Analisis Pengaruh Tingkat Suku Bunga, Kurs dan Return On Asset Terhadap Return Saham Pada Perusahaan Perbankan Yang terdaftar Di Bursa Efek Indonesia.

  LAMPIRAN 1

Daftar Nama Perusahaan Perbankan Yang Terdaftar Di Bursa Efek

  NO. Nama Perusahaan Kode

  1. Bank Agro Niaga Tbk AGRO 2.

  Bank Artha Graha Internasional Tbk.

  INPC

  3. Bank Bukopin Tbk. BBKP

  4. Bank Bumi Arta Tbk. BNBA

  5. Bank Capital Indonesia Tbk. BACA

  6. Bank Central Asia Tbk. BBCA

  7. Bank CIMB Niaga Tbk. BNGA

  8. Bank Ekonomi Raharja Tbk BAEK

  9. Bank Himpunan Saudara 1906 Tbk. SDRA

  10. Bank Kesawan Tbk. BKSW

  11. Bank Mandiri (Persero) Tbk. BMRI

  12. Bank Mayapada Internasional Tbk. MAYA

  13. Bank Mega Tbk. MEGA

  14. Bank Mutiara Tbk. BCIC

  15. Bank Negara Indonesia (Persero) Tbk. BBNI

  16. Bank NISP OCBC Tbk. NISP

  17. Bank Nusantara Parahyangan Tbk. BBNP

  18. Bank Pan Indonesia Tbk. PNBN

  19. Bank Permata Tbk. BNLI

  20. Bank Rakyat Indonesia (Persero) Tbk. BBRI

  21. Bank Swadesi Tbk. BSWD

  22. Bank Tabungan Pensiunan Nasional Tbk. BTPN

  23. Bank Victoria Internasional Tbk. BVIC

  24. Bank Windu Kentjana Internasional Tbk. MCOR

  80

  LAMPIRAN 2 Daftar Harga Saham (Close Price) Periode 2009-2011

  Tahun 2009 2010 2011 No. Kode Perusahaan Awal Akhir Return Awal Akhir Return Awal Akhir Return

