Institutional Repository | Satya Wacana Christian University: R-squared dan Dividen:studi pada perusahaan yang masuk dalam daftar Indeks Saham LQ45

LAMPIRAN 1
DAFTAR EMITEN
No

Nama Emiten

Singkatan

1

PT Astra Agro Lestari Tbk.

AALI

2

PT Adaro Energy Tbk.

3

PT Astra International Tbk.


ASII

4

PT Bank Central Asia Tbk.

BBCA

5

PT Bank Negara Indonesia (Persero) Tbk.

BBNI

6

PT Bank Rakyat Indonesia (Persero) Tbk.

BBRI


7

PT Bank Danamon Tbk.

BDMN

8

PT Bank Mandiri (Persero) Tbk.

BMRI

9

PT Gudang Garam Tbk.

GGRM

ADRO


10 PT Indofood Sukses Makmur Tbk.

INDF

11 PT Indocement Tunggal Prakarsa Tbk.

INTP

12 PT Indo Tambangraya Megah Tbk.

ITMG

13 PT Jasa Marga (Persero) Tbk.

JSMR

14 PT Kalbe Farma Tbk.

KLBF


15 PT Lippo Karawaci Tbk.

LPKR

16 PT PP London Sumatra Indonesia Tbk.

LSIP

17 PT Perusahaan Gas Negara (Persero) Tbk.

PGAS

18 PT Bukit Asam (Persero) Tbk.

PTBA

19 PT Semen Indonesia (Persero) Tbk.

SMGR


20 PT Telekomunikasi Indonesia (Persero) Tbk.

TLKM

21 PT United Tractor (Persero) Tbk.

UNTR

22 PT Unilever Tbk.

UNVR

44

LAMPIRAN 2
DATA PENELITIAN
Nama
Perusahaan


Tahun

R-squared

DA

Growth

Capital
Rationing

Market
Capitalization
(Trilyun Rp)

