIRAN B DATA FIRM SIZE
No Kode Nama Perusahaan Tahun Penelitian Sampel 2011 2012 2013
13 ITMG Indo Tambangraya Megah Tbk.
9,95 11,68 11,80
13,06 13,10 13,07 18 PTRO Petrosea Tbk. 12,53 12,71 12,79 19 SMMT Golden Eagle Energy Tbk.
17 PTBA Tambang Batubara Bukit Asam Tbk.
11,67 11,60 11,56
15 MYOH Samindo Resources Tbk. 11,63 12,11 12,26 16 PKPK Perdana Karya Perkasa Tbk.
13,16 13,16 13,23 14 KKGI Resources Alam Indonesia Tbk. 11,99 12,00 12,11
1 ADRO Adari Energy Tbk. 13,71 13,81 13,91 2 ARII Atlas Resources Tbk.
12,36 12,46 12,59 3 ATPK ATPK Resources Tbk. 11,05 11,18 12,17
12,52 12,54 12,60 11 GTBO Garda Tujuh Buana Tbk. 11,67 12,21 11,85
9 DOID Delta Dunia Makmur Tbk. 13,03 13,05 13,12 10 GEMS Golden Energy Mines Tbk.
13,16 13,27 13,28 8 DEWA Derma Henwa Tbk. 12,57 12,63 12,65
6 BUMI Bumi Resources Tbk. 13,82 13,84 13,93 7 BYAN Bayan Resources Tbk.
13,19 13,30 13,21 5 BRAU Berau Coal Energy Tbk. 10,27 10,32 10,39
4 BORN Borneo Lumbung Energy & Metal Tbk.
12 HRUM Harum Energy Tbk. 12,67 12,72 12,77
No Kode Nama Perusahaan Tahun Penelitian Sampel 2011 2012 2013
10 GEMS Golden Energy Mines Tbk. 55,74 30,22 28,75
19 SMMT Golden Eagle Energy Tbk. -20,00 32,94 18,69
18 PTRO Petrosea Tbk. 473,35 470,92 209,65
1339,00 1262,00 822,00
17 PTBA Tambang Batubara Bukit Asam Tbk.
16 PKPK Perdana Karya Perkasa Tbk. -5,00 -17,00 1,00
14 KKGI Resources Alam Indonesia Tbk. 450,00 232,08 219,00 15 MYOH Samindo Resources Tbk.
13 ITMG Indo Tambangraya Megah Tbk. 4352,64 3674,60 2437,80
12 HRUM Harum Energy Tbk. 542,31 470,83 189,00
11 GTBO Garda Tujuh Buana Tbk. 29,55 382,59 -36,57
9 DOID Delta Dunia Makmur Tbk. -20,35 -18,08 -44,00
LAMPIRAN C DATA EARNING PER SHARE
8 DEWA Derma Henwa Tbk. -9,90 -18,17 -29,00
7 BYAN Bayan Resources Tbk. 550,00 193,40 -122,00
6 BUMI Bumi Resources Tbk. 98,47 -301,31 -366,00
5 BRAU Berau Coal Energy Tbk. 34,46 -50,28 -57,00
103,00 -309,44 -414,00
4 BORN Borneo Lumbung Energy & Metal Tbk.
3 ATPK ATPK Resources Tbk. -33,25 -18,31 22,63
2 ARII Atlas Resources Tbk. 17,00 -34,32 -43,39
1 ADRO Adari Energy Tbk. 156,06 116,52 88,12
- 15,14 24,37 79,15
No Kode Nama Perusahaan Tahun Penelitian Sampel 2011 2012 2013 1 ADRO Adari Energy Tbk
6,91 7,74 10,31 2 ARII Atlas Resources Tbk. 3,50 2,34 2,73 3 ATPK ATPK Resources Tbk. 0,31 0,25 0,98
4 BORN Borneo Lumbung Energy & Metal Tbk. 4,80 1,93 -2,14 5 BRAU Berau Coal Energy Tbk.
1,18 0,53 0,09 6 BUMI Bumi Resources Tbk. 0,79 0,20 -0,59 7 BYAN Bayan Resources Tbk. 14,18 15,18 10,46 8 DEWA Derma Henwa Tbk.
