Analisis Perbedaan Beta Saham Pada Peride Bullish dan Periode Bearish Di BEI
LAMPIRAN 1
SELEKSI SAMPEL PENELITIAN
NO
SAHAM
KRITERIA
HASIL
1
2
3
1
AALI
Memenuhi kriteria
2
ADHI
3
ADRO
4
ANTM
5
ASII
Memenuhi kriteria
6
BBCA
7
BBNI
8
BBRI
9
BDMN
Memenuhi kriteria
10
BLTA
11
BMRI
12
BNBR
13
BNGA
Memenuhi kriteria
14
BNII
15
BRPT
Memenuhi kriteria
16
BTEL
17
BUMI
Memenuhi kriteria
18
CMNP
Memenuhi kriteria
19
CPIN
20
CTRA
Memenuhi kriteria
21
CTRS
22
ELSA
23
ELTY
Memenuhi kriteria
24
ENRG
25
GGRM
Memenuhi kriteria
26
GJTL
Memenuhi kriteria
27
INCO
28
INDF
Memenuhi kriteria
29
INDY
30
INKP
Memenuhi kriteria
31
INTP
Memenuhi kriteria
32
ISAT
33
ITMG
34
JIHD
35
JSMR
36
KIJA
Memenuhi kriteria
37
KLBF
(2)
39
LSIP
Memenuhi kriteria
40
MEDC
Memenuhi kriteria
41
PGAS
42
PNBN
43
PNLF
44
PTBA
45
RALS
46
SMCB
Memenuhi kriteria
47
SMGR
48
SMRA
Memenuhi kriteria
49
TINS
Memenuhi kriteria
50
TKIM
Memenuhi kriteria
51
TLKM
52
TRUB
53
TSPC
54
UNSP
55
UNTR
56
UNVR
(3)
LAMPIRAN 2
TABEL PENGELOMPOKKAN PERIODE PENELITIAN
UNTUK PERIODE BULLISH
No
Bulan Bullish
Ri > 0,0246 No
Bulan Bullish
Ri > 0,0246
1
01 Februari 2003
0,0277 31 01 Oktober 2007
0,1205
2
01 April 2003
0,1328 32 01 Februari 2008
0,0360
3
01 Mei 2003
0,0974 33 02 Mei 2008
0,0607
4
01 Agustus 2003
0,0427 34 01 Juli 2008
8,8102
5
01 September 2003
0,1283 35 01 Desember 2008
0,0917
6
01 Oktober 2003
0,0467 36 02 Maret 2009
0,1156
7
02 Januari 2004
0,3228 37 01 April 2009
0,2013
8
01 April 2004
0,0649 38 01 Mei 2009
0,1126
9
01 Juli 2004
0,0336 39 01 Juni 2009
0,0574
10 01 September 2004
0,0867 40 01 Juli 2009
0,1463
11 01 Nopember 2004
2,2499 41 01 September 2009
0,0538
12 03 Januari 2005
0,0452 42 01 Desember 2009
0,0491
13 01 Februari 2005
0,0272 43 04 Januari 2010
0,0302
14 02 Mei 2005
0,0569 44 01 Maret 2010
0,0896
15 01 Juni 2005
0,0314 45 01 April 2010
0,0698
16 01 Juli 2005
0,0534 46 01 Juni 2010
0,0417
17 01 September 2005
0,0278 47 01 Juli 2010
0,0534
18 01 Nopember 2005
0,0285 48 01 September 2010
0,1361
19 02 Januari 2006
0,1040 49 01 Oktober 2010
0,0383
20 01 Maret 2006
0,4332 50 01 Desember 2010
0,0488
21 03 April 2006
0,1069 51 01 Maret 2011
105,0030
22 03 Juli 2006
0,0316 52 02 Mei 2011
9,0454
23 01 Agustus 2006
0,0589 53 01 Juli 2011
0,0623
24 02 Oktober 2006
0,8544 54 03 Oktober 2011
0,0681
25 01 Desember 2006
1,6872 55 01 Desember 2011
0,0288
26 02 April 2007
1,5529 56 03 Januari 2012
0,0313
27 01 Mei 2007
0,0426 57 01 Maret 2012
0,0342
28 04 Juni 2007
0,0264 58 01 Juni 2012
0,0320
29 02 Juli 2007
0,0979 59 02 Juli 2012
0,0472
(4)
TABEL PENGELOMPOKKAN PERIODE PENELITIAN
UNTUK PERIODE BULLISH
No
Bearish
Ri < 0,0246 No
Bearish
Ri < 0,0246
1
02 Januari 2003
-0,0859 31 03 Maret 2008
-0,1009
2
04 Maret 2003
-0,0030 32 01 April 2008
-0,0583
3
02 Juni 2003
0,0217 33 02 Juni 2008
-0,9039
4
01 Juli 2003
0,0049 34 01 Agustus 2008