logmcap

DIVMKTCAP

AALI


2009

0.844

0.151

-0.09

4.892

35.892

13.555

0.03

2010

0.728


0.152

0.191

4.853

41.335

13.616

0.032

2011

0.113

0.174

0.218


3.529

34.236

13.534

0.046

2012

0.442

0.246

0.073

2.748

31.08


13.492

0.035

2013

0.005

0.314

0.096

2.96

39.6

13.598

0.021


2009

0.889

0.587

0.489

1.893

55.336

13.743

0.017

2011

0.906

0.568

0.465

1.672

56.615

13.753

0.049

2012

0.576

0.552

-0.004

1.338

50.858

13.706

0.014

2013

0.074

0.526

0.12

0.947

34.865

13.542

0.026

2009

0.779

0.45

0.015

2.029

140.478

14.148

0.032

2010

0.409

0.478

0.319

2.426

220.838

14.344

0.029

2011

0.545

0.503

0.251

2.445

299.578

14.477

0.027

2012

0.284

0.507

0.157

2.195

307.675

14.488

0.028

2013

0.021

0.504

0.031

1.677

250.998

14.4

0.035

2009

0.482

0.901

0.177

1.321

118.459

14.074

0.023

2010

0.016

0.895

0.027

1.377

156.317

14.194

0.018

2011

0.937

0.89

0.215

1.402

195.397

14.291

0.014

2012

0.044

0.883

0.145

1.385

222.264

14.347

0.013

2013

0.731

0.871

0.162

1.344

234.476

14.37

0.013

2009

0.534

0.917

0.177

1.049

29.94

13.476

0.029

2010

0.19

0.867

0.091

1.154

71.541

13.855

0.017

2011

0.176

0.873

0.092

1.108

70.156

13.846

0.016

2012

0.837

0.869

0.095

1.074

68.31

13.834

0.031

2013

0.797

0.877

0.158

1.065

72.926

13.863

0.037

ADRO

ASII

BBCA

BBNI

45

BBRI

BDMN

BMRI

GGRM

INDF

INTP

2009

0.689

0.914

0.26

1.255

108.052

14.034

0.017

2010

0.342

0.909

0.299

1.276

148.358

14.171

0.011

2011

0.829

0.894

0.075

1.272

177.799

14.25

0.018

2012

0.136

0.882

0.075

1.214

183.067

14.263

0.032

2013

0.888

0.873

0.169

1.178

190.969

14.281

0.035

2009

0.854

0.839

0.098

1.292

44.737

13.651

0.02

2010

0.085

0.843

-0.005

1.318

56.197

13.75

0.021

2011

0.519

0.819

0.177

1.137

45.16

13.655

0.025

2012

0.249

0.816

0.116

1.215

62.232

13.794

0.022

2013

0.103

0.829

0.076

1.054

41.58

13.619

0.034

2009

0.805

0.911

0.098

1.25

133.731

14.126

0.025

2010

0.532

0.906

-0.005

1.318

185.118

14.267

0.022

2011

0.098

0.886

0.177

1.263

207.854

14.318

0.016

2012

0.572

0.88

0.116

1.272

249.425

14.397

0.025

2013

0.884

0.879

0.076

1.209

241.727

14.383

0.03

2009

0.582

0.325

0.09

1.848

41.464

13.618

0.03

2010

0.893

0.306

0.143

2.81

76.964

13.886

0.022

2011

0.454

0.372

0.111

3.426

119.39

14.077

0.016

2012

0.336

0.359

0.171

2.969

108.326

14.035

0.014

2013

0.083

0.421

0.131

2.012

80.812

13.907

0.019

2009

0.532

0.616

-0.036

1.388

31.171

13.494

0.026

2010

0.352

0.474

0.027

1.38

42.805

13.631

0.027

2011

0.487

0.41

0.18

1.164

40.39

13.606

0.038

2012

0.871

0.424

0.104

1.29

51.365

13.711

0.032

2013

0.071

0.509

0.153

1.251

57.951

13.763

0.022

2009

0.12

0.194

0.081

3.992

50.433

13.703

0.016

2010

0.041

0.146

0.053

3.972

58.716

13.769

0.016

2011

0.623

0.133

0.247

3.591

62.765

13.798

0.017

2013

0.784

0.136

0.081

2.904

73.625

13.867

0.045

46

ITMG

JSMR

KLBF

LPKR

LSIP

PGAS

2009

0.781

0.343

-0.017

3.532

35.932

13.555

0.062

2010

0.186

0.338

0.058

6.191

57.344

13.758

0.024

2012

0.031

0.328

0.092

3.584

46.948

13.672

0.075

2013

0.324

0.308

0.134

2.193

32.203

13.508

0.07

2009

0.901

0.521

0.094

1.282

12.308

13.09

0.049

2010

0.703

0.559

0.186

1.788

23.29

13.367

0.031

2011

0.58

0.569

0.506

1.901

28.56

13.456

0.019

2012

0.487

0.605

0.398

2.102

37.06

13.569

0.017

2013

0.813

0.617

0.135

1.75

32.13

13.507

0.017

2009

0.782

0.261

0.154

2.298

13.203

13.121

0.019

2010

0.613

0.179

0.125

4.873

33.007

13.519

0.022

2011

0.008

0.213

0.067

4.386

34.53

13.538

0.028

2012

0.834

0.217

0.25

5.933

53.827

13.731

0.018

2013

0.354

0.249

0.173

5.427

58.594

13.768

0.014

2010

0.89

0.494

0.218

1.467

15.729

13.197

0.011

2011

0.487

0.485

0.341

1.321

15.266

13.184

0.012

2012

0.018

0.539

0.47

1.469

23.13

13.364

0.012

2013

0.802

0.547

0.082

1.22

21.049

13.323

0.015

2009

0.924

0.213

-0.168

1.997

8.643

12.937

0.025

2011

0.519

0.14

0.304

2.291

14.61

13.165

0.044

2012

0.18

0.168

-0.101

2.146

14.935

13.174

0.029

2013

0.169

0.171

-0.018

1.742

12.532

13.098

0.024

2009

0.541

0.555

0.409

15.295

421.838

14.625

0.009

2010

0.041

0.529

0.097

3.902

108.211

14.034

0.035

2011

0.011

0.448

-0.01

2.967

77.643

13.89

0.042

2012

0.572

0.397

0.275

3.374

112.49

14.051

0.044

2013

0.635

0.375

0.476

2.419

109.433

14.039

0.047

47

PTBA

SMGR

TLKM

UNTR

UNVR

2009

0.388

0.284

0.24

5.204

39.746

13.599

0.031

2010

0.044

0.262

-0.116

2011

0.645

0.291

0.338

6.324

52.88

13.723

0.023

3.764

39.977

13.602

0.046

2012

0.047

0.332

0.096

3.065

34.792

13.541

0.048

2013

0.25

0.353

-0.033

2.366

23.502

13.371

0.045

2009

0.545

0.203

0.178

3.661

44.783

13.651

0.041

2010
2011

0.615

0.22

-0.003

3.822

56.053

13.749

0.032

0.834

0.257

0.142

3.711

67.916

13.832

0.029

2012

0.242

0.317

0.197

3.854

94.015

13.973

0.023

2013

0.711

0.293

0.25

3.024

83.931

13.924

0.029

2009

0.156

0.495

0.115

1.467

95.256

13.979

0.03

2010

0.229

0.439

0.014

1.236

80.136

13.904

0.041

2011

0.691

0.408

0.038

1.098

71.064

13.852

0.053

2012

0.667

0.398

0.083

1.217

91.224

13.96

0.048

2013

0.179

0.395

0.075

1.919

195.048

14.29

0.048

2009

0.508

0.428

0.048

2.541

51.56

13.712

0.03

2010

0.108

0.456

0.276

3.121

79.17

13.899

0.018

2011

0.26

0.399

0.475

2.471

98.278

13.992

0.024

2012

0.604

0.358

0.016

1.819

73.476

13.866

0.031

2013

0.026

0.379

-0.088

1.614

70.865

13.85

0.027

2009

0.037

0.505

0.171

11.769

84.312

13.926

0.037

2010

0.193

0.535

0.079

15.003

125.895

14.1

0.027

2012

0.304

0.669

0.163

13.943

159.086

14.202

0.03

2013

0.477

0.677

0.127

15.539

198.38

14.297

0.027

48

LAMPIRAN 3
OUTPUT SPSS: UJI ASUMSI KLASIK
Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N

104

Normal Parameters

Mean

a,b

.0000000

Std. Deviation

Most Extreme Differences

.01199314

Absolute

.104

Positive

.104

Negative

-.065

Kolmogorov-Smirnov Z

1.065

Asymp. Sig. (2-tailed)

.206

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

Uji Multikolinearitas
Coefficients
Model

Unstandardized Coefficients

a

Standardized

t

Sig.

