1. Akasha Wira Internasional Tbk ADES 7.390181 6.917706 - Pengaruh Kepemilikan Manajerial, Independensi Dewan Komisaris, Komite Audit Terhadap Harga Sahan dengan Return On Investment (ROI) sebagai Variabel Moderating pada Perusahaan Sektor Industri Barang
Lampiran i Logaritma Natural Harga Saham dari Perusahaan Sampel Logaritma Naturan Harga Saham NO. Nama Perusahaan Kode 2010 2011 2012 2013
1. Akasha Wira Internasional Tbk ADES 7.390181 6.917706 7.56008 7.600902
2. Delta Djakarta Tbk DLTA 11.69525 11.62178 12.44902 12.84793
Indofood CBP Sukses Makmur3. ICBP 8.449984 8.556414 8.961879 9.230143 Tbk
4. Mayora Indah Tbk MYOR 8.411833 9.282661 9.903488 10.16585
5. Sekar Laut Tbk SKLT 4.941642 4.941642 5.192957 5.192957
6. Ultra Jaya Milk Tbk ULTJ 7.098376 6.984716 7.192934 8.411833
7. Darya-Varia Laboratoria Tbk DVLA 7.064759 7.047517 7.432484 7.696213
8. Kimia Farma Tbk KAEF 5.068904 5.828946 6.60665 6.380123
9. Kalbe Farma Tbk KLBF 8.131531 8.08641 6.966024 7.130899
10. Merck Tbk MERK 11.4773 11.79434 11.93164 12.1495
11. Mandom Indonesia Tbk TCID 8.853665 8.922658 9.305651 9.384294
12. Unilever Indonesia Tbk UNVR 9.711116 9.841612 9.945109 10.16585
13. Kedaung Indah Can Tbk KICI 5.598422 5.598422 5.192957 5.220356
Lampiran ii
Persentase Kepemilikan Manajerial dari Perusahaan Sampel
Persentase Kepemilikan ManajerialNO. Nama Perusahaan Kode 2010 2011 2012 2013
1. Akasha Wira Internasional Tbk ADES
0.6
0.6
0.6
0.6
2. Delta Djakarta Tbk DLTA
2.92
2.92
2.92
2.92 Indofood CBP Sukses Makmur 3.
ICBP
80.58
80.58
80.58
80.58 Tbk
4. Mayora Indah Tbk MYOR
0.11
0.12
0.13
0.11
5. Sekar Laut Tbk SKLT
0.12
0.12
0.12
0.12
6. Ultra Jaya Milk Tbk ULTJ
17.97
17.97
17.97
17.97
7. Darya-Varia Laboratoria Tbk DVLA
92.66
92.66
92.66
92.66
8. Kimia Farma Tbk KAEF
0.19
0.19
0.19
0.19
9. Kalbe Farma Tbk KLBF
8.66
8.66
8.66
8.66
10. Merck Tbk MERK
73.99
73.99
73.99
73.99
11. Mandom Indonesia Tbk TCID
60.98
60.98
60.98
60.98
12. Unilever Indonesia Tbk UNVR
85
85
85
85
13. Kedaung Indah Can Tbk KICI
48.45
48.45
48.45
48.45
Lampiran iii Persentase Independensi Dewan Komisaris dari Perusahaan Sampel Persentase Independensi Dewan Komisaris NO. Nama Perusahaan Kode 2010 2011 2012 2013
