Analisis Pengaruh Diversifikasi Pendapatan Terhadap Kinerja Berbasis Pasar dan Risiko Berbasis Pasar pada Bank Go Public
LAMPIRAN 1
Pemilihan Bank Menurut Kriteria Berdasarkan Purposive Sampling
No.
Kode
Nama Bank
Kriteria
1
Kriteria
2
Sampel
terpilih
1
AGRO
Bank Rakyat Indonesia Agro Niaga Tbk
✓
Bank Agris Tbk
✓
X
✓
✓
x
2
AGRS
3
BABP
Bank MNC Internasional Tbk
✓
✓
✓
4
BACA
Bank Capital Indonesia Tbk
✓
✓
✓
5
BBCA
Bank Central Asia Tbk
✓
✓
✓
6
BBHI
Bank Harda Internasional Tbk
X
✓
x
7
BBKP
Bank Bukopin Tbk
✓
✓
✓
8
BBMD
Bank Mestika Dharma Tbk
X
✓
x
9
BBNI
Bank Negara Indonesia (Persero) Tbk
✓
✓
✓
10
BBNP
Bank Nusantara Parahyangan Tbk
✓
✓
✓
11
BBRI
Bank Rakyat Indonesia (Persero) Tbk
✓
✓
✓
12
BBTN
Bank Tabungan Negara (Persero) Tbk
✓
13
BBYB
Bank Yudha Bakti Tbk
✓
X
✓
✓
x
14
BCIC
Bank Mutiara Tbk
✓
✓
✓
15
BDMN
Bank Danamon Indonesia Tbk
✓
✓
✓
16
BEKS
Bank Pundi Indonesia Tbk
✓
✓
✓
17
BINA
Bank Ina Perdana Tbk
X
✓
x
18
BJBR
Bank Jabar Banten Tbk
X
✓
x
19
BJTM
Bank Pembangunan Daerah Jawa Timur Tbk
X
✓
x
20
BKSW
Bank Kesawan Tbk
✓
✓
✓
21
BMAS
Bank Maspion Indonesia Tbk
X
✓
x
22
BMRI
Bank Mandiri (Persero) Tbk
✓
✓
✓
23
BNBA
Bank Bumi Arta Tbk
✓
✓
✓
24
BNGA
Bank CIMB Niaga Tbk
✓
✓
✓
25
BNII
Bank Internasional Indonesia Tbk
✓
✓
✓
26
BNLI
Bank Permata Tbk
BSIM
Bank Sinar Mas Tbk
✓
X
✓
27
✓
✓
X
28
BSWD
Bank Swadesi Tbk
✓
✓
✓
29
BTPN
Bank Tabungan Pensiunan Nasional Tbk
✓
✓
✓
30
BVIC
Bank Victoria Internasional Tbk
✓
✓
✓
31
DNAR
Bank Dinar Indonesia Tbk
X
✓
x
32
INPC
Bank Artha Graha Internasional Tbk
✓
✓
✓
76
Universitas Sumatera Utara
Lampiran 1, Lanjutan
33
MAYA
Bank Mayapada Internasional Tbk
✓
✓
✓
34
MCOR
Bank Windu Kentjana International Tbk
✓
✓
✓
35
MEGA
Bank Mega Tbk
NAGA
Bank Mitraniaga Tbk
✓
X
✓
36
✓
x
37
NISP
Bank NISP OCBC Tbk
✓
38
NOBU
Bank Nationalnobu Tbk
✓
X
✓
✓
x
39
PNBN
Bank Pan Indonesia Tbk
✓
✓
✓
40
PNBS
Bank Pan Indonesia Syariah Tbk
X
✓
x
41
SDRA
Bank Woori Saudara Indonesia 1906 Tbk
Jumlah Sampel Terpilih
✓
✓
✓
28
✓
*Terdaftar sebagai perusahaan perbankan terbuka pada periode 2010-2014 atau yang telah listing sejak
tahun 2010
** Bank yang konsisten menerbitkan laporan tahunan (annual report) dari tahun 2010-2014
77
Universitas Sumatera Utara
LAMPIRAN 2
Data Penelitian
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
AGRO
0.8067
0.0340
14.93302
0.09
0.96
0.0745
0.02850
0.63
1.09097
2.01269
0.346
2011
AGRO
0.2475
0.6260
15.06287
0.09
0.91
0.0355
-0.11090
1.29
1.01923
1.357256
0.182
2012
AGRO
0.1333
0.6569
15.21179
0.09
0.86
0.0368
0.38837
1.27
1.03490
1.448189
0.392
2013
AGRO
0.1504
0.5295
15.44946
0.17
0.85
0.0227
0.46127
1.40
1.00686
1.01738
0.102
2014
AGRO
0.2438
0.3364
15.66949
0.14
0.87
0.0202
0.26929
1.34
0.97764
0.843571
0.211
2010
BABP
0.4297
0.5530
15.97421
0.09
0.96
0.0434
0.15056
0.45
0.99688
0.862765
-0.211
2011
BABP
0.3618
0.6059
15.80336
0.07
1.14
0.0625
-0.04160
-1.96
0.98674
0.96445
0.041
2012
BABP
0.3365
0.5302
15.82155
0.08
0.99
0.0578
-0.03340
0.08
1.01685
1.379241
-0.092
2013
BABP
0.2520
0.5428
15.91547
0.09
1.07
0.0488
0.03553
-0.81
0.98732
0.866944
-0.004
2014
BABP
0.2036
0.3832
16.05943
0.13
1.08
0.0588
0.15053
-0.74
1.00298
1.056045
0.212
2010
BACA
0.2108
0.7892
15.29698
0.13
0.91
0.0103
0.50728
0.66
0.97252
0.758605
-0.021
2011
BACA
0.0630
0.9370
15.36200
0.13
0.92
0.0081
0.44330
0.73
1.01165
1.099791
0.061
2012
BACA
0.0475
0.9525
15.55003
0.11
0.86
0.0211
0.61610
1.10
0.97208
0.799958
0.094
2013
BACA
0.1291
0.8709
15.78112
0.12
0.86
0.0037
0.33059
1.31
0.94932
0.638679
0.059
2014
BACA
0.1114
0.8886
16.04033
0.10
0.87
0.0034
0.26567
1.07
0.95892
0.641681
-0.017
2010
BBCA
0.5434
0.2786
19.58998
0.09
0.64
0.036
0.24230
3.14
1.36059
5.346737
1.248
2011
BBCA
0.6316
0.1590
19.74842
0.09
0.6
0.0049
0.31400
3.49
1.39778
5.381449
0.207
2012
BBCA
0.7365
0.1728
19.89498
0.10
0.62
0.0038
0.27167
3.37
1.39565
5.000959
-0.088
2013
BBCA
0.6383
0.2577
20.00685
0.12
0.61
0.0044
0.21616
3.61
1.35631
4.121236
0.069
2014
BBCA
0.6618
0.1620
20.11075
0.13
0.62
0.006
0.10794
3.66
1.46251
4.718525
0.022
78
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BBKP
0.7619
0.1144
17.64214
0.06
0.84
0.0325
0.22636
1.42
1.04212
1.215634
1.193
2011
BBKP
0.7183
0.1288
17.82179
0.07
0.82
0.0283
0.65619
1.68
1.03407
1.021625
0.037
2012
BBKP
0.7644
0.1095
17.95489
0.09
0.81
0.0278
0.11737
1.64
1.03740
0.759077
0.125
2013
BBKP
0.7097
0.1091
18.00796
0.10
0.82
0.0243
0.04683
1.75
1.03134
0.762706
0.008
2014
BBKP
0.7074
0.1084
18.12990
0.09
0.88
0.0277
0.15944
1.24