Collinearity Statistics

Coefficients
B

Std. Error

(Constant)

Beta

-.010

.055

.001

.004

DA

-.017

Growth

Tolerance

VIF

-.181

.857

.027

.278

.782

.953

1.050

.006

-.328

-2.819

.006

.671

1.491

-.016

.009

-.163

-1.676

.097

.959

1.043

CR

.000

.000

-.081

-.777

.439

.826

1.210

logmcap

.004

.004

.100

.867

.388

.676

1.479

rsquared
1

a. Dependent Variable: DIVMKTCAP

Uji Autokorelasi
b

Model Summary
Model

1

R

.332

R Square

a

Adjusted R

Std. Error of the

Square

Estimate

.110

.065

a. Predictors: (Constant), logmcap, rsquared, Growth, CR, DA
b. Dependent Variable: DIVMKTCAP

49

.01230

Durbin-Watson

1.022

LAMPIRAN 4
OUTPUT SPSS: PENGUJIAN HIPOTESIS
Uji Goodness of Fit (Adjusted R2)
b

Model Summary
Model

1

R

R Square

.332

a

Adjusted R

Std. Error of the

Square

Estimate

.110

.065

.01230

a. Predictors: (Constant), VAR00008, VAR00003, VAR00005,
VAR00006, VAR00004
b. Dependent Variable: VAR00009

F-Tests
a

ANOVA
Model

1

Sum of Squares

df

Mean Square

Regression

.002

5

.000

Residual

.015

98

.000

Total

.017

103

F

Sig.

2.432

.040

b

a. Dependent Variable: VAR00009
b. Predictors: (Constant), VAR00008, VAR00003, VAR00005, VAR00006, VAR00004

T-Tests
Coefficients
Model

Unstandardized Coefficients

a

Standardized

t

Sig.

Coefficients
B

Std. Error

(Constant)

-.010

.055

VAR00003

.001

.004

VAR00004

-.017

VAR00005

Beta
-.181

.857

.027

.278

.782

.006

-.328

-2.819

.006

-.016

.009

-.163

-1.676

.097

VAR00006

.000

.000

-.081

-.777

.439

VAR00008

.004

.004

.100

.867

.388

1

a. Dependent Variable: VAR00009

50

LAMPIRAN 5
OUTPUT SPSS: R-squared 2009-2013
PT Astra Agro Lestari Tbk.
Model

R

1

.919a

Model

R

1

.853a

Model

R

1

.336a

Model

R

1

.665a

Model

R

1

.071a

Model Summary
R Square
Adjusted R
Square
.844
.838
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.728
.719
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.113
.081
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.442
.422
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.005
-.032
a. Predictors: (Constant), VAR00002

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
512.06706

B
(Constant)
-10991.431
1
VAR00002
11.209
a. Dependent Variable: VAR00001

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
269.91032

B
(Constant)
-13595.909
1
VAR00002
9.724
a. Dependent Variable: VAR00001

B
(Constant)
62817.466
1
VAR00002
-9.711
a. Dependent Variable: VAR00001

B
(Constant)
39557.489
1
VAR00002
-4.341
a. Dependent Variable: VAR00001

Std. Error
4701.609
.938

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
1388.86064

Std. Error
21450.266
5.151

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
395.28555

Std. Error
4183.845
1.104

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
816.34497

Std. Error
2585.267
.927

B
(Constant)
38726.768
1
VAR00002
-2.210
a. Dependent Variable: VAR00001

51

Std. Error
29015.702
5.951

Standardized
Coefficients
Beta
.919

Standardized
Coefficients
Beta
.853

Standardized
Coefficients
Beta
-.336

Standardized
Coefficients
Beta
-.665

Standardized
Coefficients
Beta
-.071

t

Sig.

-4.252
12.087

t

.000
.000

Sig.

-3.250
8.808

t

.003
.000

Sig.

2.929
-1.885

t

.007
.070

Sig.

8.414
-4.627

t

.000
.000

Sig.

1.335
-.371

.193
.713

PT Adaro Energy Tbk.
Model

R

1

.943a

Model

R

1

.001a

Model

R

1

.952a

Model

R

1

.759a

Model
1

R
.272

a

Model Summary
R Square
Adjusted R
Square
.889
.885
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.000
-.034
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.906
.903
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.576
.560
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Square
.074
.038
a. Predictors: (Constant), VAR00002

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
45.07278

B
(Constant)
-1052.004
1
VAR00002
1.093
a. Dependent Variable: VAR00001

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
47.95599

B
(Constant)
2274.529
1
VAR00002
-.001
a. Dependent Variable: VAR00001

B
(Constant)
-1436.608
1
VAR00002
.778
a. Dependent Variable: VAR00001

B
(Constant)
4485.862
1
VAR00002
-.654
a. Dependent Variable: VAR00001

Std. Error
540.101
.108

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
93.96355

Std. Error
198.057
.048

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
40.40840

Std. Error
709.518
.188

Coefficientsa
Unstandardized Coefficients

Model
Std. Error of the
Estimate
24.60050

Std. Error
201.987
.072

B
(Constant)
-1288.986
1
VAR00002
.485
a. Dependent Variable: VAR00001

52

Std. Error
1643.844
.337

Standardized
Coefficients
Beta
.943

Standardized
Coefficients
Beta

t

-5.208
15.247

t

.952

Standardized
Coefficients
Beta
-.759

Standardized
Coefficients
Beta
.272

.000
.000

Sig.

3.206
-.003

-.001

Standardized
Coefficients
Beta

Sig.

t

.003
.998

Sig.

-7.254
16.155

t

.000
.000

Sig.

8.306
-6.051

t

.000
.000

Sig.

-.784
1.441

.440
.162

PT Astra International Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.882
.779
.771
1402.50409
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.639
.409
.388
1477.87818
a. Predictors: (Constant), VAR00002

B
(Constant)
-33575.014
1
VAR00002
27.437
a. Dependent Variable: VAR00001

Std. Error
7832.151
2.814

.882

Coefficients
Unstandardized Coefficients

Model

Model Summary
R
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.738
.545
.528
1516.38559
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.533
.284
.258
264.92317
a. Predictors: (Constant), VAR00002

Std. Error
40999.005
10.740

Coefficients
Unstandardized Coefficients

Model

B
(Constant)
-27270.449
1
VAR00002
23.859
a. Dependent Variable: VAR00001
Model

Standardized
Coefficients
Beta
.738

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.146
.021
-.016
177.21476
a. Predictors: (Constant), VAR00002

Model

R

B
(Constant)
5409.917
1
VAR00002
.449
a. Dependent Variable: VAR00001

53

Std. Error
2927.263
.597

t

-3.066
4.477

Sig.