  1. AGRO 235 141 -40% 126 168 33.33% 154 118 -23.38% 2.

  53 76 43.4% 65 107 64.61%

  97 96 -1.03%

  INPC

  3. BBKP 195 375 92.31% 385 650 68.83% 600 580 -3.33%

  4. BNBA 54 133 146.3% 152 164 7.90% 151 139 -7.94%

  5. BACA 100 98 -2% 90 102 13.33% 125 160 28%

  6. BBCA 2750 4850 76.36% 5000 6400 28% 5650 8000 41.60%

  7. BCIC

  50

  50

  0.00

  50 50 0.00%

  50 50 0.00%

  8. BNGA 495 710 43.43% 740 1910 158.11% 1860 1220 -34.41%

  9. BAEK 2250 2700 20% 3000 2500 -16.67% 2100 2050 -2.38%

  10. SDRA 53 280 428.3% 270 290 7.41% 188 220 17.02%

  11. BKSW 630 740 17.46% 830 1040 25.30% 690 710 2.90%

  12. BMRI 1820 4700 158.24% 4675 6500 39.04% 5950 6750 13.45%

  13. MAYA 1670 1670 0.00 1600 1330 -16.88% 900 1430 58.89%

  14. MEGA 3200 2300 -28.13% 2350 3175 35.11% 3150 3500 11.11%

  15. BBNI 770 1980 157.14% 1930 3875 100.78% 3225 3800 17.83%

  16. NISP 700 1000 42.86% 950 1700 78.95% 1360 1080 -20.59%

  17. BBNP 1510 1300 -13.91% 1300 1230 -5.38% 1230 1300 5.70%

  18. PNBN 530 760 43.4% 800 1140 42.5% 1080 780 -27.78%

  19. BNLI 480 800 66.67% 800 1790 123.75% 1660 1360 -18.07%

  20. BBRI 4550 7650 68.13% 7650 10500 37.25% 4850 6750 39.18%

  21. BSWD 600 600 0.00 600 600 0.00% 600 600 0.00%

  22. BTPN 1140 3900 242.11% 5400 13200 144.44% 12800 3400 -73.44%

  23. BVIC 87 138 58.62% 132 160 21.21% 144 129 -10.42%

  24. MCOR 90 112 49.33% 72 150 33.93% 150 188 25.33%

  81

  82 LAMPIRAN 3

  6.50

  6.75 Agustus

  6.50

  6.50

  6.75 September

  6.50

  6.50

  6.75 Oktober

  6.50

  6.5 November

  6.75

  6.50

  6.50

  6.0 Desember

  6.50

  6.50

  6.0 Rata-rata

  7.15

  6.50

  6.50

  6.75 Juli

  Daftar Tingkat Suku Bunga Bank Indonesia

Periode 2009-2011

  7.75

  Bulan / Tahun BI Rate 2009 2010 2011

  Januari

  8.75

  6.50

  6.50 Februari

  8.25

  6.50

  6.75 Maret

  6.50

  6.50

  6.75 April

  7.50

  6.50

  6.75 Mei

  7.25

  6.50

  6.75 Juni

  7.00

  6.58

  83 LAMPIRAN 4

  

Daftar Kurs/Nilai Tukar Rp Terhadap U$ Dollar (AS)

Periode 2009-2011

  Bulan/Tahun Kurs Tengah 2009 2010 2011

  Januari 11167 9044 9037 Februari 11852.5 9348 8912.5 Maret 11849.5 9173.5 8761 April 11024.5 9027 8651 Mei 10393 9183 8606 Juni 10057 9103.5 8564 Juli 10111.5 9049 8533 Agustus 9978 8972 8533.5 September 9900.5 8976 8764.5 Oktober 9482.5 8928 8895 November 9941 8938 9015 Desember 9458 9023 9088.5 Rata-rata 10435 9068 8776

  84 LAMPIRAN 5

  16. NISP

  1.81

  18. PNBN

  1.40

  1.20

  1.06

  17. BBNP

  1.68

  0.96

  1.65

  2.49

  2.19

  2.21

  1.51

  15. BBNI

  1.92

  2.02

  1.61

  14. MEGA

  1.78

  1.05

  0.78

  1.74

  19. BNLI

  2.99

  2.79

  0.87

  0.82

  24. MCOR

  2.03

  1.28

  0.85

  23. BVIC

  3.80

  3.27

  22. BTPN

  1.37

  3.13

  3.06

  3.29

  21. BSWD

  3.99

  3.69

  3.12

  20. BBRI

  1.54

  1.68

  13. MAYA

  3.11

  

Daftar Return On Asset (ROA) Perbankan

  1.40

  0.73

  0.66

  0.85

  5. BACA

  1.92

  1.37

  1.71

  4. BNBA

  1.64

  1.40

  3.17

  3. BBKP

  0.66

  0.69

  0.42

  INPC

  1.29 2.

  0.63

  0.15

  1. AGRO

  No Kode Perusahaan Return On Asset 2009 2010 2011

  6. BBCA

  3.28

  2.74

  1.17

  12. BMRI

  0.40

  4.45

  0.27

  11. BKSW

  2.40

  2.51

  2.13

  10. SDRA

  1.84

  3.57

  2.09

  9. BAEK

  2.63

  2.36

  2.02

  8. BNGA

  1.85

  2.02

  3.27

  7. BCIC

  0.75

  85 LAMPIRAN 6

  31.03

  0.00

  14. BCIC 7.15 10435 3.27 -34.29

  15. BBNI 7.15 10435

  1.51

  91.18

  16. NISP 7.15 10435

  1.65

  42.86

  17. BBNP 7.15 10435

  1.06

  13.91

  18. PNBN 7.15 10435

  1.81

  19. BNLI 7.15 10435

  13. MEGA 7.15 10435

  1.37

  63.27

  20. BBRI 7.15 10435

  3.12

  67.21

  21. BSWD 7.15 10435

  3.29

  0.00

  22. BTPN 7.15 10435 2.79 225

  23. BVIC 7.15 10435

  0.85

  48.39

  24. MCOR 7.15 10435

  0.82

  1.61

  12. MAYA 7.15 10435 0.78 132.10

  