1.05698
0.985782
-0.102
2010
BBNI
0.5261
0.1612
19.29861
0.12
0.75
0.0428
0.12839
2.27
1.16552
2.202253
0.974
2011
BBNI
0.4861
0.2107
19.48025
0.11
0.72
0.0361
0.19930
2.56
1.13021
1.984139
0.26
2012
BBNI
0.5146
0.1652
19.58861
0.12
0.7
0.0281
0.22753
2.67
1.10350
1.659421
-0.107
2013
BBNI
0.5913
0.1130
19.73095
0.12
0.67
0.0216
0.24856
2.98
1.07748
1.606516
0.095
2014
BBNI
0.6069
0.1485
19.79051
0.13
0.69
0.0196
0.10766
3.33
1.15025
2.213155
0.039
2010
BBNP
0.3942
0.2606
15.47986
0.10
0.86
0.0067
0.37884
1.29
0.98956
0.870385
0.052
2011
BBNP
0.3663
0.2930
15.69843
0.10
0.85
0.0088
0.31505
1.40
0.98596
0.772627
-0.013
2012
BBNP
0.4796
0.2307
15.92113
0.09
0.85
0.0097
0.22341
1.40
0.98081
0.697957
0.015
2013
BBNP
0.3949
0.3686
16.11667
0.11
0.86
0.0092
0.20081
1.42
0.99312
0.868975
-0.156
2014
BBNP
0.4655
0.1365
16.06352
0.13
0.88
0.0186
-0.05025
1.38
1.04373
1.294046
0.036
2010
BBRI
0.5073
0.1676
19.80295
0.08
0.7
0.0278
0.21317
3.74
1.06917
1.839661
0.095
2011
BBRI
0.5832
0.0314
19.93917
0.09
0.66
0.023
0.16645
4.10
1.25248
3.62816
0.153
2012
BBRI
0.4684
0.0577
20.09817
0.10
0.59
0.0097
0.22916
4.42
1.20600
2.884045
-0.037
2013
BBRI
0.5824
0.0666
20.22300
0.11
0.6
0.0155
0.23850
4.56
1.18263
2.450685
-0.069
2014
BBRI
0.6530
0.0393
20.47226
0.11
0.65
0.0169
0.13907
3.95
1.26624
3.277914
0.052
2010
BBTN
0.5018
0.2354
18.04067
0.09
0.83
0.0317
0.25727
1.83
1.08452
2.014524
0.031
2011
BBTN
0.6383
0.0847
18.30551
0.08
0.81
0.027
0.21836
1.71
1.16053
3.103776
0.58
2012
BBTN
0.6222
0.0446
18.53176
0.08
0.8
0.0422
0.27087
1.66
1.15752
2.955654
0.009
2013
BBTN
0.5142
0.0571
18.69200
0.08
0.82
0.043
0.22510
1.63
0.97848
0.843577
0.089
2014
BBTN
0.5241
0.1293
18.78932
0.08
0.89
0.0419
0.15029
1.07
1.00216
1.120626
0.221
79
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BDMN
0.9294
0.0700
18.55052
0.10
0.74
0.0325
0.30627
2.09
1.26063
3.786861
1.213
2011
BDMN
0.9891
0.0098
18.66114
0.14
0.8
0.0271
0.23229
2.40
1.21000
2.141495
0.023
2012
BDMN
0.9741
0.0249
18.68669
0.15
0.75
0.0267
0.14455
3.10
1.37618
2.707354
0.114
2013
BDMN
0.9696
0.0294
18.83953
0.14
0.82
0.0203
0.16126
2.42
1.24235
1.675883
0.042
2014
BDMN
1.0187
-0.0189
18.91076
0.15
0.76
0.0247
0.02714
3.01
1.26227
1.789795
0.185
2010
BEKS
0.4782
0.4782
14.26124
0.19
1.57
0.5096
-0.34064
-10.65
1.36287
2.807416
0.485
2011
BEKS
0.4990
0.4990
15.60611
0.07
1.19
0.0912
4.80062
-2.86
1.09085
2.333256
0.371
2012
BEKS
0.6325
0.3160
15.85451
0.09
0.97
0.0995
0.59073
0.89
1.08423
1.927554
-0.227
2013
BEKS
0.8268
0.0148
16.01308
0.08
0.99
0.0675
0.20070
1.14
1.02060
1.181344
0.112
2014
BEKS
0.9071
0.0008
16.01762
0.08
1.08
0.0694
-0.03102
-1.64
1.02480
1.213696
0.137
2010
BKSW
0.1489
0.1550
14.76714
0.07
0.95
0.0208
0.19502
0.16
0.99381
0.957128
-0.225
2011
BKSW
0.5699
0.2909
15.09473
0.25
0.96
0.0156
0.17107
0.43
1.20270
1.804251
0.059
2012
BKSW
0.1662
0.5101
15.35123
0.18
1.08
0.0073
0.59725
-0.74
1.14353
1.790371
-0.016
2013
BKSW
0.6096
0.3224
16.21773
0.14
1
0.0023
1.58691
0.05
1.08494
1.633886
-0.002
2014
BKSW
0.8341
0.1436
16.85234
0.11
0.88
0.0031
0.84121
0.78
1.06284
1.629337
0.001
2010
BMRI
0.6260
0.0706
19.82635
0.09
0.65
0.02
0.24001
3.20
1.02168
0.959561
-0.002
2011
BMRI
0.5707
0.0691
20.00809
0.11
0.67
0.02
0.27693
2.99
1.05102
1.175426
0.073
2012
BMRI
0.6384
0.0920
20.14898
0.11
0.63
0.01
0.23681
3.21
1.22652
2.763287
-0.097
2013
BMRI
0.6074
0.1262
20.28979
0.11
0.62
0.01
0.21502
3.34
1.19136
2.393633
0.114
2014
BMRI
0.6381
0.1081
20.44493
0.11
0.64
0.01
0.12179
3.19
1.24701
2.889767
0.174
2010
BNBA
0.7999
0.0221
14.79423
0.15
0.85
0.0225
0.20059
1.42
0.95674
0.834697
0.628
2011
BNBA
0.5674
0.0732
14.90176
0.14
0.86
0.0107
0.39668
1.92
0.93379
0.676977
0.043
2012
BNBA
0.4280
0.1303
15.06355
0.12
0.78
0.0063
0.37119
2.22
0.94622
0.781243
0.085
2013
BNBA
0.5120
0.0931
15.21316
0.12
0.82
0.0021
0.26170
1.95
0.94385
0.689367
0.019
2014
BNBA
0.5180
0.0304
15.45556
0.10
0.87
0.0025
0.25037
1.37
0.95166
0.662942
-0.277
80
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BNGA
0.7040
0.2538
18.77705
0.11
0.76
0.0253
0.26632
2.29
1.22717
2.940658
0.907
2011
BNGA
0.6591
0.2133
18.91622
0.12
0.76
0.0264
0.19838
2.58
1.09111
1.566839
0.09
2012
BNGA
0.6008
0.2965
19.07619
0.12
0.71
0.0229
0.15670
2.88
1.05084
1.183319
0.044
2013
BNGA
0.6400
0.2429
19.16939
0.13
0.73
0.0223
0.07968
2.66
1.02210
0.860207
0.014
2014
BNGA
0.6692
0.1560
19.24006
0.13
0.86
0.039
0.12358
1.53
0.99466
0.708384
0.01
2010
BNII
0.8461
0.0836
18.08695