.005
.000

t

-1.570
5.687

Sig.

.128
.000

a

Standardized
Coefficients
Beta

Std. Error
3151.051
.629

Coefficients
Unstandardized Coefficients

.000
.000

a

R

B
(Constant)
17696.747
1
VAR00002
-2.060
a. Dependent Variable: VAR00001

Standardized
Coefficients
Beta
.639

Std. Error
17366.583
4.196

Coefficients
Unstandardized Coefficients

-4.287
9.749

Sig.

a

R

B
(Constant)
-125697.660
1
VAR00002
48.081
a. Dependent Variable: VAR00001

t

-.533

t

5.616
-3.276

Sig.

.000
.003

a

Standardized
Coefficients
Beta
.146

t

1.848
.752

Sig.

.076
.459

PT Bank Central Asia Tbk.

Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.695
.482
.465
183.22466
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.125
.016
-.018
160.05649
a. Predictors: (Constant), VAR00002

B
(Constant)
1121.202
1
VAR00002
1.512
a. Dependent Variable: VAR00001

Std. Error
821.290
.291

Coefficients
Unstandardized Coefficients

Model

.695

Standardized
Coefficients
Beta

Model Summary
R
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.968
.937
.934
101.08196
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.209
.044
.010
115.21494
a. Predictors: (Constant), VAR00002

Std. Error
4467.085
1.170

Coefficients
Unstandardized Coefficients

Model

B
(Constant)
-2053.888
1
VAR00002
2.402
a. Dependent Variable: VAR00001
Model

-.125

Standardized
Coefficients
Beta
.968

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.855
.731
.721
159.40579
a. Predictors: (Constant), VAR00002

Std. Error
1354.864
.267

Coefficients
Unstandardized Coefficients

Model

R

B
(Constant)
-5614.547
1
VAR00002
3.405
a. Dependent Variable: VAR00001

54

Std. Error
1956.502
.405

t

2.300
-.677

Sig.

.029
.504

t

-4.286
19.969

Sig.

.000
.000

a

R

B
(Constant)
9394.456
1
VAR00002
.302
a. Dependent Variable: VAR00001

.183
.000

a

Std. Error
479.229
.120

Coefficients
Unstandardized Coefficients

1.365
5.199

Sig.

a

R

B
(Constant)
10272.419
1
VAR00002
-.792
a. Dependent Variable: VAR00001

t

.209

t

6.934
1.131

Sig.

.000
.268

a

Standardized
Coefficients
Beta
.855

t

-2.870
8.412

Sig.

.008
.000

PT Bank Negara Indonesia (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.731
.534
.518
45.78101
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.436
.190
.162
87.43735
a. Predictors: (Constant), VAR00002

B
1072.237
(Constant)
1
VAR00002
.439
a. Dependent Variable: VAR00001

Std. Error
213.607
.076

Coefficients
Unstandardized Coefficients

Model

.731

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.419
.176
.146
56.44546
a. Predictors: (Constant), VAR00002

Std. Error
2267.715
.594

Coefficients
Unstandardized Coefficients

Model

.436

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.915
.837
.831
89.57778
a. Predictors: (Constant), VAR00002

Std. Error
1513.183
.363

Coefficients
Unstandardized Coefficients

Model

.419

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.893
.797
.789
63.05025
a. Predictors: (Constant), VAR00002

Std. Error
1074.465
.219

Coefficients
Unstandardized Coefficients

Model

R

B
-2669.327
(Constant)
1
VAR00002
1.590
a. Dependent Variable: VAR00001

55

Std. Error
746.410
.155

t

-.897
2.607

Sig.

.377
.014

t

.176
2.445

Sig.

.862
.021

a

R

B
(Constant)
-7476.171
1
VAR00002
2.537
a. Dependent Variable: VAR00001

.000
.000

a

R

B
(Constant)
266.039
1
VAR00002
.888
a. Dependent Variable: VAR00001

5.020
5.765

Sig.

a

R

B
(Constant)
-2034.899
1
VAR00002
1.549
a. Dependent Variable: VAR00001

t

.915

t

-6.958
11.557

Sig.

.000
.000

a

Standardized
Coefficients
Beta
.893

t

-3.576
10.293

Sig.

.001
.000

PT Bank Rakyat Indonesia (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.830
.689
.677
179.14401
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.585
.342
.320
133.35914
a. Predictors: (Constant), VAR00002

B
(Constant)
240.697
1
VAR00002
2.963
a. Dependent Variable: VAR00001

Std. Error
1062.825
.383

Coefficients
Unstandardized Coefficients

Model

.830

Standardized
Coefficients
Beta

Model Summary
R
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.911
.829
.823
48.82242
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.368
.136
.102
191.80750
a. Predictors: (Constant), VAR00002

Std. Error
2132.370
.562

Coefficients
Unstandardized Coefficients

Model

B
(Constant)
101.997
1
VAR00002
1.655
a. Dependent Variable: VAR00001
Model

.585

Standardized
Coefficients
Beta
.911

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.942
.888
.883
118.84148
a. Predictors: (Constant), VAR00002

Std. Error
1811.405
.381

Coefficients
Unstandardized Coefficients

Model

R

B
(Constant)
-8579.234
1
VAR00002
3.805
a. Dependent Variable: VAR00001

56

Std. Error
1251.357
.261

t

-.919
3.886

Sig.