1,30 1,21 1,24 9 DOID Delta Dunia Makmur Tbk. 2,53 2,12 2,04 10 GEMS Golden Energy Mines Tbk. 5,55 4,92 5,04 11 GTBO Garda Tujuh Buana Tbk. 1,31 5,14 3,57 12 HRUM Harum Energy Tbk. 11,29 12,51 14,25
13 ITMG Indo Tambangraya Megah Tbk.
17,35 17,16 20,80 14 KKGI Resources Alam Indonesia Tbk. 13,14 13,89 17,87 15 MYOH Samindo Resources Tbk.
2,12 0,91 1,78 16 PKPK Perdana Karya Perkasa Tbk. 1,76 1,62 1,62
17 PTBA Tambang Batubara Bukit Asam Tbk. 7,02 7,33 6,70 18 PTRO Petrosea Tbk.
2,86 35,91 47,75 19 SMMT Golden Eagle Energy Tbk.
- 1,76 6,73 3,81
No Kode Nama Perusahaan Tahun Penelitian Sampel 2011 2012 2013 1 ADRO Adari Energy Tbk
0,14 0,09 0,14 2 ARII Atlas Resources Tbk. 0,00 0,00 0,00 3 ATPK ATPK Resources Tbk. 0,00 0,00 0,00
4 BORN Borneo Lumbung Energy & Metal Tbk. 0,00 0,00 0,00 5 BRAU Berau Coal Energy Tbk.
0,10 -0,14 0,00 6 BUMI Bumi Resources Tbk. 0,42 -0,05 0,00 7 BYAN Bayan Resources Tbk. 0,15 1,03 0,00 8 DEWA Derma Henwa Tbk. 0,00 0,00 0,00 9 DOID Delta Dunia Makmur Tbk. 0,00 0,00 0,00 10 GEMS Golden Energy Mines Tbk. 0,00 0,58 1,10 11 GTBO Garda Tujuh Buana Tbk. 0,00 0,00 0,00 12 HRUM Harum Energy Tbk. 0,45 0,81 1,33
13 ITMG Indo Tambangraya Megah Tbk.
0,27 0,45 0,42 14 KKGI Resources Alam Indonesia Tbk. 0,11 0,86 0,34 15 MYOH Samindo Resources Tbk. 0,00 0,00 0,00 16 PKPK Perdana Karya Perkasa Tbk. 0,00 0,00 0,00
17 PTBA Tambang Batubara Bukit Asam Tbk. 0,08 0,56 0,88 18 PTRO Petrosea Tbk.
2,53 0,41 0,35 19 SMMT Golden Eagle Energy Tbk. 0,00 0,00 0,00 LAMPIRAN F DATA RETURN SAHAM
No Kode Nama Perusahaan Tahun Penelitian Sampel 2011 2012 2013 1 ADRO Adari Energy Tbk
- 780,00 -180,00 -500,00 2 ARII Atlas Resources Tbk.
- 21,00 -37,00 141,00
- 95,00 -220,00 -9,00 6 BUMI Bumi Resources Tbk.
- 850,00 -1585,00 -290,00 7 BYAN Bayan Resources Tbk.
- 940,00 -517,00 -61,00 10 GEMS Golden Energy Mines Tbk.
n/a -10,00 660,00 3 ATPK ATPK Resources Tbk.
4 BORN Borneo Lumbung Energy & Metal Tbk. -510,00 -290,00 366,00 5 BRAU Berau Coal Energy Tbk.
0,00 -9550,00 50,00 8 DEWA Derma Henwa Tbk. 7,00 -28,00 0,00 9 DOID Delta Dunia Makmur Tbk.
n/a -350,00 -200,00 11 GTBO Garda Tujuh Buana Tbk.
518,00 3320,00 -2350,00 12 HRUM Harum Energy Tbk.
- 2150,00 -850,00 -3250,00
- 12100,00 2900,00 -13050,00 14 KKGI Resources Alam Indonesia Tbk.
13 ITMG Indo Tambangraya Megah Tbk.
2750,00 -3975,00 -425,00 15 MYOH Samindo Resources Tbk.
990,00 -550,00 -350,00 16 PKPK Perdana Karya Perkasa Tbk.
8,00 43,00 -139,00
17 PTBA Tambang Batubara Bukit Asam Tbk. -5600,00 -2250,00 -4900,00 18 PTRO Petrosea Tbk.
7200,00 -2000,00 -170,00 19 SMMT Golden Eagle Energy Tbk.