Data Variabel Penelitian (Sebelum Transformasi)

  5. BACA 7.15 10435 0.85 -2.97

  Tahun No. Kode Bank Tingkat Suku

  Bunga Kurs ROA

  Return

  Saham 2009

  1. AGRO 7.15 10435 0.15 -40 2.

  INPC 7.15 10435

  0.42

  52

  3. BBKP 7.15 10435

  1.40

  87.5

  4. BNBA 7.15 10435

  1.71

  21.67

  6. BBCA 7.15 10435

  10.45

  3.17

  49.23

  7. BNGA 7.15 10435

  2.02

  0.00

  8. BAEK 7.15 10435

  2.09

  43.43

  9. SDRA 7.15 10435

  2.13

  21.35

  10. BKSW 7.15 10435 0.27 460

  11. BMRI 7.15 10435

  2.74

  49.33

  86 LAMPIRAN 6 (Lanjutan)

  18. PNBN 6.50 9068

  12. MAYA 6.50 9068

  1.05

  38.30

  13. MEGA 6.50 9068 2.02 -20.36

  14. BCIC 6.50 9068

  2.02

  38.04

  15. BBNI 6.50 9068

  2.21

  95.71

  16. NISP 6.50 9068

  0.96

  70

  17. BBNP 6.50 9068 1.20 -5.38

  1.74

  3.11

  50

  19. BNLI 6.50 9068 1.68 123.75

  20. BBRI 6.50 9068

  3.69

  37.25

  21. BSWD 6.50 9068

  3.06

  0.00

  22. BTPN 6.50 9068 3.27 238.46

  23. BVIC 6.50 9068

  1.28

  15.94

  24. MCOR 6.50 9068

  0.87

  40.54

  11. BMRI 6.50 9068

  

Data Variabel Penelitian (Sebelum Transformasi)

  1.37

  Tahun No. Kode Bank Tingkat Suku

  Bunga Kurs ROA

  Return

  Saham 2010

  1. AGRO 6.50 9068

  0.63

  19.15 2.

  INPC 6.50 9068

  0.69

  40.79

  3. BBKP 6.50 9068

  1.40

  73.33

  4. BNBA 6.50 9068

  23.31

  3.57

  0.00

  4.45

  10. BKSW 6.50 9068

  9. SDRA 6.50 9068 2.51 -7.41

  69.01

  1.84

  8. BAEK 6.50 9068

  2.36

  5. BACA 6.50 9068

  7. BNGA 6.50 9068

  31.96

  3.28

  6. BBCA 6.50 9068

  4.08

  0.66

  33.93

  87 LAMPIRAN 6 (Lanjutan)

  5.69

  1.92

  7.52

  14. BCIC 6.58 8776

  1.85

  10.24

  15. BBNI 6.58 8776 2.49 -1.94

  16. NISP 6.58 8776 1.68 -36.47

  17. BBNP 6.58 8776

  1.40

  18. PNBN 6.58 8776 2.19 -31.58

  3.85

  19. BNLI 6.58 8776 1.54 -24.02

  20. BBRI 6.58 8776 3.99 -35.71

  21. BSWD 6.58 8776

  3.13

  0.00

  22. BTPN 6.58 8776 3.80 -74.24

  23. BVIC 6.58 8776 2.03 -19.38

  24. MCOR 6.58 8776

  0.75

  13. MEGA 6.58 8776

  1.78

  

Data Variabel Penelitian (Sebelum Transformasi)