.365
.001

t

.172
11.448

Sig.

.865
.000

a

R

B
(Constant)
5071.626
1
VAR00002
.769
a. Dependent Variable: VAR00001

.823
.000

a

Std. Error
593.456
.145

Coefficients
Unstandardized Coefficients

.226
7.731

Sig.

a

R

B
(Constant)
-1960.579
1
VAR00002
2.186
a. Dependent Variable: VAR00001

t

.368

t

2.800
2.020

Sig.

.010
.054

a

Standardized
Coefficients
Beta
.942

t

-6.856
14.604

Sig.

.000
.000

PT Bank Danamon Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.924
.854
.849
115.96651
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.290
.084
.052
96.63960
a. Predictors: (Constant), VAR00002

B
(Constant)
-1967.079
1
VAR00002
2.506
a. Dependent Variable: VAR00001

Std. Error
546.691
.192

Coefficients
Unstandardized Coefficients

Model

.924

Standardized
Coefficients
Beta

Model Summary
R
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.720
.519
.501
652.20085
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.499
.249
.222
226.67310
a. Predictors: (Constant), VAR00002

Std. Error
664.848
.182

Coefficients
Unstandardized Coefficients

Model

B
(Constant)
-34325.824
1
VAR00002
9.649
a. Dependent Variable: VAR00001
Model

-.290

Standardized
Coefficients
Beta
.720

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.320
.103
.065
87.72541
a. Predictors: (Constant), VAR00002

Std. Error
2669.219
.526

Coefficients
Unstandardized Coefficients

Model

R

B
(Constant)
1913.813
1
VAR00002
.481
a. Dependent Variable: VAR00001

57

Std. Error
1422.632
.290

t

11.066
-1.629

Sig.

.000
.114

t

-4.687
5.393

Sig.

.000
.000

a

R

B
(Constant)
14236.753
1
VAR00002
-1.601
a. Dependent Variable: VAR00001

.001
.000

a

Std. Error
7323.785
1.789

Coefficients
Unstandardized Coefficients

-3.598
13.039

Sig.

a

R

B
(Constant)
7356.876
1
VAR00002
-.296
a. Dependent Variable: VAR00001

t

-.499

t

5.334
-3.044

Sig.

.000
.005

a

Standardized
Coefficients
Beta
.320

t

1.345
1.657

Sig.

.191
.110

PT Bank Mandiri (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.897
.805
.798
100.07927
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.730
.532
.516
85.98016
a. Predictors: (Constant), VAR00002

B
11.870
(Constant)
1
VAR00002
1.873
a. Dependent Variable: VAR00001

Std. Error
495.719
.178

Coefficients
Unstandardized Coefficients

Model

.897

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.313
.098
.066
155.73655
a. Predictors: (Constant), VAR00002

Std. Error
1956.742
.513

Coefficients
Unstandardized Coefficients

Model

.730

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.756
.572
.556
230.52102
a. Predictors: (Constant), VAR00002

Std. Error
3486.661
.838

Coefficients
Unstandardized Coefficients

Model

.313

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.940
.884
.881
109.88371
a. Predictors: (Constant), VAR00002

Std. Error
2765.046
.565

Coefficients
Unstandardized Coefficients

Model

R

B
-2801.377
(Constant)
1
VAR00002
2.603
a. Dependent Variable: VAR00001

58

Std. Error
808.991
.175

t

-2.132
5.745

Sig.

.042
.000

t

.297
1.745

Sig.

.769
.092

a

R

B
-6237.963
(Constant)
1
VAR00002
3.331
a. Dependent Variable: VAR00001

.981
.000

a

R

B
1034.418
(Constant)
1
VAR00002
1.462
a. Dependent Variable: VAR00001

.024
10.551

Sig.

a

R

B
-4171.995
(Constant)
1
VAR00002
2.949
a. Dependent Variable: VAR00001

t

.756

t

-2.256
5.897

Sig.

.033
.000

a

Standardized
Coefficients
Beta
.940

t

-3.463
14.901

Sig.

.002
.000

PT Gudang Garam Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.763
.582
.568
918.31545
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.945
.893
.889
923.02786
a. Predictors: (Constant), VAR00002

B
-9148.538
(Constant)
1
VAR00002
14.894
a. Dependent Variable: VAR00001

Std. Error
6726.323
2.343

Coefficients
Unstandardized Coefficients

Model

.763

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.674
.454
.434
2879.58571
a. Predictors: (Constant), VAR00002

Std. Error
6183.006
1.591

Coefficients
Unstandardized Coefficients

Model

.945

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.579
.336
.312
1522.37876
a. Predictors: (Constant), VAR00002

Std. Error
40765.910
10.007

Coefficients
Unstandardized Coefficients

Model

-.674

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.288
.083
.050
666.99887
a. Predictors: (Constant), VAR00002

Std. Error
10613.611
2.286

Coefficients
Unstandardized Coefficients

Model

R

B
41301.016
(Constant)
1
VAR00002
2.431
a. Dependent Variable: VAR00001

59

Std. Error
7554.113
1.530

t

-7.768
15.561

Sig.

.000
.000

t

6.190
-4.823

Sig.

.000
.000

a

R

B
8073.376
(Constant)
1
VAR00002
8.601
a. Dependent Variable: VAR00001

.184
.000

a

R

B
252323.716
(Constant)
1
VAR00002
-48.269
a. Dependent Variable: VAR00001

-1.360
6.356

Sig.

a

R

B
-48027.026
(Constant)
1
VAR00002
24.763
a. Dependent Variable: VAR00001

t

.579

t

.761
3.762

Sig.