1. Akasha Wira Internasional Tbk ADES
0.33
0.33
0.33
0.33
2. Delta Djakarta Tbk DLTA
0.4
0.4
0.4
0.4 Indofood CBP Sukses Makmur 3.
ICBP 0.375 0.375 0.375 0.375 Tbk
4. Mayora Indah Tbk MYOR
0.33
0.4
0.4
0.4
5. Sekar Laut Tbk SKLT
0.33
0.33
0.33
0.33
6. Ultra Jaya Milk Tbk ULTJ
0.33
0.33
0.33
0.33
7. Darya-Varia Laboratoria Tbk DVLA
0.43
0.43
0.43
0.43
8. Kimia Farma Tbk KAEF
0.4
0.4
0.4
0.4
9. Kalbe Farma Tbk KLBF
0.33
0.33
0.33
0.33
10. Merck Tbk MERK
0.5
0.33
0.33
0.33
11. Mandom Indonesia Tbk TCID
0.4
0.4
0.4
0.4
12. Unilever Indonesia Tbk UNVR
0.8
0.8
0.8
0.8
13. Kedaung Indah Can Tbk KICI
0.33
0.33
0.33
0.33
Lampiran iv
Persentase Komite Audit dari Perusahaan Sampel
Persentase Komite AuditNO. Nama Perusahaan Kode 2010 2011 2012 2013
1. Akasha Wira Internasional Tbk ADES
0.33
0.33
0.33
0.33
2. Delta Djakarta Tbk DLTA
0.33
0.33
0.33
0.33 Indofood CBP Sukses Makmur 3.
ICBP
0.5
0.5
0.5
0.5 Tbk
4. Mayora Indah Tbk MYOR
0.33
0.34
0.35
0.36
5. Sekar Laut Tbk SKLT
0.33
0.33
0.33
0.33
6. Ultra Jaya Milk Tbk ULTJ
0.33
0.33
0.33
0.33
7. Darya-Varia Laboratoria Tbk DVLA
0.5
0.5
0.5
0.5
8. Kimia Farma Tbk KAEF
0.33
0.33
0.33
0.33
9. Kalbe Farma Tbk KLBF
0.33
0.33
0.33
0.33
10. Merck Tbk MERK
0.33
0.33
0.33
0.33
11. Mandom Indonesia Tbk TCID
0.5
0.5
0.5
0.5
12. Unilever Indonesia Tbk UNVR
0.33
0.33
0.33
0.33
13. Kedaung Indah Can Tbk KICI
0.33
0.33
0.33
0.33
Lampiran v
Rasio Return On Investment (ROI) dari Perusahaan Sampel
Rasio ROINO. Nama Perusahaan Kode 2010 2011 2012 2013
1. Akasha Wira Internasional Tbk ADES
9.76
8.18
2.15
1.27
2. Delta Djakarta Tbk DLTA
19.7
20.84
27.93
31.2 Indofood CBP Sukses Makmur 3.
ICBP
18.95
17.13
28.72
24.48 Tbk
4. Mayora Indah Tbk MYOR
11
7
9
10
5. Sekar Laut Tbk SKLT
2.4
2.8
3.2
3.8
6. Ultra Jaya Milk Tbk ULTJ
5.34
4.65
17.73
11.56
7. Darya-Varia Laboratoria Tbk DVLA
13.1
13.1
13.8
10.6
8. Kimia Farma Tbk KAEF
8.37
10.37
9.91
8.73
9. Kalbe Farma Tbk KLBF
18.29
17.91
18.41
16.96
10. Merck Tbk MERK
27.32
39.56
18.93
25.17
11. Mandom Indonesia Tbk TCID
12.55
12.41
11.93
10.96
12. Unilever Indonesia Tbk UNVR
38.89
53.17
40.37
40.1
13. Kedaung Indah Can Tbk KICI
3.79
0.41
2.37
7.54
Lampiran vi
Output SPSS
Analisis Statistik Deskriptif Descriptive Statistics
N Minimum Maximum Mean Std. Deviation K_Manajerial
52
1.07 4.52 3.1800 1.12587
ID_Komisaris
52
3.49 4.38 3.6521 .23759 Komite_Audit
52
3.49 3.91 3.5869 .17868 ROI 52 .41
53.17 15.4579 11.79441 Harga_Saham
52
4.94 12.85 8.2603 2.20012 Valid N (listwise)
Descriptive Statistics
Mean Std. Deviation N Harga_Saham 8.2603 2.20012
52 K_Manajerial 3.1800 1.12587
52 ID_Komisaris 3.6521 .23759
52 Komite_Audit 3.5869 .17868
52
Correlations
Harga_Saham K_Manajerial
ID_Komisaris Komite_Audit Harga_Saham 1.000 .004 .347 .037 K_Manajerial .004 1.000 .403 .568
Pearson Correlation
ID_Komisaris .347 .403 1.000 .080 Komite_Audit .037 .568 .080 1.000 Harga_Saham . .488 .006 .396 K_Manajerial .488 . .002 .000
Sig. (1-tailed)
ID_Komisaris .006 .002 . .285 Komite_Audit .396 .000 .285 .