  0.73

  Tahun No. Kode Bank Tingkat Suku

  Bunga Kurs ROA

  Return

  Saham 2011

  1. AGRO 6.58 8776 1.29 -29.76 2.

  INPC 6.58 8776 0.66 -10.28

  3. BBKP 6.58 8776 1.64 -10.77

  4. BNBA 6.58 8776 1.92 -15.24

  5. BACA 6.58 8776

  56.8

  12. MAYA 6.58 8776

  6. BBCA 6.58 8776

  3.57

  25

  7. BNGA 6.58 8776

  2.63

  0.00

  8. BAEK 6.58 8776 1.17 -3.13

  9. SDRA 6.58 8776 2.40 -18

  10. BKSW 6.58 8776 0.40 -24.14

  11. BMRI 6.58 8776 2.99 -31.74

  25.33

  88 LAMPIRAN 7

  18. PNBN

  1.97

  9.25

  0.48

  14. BCIC

  1.97

  9.25

  1.18

  15. BBNI

  1.97 9.25 0.41 4.51

  16. NISP

  1.97 9.25 0.50 3.76

  17. BBNP

  1.97 9.25 0.06 2.63

  1.97 9.25 0.59 3.43

  1.97 9.25 -0.25 4.88

  19. BNLI

  1.97 9.25 0.31 4.15

  20. BBRI

  1.97 9.25 1.14 4.21

  21. BSWD

  1.97

  9.25

  1.19

  22. BTPN

  1.97 9.25 1.03 5.42

  23. BVIC

  1.97 9.25 -0.16 3.88

  24. MCOR

  13. MEGA

  12. MAYA

  

Data Variabel Penelitian (Setelah Transformasi)

  5. BACA

  Tahun No. Kode Bank Tingkat Suku

  Bunga Kurs ROA

  Return

  Saham 2009

  1. AGRO

  1.97 9.25 -1.90 2.

  INPC

  1.97 9.25 -0.87

  3.95

  3. BBKP

  1.97 9.25 0.34 4.47

  4. BNBA

  1.97 9.25 0.54 3.08

  1.97 9.25 -0.16

  1.97 9.25 1.01 2.35

  6. BBCA

  1.97 9.25 1.15 3.90

  7. BNGA

  1.97

  9.25

  0.70

  8. BAEK

  1.97 9.25 0.74 3.77

  9. SDRA

  1.97 9.25 0.76 3.06

  10. BKSW

  1.97 9.25 -1.31 6.13

  11. BMRI

  1.97 9.25 -0.20 3.90

  89 LAMPIRAN 7 (Lanjutan)

  4.56

  9.11

  1.87

  18. PNBN

  0.18

  9.11

  1.87

  17. BBNP

  4.25

  1.87 9.11 -0.04

  16. NISP

  0.79

  3.91

  9.11

  1.87

  15. BBNI

  3.64

  0.70

  9.11

  1.87

  14. BCIC

  0.70

  9.11

  1.87

  0.55

  19. BNLI

  3.65

  22. BTPN

  1.87 9.11 -0.14

  24. MCOR

  2.77

  0.25

  9.11

  1.87

  23. BVIC

  5.47

  1.18

  9.11

  1.87

  1.12

  1.87

  9.11

  1.87

  21. BSWD

  3.62

  1.31

  9.11

  1.87

  20. BBRI

  4.82

  0.52

  9.11

  13. MEGA

  0.05

  Data Variabel Penelitian (Setelah Transformasi)

  0.34

  1.87

  6. BBCA

  1.41

  1.87 9.11 -0.42

  5. BACA

  3.15

  0.31

  9.11

  1.87

  4. BNBA

  4.29

  9.11

  1.19

  1.87

  3. BBKP

  3.71

  1.87 9.11 -0.37

  INPC

  1.87 9.11 -0.46 2.95 2.