0.10
0.92
0.0315
0.35108
0.91
1.54622
6.032625
0.987
2011
BNII
0.7670
0.0972
18.32352
0.10
0.92
0.0207
0.25437
0.98
1.21401
2.639329
0.311
2012
BNII
0.7299
0.1514
18.52649
0.10
0.87
0.017
0.20485
1.32
1.15076
2.003912
0.054
2013
BNII
0.7134
0.1742
18.71667
0.10
0.84
0.0211
0.26042
1.35
1.09209
1.395678
-0.046
2014
BNII
0.8013
0.0567
18.72257
0.12
0.94
0.0223
0.04187
0.41
1.05560
0.834555
-0.036
2010
BNLI
0.7060
0.1668
18.08695
0.11
0.84
0.0265
0.29308
1.79
1.13535
1.923478
-0.179
2011
BNLI
0.7087
0.1406
18.43591
0.11
0.85
0.0204
0.32495
1.44
1.00730
0.944579
0.15
2012
BNLI
0.7323
0.2011
18.69930
0.12
0.84
0.0137
0.37390
1.45
1.00672
0.865408
0.097
2013
BNLI
0.7566
0.1604
18.92474
0.11
0.84
0.0104
0.26320
1.39
0.99611
0.727943
0.015
2014
BNLI
0.5138
0.1124
19.03636
0.11
0.89
0.017
0.10999
1.11
1.00483
0.91041
0.079
2010
BSWD
0.7063
0.2367
14.26680
0.20
0.73
0.0355
0.09200
3.06
1.10678
1.584804
-0.005
2011
BSWD
0.5451
0.4174
14.54808
0.16
0.67
0.0198
0.34027
3.10
1.07657
1.539839
-0.003
2012
BSWD
0.5757
0.3894
14.74797
0.13
0.72
0.014
0.27988
2.91
1.38584
3.962763
-0.03
2013
BSWD
0.4323
0.5493
15.09682
0.11
0.69
0.0159
0.39767
3.04
1.03036
1.370685
-0.049
2014
BSWD
0.5160
0.4611
15.46401
0.10
0.74
0.0178
0.22890
2.73
1.07582
1.911202
-0.054
2010
BTPN
0.5705
0.0000
17.35712
0.11
0.8
0.0114
0.48371
3.27
1.74403
7.682842
106.56
2011
BTPN
0.5289
0.0000
17.65821
0.11
0.76
0.0072
0.29930
3.82
1.29232
3.843209
0.308
2012
BTPN
0.4491
0.0067
17.89457
0.12
0.74
0.0058
0.28155
4.21
1.16822
4.028815
0.135
2013
BTPN
0.2786
0.0241
18.05921
0.13
0.74
0.0067
0.18694
4.12
1.18167
2.626307
0.192
2014
BTPN
0.3525
0.0033
18.09026
0.14
0.8
0.007
0.12641
3.40
1.14658
2.099058
0.107
81
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BVIC
0.0060
0.9940
16.12870
0.06
0.88
0.0504
0.17457
1.29
0.99694
0.794937
-0.19
2011
BVIC
0.0232
0.9768
16.24057
0.10
0.78
0.0238
0.74404
2.06
0.98271
0.466888
0.02
2012
BVIC
0.0659
0.4916
16.42307
0.12
0.78
0.023
0.36382
1.86
1.00357
0.450796
0.041
2013
BVIC
0.0463
0.5690
16.70608
0.12
0.8
0.007
0.45863
1.71
1.01762
0.364335
-0.006
2014
BVIC
0.0429
0.7345
16.81815
0.12
0.93
0.0352
0.10742
0.74
0.95792
0.369539
-0.079
2010
INPC
0.2409
0.3567
16.65243
0.10
0.91
0.02
0.01752
0.69
0.99181
0.558094
0.532
2011
INPC
0.1439
0.7384
16.76966
0.09
0.92
0.0185
0.19864
0.66
0.98261
0.493153
0.057
2012
INPC
0.3190
0.4638
16.83880
0.13
0.93
0.008
0.13528
0.68
0.95165
0.346661
-0.072
2013
INPC
0.3031
0.2533
16.86897
0.12
0.85
0.0176
0.01441
1.39
0.93294
0.458109
0.05
2014
INPC
0.2577
0.0960
16.97052
0.13
0.91
0.0169
0.11139
0.76
0.92814
0.348995
0.064
2010
MAYA
0.1227
0.0509
16.12827
0.15
0.9
0.0327
0.20765
1.05
1.56143
4.700684
-0.046
2011
MAYA
0.0377
0.0290
16.37670
0.12
0.83
0.0257
0.43321
1.78
1.12417
2.16059
0.081
2012
MAYA
0.0256
0.0162
16.65847
0.09
0.79
0.0302
0.39481
2.05
1.26961
4.181983
0.155
2013
MAYA
0.0494
0.0557
16.99421
0.11
0.78
0.0104
0.44755
2.12
1.27519
3.272017
0.405
2014
MAYA
0.0921
0.0328
17.40384
0.08
0.84
0.0146
0.47053
1.60
1.09164
2.065744
-0.282
2010
MCOR
0.2085
0.6929
15.28671
0.12
0.91
0.0208
0.85876
0.87
1.00331
1.027545
0.066
2011
MCOR
0.3979
0.3274
15.68002
0.09
0.92
0.0317
0.56204
0.75
1.01766
1.173122
-0.05
2012
MCOR
0.8467
0.1533
15.68658
0.11
0.81
0.0198
-0.02198
1.97
0.99903
1.042004
0.529
2013
MCOR
0.8412
0.1588
15.88455
0.12
0.84
0.0169
0.21184
1.50
0.96403
0.776441
0.379
2014
MCOR
0.8940
0.1060
16.09479
0.12
0.93
0.0271
0.25978
0.73
0.99912
1.05153
0.185
2010
MEGA
0.5674
0.4055
17.76153
0.09
0.77
0.009
0.28177
2.01
1.01509
1.198394
-0.165
2011
MEGA
0.6547
0.3185
17.94726
0.08
0.81
0.0098
0.33088
1.91
1.01543
1.312105
-0.232
2012
MEGA
0.9113
0.0599
18.00757
0.08
0.76
0.0209
-0.15128
2.37
1.06287
2.040897
-0.109
2013
MEGA
1.2711
-0.2936
18.01285
0.09
0.89
0.0217
0.11810
0.95
1.12215
2.502762
-0.071
2014
MEGA
0.9664
0.0203
18.01588
0.09
0.91
0.0209
0.11623
1.05
1.10356
2.206958
-0.027
82
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
NISP
0.6896
0.3104
17.61043
0.13
0.84
0.0199
0.48194
1.27
1.20565
1.663363
0.237
2011
NISP
0.6770
0.3230
17.90709
0.13
0.79
0.0126
0.30866
1.68
1.00957
0.951689
0.029
2012
NISP
0.6145
0.3855
18.18675
0.12
0.78
0.0091
0.28154
1.54
1.04253
1.247591
0.226
2013
NISP
0.6843
0.3157
18.39561
0.15
0.78
0.0073
0.20928
1.57
1.00637
0.98893
-0.121
2014
NISP
0.9129
0.0871
18.45143
0.15
0.79
0.0134
0.06872
1.72
1.00674
1.015698
-0.269
2010
PNBN
0.1963
0.6147
18.47818
0.10
0.82
0.0437
0.39322
1.47
1.16087
2.544091