Harga_Saham
52
52
52
52 K_Manajerial
52
52
52
52 N
ID_Komisaris
52
52
52
52 Komite_Audit
52
52
52
52
a Variables Entered/Removed
Model Variables Variables Method Entered Removed
Komite_Audit, . Enter
1 ID_Komisaris,
b
K_Manajerial
a. Dependent Variable: Harga_Saham b. All requested variables entered.
Model Summary b
Model R R Square Adjusted R Square
Std. Error of the Estimate
Durbin-Watson 1 .395
a
.156 .104 2.08312 1.785
a. Predictors: (Constant), Komite_Audit, ID_Komisaris, K_Manajerial
b. Dependent Variable: Harga_Saham
ANOVA
a Model Sum of Squares df Mean Square F Sig.1 Regression 38.576 3 12.859 2.963 .041
b
Residual 208.291 48 4.339 Total 246.868
51
a. Dependent Variable: Harga_Saham
b. Predictors: (Constant), Komite_Audit, ID_Komisaris, K_Manajerial
Coefficients
aModel Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity
Statistics B Std. Error Beta Tolerance
1 (Constant) -11.492 8.888 -1.293 .202 K_Manajerial -.501 .350 -.257 -1.433 .158 .548
ID_Komisaris 4.057 1.369 .438 2.964 .005 .805 Komite_Audit 1.821 2.024 .148 .900 .373 .651
Coefficients a
Model Collinearity Statistics
VIF
1 (Constant) K_Manajerial 1.823
ID_Komisaris 1.243 Komite_Audit 1.537
a. Dependent Variable: Harga_Saham
Coefficient Correlations a
Model Komite_Audit
ID_Komisaris K_Manajerial
1 Correlations Komite_Audit 1.000 .198 -.587
ID_Komisaris .198 1.000 -.436 K_Manajerial -.587 -.436 1.000
Covariances Komite_Audit 4.095 .547 -.416
ID_Komisaris .547 1.873 -.209 K_Manajerial -.416 -.209 .122
a. Dependent Variable: Harga_Saham
Collinearity Diagnostics
aModel Dimension Eigenvalue Condition Index Variance Proportions (Constant) K_Manajerial
ID_Komisaris
1 1 3.920 1.000 .00 .00 .00 2 .076 7.181 .00 .60 .00 3 .003 35.304 .01 .00 .65 4 .001 78.339 .99 .40 .35
a Collinearity Diagnostics
Model Dimension Variance Proportions
Komite_Audit 1 .00 2 .00
1 3 .18 4 .82
a. Dependent Variable: Harga_Saham
a
Residuals Statistics
Minimum Maximum Mean Std. Deviation N Predicted Value 6.8597 10.4051 8.2603 .86971
52 Std. Predicted Value -1.610 2.466 .000 1.000
52 Standard Error of Predicted .333 .975 .551 .177
52 Value Adjusted Predicted Value 6.1517 10.5996 8.2215 .93030
52 Residual -3.24837 5.28984 .00000 2.02093
52 Std. Residual -1.559 2.539 .000 .970
52 Stud. Residual -1.580 2.704 .009 1.016
52 Deleted Residual -3.33358 5.99778 .03880 2.21949
52 Stud. Deleted Residual -1.605 2.906 .020 1.048
52 Mahal. Distance .323 10.186 2.942 2.629
52 Cook's Distance .000 .245 .025 .055
52 Centered Leverage Value .006 .200 .058 .052
52
a. Dependent Variable: Harga_Saham
Charts
Uji Kolmogorv-Smirnov (Uji K-S) One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N
52 Normal Parameters
a,b
Mean .0000000 Std. Deviation 2.02092671
Most Extreme Differences Absolute .118 Positive .118 Negative -.061
Kolmogorov-Smirnov Z .854 Asymp. Sig. (2-tailed) .459 a. Test distribution is Normal.
b. Calculated from data.