-0,0601
5
03 Nopember 2003
-0,0135 35 01 September 2008
-0,1539
6
01 Desember 2003
-0,0776 36 06 Oktober 2008
-0,3142
7
03 Februari 2004
0,0108 37 03 Nopember 2008
-0,0121
8
01 Maret 2004
-0,0334 38 05 Januari 2009
-0,0168
9
04 Mei 2004
-0,0650 39 02 Februari 2009
-0,0354
10 01 Juni 2004
-0,0002 40 03 Agustus 2009
0,0079
11 02 Agustus 2004
-0,0030 41 01 Oktober 2009
-0,0405
12 01 Oktober 2004
-0,6332 42 02 Nopember 2009
0,0203
13 01 Desember 2004
0,0230 43 01 Februari 2010
-0,0237
14 01 Maret 2005
0,0059 44 03 Mei 2010
-0,0587
15 01 April 2005
-0,0468 45 02 Agustus 2010
0,0041
16 01 Agustus 2005
-0,1118 46 01 Nopember 2010
-0,0286
17 03 Oktober 2005
-0,0121 47 03 Januari 2011
-0,0795
18 01 Desember 2005
0,0179 48 01 Februari 2011
-0,9898
19 01 Februari 2006
-0,2510 49 01 April 2011
-0,8962
20 01 Mei 2006
-0,0918 50 01 Juni 2011
0,0134
21 01 Juni 2006
-0,0148 51 01 Agustus 2011
-0,0700
22 01 September 2006
-0,4037 52 02 September 2011
-0,0762
23 01 Nopember 2006
-0,5755 53 01 Nopember 2011
-0,0200
24 02 Januari 2007
-0,0267 54 01 Februari 2012
0,0110
25 01 Februari 2007
-0,0093 55 02 April 2012
0,0144
26 01 Maret 2007
-0,5502 56 01 Mei 2012
-0,0832
27 01 Agustus 2007
-0,0657 57 01 Agustus 2012
-0,0198
28 01 Nopember 2007
0,0170 58 01 Oktober 2012
0,0206
29 03 Desember 2007
0,0214 59 01 Nopember 2012
-0,0170
30 02 Januari 2008
-0,0432 60 03 Desember 2012
0,0095
(5)
LAMPIRAN 3
HASIL UJI NORMALITAS PADA KONDISI BULLISH
One-Sample Kolmogorov-Smirnov Test
N Normal Parametersa,b Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp. Sig.
(2-tailed)
Mean Std.
Deviation
Absolute Positive Negative
IHSG_Z 60 -,193051 ,5801835 ,093 ,070 -,093 ,722 ,674
AALI 60 ,059852 ,1061620 ,087 ,087 -,076 ,671 ,759
ASII 60 ,101027 ,0866680 ,111 ,111 -,057 ,862 ,448
BDMN 60 -,039801 ,9038733 ,083 ,083 -,067 ,642 ,804
BNGA 60 -,563546 ,2389328 ,119 ,119 -,079 ,919 ,367
BRPT 60 -,158474 ,6666422 ,173 ,173 -,094 1,338 ,056
BUMI 60 ,111314 ,2136364 ,138 ,138 -,096 1,068 ,204
CMNP 60 ,072051 ,1303896 ,115 ,115 -,098 ,892 ,404
CTRA 60 ,118008 ,2147662 ,165 ,165 -,143 1,280 ,076
ELTY 60 -,015517 ,6518487 ,158 ,158 -,105 1,223 ,100
GGRM 60 ,051841 ,1167129 ,134 ,134 -,085 1,036 ,233
GJTL 60 -,547645 ,2126462 ,139 ,139 -,079 1,073 ,200
INDF 60 ,073113 ,1070350 ,115 ,115 -,055 ,894 ,401
INKP 60 -,128316 ,6838659 ,111 ,111 -,065 ,862 ,447
INTP 60 ,094899 ,1168043 ,127 ,127 -,079 ,982 ,290
KIJA 60 -,276751 ,2545737 ,130 ,130 -,112 1,009 ,260
LSIP 60 -1,912673 1,3347808 ,124 ,081 -,124 ,961 ,314
MEDC 60 ,046059 ,0945158 ,125 ,125 -,082 ,966 ,308
SMCB 60 ,099356 ,1289982 ,143 ,143 -,077 1,105 ,174
SMRA 60 ,116801 ,1635257 ,103 ,103 -,060 ,800 ,544
TINS 60 -,256510 ,2695403 ,135 ,135 -,079 1,049 ,221
TKIM 60 -,271083 ,2709409 ,108 ,093 -,108 ,838 ,484
a. Test distribution is Normal. b. Calculated from data.