0.876
2011
PNBN
0.1861
0.3905
18.58841
0.12
0.8
0.0356
0.24058
1.86
1.07934
1.295008
0.121
2012
PNBN
0.3178
0.3593
18.76746
0.11
0.78
0.0169
0.32677
1.78
1.03442
0.968455
-0.304
2013
PNBN
0.4628
0.1972
18.85330
0.12
0.79
0.0213
0.12460
1.74
1.03806
0.847578
-0.067
2014
PNBN
0.2825
0.1730
18.88463
0.13
0.82
0.0205
0.08608
1.74
1.11558
1.383786
0.084
2010
SDRA
0.5004
0.2812
14.99286
0.12
0.79
0.0178
0.32197
2.51
1.69218
6.810693
0.876
2011
SDRA
0.3916
0.3763
15.44196
0.08
0.8
0.0165
0.32085
2.40
1.26216
4.584532
0.121
2012
SDRA
0.4670
0.3810
15.84646
0.06
0.81
0.0199
0.00417
2.10
1.12087
3.125426
-0.304
2013
SDRA
0.3203
0.6790
15.92340
0.08
0.84
0.0264
0.47862
3.31
1.11551
2.25172
-0.067
2014
SDRA
0.4219
0.5630
16.61479
0.15
0.56
0.0251
1.29926
1.15
1.13184
2.432664
0.084
83
Universitas Sumatera Utara
LAMPIRAN 3
Hasil Perhitungan Statistik Deskriptif Variabel
BETA
0.902519
0.052000
106.5600
-0.304000
9.165958
11.47216
132.7437
CIR
0.826741
0.820000
1.570000
0.560000
0.130543
1.452814
9.972920
ETA
FBI
LGR
0.111467 0.514396 0.294609
0.110774 0.528864 0.232295
0.250000 1.271149 4.800620
0.058125 0.005994 -0.340641
0.027705 0.262206 0.453689
1.282695 -0.079696 7.572142
7.177577 2.552827 73.94837
MB
1.853466
1.379241
7.682842
0.346661
1.372061
1.701686
6.152803
NPL
ROA
0.026897 0.016867
0.020500 0.016621
0.509600 0.045596
0.002100 -0.106500
0.045082 0.016296
9.255455 -3.334738
98.93874 26.09202
SIZE
TI
17.36262 0.261767
17.64214 0.167594
20.47226 0.994006
14.26124 -0.293570
1.702647 0.245988
0.049588 1.093349
1.755029 3.817178
TOBIN
1.105384
1.056979
1.744035
0.928141
0.149983
1.728444
6.566470
Jarque-Bera
Probability
97649.29
0.000000
320.9866
0.000000
135.1877
0.000000
1.267703
0.530544
29604.49
0.000000
121.0675
0.000000
53701.29
0.000000
3249.694
0.000000
8.773807
0.012439
30.65306
0.000000
138.7675
0.000000
Sum
Sum Sq. Dev.
121.8400
11257.98
111.6100
2.283566
15.04798
0.102857
69.44350
9.212755
39.77227
27.58176
250.2180
252.2620
3.631100
0.272340
2.277110
0.035587
2343.953
388.4668
35.33860
8.108354
149.2269
3.014311
Observations
135
135
135
135
135
135
135
135
135
135
135
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
84
Universitas Sumatera Utara
LAMPIRAN 4
Hasil Regresi Tobin’s Q
Dependent Variable: TOBIN
Method: Panel Least Squares
Date: 01/25/16 Time: 11:15
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
3.317460
0.250765
0.061657
-0.144526
0.666842
0.110129
-0.202984
0.014327
-0.711719
0.619102
0.089499
0.093356
0.029088
0.379349
0.242302
0.575889
0.024099
2.416763
5.358502
2.801887
0.660452
-4.968562
1.757858
0.454513
-0.352470
0.594498
-0.294493
0.0000
0.0061
0.5105
0.0000
0.0818
0.6504
0.7252
0.5535
0.7690
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.726863
0.633997
0.090737
0.823320
152.6721
7.826964
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.105384
0.149983
-1.743290
-0.990071
-1.437203
1.695150
85
Universitas Sumatera Utara
LAMPIRAN 5
Hasil Regresi Market to Book Ratio
Dependent Variable: MB
Method: Panel Least Squares
Date: 01/25/16 Time: 14:19
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
23.16377
2.273147
0.272720
-1.262251
-2.794834
-0.282304
-1.135636
0.272385
-8.287647
5.364602
0.775517
0.808943
0.252052
3.287111
2.099575
4.990157
0.208819
20.94158
4.317892
2.931137
0.337131
-5.007908
-0.850240
-0.134458
-0.227575
1.304405
-0.395751
0.0000
0.0042
0.7367
0.0000
0.3972
0.8933
0.8204
0.1951
0.6931
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.754943
0.671624
0.786248
61.81857
-138.8344
9.060833
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.853466
1.372061
2.575325
3.328544
2.881412
1.605549
86
Universitas Sumatera Utara
LAMPIRAN 6
Hasil Regresi Beta
Dependent Variable: BETA
Method: Panel Least Squares
Date: 01/29/16 Time: 11:36
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
-25.83735
-1.208927
-3.635004
-0.165376
7.941508
28.31724
32.40812
1.838037
324.6021
24.79846
4.036723
4.620955
0.655318
29.82560
17.43439
28.44763
1.852511
158.2972
-1.041894
-0.299482
-0.786635
-0.252361
0.266265
1.624218
1.139220
0.992187
2.050586
0.2995
0.7651
0.4330
0.8012
0.7905
0.1068
0.2568
0.3230
0.0424
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.048484
-0.011930
9.220472
10712.16
-486.7922
0.802525
0.601462
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.902519
9.165958
7.345070
7.538755
7.423778
1.360025
87
Universitas Sumatera Utara
Pemilihan Bank Menurut Kriteria Berdasarkan Purposive Sampling
No.