.453
.001

a

Standardized
Coefficients
Beta
.288

t

5.467
1.589

Sig.

.000
.123

PT Indofood Sukses Makmur Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.981
.963
.962
1810.94879
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.594
.352
.330
130.15552
a. Predictors: (Constant), VAR00002

B
-54094.284
(Constant)
1
VAR00002
20.861
a. Dependent Variable: VAR00001

Std. Error
2260.903
.785

Coefficients
Unstandardized Coefficients

Model

.981

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.698
.487
.468
78.97330
a. Predictors: (Constant), VAR00002

Std. Error
2408.875
.633

Coefficients
Unstandardized Coefficients

Model

.594

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.933
.871
.866
155.45784
a. Predictors: (Constant), VAR00002

Std. Error
381.048
.094

Coefficients
Unstandardized Coefficients

Model

.698

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.267
.071
.034
123.69026
a. Predictors: (Constant), VAR00002

Std. Error
618.260
.125

Coefficients
Unstandardized Coefficients

Model

R

B
9797.603
(Constant)
1
VAR00002
-.584
a. Dependent Variable: VAR00001

60

Std. Error
2072.759
.422

t

-1.713
3.973

Sig.

.097
.000

t

7.461
5.065

Sig.

.000
.000

a

R

B
-1392.394
(Constant)
1
VAR00002
1.719
a. Dependent Variable: VAR00001

.000
.000

a

R

B
2842.901
(Constant)
1
VAR00002
.478
a. Dependent Variable: VAR00001

-23.926
26.587

Sig.

a

R

B
-4127.103
(Constant)
1
VAR00002
2.514
a. Dependent Variable: VAR00001

t

.933

t

-2.252
13.756

Sig.

.032
.000

a

Standardized
Coefficients
Beta
-.267

t

4.727
-1.386

Sig.

.000
.178

PT Indocement Tunggal Prakarsa Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.346
.120
.087
1477.29466
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.202
.041
.008
318.33876
a. Predictors: (Constant), VAR00002

B
2417.335
(Constant)
1
VAR00002
4.648
a. Dependent Variable: VAR00001

Std. Error
6809.819
2.424

Coefficients
Unstandardized Coefficients

Model

.346

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.789
.623
.609
292.61618
a. Predictors: (Constant), VAR00002

Std. Error
7676.980
2.014

Coefficients
Unstandardized Coefficients

Model

-.202

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.009
.000
-.037
972.55652
a. Predictors: (Constant), VAR00002

Std. Error
2104.414
.514

Coefficients
Unstandardized Coefficients

Model

.789

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.885
.784
.775
364.17806
a. Predictors: (Constant), VAR00002

Std. Error
11836.826
2.332

Coefficients
Unstandardized Coefficients

Model

R

B
-33072.414
(Constant)
1
VAR00002
11.354
a. Dependent Variable: VAR00001

61

Std. Error
5859.189
1.193

t

3.325
-1.110

Sig.

.002
.276

t

1.891
6.684

Sig.

.069
.000

a

R

B
24503.853
(Constant)
1
VAR00002
.111
a. Dependent Variable: VAR00001

.725
.066

a

R

B
3978.979
(Constant)
1
VAR00002
3.433
a. Dependent Variable: VAR00001

.355
1.918

Sig.

a

R

B
25527.724
(Constant)
1
VAR00002
-2.235
a. Dependent Variable: VAR00001

t

.009

t

2.070
.047

Sig.

.048
.962

a

Standardized
Coefficients
Beta
.885

t

-5.645
9.513

Sig.

.000
.000

PT Indo Tambangraya Megah Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.884
.781
.774
958.71980
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.431
.186
.158
1595.11993
a. Predictors: (Constant), VAR00002

B
-21445.809
(Constant)
1
VAR00002
20.894
a. Dependent Variable: VAR00001

Std. Error
5758.929
2.052

Coefficients
Unstandardized Coefficients

Model

.884

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.425
.181
.150
1015.22219
a. Predictors: (Constant), VAR00002

Std. Error
11282.586
3.092

Coefficients
Unstandardized Coefficients

Model

.431

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.177
.031
-.005
1990.05336
a. Predictors: (Constant), VAR00002

Std. Error
13601.314
3.303

Coefficients
Unstandardized Coefficients

Model

.425

Standardized
Coefficients
Beta

Model Summary
Adjusted R
Std. Error of the
R
R Square
Square
Estimate
a
.569
.324
.299
730.48033
a. Predictors: (Constant), VAR00002

Std. Error
22996.095
4.694

Coefficients
Unstandardized Coefficients

Model

B
-6478.043
(Constant)
1
VAR00002
6.435
a. Dependent Variable: VAR00001

62

Std. Error
8647.675
1.790

.001
.000

t

Sig.

1.642
2.575

.111
.015

t

Sig.

.693
2.440

.494
.022

a

R

B
15897.369
(Constant)
1
VAR00002
4.374
a. Dependent Variable: VAR00001

-3.724
10.181

a

R

B
9428.110
(Constant)
1
VAR00002
8.061
a. Dependent Variable: VAR00001

Sig.

a

R

B
18531.405
(Constant)
1
VAR00002
7.963
a. Dependent Variable: VAR00001

t

t

Sig.

.691
.932

.177

.495
.360

a

Standardized
Coefficients
Beta
.569

t

-.749
3.595

Sig.