(6)
HASIL UJI NORMALITASPADA KONDISI BEARISH
One-Sample Kolmogorov-Smirnov Test
N Normal Parametersa,b Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp. Sig.
(2-tailed)
Mean Std.
Deviation
Absolute Positive Negative
IHSG 60 ,178148 ,4016275 ,089 ,089 -,087 ,686 ,735
AALI 60 ,001088 ,1369816 ,094 ,079 -,094 ,728 ,665
ASII 60 -,017684 ,1181343 ,105 ,050 -,105 ,811 ,526
BDMN 60 -,000264 ,0524034 ,161 ,161 -,142 1,249 ,088
BNGA 60 -,208119 ,1552156 ,117 ,095 -,117 ,906 ,384
BRPT 60 -,052662 ,1697442 ,077 ,072 -,077 ,595 ,871
BUMI 60 -,130596 ,6699982 ,099 ,066 -,099 ,766 ,601
CMNP 60 ,983112 ,0536938 ,086 ,086 -,070 ,666 ,767
CTRA 60 -,026408 ,1835271 ,128 ,128 -,072 ,988 ,283
ELTY 60 -,064472 ,7157079 ,068 ,068 -,066 ,528 ,943
GGRM 60 -,007725 ,0936747 ,100 ,100 -,070 ,777 ,582
GJTL 60 -,034447 ,1235633 ,104 ,104 -,071 ,807 ,532
INDF 60 -,019391 ,1123520 ,095 ,095 -,093 ,735 ,652
INKP 60 -,037652 ,1419909 ,116 ,116 -,108 ,901 ,392
INTP 60 -,018910 ,1128970 ,094 ,065 -,094 ,725 ,669
KIJA 60 -,274415 ,1907891 ,141 ,079 -,141 1,096 ,181
LSIP 60 -,014599 ,1548460 ,057 ,043 -,057 ,444 ,989
MEDC 60 -,029755 ,1078138 ,140 ,108 -,140 1,085 ,190
SMCB 60 -,027335 ,1349521 ,109 ,097 -,109 ,848 ,468
SMRA 60 -,090699 ,6997765 ,103 ,079 -,103 ,796 ,551
TINS 60 -,146326 ,5058005 ,137 ,137 -,116 1,061 ,210
TKIM 60 -,251111 ,2011069 ,144 ,143 -,144 1,116 ,165
a. Test distribution is Normal. b. Calculated from data.
(7)
LAMPIRAN 4
HASIL UJI DURBIN WATSON
1.
PADA KONDISI
BULLISH
Variabel
R
R
Square
Adjusted
R square
Std.
Error Of
The
Estimate
Durbin-Watson
AALI
,115
a0,013
-0,004 0,35245
2,217
ASII
,075
a0,006
-0,011
0,3538
2,291
BDMN
,071
a0,005
-0,012 0,35391
2,268
BNGA
,191
a0,036
0,02
0,3483
2,207
BRPT
,113
a0,013
-0,004 0,35252
2,275
BUMI
,219
a0,048
0,032 0,34618
2,356
CMNP
,022
a0
-0,017 0,35472
2,235
CTRA
,048
a0,002
-0,015 0,35439
2,241
ELTY
,079
a0,006
-0,011
0,3537
2,262
GGRM
,230
a0,053
0,036 0,34532
2,216
GJTL
,107
a0,011
-0,006 0,35277
2,328
INDF
,155
a0,024
0,007 0,35051
2,296
INKP
,044
a0,002
-0,015 0,35447
2,247
INTP
,201
a0,041
0,024 0,34754
2,209
KIJA
,031
a0,001
-0,016 0,35463
2,246
LSIP
,195
a0,038
0,021 0,34799
2,157
MEDC
,176
a0,031
0,014 0,34924
2,246
SMCB
,163
a0,027
0,01 0,35007
2,284
SMRA
,031
a0,001
-0,016 0,35463
2,259
TINS
,005
a0
-0,017
0,3548
2,242
TKIM
,091
a0,008
-0,009 0,35335
2,27
(8)
2.
PADA KONDISI
BEARISH
Variabel
R
R
Square
Adjusted
R square
Std.