Kode
Nama Bank
Kriteria
1
Kriteria
2
Sampel
terpilih
1
AGRO
Bank Rakyat Indonesia Agro Niaga Tbk
✓
Bank Agris Tbk
✓
X
✓
✓
x
2
AGRS
3
BABP
Bank MNC Internasional Tbk
✓
✓
✓
4
BACA
Bank Capital Indonesia Tbk
✓
✓
✓
5
BBCA
Bank Central Asia Tbk
✓
✓
✓
6
BBHI
Bank Harda Internasional Tbk
X
✓
x
7
BBKP
Bank Bukopin Tbk
✓
✓
✓
8
BBMD
Bank Mestika Dharma Tbk
X
✓
x
9
BBNI
Bank Negara Indonesia (Persero) Tbk
✓
✓
✓
10
BBNP
Bank Nusantara Parahyangan Tbk
✓
✓
✓
11
BBRI
Bank Rakyat Indonesia (Persero) Tbk
✓
✓
✓
12
BBTN
Bank Tabungan Negara (Persero) Tbk
✓
13
BBYB
Bank Yudha Bakti Tbk
✓
X
✓
✓
x
14
BCIC
Bank Mutiara Tbk
✓
✓
✓
15
BDMN
Bank Danamon Indonesia Tbk
✓
✓
✓
16
BEKS
Bank Pundi Indonesia Tbk
✓
✓
✓
17
BINA
Bank Ina Perdana Tbk
X
✓
x
18
BJBR
Bank Jabar Banten Tbk
X
✓
x
19
BJTM
Bank Pembangunan Daerah Jawa Timur Tbk
X
✓
x
20
BKSW
Bank Kesawan Tbk
✓
✓
✓
21
BMAS
Bank Maspion Indonesia Tbk
X
✓
x
22
BMRI
Bank Mandiri (Persero) Tbk
✓
✓
✓
23
BNBA
Bank Bumi Arta Tbk
✓
✓
✓
24
BNGA
Bank CIMB Niaga Tbk
✓
✓
✓
25
BNII
Bank Internasional Indonesia Tbk
✓
✓
✓
26
BNLI
Bank Permata Tbk
BSIM
Bank Sinar Mas Tbk
✓
X
✓
27
✓
✓
X
28
BSWD
Bank Swadesi Tbk
✓
✓
✓
29
BTPN
Bank Tabungan Pensiunan Nasional Tbk
✓
✓
✓
30
BVIC
Bank Victoria Internasional Tbk
✓
✓
✓
31
DNAR
Bank Dinar Indonesia Tbk
X
✓
x
32
INPC
Bank Artha Graha Internasional Tbk
✓
✓
✓
76
Universitas Sumatera Utara
Lampiran 1, Lanjutan
33
MAYA
Bank Mayapada Internasional Tbk
✓
✓
✓
34
MCOR
Bank Windu Kentjana International Tbk
✓
✓
✓
35
MEGA
Bank Mega Tbk
NAGA
Bank Mitraniaga Tbk
✓
X
✓
36
✓
x
37
NISP
Bank NISP OCBC Tbk
✓
38
NOBU
Bank Nationalnobu Tbk
✓
X
✓
✓
x
39
PNBN
Bank Pan Indonesia Tbk
✓
✓
✓
40
PNBS
Bank Pan Indonesia Syariah Tbk
X
✓
x
41
SDRA
Bank Woori Saudara Indonesia 1906 Tbk
Jumlah Sampel Terpilih
✓
✓
✓
28
✓
*Terdaftar sebagai perusahaan perbankan terbuka pada periode 2010-2014 atau yang telah listing sejak
tahun 2010
** Bank yang konsisten menerbitkan laporan tahunan (annual report) dari tahun 2010-2014
77
Universitas Sumatera Utara
LAMPIRAN 2
Data Penelitian
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
AGRO
0.8067
0.0340
14.93302
0.09
0.96
0.0745
0.02850
0.63
1.09097
2.01269
0.346
2011
AGRO
0.2475
0.6260
15.06287
0.09
0.91
0.0355
-0.11090
1.29
1.01923
1.357256
0.182
2012
AGRO
0.1333
0.6569
15.21179
0.09
0.86
0.0368
0.38837
1.27
1.03490
1.448189
0.392
2013
AGRO
0.1504
0.5295
15.44946
0.17
0.85
0.0227
0.46127
1.40
1.00686
1.01738
0.102
2014
AGRO
0.2438
0.3364
15.66949
0.14
0.87
0.0202
0.26929
1.34
0.97764
0.843571
0.211
2010
BABP
0.4297
0.5530
15.97421
0.09
0.96
0.0434
0.15056
0.45
0.99688
0.862765
-0.211
2011
BABP
0.3618
0.6059
15.80336
0.07
1.14
0.0625
-0.04160
-1.96
0.98674
0.96445
0.041
2012
BABP
0.3365
0.5302
15.82155
0.08
0.99
0.0578
-0.03340
0.08
1.01685
1.379241
-0.092
2013
BABP
0.2520
0.5428
15.91547
0.09
1.07
0.0488
0.03553
-0.81
0.98732
0.866944
-0.004
2014
BABP
0.2036
0.3832
16.05943
0.13
1.08
0.0588
0.15053
-0.74
1.00298
1.056045
0.212
2010
BACA
0.2108
0.7892
15.29698
0.13
0.91
0.0103
0.50728
0.66
0.97252
0.758605
-0.021
2011
BACA
0.0630
0.9370
15.36200
0.13
0.92
0.0081
0.44330
0.73
1.01165
1.099791
0.061
2012
BACA
0.0475
0.9525
15.55003
0.11
0.86
0.0211
0.61610
1.10
0.97208
0.799958
0.094
2013
BACA
0.1291
0.8709
15.78112
0.12
0.86
0.0037
0.33059
1.31
0.94932
0.638679
0.059
2014
BACA
0.1114
0.8886
16.04033
0.10
0.87
0.0034
0.26567
1.07
0.95892
0.641681
-0.017
2010
BBCA
0.5434
0.2786
19.58998
0.09
0.64
0.036
0.24230
3.14
1.36059
5.346737
1.248
2011
BBCA
0.6316
0.1590
19.74842
0.09
0.6
0.0049
0.31400
3.49
1.39778
5.381449
0.207
2012
BBCA
0.7365
0.1728
19.89498
0.10
0.62
0.0038
0.27167
3.37
1.39565
5.000959
-0.088
2013
BBCA
0.6383
0.2577
20.00685
0.12
0.61
0.0044
0.21616
3.61
1.35631
4.121236
0.069
2014
BBCA
0.6618
0.1620
20.11075
0.13
0.62
0.006
0.10794
3.66
1.46251
4.718525
0.022
78
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BBKP
0.7619
0.1144
17.64214
0.06
0.84
0.0325
0.22636
1.42
1.04212
1.215634
1.193
2011
BBKP
0.7183
0.1288
17.82179
0.07
0.82
0.0283
0.65619
1.68
1.03407
1.021625
0.037
2012
BBKP
0.7644
0.1095
17.95489
0.09
0.81
0.0278
0.11737
1.64
1.03740
0.759077
0.125
2013
BBKP
0.7097
0.1091
18.00796
0.10
0.82
0.0243
0.04683
1.75
1.03134
0.762706
0.008
2014
BBKP
0.7074
0.1084
18.12990
0.09
0.88
0.0277
0.15944
1.24
1.05698
0.985782
-0.102
2010
BBNI
0.5261
0.1612
19.29861
0.12
0.75
0.0428
0.12839
2.27
1.16552
2.202253
0.974
2011
BBNI
0.4861
0.2107
19.48025
0.11
0.72