.460
.001

PT Jasa Marga (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.949
.901
.898
25.07102
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.839
.703
.693
62.16825
a. Predictors: (Constant), VAR00002

B
-292.007
(Constant)
1
VAR00002
.813
a. Dependent Variable: VAR00001

Std. Error
139.249
.050

Coefficients
Unstandardized Coefficients

Model

.949

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.761
.580
.564
109.52963
a. Predictors: (Constant), VAR00002

Std. Error
625.672
.163

Coefficients
Unstandardized Coefficients

Model

.839

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.698
.487
.468
99.19753
a. Predictors: (Constant), VAR00002

Std. Error
570.564
.141

Coefficients
Unstandardized Coefficients

Model

.761

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.902
.813
.806
119.02018
a. Predictors: (Constant), VAR00002

Std. Error
1137.728
.226

Coefficients
Unstandardized Coefficients

Model

R

B
-5602.035
(Constant)
1
VAR00002
2.392
a. Dependent Variable: VAR00001

63

Std. Error
1020.636
.217

t

-2.707
8.291

Sig.

.011
.000

t

3.135
6.103

Sig.

.004
.000

a

R

B
862.552
(Constant)
1
VAR00002
1.143
a. Dependent Variable: VAR00001

.045
.000

a

R

B
1788.757
(Constant)
1
VAR00002
.859
a. Dependent Variable: VAR00001

-2.097
16.246

Sig.

a

R

B
-1693.726
(Constant)
1
VAR00002
1.352
a. Dependent Variable: VAR00001

t

.698

t

.758
5.065

Sig.

.455
.000

a

Standardized
Coefficients
Beta
.902

t

-5.489
11.034

Sig.

.000
.000

PT Kalbe Farma Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.884
.782
.775
78.70098
a. Predictors: (Constant), VAR00002

Coefficients
Unstandardized Coefficients

Model

a

Standardized
Coefficients
Beta

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.783
.613
.600
51.85922
a. Predictors: (Constant), VAR00002

B
-4529.450
(Constant)
1
VAR00002
2.288
a. Dependent Variable: VAR00001

Std. Error
651.173
.224

Coefficients
Unstandardized Coefficients

Model

.884

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.088
.008
-.026
70.23979
a. Predictors: (Constant), VAR00002

Std. Error
949.250
.249

Coefficients
Unstandardized Coefficients

Model

.783

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.913
.834
.828
30.66970
a. Predictors: (Constant), VAR00002

Std. Error
640.074
.165

Coefficients
Unstandardized Coefficients

Model

-.088

Standardized
Coefficients
Beta

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.595
.354
.329
29.61216
a. Predictors: (Constant), VAR00002

Std. Error
173.980
.035

Coefficients
Unstandardized Coefficients

Model

R

B
-547.456
(Constant)
1
VAR00002
.436
a. Dependent Variable: VAR00001

64

Std. Error
568.560
.115

t

-3.207
6.784

Sig.

.003
.000

t

6.526
-.476

Sig.

.000
.638

a

R

B
-592.535
(Constant)
1
VAR00002
.403
a. Dependent Variable: VAR00001

.000
.000

a

R

B
4177.262
(Constant)
1
VAR00002
-.079
a. Dependent Variable: VAR00001

-6.956
10.208

Sig.

a

R

B
-3044.499
(Constant)
1
VAR00002
1.691
a. Dependent Variable: VAR00001

t

.913

t

-3.406
11.633

Sig.

.002
.000

a

Standardized
Coefficients
Beta
.595

t

-.963
3.775

Sig.

.344
.001

PT Lippo Karawaci Tbk.
Model
1

Model
1

Model
1

Model
1

Model Summary
R
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.943
.890
.886
16.63637
a. Predictors: (Constant), VAR00002

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.698
.487
.466
33.36719
a. Predictors: (Constant), VAR00002

Model

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.134
.018
-.018
77.82434
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.895
.802
.795
24.23785
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

1

(Constant)
VAR00002

65

Coefficients
Unstandardized Coefficients

a

t

Sig.

-.547

.589

.196
.013
.943
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-1588.987
507.741

15.292

.000

t

Sig.

-3.130

.004

.605
.124
.698
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
526.429
804.041

4.871

.000

t

Sig.

.655

.518

.126
.179
.134
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-3284.681
403.015

.704

.487

t

Sig.

-8.150

.000

10.834

.000

B
-25.964

Std. Error
47.483

Standardized
Coefficients
Beta

.858
.079
.895
a. Dependent Variable: VAR00001

PT PP London Sumatra Indonesia Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.961
.924
.922
213.91545
a. Predictors: (Constant), VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.654
.428
.408
32.62952
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.720
.519
.501
152.56596
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.425
.180
.150
151.41390
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.411
.169
.136
70.38005
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

1

(Constant)
VAR00002

66

Coefficients
Unstandardized Coefficients

a

Standardized
Coefficients
Beta

B
Std. Error
-8669.614
973.663
6.255
.344
.961
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-660.152
655.214
.801
.172
.654
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-2340.594
922.046
1.221
.226
.720
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
3699.443
799.699
-.389
.159
-.425
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
4991.570
1179.405
-.541
.240
-.411
a. Dependent Variable: VAR00001

t

Sig.

-8.904
18.177

.000
.000

t

Sig.

-1.008
4.660

.322
.000

t

Sig.

-2.538
5.394

.017
.000

t

Sig.

4.626
-2.438

.000
.022

t

Sig.

4.232
-2.254

.000
.033

PT Perusahaan Gas Negara (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.736
.541
.525
63.00205
a. Predictors: (Constant), VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.204
.041
.008
32.11873
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.105
.011
-.026
96.18645
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.756
.572
.556
140.22045
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.797
.635
.621
90.87512
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

1

(Constant)
VAR00002

67

Coefficients
Unstandardized Coefficients

a

Standardized
Coefficients
Beta

B
Std. Error
1225.119
459.143
.924
.161
.736
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
4234.553
226.158
-.065
.058
-.204
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
3470.607
456.020
.063
.114
.105
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-8988.914
2492.490
3.013
.501
.756
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-1685.064
1003.189
1.426
.208
.797
a. Dependent Variable: VAR00001

t

Sig.