Error Of
The
Estimate
Durbin-Watson
AALI
,013
a0
-0,017 0,158802
1,782
ASII
,009
a0
-0,017 0,158809
1,78
BDMN
,144
a0,021
0,004 0,157165
1,759
BNGA
,101
a0,01
-0,007 0,158006
1,777
BRPT
,051
a0,003
-0,015 0,158609
1,77
BUMI
,008
a0
-0,017
0,15881
1,79
CMNP
,156
a0,024
0,008 0,156872
1,782
CTRA
,036
a0,001
-0,016
0,15871
1,78
ELTY
,029
a0,001
-0,016 0,158751
1,788
GGRM
,103
a0,011
-0,006 0,157972
1,788
GJTL
,006
a0
-0,017 0,158813
1,785
INDF
,027
a0,001
-0,016 0,158758
1,782
INKP
,060
a0,004
-0,014 0,158532
1,801
INTP
,048
a0,002
-0,015 0,158633
1,79
KIJA
,070
a0,005
-0,012 0,158429
1,801
LSIP
,073
a0,005
-0,012 0,158389
1,751
MEDC
,112
a0,013
-0,004 0,157808
1,818
SMCB
,008
a0
-0,017
0,15881
1,786
SMRA
,122
a0,015
-0,002 0,157638
1,838
TINS
,085
a0,007
-0,01 0,158235
1,835
TKIM
,141
a0,02
0,003 0,157225
1,753
(9)
LAMPIRAN 5
HASIL UJI GEJSER
PADA KONDISI BULLISH
No
Variabel
T
Sig
1
AALI
-,652
0,517
2
ASII
,230
0,819
3
BDMN
,278
0,782
4
BNGA
-,297
0,767
5
BRPT
-,778
0,440
6
BUMI
-,207
0,837
7
CMNP
,332
0,741
8
`CTRA
,769
0,445
9
ELTY
-,600
0,551
10
GGRM
1,840
0,071
11
GJTL
,023
0,981
12
INDF
,900
0,372
13
INKP
,046
0,964
14
INTP
,618
0,539
15
KIJA
-,597
0,553
16
LSIP
-,733
0,467
17
MEDC
-1,325
0,190
18
SMCB
-,043
0,966
19
SMRA
,553
0,583
20
TINS
-,469
0,641
(10)
HASIL UJI GEJSER
PADA KONDISI BEARISH
No
Variabel
t
Sig
1
AALI
1,154
0,253
2
ASII
1,467
0,148
3
BDMN
-1,154
0,253
4
BNGA
-,973
0,335
5
BRPT
-,751
0,456
6
BUMI
,010
0,992
7
CMNP
-1,243
0,219
8
CTRA
,336
0,738
9
ELTY
,582
0,563
10
GGRM
1,571
0,122
11
GJTL
,906
0,369
12
INDF
,971
0,336
13
INKP
,959
0,342
14
INTP
,497
0,621
15
KIJA
-1,464
0,149
16
LSIP
1,167
0,248
17
MEDC
,239
0,812
18
SMCB
1,226
0,225
19
SMRA
,290
0,773
20
TINS
-,782
0,438
(11)
LAMPIRAN 6
HASIL ANALISIS SINGLE INDEX MODEL
PADA PERIODE BULLISH
1.
AALI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,169a ,028 ,012 ,1055407
1. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,019 1 ,019 1,697 ,198b
Residual ,646 58 ,011
Total ,665 59
a. Dependent Variable: R_AALI b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,066 ,014 4,579 ,000
R_IHSG ,031 ,024 ,169 1,303 ,198
a. Dependent Variable: R_AALI
2.
ASII
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,415a ,172 ,158 ,0795278
1. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,076 1 ,076 12,070 ,001b
Residual ,367 58 ,006
Total ,443 59
a. Dependent Variable: R_ASII 2. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,113 ,011 10,434 ,000
R_IHSG ,062 ,018 ,415 3,474 ,001
(12)
3.
BDMN
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,180a ,032 ,016 6,7196807
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 18,606 1 18,606 1,933 ,170b
Residual 54,827 58 0,095
Total 73,433 59
a. Dependent Variable: BDMN b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 10,465 1,767 2,645 ,010
R_IHSG 5,702 8,826 ,180 1,390 ,170
a. Dependent Variable: BDMN
4.
BNGA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,308a ,095 ,079 ,2293045
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,319 1 ,319 6,059 ,017b
Residual 3,050 58 ,053
Total 3,368 59
a. Dependent Variable: R_BNGA b. Predictors: (Constant), R_IHSG
(13)
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,539 ,031 -17,265 ,000
R_IHSG ,127 ,051 ,308 2,461 ,017
a. Dependent Variable: R_BNGA
5.
BRPT
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,132a ,017 ,000 ,6664756
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,457 1 ,457 1,029 ,314b
Residual 25,763 58 ,444
Total 26,220 59
a. Dependent Variable: R_BRPT b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,083 ,091 -1,423 ,160
R_IHSG ,171 ,150 ,132 1,015 ,114
a. Dependent Variable: R_BRPT
6.