0.0361
0.19930
2.56
1.13021
1.984139
0.26
2012
BBNI
0.5146
0.1652
19.58861
0.12
0.7
0.0281
0.22753
2.67
1.10350
1.659421
-0.107
2013
BBNI
0.5913
0.1130
19.73095
0.12
0.67
0.0216
0.24856
2.98
1.07748
1.606516
0.095
2014
BBNI
0.6069
0.1485
19.79051
0.13
0.69
0.0196
0.10766
3.33
1.15025
2.213155
0.039
2010
BBNP
0.3942
0.2606
15.47986
0.10
0.86
0.0067
0.37884
1.29
0.98956
0.870385
0.052
2011
BBNP
0.3663
0.2930
15.69843
0.10
0.85
0.0088
0.31505
1.40
0.98596
0.772627
-0.013
2012
BBNP
0.4796
0.2307
15.92113
0.09
0.85
0.0097
0.22341
1.40
0.98081
0.697957
0.015
2013
BBNP
0.3949
0.3686
16.11667
0.11
0.86
0.0092
0.20081
1.42
0.99312
0.868975
-0.156
2014
BBNP
0.4655
0.1365
16.06352
0.13
0.88
0.0186
-0.05025
1.38
1.04373
1.294046
0.036
2010
BBRI
0.5073
0.1676
19.80295
0.08
0.7
0.0278
0.21317
3.74
1.06917
1.839661
0.095
2011
BBRI
0.5832
0.0314
19.93917
0.09
0.66
0.023
0.16645
4.10
1.25248
3.62816
0.153
2012
BBRI
0.4684
0.0577
20.09817
0.10
0.59
0.0097
0.22916
4.42
1.20600
2.884045
-0.037
2013
BBRI
0.5824
0.0666
20.22300
0.11
0.6
0.0155
0.23850
4.56
1.18263
2.450685
-0.069
2014
BBRI
0.6530
0.0393
20.47226
0.11
0.65
0.0169
0.13907
3.95
1.26624
3.277914
0.052
2010
BBTN
0.5018
0.2354
18.04067
0.09
0.83
0.0317
0.25727
1.83
1.08452
2.014524
0.031
2011
BBTN
0.6383
0.0847
18.30551
0.08
0.81
0.027
0.21836
1.71
1.16053
3.103776
0.58
2012
BBTN
0.6222
0.0446
18.53176
0.08
0.8
0.0422
0.27087
1.66
1.15752
2.955654
0.009
2013
BBTN
0.5142
0.0571
18.69200
0.08
0.82
0.043
0.22510
1.63
0.97848
0.843577
0.089
2014
BBTN
0.5241
0.1293
18.78932
0.08
0.89
0.0419
0.15029
1.07
1.00216
1.120626
0.221
79
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BDMN
0.9294
0.0700
18.55052
0.10
0.74
0.0325
0.30627
2.09
1.26063
3.786861
1.213
2011
BDMN
0.9891
0.0098
18.66114
0.14
0.8
0.0271
0.23229
2.40
1.21000
2.141495
0.023
2012
BDMN
0.9741
0.0249
18.68669
0.15
0.75
0.0267
0.14455
3.10
1.37618
2.707354
0.114
2013
BDMN
0.9696
0.0294
18.83953
0.14
0.82
0.0203
0.16126
2.42
1.24235
1.675883
0.042
2014
BDMN
1.0187
-0.0189
18.91076
0.15
0.76
0.0247
0.02714
3.01
1.26227
1.789795
0.185
2010
BEKS
0.4782
0.4782
14.26124
0.19
1.57
0.5096
-0.34064
-10.65
1.36287
2.807416
0.485
2011
BEKS
0.4990
0.4990
15.60611
0.07
1.19
0.0912
4.80062
-2.86
1.09085
2.333256
0.371
2012
BEKS
0.6325
0.3160
15.85451
0.09
0.97
0.0995
0.59073
0.89
1.08423
1.927554
-0.227
2013
BEKS
0.8268
0.0148
16.01308
0.08
0.99
0.0675
0.20070
1.14
1.02060
1.181344
0.112
2014
BEKS
0.9071
0.0008
16.01762
0.08
1.08
0.0694
-0.03102
-1.64
1.02480
1.213696
0.137
2010
BKSW
0.1489
0.1550
14.76714
0.07
0.95
0.0208
0.19502
0.16
0.99381
0.957128
-0.225
2011
BKSW
0.5699
0.2909
15.09473
0.25
0.96
0.0156
0.17107
0.43
1.20270
1.804251
0.059
2012
BKSW
0.1662
0.5101
15.35123
0.18
1.08
0.0073
0.59725
-0.74
1.14353
1.790371
-0.016
2013
BKSW
0.6096
0.3224
16.21773
0.14
1
0.0023
1.58691
0.05
1.08494
1.633886
-0.002
2014
BKSW
0.8341
0.1436
16.85234
0.11
0.88
0.0031
0.84121
0.78
1.06284
1.629337
0.001
2010
BMRI
0.6260
0.0706
19.82635
0.09
0.65
0.02
0.24001
3.20
1.02168
0.959561
-0.002
2011
BMRI
0.5707
0.0691
20.00809
0.11
0.67
0.02
0.27693
2.99
1.05102
1.175426
0.073
2012
BMRI
0.6384
0.0920
20.14898
0.11
0.63
0.01
0.23681
3.21
1.22652
2.763287
-0.097
2013
BMRI
0.6074
0.1262
20.28979
0.11
0.62
0.01
0.21502
3.34
1.19136
2.393633
0.114
2014
BMRI
0.6381
0.1081
20.44493
0.11
0.64
0.01
0.12179
3.19
1.24701
2.889767
0.174
2010
BNBA
0.7999
0.0221
14.79423
0.15
0.85
0.0225
0.20059
1.42
0.95674
0.834697
0.628
2011
BNBA
0.5674
0.0732
14.90176
0.14
0.86
0.0107
0.39668
1.92
0.93379
0.676977
0.043
2012
BNBA
0.4280
0.1303
15.06355
0.12
0.78
0.0063
0.37119
2.22
0.94622
0.781243
0.085
2013
BNBA
0.5120
0.0931
15.21316
0.12
0.82
0.0021
0.26170
1.95
0.94385
0.689367
0.019
2014
BNBA
0.5180
0.0304
15.45556
0.10
0.87
0.0025
0.25037
1.37
0.95166
0.662942
-0.277
80
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BNGA
0.7040
0.2538
18.77705
0.11
0.76
0.0253
0.26632
2.29
1.22717
2.940658
0.907
2011
BNGA
0.6591
0.2133
18.91622
0.12
0.76
0.0264
0.19838
2.58
1.09111
1.566839
0.09
2012
BNGA
0.6008
0.2965
19.07619
0.12
0.71
0.0229
0.15670
2.88
1.05084
1.183319
0.044
2013
BNGA
0.6400
0.2429
19.16939
0.13
0.73
0.0223
0.07968
2.66
1.02210
0.860207
0.014
2014
BNGA
0.6692
0.1560
19.24006
0.13
0.86
0.039
0.12358
1.53
0.99466
0.708384
0.01
2010
BNII
0.8461
0.0836
18.08695
0.10
0.92
0.0315
0.35108
0.91
1.54622
6.032625
0.987
2011
BNII
0.7670
0.0972
18.32352
0.10
0.92
0.0207
0.25437