  1. AGRO

  Saham 2010

  Return

  Bunga Kurs ROA

  Tahun No. Kode Bank Tingkat Suku

  9.11

  3.46

  9.11

  10. BKSW

  1.87

  12. MAYA

  3.70

  1.13

  9.11

  1.87

  11. BMRI

  1.27

  1.49

  9.11

  1.87

  0.92

  7. BNGA

  9.11

  1.87

  9. SDRA

  4.23

  0.61

  9.11

  1.87

  8. BAEK

  0.86

  9.11

  1.87

  3.52

  90 LAMPIRAN 7 (Lanjutan)

  16. NISP

  18. PNBN

  1.74

  0.34

  9.08

  1.88

  17. BBNP

  0.52

  9.08

  1.88

  0.91

  9.08

  9.08

  1.88

  15. BBNI

  0.62

  9.08

  1.88

  14. BCIC

  2.02

  0.65

  1.88

  0.78

  1.88

  22. BTPN

  1.88 9.08 -0.29

  24. MCOR

  0.71

  9.08

  1.88

  23. BVIC

  1.34

  9.08

  1.88

  1.14

  19. BNLI

  9.08

  1.88

  21. BSWD

  1.38

  9.08

  1.88

  20. BBRI

  0.43

  9.08

  1.88

  9.08

  13. MEGA

  

Data Variabel Penelitian (Setelah Transformasi)

  0.49

  1.88

  6. BBCA

  4.04

  1.88 9.08 -0.31

  5. BACA

  0.65

  9.08

  1.88

  4. BNBA

  9.08

  1.27

  1.88

  3. BBKP

  1.88 9.08 -0.42

  INPC

  1. AGRO 1.88 9.08 0.25 2.

  Saham 2011

  Return

  Suku Bunga Kurs ROA

  Tahun No. Kode Bank Tingkat

  9.08

  3.22

  1.35

  10. BKSW

  0.58

  9.08

  1.88

  12. MAYA

  1.10

  9.08

  1.88

  11. BMRI

  1.88 9.08 -0.92

  0.88

  7. BNGA

  9.08

  1.88

  9. SDRA

  0.16

  9.08

  1.88

  8. BAEK

  0.97

  9.08

  1.88

  3.23

  91 LAMPIRAN 8

  

Statistik Deskriptif

(Sebelum Transformasi)

Descriptive Statistics

  N Minimum Maximum Mean Std.

  Deviation TINGKAT SUKU BUNGA

  72 6.50 7.15 6.7433 .29144 KURS 72 8776 10435

  9426,3

  3 728,203

  ROA 72 .15 4.45 1.8914 .99992 RETURN SAHAM 72 -74.24 460.00

  30.759 73.44949

  Valid N (listwise)

  72 Statistik Deskriptif

  

(Setelah Transformasi)

Descriptive Statistics

  N Minimum Maximum Mean Std.

  Deviation TINGKAT SUKU BUNGA

  72 1,87 1,97 1,9076 ,04264 KURS 72 9,08 9,25 9,1484 ,07563 ROA 72 -1,90 1,49 ,4624 ,65936 RETURN SAHAM 44 1,27 6,13 3,5862 1,06959 Valid N (listwise)

  44

  92 LAMPIRAN 9

  Unstandardized Residual

  Positive ,058 Negative -,089

  Absolute ,089

  Std. Deviation ,94290909 Most Extreme Differences

  Mean ,0000000

  44 Normal Parameters(a,b)

  N

  

Hasil Uji Normalitas

(Setelah Transformasi)

One-Sample Kolmogorov-Smirnov Test

  

Hasil Uji Normalitas

(Sebelum Transformasi) One-Sample Kolmogorov-Smirnov Test

  Kolmogorov-Smirnov Z 1,895 Asymp. Sig. (2-tailed) ,002 a Test distribution is Normal. b Calculated from data

  Positive ,223 Negative -,134

  Absolute ,223

  Std. Deviation 66,60767448 Most Extreme Differences

  Mean ,0000000

  72 Normal Parameters(a,b)

  Unstandardiz ed Residual N

  Kolmogorov-Smirnov Z ,591 Asymp. Sig. (2-tailed) ,876 a Test distribution is Normal. b Calculated from data

  93 LAMPIRAN 9 (Lanjutan)

  

Histogram

  94 LAMPIRAN 9 (Lanjutan)

  

Normal Probability Plot