BUMI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,158a ,025 ,008 ,2127585
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,067 1 ,067 1,488 ,227b
Residual 2,625 58 ,045
Total 2,693 59
a. Dependent Variable: R_BUMI 2. Predictors: (Constant), R_IHSG
(14)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,123 ,029 4,230 ,000
R_IHSG ,058 ,048 ,158 1,220 ,227
a. Dependent Variable: R_BUMI
7.
CMNP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,103a ,011 -,006 ,1308093
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,011 1 ,011 ,622 ,434b
Residual ,992 58 ,017
Total 1,003 59
a. Dependent Variable: R_CMNP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,077 ,018 4,296 ,000
R_IHSG ,023 ,029 ,103 ,789 ,434
a. Dependent Variable: R_CMNP
8.
CTRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,036a ,001 -,016 ,2164671
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,004 1 ,004 ,076 ,783b
Residual 2,718 58 ,047
Total 2,721 59
a. Dependent Variable: R_CTRA b. Predictors: (Constant), R_IHSG
(15)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,121 ,029 4,091 ,000
R_IHSG ,013 ,049 ,036 ,277 ,783
a. Dependent Variable: R_CTRA
9.
ELTY
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,263a ,069 ,053 ,6342367
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression 1,739 1 1,739 4,322 ,042b
Residual 23,331 58 ,402
Total 25,069 59
a. Dependent Variable: R_ELTY b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,042 ,086 ,482 ,632
R_IHSG ,296 ,142 ,263 2,079 ,042
a. Dependent Variable: R_ELTY
10.
GGRM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,210a ,044 ,028 ,1150809
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,036 1 ,036 2,685 ,107b
Residual ,768 58 ,013
Total ,804 59
a. Dependent Variable: R_GGRM b. Predictors: (Constant), R_IHSG
(16)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,060 ,016 3,829 ,000
R_IHSG ,042 ,026 ,210 1,639 ,107
a. Dependent Variable: R_GGRM
11.
GJTL
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,163a ,027 ,010 ,2115858
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,071 1 ,071 1,593 ,212b
Residual 2,597 58 ,045
Total 2,668 59
a. Dependent Variable: R_GJTL b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,536 ,029 -18,606 ,000
R_IHSG ,060 ,047 ,163 1,262 ,212
a. Dependent Variable: R_GJTL
12.
INDF
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,282a ,079 ,063 ,1035845
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,054 1 ,054 4,996 ,029b
Residual ,622 58 ,011
Total ,676 59
a. Dependent Variable: R_INDF b. Predictors: (Constant), R_IHSG
(17)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,083 ,014 5,894 ,000
R_IHSG ,052 ,023 ,282 2,235 ,029
a. Dependent Variable: R_INDF
13.
INKP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,199a ,040 ,023 ,6759665
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression 1,091 1 1,091 2,387 ,128b
Residual 26,502 58 ,457
Total 27,593 59
a. Dependent Variable: R_INKP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,083 ,092 -,903 ,371
R_IHSG ,234 ,152 ,199 1,545 ,128
a. Dependent Variable: R_INKP
14.
INTP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,176a ,031 ,014 ,1159706
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,025 1 ,025 1,851 ,179b
Residual ,780 58 ,013
Total ,805 59
a. Dependent Variable: R_INTP b. Predictors: (Constant), R_IHSG
(18)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,102 ,016 6,442 ,000
R_IHSG ,035 ,026 ,176 1,361 ,179
a. Dependent Variable: R_INTP
15.
KIJA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,093a ,009 -,009 ,2556541
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,033 1 ,033 ,502 ,481b
Residual 3,791 58 ,065
Total 3,824 59
a. Dependent Variable: R_KIJA b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,269 ,035 -7,724 ,000
R_IHSG ,041 ,057 ,093 ,709 ,481
a. Dependent Variable: R_KIJA
16.
LSIP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,143a ,020 ,004 1,3323957
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression 2,151 1 2,151 1,211 ,276b
Residual 102,966 58 1,775
Total 105,117 59
a. Dependent Variable: R_LSIP b. Predictors: (Constant), R_IHSG
(19)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -1,849 ,181 -10,192 ,000
R_IHSG ,329 ,299 ,143 1,101 ,276
a. Dependent Variable: R_LSIP
17.
MEDC
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,135a ,018 ,001 ,0944551
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,010 1 ,010 1,076 ,304b
Residual ,517 58 ,009
Total ,527 59
a. Dependent Variable: R_MEDC b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,050 ,013 3,911 ,000
R_IHSG ,022 ,021 ,135 1,037 ,304
a. Dependent Variable: R_MEDC
18.
SMCB
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,179a ,032 ,015 ,1280092
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,031 1 ,031 1,915 ,172b
Residual ,950 58 ,016
Total ,982 59
a. Dependent Variable: R_SMCB b. Predictors: (Constant), R_IHSG
(20)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,107 ,017 6,140 ,000
R_IHSG ,040 ,029 ,179 1,384 ,172
a. Dependent Variable: R_SMCB
19.
SMRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,331a ,110 ,094 ,1556165
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,173 1 ,173 7,150 ,010b
Residual 1,405 58 ,024
Total 1,578 59
a. Dependent Variable: R_SMRA b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,135 ,021 6,362 ,000
R_IHSG ,093 ,035 ,331 2,674 ,010
a. Dependent Variable: R_SMRA
20.
TINS
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,172a ,030 ,013 ,2677811
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,127 1 ,127 1,778 ,188b
Residual 4,159 58 ,072
Total 4,286 59
a. Dependent Variable: R_TINS b. Predictors: (Constant), R_IHSG
(21)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,241 ,036 -6,610 ,000
R_IHSG ,080 ,060 ,172 1,333 ,188
a. Dependent Variable: R_TINS
21.
TKIM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,204a ,042 ,025 ,2675021
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,181 1 ,181 2,527 ,117b
Residual 4,150 58 ,072
Total 4,331 59
a. Dependent Variable: R_TKIM b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,253 ,036 -6,936 ,000
R_IHSG ,095 ,060 ,204 1,590 ,117
(22)
HASIL ANALISIS SINGLE INDEX MODEL
PADA PERIODE BEARISH
1.
AALI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,294a ,087 ,071 ,1320449
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,096 1 ,096 5,494 ,023b
Residual 1,011 58 ,017
Total 1,107 59
a. Dependent Variable: R_AALI b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,017 ,019 -,899 ,372
R_IHSG ,100 ,043 ,294 2,344 ,023
a. Dependent Variable: R_AALI
2.
ASII
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,423a ,179 ,165 ,1079534
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,147 1 ,147 12,653 ,001b
Residual ,676 58 ,012
Total ,823 59
a. Dependent Variable: R_ASII b. Predictors: (Constant), R_IHSG
(23)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,040 ,015 -2,611 ,011
R_IHSG ,124 ,035 ,423 3,557 ,001
a. Dependent Variable: R_ASII
3.
BDMN
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,311a ,097 ,081 ,0502345
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,016 1 ,016 6,205 ,016b
Residual ,146 58 ,003
Total ,162 59
a. Dependent Variable: R_BDMN b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,007 ,007 -1,054 ,296
R_IHSG ,041 ,016 ,311 2,491 ,016
a. Dependent Variable: R_BDMN
4.
BNGA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,278a ,077 ,061 181,7539238
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 16,428 1 160706,428 2,865 ,031b
Residual 19,352 58 0,333
Total 35,780 59
a. Dependent Variable: BNGA b. Predictors: (Constant), R_IHSG
(24)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 5,678 5,705 2,555 ,013
R_IHSG -4,947 8,916 -,278 -2,206 ,031
a. Dependent Variable: BNGA
5.
BRPT
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,404a ,163 ,148 ,1566417
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,277 1 ,277 11,283 ,001b
Residual 1,423 58 ,025
Total 1,700 59
a. Dependent Variable: R_BRPT b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,083 ,022 -3,749 ,000
R_IHSG ,171 ,051 ,404 3,359 ,001
a. Dependent Variable: R_BRPT
6.
BUMI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,261a ,068 ,052 ,6522830
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 1,808 1 1,808 4,248 ,044b
Residual 24,677 58 ,425
Total 26,485 59
a. Dependent Variable: R_BUMI b. Predictors: (Constant), R_IHSG
(25)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,208 ,092 -2,257 ,028
R_IHSG ,436 ,211 ,261 2,061 ,044
a. Dependent Variable: R_BUMI
7.
CMNP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,132a ,018 ,001 ,0536781
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,003 1 ,003 1,035 ,313b
Residual ,167 58 ,003
Total ,170 59
a. Dependent Variable: R_CMNP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,980 ,008 129,086 ,000
R_IHSG ,018 ,017 ,132 1,017 ,313
a. Dependent Variable: R_CMNP
8.
CTRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,423a ,179 ,165 ,1677042
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,356 1 ,356 12,659 ,001b
Residual 1,631 58 ,028
Total 1,987 59
a. Dependent Variable: R_CTRA b. Predictors: (Constant), R_IHSG
(26)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,061 ,024 -2,566 ,013
R_IHSG ,193 ,054 ,423 3,558 ,001
a. Dependent Variable: R_CTRA
9.
ELTY
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,423a ,179 ,165 ,2003264
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,507 1 ,507 12,634 ,001b
Residual 2,328 58 ,040
Total 2,835 59
a. Dependent Variable: ELTY b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) -,094 ,028 -3,315 ,002
R_IHSG ,231 ,065 ,423 3,554 ,001
a. Dependent Variable: ELTY
10.