0.98
1.21401
2.639329
0.311
2012
BNII
0.7299
0.1514
18.52649
0.10
0.87
0.017
0.20485
1.32
1.15076
2.003912
0.054
2013
BNII
0.7134
0.1742
18.71667
0.10
0.84
0.0211
0.26042
1.35
1.09209
1.395678
-0.046
2014
BNII
0.8013
0.0567
18.72257
0.12
0.94
0.0223
0.04187
0.41
1.05560
0.834555
-0.036
2010
BNLI
0.7060
0.1668
18.08695
0.11
0.84
0.0265
0.29308
1.79
1.13535
1.923478
-0.179
2011
BNLI
0.7087
0.1406
18.43591
0.11
0.85
0.0204
0.32495
1.44
1.00730
0.944579
0.15
2012
BNLI
0.7323
0.2011
18.69930
0.12
0.84
0.0137
0.37390
1.45
1.00672
0.865408
0.097
2013
BNLI
0.7566
0.1604
18.92474
0.11
0.84
0.0104
0.26320
1.39
0.99611
0.727943
0.015
2014
BNLI
0.5138
0.1124
19.03636
0.11
0.89
0.017
0.10999
1.11
1.00483
0.91041
0.079
2010
BSWD
0.7063
0.2367
14.26680
0.20
0.73
0.0355
0.09200
3.06
1.10678
1.584804
-0.005
2011
BSWD
0.5451
0.4174
14.54808
0.16
0.67
0.0198
0.34027
3.10
1.07657
1.539839
-0.003
2012
BSWD
0.5757
0.3894
14.74797
0.13
0.72
0.014
0.27988
2.91
1.38584
3.962763
-0.03
2013
BSWD
0.4323
0.5493
15.09682
0.11
0.69
0.0159
0.39767
3.04
1.03036
1.370685
-0.049
2014
BSWD
0.5160
0.4611
15.46401
0.10
0.74
0.0178
0.22890
2.73
1.07582
1.911202
-0.054
2010
BTPN
0.5705
0.0000
17.35712
0.11
0.8
0.0114
0.48371
3.27
1.74403
7.682842
106.56
2011
BTPN
0.5289
0.0000
17.65821
0.11
0.76
0.0072
0.29930
3.82
1.29232
3.843209
0.308
2012
BTPN
0.4491
0.0067
17.89457
0.12
0.74
0.0058
0.28155
4.21
1.16822
4.028815
0.135
2013
BTPN
0.2786
0.0241
18.05921
0.13
0.74
0.0067
0.18694
4.12
1.18167
2.626307
0.192
2014
BTPN
0.3525
0.0033
18.09026
0.14
0.8
0.007
0.12641
3.40
1.14658
2.099058
0.107
81
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
BVIC
0.0060
0.9940
16.12870
0.06
0.88
0.0504
0.17457
1.29
0.99694
0.794937
-0.19
2011
BVIC
0.0232
0.9768
16.24057
0.10
0.78
0.0238
0.74404
2.06
0.98271
0.466888
0.02
2012
BVIC
0.0659
0.4916
16.42307
0.12
0.78
0.023
0.36382
1.86
1.00357
0.450796
0.041
2013
BVIC
0.0463
0.5690
16.70608
0.12
0.8
0.007
0.45863
1.71
1.01762
0.364335
-0.006
2014
BVIC
0.0429
0.7345
16.81815
0.12
0.93
0.0352
0.10742
0.74
0.95792
0.369539
-0.079
2010
INPC
0.2409
0.3567
16.65243
0.10
0.91
0.02
0.01752
0.69
0.99181
0.558094
0.532
2011
INPC
0.1439
0.7384
16.76966
0.09
0.92
0.0185
0.19864
0.66
0.98261
0.493153
0.057
2012
INPC
0.3190
0.4638
16.83880
0.13
0.93
0.008
0.13528
0.68
0.95165
0.346661
-0.072
2013
INPC
0.3031
0.2533
16.86897
0.12
0.85
0.0176
0.01441
1.39
0.93294
0.458109
0.05
2014
INPC
0.2577
0.0960
16.97052
0.13
0.91
0.0169
0.11139
0.76
0.92814
0.348995
0.064
2010
MAYA
0.1227
0.0509
16.12827
0.15
0.9
0.0327
0.20765
1.05
1.56143
4.700684
-0.046
2011
MAYA
0.0377
0.0290
16.37670
0.12
0.83
0.0257
0.43321
1.78
1.12417
2.16059
0.081
2012
MAYA
0.0256
0.0162
16.65847
0.09
0.79
0.0302
0.39481
2.05
1.26961
4.181983
0.155
2013
MAYA
0.0494
0.0557
16.99421
0.11
0.78
0.0104
0.44755
2.12
1.27519
3.272017
0.405
2014
MAYA
0.0921
0.0328
17.40384
0.08
0.84
0.0146
0.47053
1.60
1.09164
2.065744
-0.282
2010
MCOR
0.2085
0.6929
15.28671
0.12
0.91
0.0208
0.85876
0.87
1.00331
1.027545
0.066
2011
MCOR
0.3979
0.3274
15.68002
0.09
0.92
0.0317
0.56204
0.75
1.01766
1.173122
-0.05
2012
MCOR
0.8467
0.1533
15.68658
0.11
0.81
0.0198
-0.02198
1.97
0.99903
1.042004
0.529
2013
MCOR
0.8412
0.1588
15.88455
0.12
0.84
0.0169
0.21184
1.50
0.96403
0.776441
0.379
2014
MCOR
0.8940
0.1060
16.09479
0.12
0.93
0.0271
0.25978
0.73
0.99912
1.05153
0.185
2010
MEGA
0.5674
0.4055
17.76153
0.09
0.77
0.009
0.28177
2.01
1.01509
1.198394
-0.165
2011
MEGA
0.6547
0.3185
17.94726
0.08
0.81
0.0098
0.33088
1.91
1.01543
1.312105
-0.232
2012
MEGA
0.9113
0.0599
18.00757
0.08
0.76
0.0209
-0.15128
2.37
1.06287
2.040897
-0.109
2013
MEGA
1.2711
-0.2936
18.01285
0.09
0.89
0.0217
0.11810
0.95
1.12215
2.502762
-0.071
2014
MEGA
0.9664
0.0203
18.01588
0.09
0.91
0.0209
0.11623
1.05
1.10356
2.206958
-0.027
82
Universitas Sumatera Utara
Tahun
BANK
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
TOBIN
MB
BETA
2010
NISP
0.6896
0.3104
17.61043
0.13
0.84
0.0199
0.48194
1.27
1.20565
1.663363
0.237
2011
NISP
0.6770
0.3230
17.90709
0.13
0.79
0.0126
0.30866
1.68
1.00957
0.951689
0.029
2012
NISP
0.6145
0.3855
18.18675
0.12
0.78
0.0091
0.28154
1.54
1.04253
1.247591
0.226
2013
NISP
0.6843
0.3157
18.39561
0.15
0.78
0.0073
0.20928
1.57
1.00637
0.98893
-0.121
2014
NISP
0.9129
0.0871
18.45143
0.15
0.79
0.0134
0.06872
1.72
1.00674
1.015698
-0.269
2010
PNBN
0.1963
0.6147
18.47818
0.10
0.82
0.0437
0.39322
1.47
1.16087
2.544091
0.876
2011
