LAMPIRAN B DATA PRICE EARNING RATIO PERUSAHAAN
LAMPIRAN A SAMPEL PERUSAHAAN No Kode Nama Perusahaan Sub Sektor
1 ASII Astra Internasional Tbk. Otomotif & Komponen
2 AUTO Astra Otoparts Tbk. Otomotif & Komponen
3 BATA Sepatu Bata Tbk. Alas Kaki
4 BRAM Indo Kordsa Tbk. Otomotif & Komponen
5 BRNA Berlina Tbk. Kimia
6 BUDI Budi Acid Jaya Tbk. Makanan & Minuman
7 DLTA Delta Djakarta Tbk. Makanan & Minuman
8 DVLA Darya-Varia Laboratoria Tbk. Farmasi
9 GDYR Goodyear Indonesia Tbk. Otomotif & Komponen
10 GGRM Gudang Garam Tbk. Rokok
11 HMSP HM Sampoerna Tbk. Rokok
12 IKBI Sumi Indo Kabel Tbk. Kabel
13 INDF Indofood Sukses Makmur Tbk. Makanan & Minuman
14 INTP Indocement Tunggal Prakasa Tbk. Semen
15 KAEF Kimia Farma Tbk. Farmasi
16 KLBF Kalbe Farma Tbk. Farmasi
17 LION Lion Metal Works Tbk. Logam & Sejenisnya
18 MLBI Multi Bintang Indonesia Tbk. Makanan & Minuman
19 MRAT Mustika Ratu Tbk. Kosmetik & Barang R. T.
20 FAST Fast Food Indonesia Tbk. Kabel
21 SMGR Semen Gresik Tbk. Semen
22 SMSM Selamat Sempurna Tbk. Otomotif & Komponen
23 TCID Mandom Indonesia Tbk. Kosmetik & Barang R. T.
24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. Pulp & Kertas
25 TSPC Tempo Scan Pasific Tbk. Farmasi
26 TURI Tunas Ridean Tbk. Otomotif & Komponen
27 UNTR United Tractors Tbk. Otomotif & Komponen
28 UNVR Unilever Indonesia Tbk. Kosmetik & Barang R. T
29 INDS Indospring Tbk Otomotif & Komponen
30 GJTL Gajah Tunggal Tbk. Otomotif & Komponen
LAMPIRAN B DATA PRICE EARNING RATIO PERUSAHAAN
8.30 20 FAST Fast Food Indonesia Tbk.
8.93 23 TCID Mandom Indonesia Tbk.
10.24
8.13
17.15 22 SMSM Selamat Sempurna Tbk.
15.43
13.46
20.00 21 SMGR Semen Gresik Tbk.
20.57
17.16
11.39
11.01
8.04
14.91 19 MRAT Mustika Ratu Tbk.
13.08
10.95
5.20 18 MLBI Multi Bintang Indonesia Tbk.
5.12
3.25
22.43 17 LION Lion Metal Works Tbk.
25.66
13.07
11.04 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk.
10.99 16 KLBF Kalbe Farma Tbk.
27.70
11.05
9.65
1.64
6.54 30 GJTL Gajah Tunggal Tbk.
5.54
0.80
29 INDS Indospring Tbk
34.45
37.17
16.76 28 UNVR Unilever Indonesia Tbk.
8.05
20.44
13.51
10.36 27 UNTR United Tractors Tbk.
12.03
7.82
19.61 26 TURI Tunas Ridean Tbk.
15.74
9.13
6.11 25 TSPC Tempo Scan Pasific Tbk.
9.58
14.21
No KODE PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL
2009 2010 2011 1 ASII Astra Internasional Tbk.
8.05
13.77
7.85
13.83 7 DLTA Delta Djakarta Tbk.
17.98
5.64
15.15 6 BUDI Budi Acid Jaya Tbk.
6.35
4.09
17.60 5 BRNA Berlina Tbk.
9.05
11.86
12.63 4 BRAM Indo Kordsa Tbk.
14.41
8.83
11.86 3 BATA Sepatu Bata Tbk.
9.43
5.77
14.03 2 AUTO Astra Otoparts Tbk.
15.37
13.99
5.88 8 DVLA Darya-Varia Laboratoria Tbk.
11.82
11.28
79.82
17.43 15 KAEF Kimia Farma Tbk.
18.21
18.36
14 INTP Indocement Tunggal Prakasa Tbk.
8.05
14.50
15.02
13 INDF Indofood Sukses Makmur Tbk.
12.83
17.26
10.65 9 GDYR Goodyear Indonesia Tbk.
12 IKBI Sumi Indo Kabel Tbk.
10.62
19.21
8.96
24.08 11 HMSP HM Sampoerna Tbk.