GGRM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,338a ,114 ,099 ,0889262
(27)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,059 1 ,059 7,469 ,008b
Residual ,459 58 ,008
Total ,518 59
a. Dependent Variable: R_GGRM b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,022 ,013 -1,730 ,089
R_IHSG ,079 ,029 ,338 2,733 ,008
a. Dependent Variable: R_GGRM
11.
GJTL
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,476a ,227 ,213 ,1095946
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,204 1 ,204 16,999 ,000b
Residual ,697 58 ,012
Total ,901 59
a. Dependent Variable: R_GJTL b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,061 ,015 -3,906 ,000
R_IHSG ,146 ,036 ,476 4,123 ,000
a. Dependent Variable: R_GJTL
12.
INDF
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,438a ,192 ,178 ,1018423
(28)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,143 1 ,143 13,805 ,000b
Residual ,602 58 ,010
Total ,745 59
a. Dependent Variable: R_INDF b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,041 ,014 -2,863 ,006
R_IHSG ,123 ,033 ,438 3,716 ,000
a. Dependent Variable: R_INDF
13.
INKP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,384a ,147 ,133 ,1322489
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,175 1 ,175 10,012 ,002b
Residual 1,014 58 ,017
Total 1,190 59
a. Dependent Variable: R_INKP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,062 ,019 -3,305 ,002
R_IHSG ,136 ,043 ,384 3,164 ,002
a. Dependent Variable: R_INKP
14.
INTP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,376a ,141 ,126 ,1055291
(29)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,106 1 ,106 9,526 ,003b
Residual ,646 58 ,011
Total ,752 59
a. Dependent Variable: R_INTP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,038 ,015 -2,527 ,014
R_IHSG ,106 ,034 ,376 3,086 ,003
a. Dependent Variable: R_INTP
15.
KIJA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,349a ,121 ,106 ,1803624
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,261 1 ,261 8,019 ,006b
Residual 1,887 58 ,033
Total 2,148 59
a. Dependent Variable: R_KIJA b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,304 ,026 -11,914 ,000
R_IHSG ,166 ,058 ,349 2,832 ,006
a. Dependent Variable: R_KIJA
16.
LSIP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,394a ,155 ,140 ,1435592
(30)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,219 1 ,219 10,642 ,002b
Residual 1,195 58 ,021
Total 1,415 59
a. Dependent Variable: R_LSIP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,042 ,020 -2,051 ,045
R_IHSG ,152 ,047 ,394 3,262 ,002
a. Dependent Variable: R_LSIP
17.
MEDC
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,275a ,075 ,059 ,1045618
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,052 1 ,052 4,727 ,034b
Residual ,634 58 ,011
Total ,686 59
a. Dependent Variable: R_MEDC b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,043 ,015 -2,900 ,005
R_IHSG ,074 ,034 ,275 2,174 ,034
a. Dependent Variable: R_MEDC
18.
SMCB
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,396a ,157 ,142 ,1249690
(31)
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,051 ,018 -2,889 ,005
R_IHSG ,133 ,041 ,396 3,287 ,002
a. Dependent Variable: R_SMCB
19.
SMRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,386a ,149 ,135 ,1677330
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,286 1 ,286 10,177 ,002b
Residual 1,632 58 ,028
Total 1,918 59
a. Dependent Variable: SMRA b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,056 ,024 -2,343 ,023
R_IHSG ,173 ,054 ,386 3,190 ,002
a. Dependent Variable: SMRA
20.
TINS
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,317a ,101 ,085 ,4838070
a. Predictors: (Constant), R_IHSG
ANOVAa
(32)
1
Regression 1,518 1 1,518 6,486 ,014b
Residual 13,576 58 ,234
Total 15,094 59
a. Dependent Variable: R_TINS b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,217 ,068 -3,178 ,002
R_IHSG ,399 ,157 ,317 2,547 ,014
a. Dependent Variable: R_TINS
21.
TKIM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,072a ,005 -,012 ,2023123
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,012 1 ,012 ,299 ,587b
Residual 2,374 58 ,041
Total 2,386 59
a. Dependent Variable: R_TKIM b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,258 ,029 -9,000 ,000
R_IHSG ,036 ,066 ,072 ,547 ,587
(33)
LAMPIRAN 7
HASIL UJI INDEPENDET SAMPLE T- test
Group Statistics
PERIODE N Mean Std. Deviation Std. Error Mean
BETA 1 21 4,64790 20,863307 4,552747
2 21 -6,04348 28,390739 6,195367
Independent Samples Test
BETA Equal variances assumed
Equal variances not
assumed Levene's Test for Equality of
Variances
F ,202
Sig. ,655
t-test for Equality of Means
T 1,391 1,391
Df 40 36,724
Sig. (2-tailed) ,172 ,173
Mean Difference 10,691381 10,691381
Std. Error Difference 7,688308 7,688308
95% Confidence Interval of the Difference
Lower -4,847269 -4,890565
(1)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,143 1 ,143 13,805 ,000b Residual ,602 58 ,010
Total ,745 59 a. Dependent Variable: R_INDF
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,041 ,014 -2,863 ,006 R_IHSG ,123 ,033 ,438 3,716 ,000 a. Dependent Variable: R_INDF
13.