PNBN
0.1861
0.3905
18.58841
0.12
0.8
0.0356
0.24058
1.86
1.07934
1.295008
0.121
2012
PNBN
0.3178
0.3593
18.76746
0.11
0.78
0.0169
0.32677
1.78
1.03442
0.968455
-0.304
2013
PNBN
0.4628
0.1972
18.85330
0.12
0.79
0.0213
0.12460
1.74
1.03806
0.847578
-0.067
2014
PNBN
0.2825
0.1730
18.88463
0.13
0.82
0.0205
0.08608
1.74
1.11558
1.383786
0.084
2010
SDRA
0.5004
0.2812
14.99286
0.12
0.79
0.0178
0.32197
2.51
1.69218
6.810693
0.876
2011
SDRA
0.3916
0.3763
15.44196
0.08
0.8
0.0165
0.32085
2.40
1.26216
4.584532
0.121
2012
SDRA
0.4670
0.3810
15.84646
0.06
0.81
0.0199
0.00417
2.10
1.12087
3.125426
-0.304
2013
SDRA
0.3203
0.6790
15.92340
0.08
0.84
0.0264
0.47862
3.31
1.11551
2.25172
-0.067
2014
SDRA
0.4219
0.5630
16.61479
0.15
0.56
0.0251
1.29926
1.15
1.13184
2.432664
0.084
83
Universitas Sumatera Utara
LAMPIRAN 3
Hasil Perhitungan Statistik Deskriptif Variabel
BETA
0.902519
0.052000
106.5600
-0.304000
9.165958
11.47216
132.7437
CIR
0.826741
0.820000
1.570000
0.560000
0.130543
1.452814
9.972920
ETA
FBI
LGR
0.111467 0.514396 0.294609
0.110774 0.528864 0.232295
0.250000 1.271149 4.800620
0.058125 0.005994 -0.340641
0.027705 0.262206 0.453689
1.282695 -0.079696 7.572142
7.177577 2.552827 73.94837
MB
1.853466
1.379241
7.682842
0.346661
1.372061
1.701686
6.152803
NPL
ROA
0.026897 0.016867
0.020500 0.016621
0.509600 0.045596
0.002100 -0.106500
0.045082 0.016296
9.255455 -3.334738
98.93874 26.09202
SIZE
TI
17.36262 0.261767
17.64214 0.167594
20.47226 0.994006
14.26124 -0.293570
1.702647 0.245988
0.049588 1.093349
1.755029 3.817178
TOBIN
1.105384
1.056979
1.744035
0.928141
0.149983
1.728444
6.566470
Jarque-Bera
Probability
97649.29
0.000000
320.9866
0.000000
135.1877
0.000000
1.267703
0.530544
29604.49
0.000000
121.0675
0.000000
53701.29
0.000000
3249.694
0.000000
8.773807
0.012439
30.65306
0.000000
138.7675
0.000000
Sum
Sum Sq. Dev.
121.8400
11257.98
111.6100
2.283566
15.04798
0.102857
69.44350
9.212755
39.77227
27.58176
250.2180
252.2620
3.631100
0.272340
2.277110
0.035587
2343.953
388.4668
35.33860
8.108354
149.2269
3.014311
Observations
135
135
135
135
135
135
135
135
135
135
135
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
84
Universitas Sumatera Utara
LAMPIRAN 4
Hasil Regresi Tobin’s Q
Dependent Variable: TOBIN
Method: Panel Least Squares
Date: 01/25/16 Time: 11:15
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
3.317460
0.250765
0.061657
-0.144526
0.666842
0.110129
-0.202984
0.014327
-0.711719
0.619102
0.089499
0.093356
0.029088
0.379349
0.242302
0.575889
0.024099
2.416763
5.358502
2.801887
0.660452
-4.968562
1.757858
0.454513
-0.352470
0.594498
-0.294493
0.0000
0.0061
0.5105
0.0000
0.0818
0.6504
0.7252
0.5535
0.7690
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.726863
0.633997
0.090737
0.823320
152.6721
7.826964
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.105384
0.149983
-1.743290
-0.990071
-1.437203
1.695150
85
Universitas Sumatera Utara
LAMPIRAN 5
Hasil Regresi Market to Book Ratio
Dependent Variable: MB
Method: Panel Least Squares
Date: 01/25/16 Time: 14:19
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
23.16377
2.273147
0.272720
-1.262251
-2.794834
-0.282304
-1.135636
0.272385
-8.287647
5.364602
0.775517
0.808943
0.252052
3.287111
2.099575
4.990157
0.208819
20.94158
4.317892
2.931137
0.337131
-5.007908
-0.850240
-0.134458
-0.227575
1.304405
-0.395751
0.0000
0.0042
0.7367
0.0000
0.3972
0.8933
0.8204
0.1951
0.6931
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.754943
0.671624
0.786248
61.81857
-138.8344
9.060833
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.853466
1.372061
2.575325
3.328544
2.881412
1.605549
86
Universitas Sumatera Utara
LAMPIRAN 6
Hasil Regresi Beta
Dependent Variable: BETA
Method: Panel Least Squares
Date: 01/29/16 Time: 11:36
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FBI
TI
SIZE
ETA
CIR
NPL
LGR
ROA
-25.83735
-1.208927
-3.635004
-0.165376
7.941508
28.31724
32.40812
1.838037
324.6021
24.79846
4.036723
4.620955
0.655318
29.82560
17.43439
28.44763
1.852511
158.2972
-1.041894
-0.299482
-0.786635
-0.252361
0.266265
1.624218
1.139220
0.992187
2.050586
0.2995
0.7651
0.4330
0.8012
0.7905
0.1068
0.2568
0.3230
0.0424
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.048484
-0.011930
9.220472
10712.16
-486.7922
0.802525
0.601462
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.902519
9.165958
7.345070
7.538755
7.423778
1.360025
87
Universitas Sumatera Utara