2.668
5.746

.013
.000

t

Sig.

18.724
-1.120

.000
.272

t

Sig.

7.611
.549

.000
.588

t

Sig.

-3.606
6.008

.001
.000

t

Sig.

-1.680
6.847

.105
.000

PT Bukit Asam (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.623
.388
.367
343.37714
a. Predictors: (Constant), VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.209
.044
.011
296.73111
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.803
.645
.632
661.42011
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.216
.047
.011
425.66247
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.500
.250
.222
170.54824
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

1

(Constant)
VAR00002

68

Coefficients
Unstandardized Coefficients

a

Standardized
Coefficients
Beta

B
Std. Error
3086.623
3555.422
5.201
1.233
.623
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
16563.446
3870.087
1.165
1.013
.209
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-17349.737
4999.565
8.527
1.218
.803
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
20609.616
4858.465
-1.114
.968
-.216
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
3780.731
1882.717
1.173
.391
.500
a. Dependent Variable: VAR00001

t

Sig.

.868
4.217

.393
.000

t

Sig.

4.280
1.150

.000
.260

t

Sig.

-3.470
7.001

.002
.000

t

Sig.

4.242
-1.151

.000
.260

t

Sig.

2.008
3.000

.055
.006

PT Semen Indonesia (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.739
.545
.530
242.31354
a. Predictors: (Constant), VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.784
.615
.602
141.47404
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.913
.834
.828
200.86576
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.492
.242
.214
299.89690
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.843
.711
.701
312.25255
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

1

(Constant)
VAR00002

69

Coefficients
Unstandardized Coefficients

a

Standardized
Coefficients
Beta

B
Std. Error
-3014.685
2004.904
4.070
.690
.739
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
3815.816
858.787
1.498
.220
.784
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-21474.169
3062.564
8.304
.740
.913
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
8459.418
3439.613
2.004
.682
.492
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-10593.625
3190.785
5.523
.665
.843
a. Dependent Variable: VAR00001

t

Sig.

-1.504
5.898

.143
.000

t

Sig.

4.443
6.810

.000
.000

t

Sig.

-7.012
11.218

.000
.000

t

Sig.

2.459
2.936

.021
.007

t

Sig.

-3.320
8.306

.003
.000

PT Telekomunikasi Indonesia (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.395
.156
.127
130.51038
a. Predictors: (Constant), VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.478
.229
.202
112.60626
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.831
.691
.679
204.74805
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.817
.667
.655
263.23278
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.817
.667
.655
263.23278
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

1

(Constant)
VAR00002

70

Coefficients
Unstandardized Coefficients

a

Standardized
Coefficients
Beta

B
Std. Error
5690.319
928.477
.753
.325
.395
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-545.002
2775.849
2.133
.728
.478
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
423.911
960.494
1.866
.240
.831
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-18207.474
4027.544
5.942
.808
.817
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-18207.474
4027.544
5.942
.808
.817
a. Dependent Variable: VAR00001

t

Sig.

6.129
2.318

.000
.028

t

Sig.

-.196
2.933

.846
.007

t

Sig.

.441
7.763

.662
.000

t

Sig.

-4.521
7.355

.000
.000

t

Sig.

-4.521
7.355

.000
.000

PT United Tractor (Persero) Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.713
.508
.490
901.15197
a. Predictors: (Constant), VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.329
.108
.078
428.19025
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.510
.260
.234
1436.81128
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.777
.604
.589
433.97252
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.163
.026
-.010
654.35026
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

1

(Constant)
VAR00002

71

Coefficients
Unstandardized Coefficients

a

Standardized
Coefficients
Beta

B
Std. Error
-7546.099
4700.110
8.923
1.689
.713
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
16024.215
2904.686
1.490
.793
.329
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-56091.624
27360.908
20.662
6.579
.510
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
57501.457
6170.439
-7.924
1.236
-.777
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
7951.903
15847.524
2.786
3.253
.163
a. Dependent Variable: VAR00001

t

Sig.

-1.606
5.284

.120
.000

t

Sig.

5.517
1.878

.000
.070

t

Sig.

-2.050
3.140

.050
.004

t

Sig.

9.319
-6.413

.000
.000

t

Sig.

.502
.856

.620
.399

PT Unilever Tbk.
Model
1

Model
1

Model
1

Model
1

Model
1

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.192
.037
.004
1558.29841
a. Predictors: (Constant), VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.440
.193
.166
143.70573
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.015
.000
-.037
1231.96175
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.551
.304
.278
1699.61673
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

Model Summary
R Square
Adjusted R
Std. Error of the
Square
Estimate
a
.691
.477
.458
269.91082
a. Predictors: (Constant), VAR00002

1

(Constant)
VAR00002

Model

R

1

(Constant)
VAR00002

72

Coefficients
Unstandardized Coefficients

a

Standardized
Coefficients
Beta

B
Std. Error
7057.932
8078.167
3.061
2.899
.192
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
5470.945
3577.302
2.471
.937
.440
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
21164.544
9147.594
.183
2.348
.015
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
-1106.983
8976.596
6.143
1.790
.551
a. Dependent Variable: VAR00001
a
Coefficients
Unstandardized Coefficients
Standardized
Coefficients
B
Std. Error
Beta
3601.179
5298.001
5.351
1.078
.691
a. Dependent Variable: VAR00001

t

Sig.

.874
1.056

.389
.300

t

Sig.

1.529
2.636

.137
.013

t

Sig.

2.314
.078

.029
.938

t

Sig.

-.123
3.431

.903
.002

t

Sig.

.680
4.962

.502
.000