Uji Hipotesis Dengan Variabel Moderating Descriptive Statistics
Mean Std. Deviation N Harga_Saham 8.2603 2.20012
52 K_Manajerial 3.1800 1.12587
52 ID_Komisaris 3.6521 .23759
52 Komite_Audit 3.5869 .17868
52 Moderat_1 52.9998 53.75870
52 Moderat_2 58.3781 49.34804
52 Moderat_3 55.4643 41.54632
52 ROI 15.4579 11.79441
52 Correlations Harga_Saham K_Manajerial
ID_Komisaris Komite_Audit Pearson Correlation
Harga_Saham 1.000 .004 .347 .037 K_Manajerial .004 1.000 .403 .568
ID_Komisaris .347 .403 1.000 .080 Komite_Audit .037 .568 .080 1.000 Moderat_1 .487 .620 .748 .155 Moderat_2 .632 .317 .780 -.010 Moderat_3 .678 .331 .697 .076 ROI .680 .295 .700 .009
Sig. (1-tailed) Harga_Saham . .488 .006 .396
K_Manajerial .488 . .002 .000
ID_Komisaris .006 .002 . .285 Komite_Audit .396 .000 .285 .
Moderat_1 .000 .000 .000 .137 Moderat_2 .000 .011 .000 .471 Moderat_3 .000 .008 .000 .296 ROI .000 .017 .000 .475 Harga_Saham
52
52
52
52 K_Manajerial
52
52
52
52 ID_Komisaris
52
52
52
52 Komite_Audit
52
52
52
52 N Moderat_1
52
52
52
52 Moderat_2
52
52
52
52 Moderat_3
52
52
52
52 ROI
52
52
52
52 Correlations Moderat_1 Moderat_2 Moderat_3 ROI
Harga_Saham .487 .632 .678 .680 K_Manajerial .620 .317 .331 .295
Pearson Correlation
ID_Komisaris .748 .780 .697 .700 Komite_Audit .155 -.010 .076 .009 Moderat_1 1.000 .917 .910 .902
Moderat_2 .917 1.000 .986 .991 Moderat_3 .910 .986 1.000 .997 ROI .902 .991 .997 1.000 Harga_Saham .000 .000 .000 .000 K_Manajerial .000 .011 .008 .017
ID_Komisaris .000 .000 .000 .000 Komite_Audit .137 .471 .296 .475
Sig. (1-tailed) Moderat_1 . .000 .000 .000 Moderat_2 .000 . .000 .000 Moderat_3 .000 .000 . .000 ROI .000 .000 .000 .
Harga_Saham
52
52
52
52 K_Manajerial
52
52
52
52 ID_Komisaris
52
52
52
52 Komite_Audit
52
52
52
52 N Moderat_1
52
52
52
52 Moderat_2
52
52
52
52 Moderat_3
52
52
52
52 ROI
52
52
52
52
a Variables Entered/Removed
Model Variables Variables Method Entered Removed
ROI, . Enter Komite_Audit, K_Manajerial,
1 ID_Komisaris, Moderat_1, Moderat_2,
b
Moderat_3
a. Dependent Variable: Harga_Saham b. All requested variables entered.
b Model Summary
Model R R Square Adjusted R Std. Error of the Square Estimate
a
1 .809 .655 .600 1.39101
a. Predictors: (Constant), ROI, Komite_Audit, K_Manajerial,
ID_Komisaris, Moderat_1, Moderat_2, Moderat_3
b. Dependent Variable: Harga_Saham
ANOVA
a
Model Sum of Squares df Mean Square F Sig.1 Regression 161.732 7 23.105 11.941 .000
b
Residual 85.135 44 1.935 Total 246.868
51
a. Dependent Variable: Harga_Saham
b. Predictors: (Constant), ROI, Komite_Audit, K_Manajerial, ID_Komisaris, Moderat_1, Moderat_2, Moderat_3
Coefficients
aModel Unstandardized Coefficients Standardized Coefficients t Sig.
B Std. Error Beta
1 (Constant) -30.664 13.291 -2.307 .026 K_Manajerial -.527 .483 -.270 -1.092 .281
ID_Komisaris 6.115 3.086 .660 1.982 .054 Komite_Audit 4.578 3.752 .372 1.220 .229 Moderat_1 .004 .021 .100 .192 .849 Moderat_2 -.239 .083 -5.352 -2.877 .006 Moderat_3 -.278 .201 -5.248 -1.379 .175 ROI 2.004 .740 10.741 2.707 .010
a. Dependent Variable: Harga_Saham