18.56
12.00
10.52 10 GGRM Gudang Garam Tbk.
7.70
3.25
6.37
LAMPIRAN C DATA BOOK TO MARKET RATIO PERUSAHAAN
1.67 20 FAST Fast Food Indonesia Tbk.
0.34 23 TCID Mandom Indonesia Tbk.
0.39
0.39
0.22 22 SMSM Selamat Sempurna Tbk.
0.22
0.23
0.18 21 SMGR Semen Gresik Tbk.
2.04
0.18
1.21
0.65
1.88
0.07 19 MRAT Mustika Ratu Tbk.
0.08
0.03
1.11 18 MLBI Multi Bintang Indonesia Tbk.
1.31
2.08
0.19 17 LION Lion Metal Works Tbk.
0.17
0.54
0.66 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk.
0.66 16 KLBF Kalbe Farma Tbk.
0.04
0.42
0.44
30 GJTL Gajah Tunggal Tbk. -3.59
0.8
0.58
13.47
29 INDS Indospring Tbk
0.48
0.03
7.37 28 UNVR Unilever Indonesia Tbk.
8.58
0.2
0.26
0.26 27 UNTR United Tractors Tbk.
0.38
0.41
0.27 26 TURI Tunas Ridean Tbk.
0.34
0.74
2.37 25 TSPC Tempo Scan Pasific Tbk.
1.33
6.79
No KODE PERUSAHAA N NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL
2009 2010 2011 1 ASII Astra Internasional Tbk.
1.12
0.3
0.6
0.89 7 DLTA Delta Djakarta Tbk.
0.97
0.95
1.85 6 BUDI Budi Acid Jaya Tbk.
1.01
2.42
1.24 5 BRNA Berlina Tbk.
20.33
8 DVLA Darya-Varia Laboratoria Tbk. -0.52
0.5 4 BRAM Indo Kordsa Tbk.
0.38
0.65
0.36 3 BATA Sepatu Bata Tbk.
0.38
0.76
0.25 2 AUTO Astra Otoparts Tbk.
0.27
0.35
0.32
0.49
0.08
1.34
0.25 15 KAEF Kimia Farma Tbk.
0.22
0.24
14 INTP Indocement Tunggal Prakasa Tbk.
0.78
0.46
0.5
13 INDF Indofood Sukses Makmur Tbk.
2.18
0.99
0.02 9 GDYR Goodyear Indonesia Tbk.
12 IKBI Sumi Indo Kabel Tbk.
0.06
0.08
0.23
0.21 11 HMSP HM Sampoerna Tbk.
0.28
0.42
1.09 10 GGRM Gudang Garam Tbk.