0,00 1450,00 2275,00
Statistik Dekriptif
FirmSize EPS BtM DPR Return Valid N
(listwise) N Statistic
57
57
57
57
57
57 Range Statistic 3.98 4766.64
49.89 2.67 20250.00 Minimum Statistic 9.95 -414.00 -2.14 -.14 -13050.00 Maximum Statistic 13.93 4352.64
47.75 2.53 7200.00 Mean Statistic 12.4735 302.1988 6.7030 .2353 -850.0702
Std. Error .12353 111.50032 1.17417 .05993 419.94791 Std. Deviation
Statistic .93261 841.80899 8.86479 .45244 3170.53723 Variance Statistic .870 708642.373 78.584 .205 1.005E7 Skewness Statistic -.795 3.557 2.587 2.971 -1.953
Std. Error .316 .316 .316 .316 .316 Kurtosis Statistic .501 13.554 8.743 11.402 6.637
Std. Error .623 .623 .623 .623 .623
Grafik Histogram Sebelum Transformasi Gafik Histogram Setelah Transformasi
Normal P-Plot Sebelum Transformasi Normal P-Plot Setelah Transformasi
One Sample Kolmogorov Smirnov Test sebelum Transformasi
One-Sample Kolmogorov-Smirnov Test
N
57 Normal Parameters
a,b
Mean .0000000 Std. Deviation 2.70162815E3
Most Extreme Differences Absolute .217 Positive .217 Negative -.177
Kolmogorov-Smirnov Z 1.640
Asymp. Sig. (2-tailed) .009 a. Test distribution is Normal.
b. Calculated from data.
Unstandardized Residual
One Sample Kolmogorov Smirnov Test setelah Transformasi One-Sample Kolmogorov-Smirnov Test
11 Normal Parameters
a,b
Mean .0000000 Std. Deviation 19.40802211
Most Extreme Differences Absolute .153 Positive .153 Negative -.087
Kolmogorov-Smirnov Z .506 Asymp. Sig. (2-tailed) .960 a. Test distribution is Normal.
b. Calculated from data.
N
Unstandardized Residual
Hasil Pengujian Multikolinearitas a
Coefficients
Model Unstandardized Standardized Collinearity Coefficients Coefficients Statistics
B Std. Error Beta T Sig. Tolerance
VIF 1 (Constant 1046.071 482.047 2.170 .067 ) FST -292.076 140.016 -.759 -2.086 .075 .498 2.008 EPST 2.013 .744 1.181 2.705 .030 .346 2.894 BtMT -8.836 10.343 -.324 -.854 .421 .457 2.188
a. Dependent Variable: ReturnT
Diagram Scatterplot Sebelum Transformasi Diagram Scatterplot Setelah Transformasi
Hasil Uji Durbin-Watson Sebelum Transformasi
Model Summary
bAdjusted R Square
Std. Error of the Estimate Durbin-
Watson 1 .523
a
.274 .233 2777.03691 2.153
a. Predictors: (Constant), BtM, FirmSize, EPS
b. Dependent Variable: Return
Model R R Square
Hasil Uji Durbin-Watson Setelah Transformasi Model Summary b
Std. Error of the Estimate Durbin-Watson dimension0 1 .734
a
.539 .341 23.19702 1.723
a. Predictors: (Constant), BtMT, FST, EPST
b. Dependent Variable: ReturnT
Adjusted R Square
Model R R Square
Uji Koefisien Determinasi b Model Summary
Model Adjusted R Std. Error of the R R Square Square Estimate dimension0 a
1 .734 .539 .341 23.19702
a. Predictors: (Constant), BtMT, FST, EPST
b. Dependent Variable: ReturnT
Hasil Uji F b ANOVA Model Sum of Squares df Mean Square F Sig. a
1 Regression 4397.329 3 1465.776 2.724 .124 Residual 3766.713 7 538.102 Total 8164.042
10
a. Predictors: (Constant), BtMT, FST, EPST
b. Dependent Variable: ReturnT
Hasil Uji t a Coefficients
Model Standardized
Unstandardized Coefficients Coefficients B Std. Error Beta t Sig. 1 (Constant) 1046.071 482.047 2.170 .067
FST -292.076 140.016 -.759 -2.086 .075 EPST 2.013 .744 1.181 2.705 .030 BtMT -8.836 10.343 -.324 -.854 .421
a. Dependent Variable: ReturnT
Hasil Uji Residual Coefficients a
Model Unstandardized Coefficients
Standardized Coefficients t Sig. B Std. Error Beta
1 (Constant) .173 .129 1.341 .213 ReturnT .005 .003 .503 1.745 .115
a. Dependent Variable: ABSRes_3