INKP
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,384a ,147 ,133 ,1322489 a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,175 1 ,175 10,012 ,002b Residual 1,014 58 ,017
Total 1,190 59 a. Dependent Variable: R_INKP
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,062 ,019 -3,305 ,002 R_IHSG ,136 ,043 ,384 3,164 ,002 a. Dependent Variable: R_INKP
14.
INTP
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,376a ,141 ,126 ,1055291 a. Predictors: (Constant), R_IHSG
(2)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,106 1 ,106 9,526 ,003b Residual ,646 58 ,011
Total ,752 59 a. Dependent Variable: R_INTP
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,038 ,015 -2,527 ,014 R_IHSG ,106 ,034 ,376 3,086 ,003 a. Dependent Variable: R_INTP
15.
KIJA
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,349a ,121 ,106 ,1803624 a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,261 1 ,261 8,019 ,006b Residual 1,887 58 ,033
Total 2,148 59 a. Dependent Variable: R_KIJA
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,304 ,026 -11,914 ,000 R_IHSG ,166 ,058 ,349 2,832 ,006 a. Dependent Variable: R_KIJA
16.
LSIP
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,394a ,155 ,140 ,1435592 a. Predictors: (Constant), R_IHSG
(3)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,219 1 ,219 10,642 ,002b Residual 1,195 58 ,021
Total 1,415 59 a. Dependent Variable: R_LSIP
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,042 ,020 -2,051 ,045 R_IHSG ,152 ,047 ,394 3,262 ,002 a. Dependent Variable: R_LSIP
17.
MEDC
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,275a ,075 ,059 ,1045618 a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,052 1 ,052 4,727 ,034b Residual ,634 58 ,011
Total ,686 59 a. Dependent Variable: R_MEDC
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,043 ,015 -2,900 ,005 R_IHSG ,074 ,034 ,275 2,174 ,034 a. Dependent Variable: R_MEDC
18.
SMCB
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,396a ,157 ,142 ,1249690 a. Predictors: (Constant), R_IHSG
(4)
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,051 ,018 -2,889 ,005 R_IHSG ,133 ,041 ,396 3,287 ,002 a. Dependent Variable: R_SMCB
19.
SMRA
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,386a ,149 ,135 ,1677330 a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,286 1 ,286 10,177 ,002b Residual 1,632 58 ,028
Total 1,918 59 a. Dependent Variable: SMRA
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,056 ,024 -2,343 ,023 R_IHSG ,173 ,054 ,386 3,190 ,002 a. Dependent Variable: SMRA
20.
TINS
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,317a ,101 ,085 ,4838070 a. Predictors: (Constant), R_IHSG
(5)
1
Regression 1,518 1 1,518 6,486 ,014 Residual 13,576 58 ,234
Total 15,094 59 a. Dependent Variable: R_TINS
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,217 ,068 -3,178 ,002 R_IHSG ,399 ,157 ,317 2,547 ,014 a. Dependent Variable: R_TINS
21.
TKIM
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate 1 ,072a ,005 -,012 ,2023123 a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression ,012 1 ,012 ,299 ,587b Residual 2,374 58 ,041
Total 2,386 59 a. Dependent Variable: R_TKIM
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,258 ,029 -9,000 ,000 R_IHSG ,036 ,066 ,072 ,547 ,587 a. Dependent Variable: R_TKIM
(6)
LAMPIRAN 7
HASIL UJI INDEPENDET SAMPLE T- test
Group Statistics
PERIODE N Mean Std. Deviation Std. Error Mean
BETA 1 21 4,64790 20,863307 4,552747 2 21 -6,04348 28,390739 6,195367
Independent Samples Test
BETA Equal variances assumed
Equal variances not
assumed
Levene's Test for Equality of Variances
F ,202
Sig. ,655
t-test for Equality of Means
T 1,391 1,391
Df 40 36,724
Sig. (2-tailed) ,172 ,173 Mean Difference 10,691381 10,691381 Std. Error Difference 7,688308 7,688308
95% Confidence Interval of the Difference
Lower -4,847269 -4,890565 Upper 26,230031 26,273327