0.81
1.06
1.26 LAMPIRAN D DATA DEBT EQUITY RATIO PERUSAHAAN No KODE
PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011
0.18
0.70
0.95
0.80
22 SMSM Selamat Sempurna Tbk.
0.35
0.29
0.25
21 SMGR Semen Gresik Tbk.
0.85
0.54
0.63
20 FAST Fast Food Indonesia Tbk.
0.14
0.13
0.16
19 MRAT Mustika Ratu Tbk.
1.30
1.41
8.44
18 MLBI Multi Bintang Indonesia Tbk.
0.21
0.17
0.19
17 LION Lion Metal Works Tbk.
0.27
0.23
23 TCID Mandom Indonesia Tbk.
0.10
16 KLBF Kalbe Farma Tbk.
0.84
1.94
2.32
30 GJTL Gajah Tunggal Tbk.
0.80
2.39
2.75
29 INDS Indospring Tbk
1.85
1.15
1.02
28 UNVR Unilever Indonesia Tbk.
0.69
0.76
0.11
27 UNTR United Tractors Tbk.
0.73
0.73
0.77
26 TURI Tunas Ridean Tbk.
0.40
0.35
0.34
25 TSPC Tempo Scan Pasific Tbk.
2.45
2.45
2.63
24 TKIM Pabrik Kertas Tjiwi Kimia Tbk.
0.39
0.43
1 ASII Astra Internasional Tbk.
0.25
0.20
0.27
7 DLTA Delta Djakarta Tbk.
1.62
1.53
1.10
6 BUDI Budi Acid Jaya Tbk.
1.53
1.52
1.70
5 BRNA Berlina Tbk.
0.38
0.23
8 DVLA Darya-Varia Laboratoria Tbk.
4 BRAM Indo Kordsa Tbk.
0.45
0.45
0.38
3 BATA Sepatu Bata Tbk.
0.47
0.38
0.39
2 AUTO Astra Otoparts Tbk.
1.02
1.10
1.00
0.22
0.41
0.49
0.14
0.57
15 KAEF Kimia Farma Tbk.
0.15
0.17
0.24
14 INTP Indocement Tunggal Prakasa Tbk.
0.70
1.34
2.45
13 INDF Indofood Sukses Makmur Tbk.
0.22
0.22
12 IKBI Sumi Indo Kabel Tbk.
0.33
8.99
1.01
0.69
11 HMSP HM Sampoerna Tbk.
0.59
0.44
0.48
10 GGRM Gudang Garam Tbk.
1.77
1.75
1.71
9 GDYR Goodyear Indonesia Tbk.
0.28
1.61
- 0.194444444 0.655172414 -0.10417
- 0.235294118 -0.01709
- 0.259259259 -0.375
0.808383234 0.251655629 0.21164
15 KAEF Kimia Farma Tbk.
16.10526316
16 KLBF Kalbe Farma Tbk.
17 LION Lion Metal Works Tbk.
18 MLBI
Multi Bintang Indonesia Tbk.
34.75757576 0.553389831 0.305692
19 MRAT Mustika Ratu Tbk.
1.581699346 0.64556962 -0.23077
20 FAST Fast Food Indonesia Tbk.
2.209677419 0.055276382 -0.05238
21 SMGR Semen Gresik Tbk.
22 SMSM Selamat Sempurna Tbk.
Indocement Tunggal Prakasa Tbk.
0.449230769 0.135881104 0.271028
23 TCID Mandom Indonesia Tbk.
0.472727273
24 TKIM
Pabrik Kertas Tjiwi Kimia Tbk.
1.571428571 0.666666667 -0.29167
25 TSPC Tempo Scan Pasific Tbk.
0.825 1.342465753 0.491228
26 TURI Tunas Ridean Tbk.
1.32
27 UNTR United Tractors Tbk.
2.522727273 0.535483871 0.107143
28 UNVR Unilever Indonesia Tbk.
1.97826087 0.164233577 0.068966
14 INTP
0.416666667 0.49321267 0.139394
7 DLTA Delta Djakarta Tbk.
LAMPIRAN E DATA RETURN SAHAM PERUSAHAAN No KODE
PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011
1 ASII Astra Internasional Tbk.
2.289099526 0.57204611 0.356554
2 AUTO Astra Otoparts Tbk.
0.642857143 1.426086957 -0.75627
3 BATA Sepatu Bata Tbk.
0.756097561 0.877777778 -0.18639
4 BRAM Indo Kordsa Tbk.
5 BRNA Berlina Tbk.
0.875 1.666666667 -0.96688
6 BUDI Budi Acid Jaya Tbk.
0.692307692 0.090909
2.1 0.935483871 -0.07083
2.817204301 0.373239437 -0.05641
8 DVLA
Darya-Varia Laboratoria Tbk.
0.59375
9 GDYR Goodyear Indonesia Tbk.
0.92 0.302083333 -0.236
10 GGRM Gudang Garam Tbk.
4.070588235 0.856148492 0.55125
11 HMSP HM Sampoerna Tbk.
0.283950617 1.706730769 0.385435
12 IKBI Sumi Indo Kabel Tbk.
2.24
13 INDF
Indofood Sukses Makmur Tbk.
- 0.877692308 1.138365
- 0.6825 24.59055118 0.046154
- 0.317073171 0.80952381 0.381579
- 0.111111111 0.069444
- 0.666666667 0.034483
29 INDS Indospring Tbk 0.041666667 7.4 -0.66667
1.125 4.411764706 0.304348 LAMPIRAN F PENGOLAHAN DATA
Descriptive Statistics
N Minimum Maximum Sum Mean
Price Earnings Ratio 90 .80 79.82 1203.32 13.3702 Book To Market Ratio 90 -3.59 20.33 106.90 1.1878 Debt Equity Ratio 90 .108.99 89.52 .9947 Return Saham 90 -.97 34.76 133.51 1.4834 Valid N (listwise)
90
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual
N
66 Normal Parameters a,b Mean .0000000 Std. Deviation 1.35990963 Most Extreme Differences Absolute .063 Positive .063
Negative -.041 Kolmogorov-Smirnov Z .511 Asymp. Sig. (2-tailed) .956
a Coefficients Collinearity Statistics Model Tolerance
VIF 1(Constant) X1 =Price .590 1.693 X2 = book to market .610 1.638 ratio X3= Debt Equity .896 1.116 Ratio b
Model Summary Model Durbin-Watson 1 1.452
Model Summary b
Model R R Square Adjusted R Square 1 .275 a
.076 .031
Coefficients aModel Unstandardized Coefficients Standardized
Coefficients B Std. Error Beta 1 (Constant) .266 .837 Price Earnings Ratio -.405 .380 -.169
Book To Market Ratio -.383 .187 -.319 Debt Equity Ratio .071 .184 .050 Saham