Indo Tambangraya Megah Tbk. [S]

  LAMPIRAN Lampiran A Emiten Sektor Pertambangan 2010-2014 No. Perusahaan Symbol

  10 Tambang Batubara Bkt Asam Tbk.

  16 Aneka Tambang (Persero) Tbk. [S] ANTM

  15 Ratu Prabu Energi Tbk. ARTI

  14 Radiant Utama Interinsco Tbk. RUIS

  13 Medco Energi International Tbk. MEDC

  12 Energi Mega Persada Tbk. ENRG

  11 Elnusa Tbk. [S] ELSA

  [S] PTBA

  9 Resource Alam Indonesia Tbk. [S] KKGI

  1 Adaro Energy Tbk. ADRO

  8 Petrosea Tbk [S] PTRO

  7 Perdana Karya Perkasa Tbk. [S] PKPK

  ITMG

  6 Indo Tambangraya Megah Tbk. [S]

  5 Garda Tujuh Buana Tbk. GTBO

  4 Darma Henwa Tbk. DEWA

  3 Bumi Resources Tbk. [S] BUMI

  2 ATPK Resources Tbk. ATPK

  17 Cita Mineral Investindo Tbk. [S] CITA

Data Return Saham Sektor Pertambangan

  

Bulan/Tahun 2014 2013 2012 2011 2010

DES -2% 9% 11% 12% -1%

NOV -5% -2% -5% 6% 9% OKT

• 10% -3% -9% 9% 7%

  SEP -10% 11% 6% -2% 17% AUG 8% 8% 0% -21% 12% JUL 14% -2% -10% -2% -2% JUN 10% -13% 0% 8% 4%

  MAY 24% -15% -13% 13% -8% APR 25% -3% -12% 68% -9%

MAR

  8% 2% -1% 50% 7% FEB 6% 1% 4% -3% 0% JAN 10% 10% 17% -5% -3%

  Sumber: IDX.

Data Harga Minyak Dunia

  

Bulan/Tahun 2014 2013 2012 2011 2010

DES 763342 1233526 892760 949212 847458

  NOV 962008 1138622 881049 922955 792792 OKT 1062096 1198466 898633 807970 773014 SEPT 1152270 1267522 956270 787525 710475 AUG 1183982 1184704 939906 776752 729267 JULY 1267656 1110165 876128 876201 725724 JUNY 1313552 996576 815982 870144 723600 MAY 1226550 974700 930050 914555 716542 APR 1217370 940608 996525 1006610 800268 MAR 1204627 949437 1024490 953883 783513

Data Nilai Tukar Rupiah Terhadap Dolar US

  

Bulan/Tahun 2014 2013 2012 2011 2010

DES 12.938 12.587 10.145 9.588 9.522

NOV 12.658 12.113 10.127 9.515 9.438 OKT

  12.644 11.866 10.097 9.395 9.427

SEP 12.390 11.846 10.066 9.265 9.473 AUG 12.206 11.072 9.999 9.032 9.471 JUL 12.189 10.573 9.956 9.033 9.549 JUN 12.392 10.381 9.951 9.064 9.648 MAY 12.025 10.260 9.790 9.055 9.683 APR 11.935 10.224 9.675 9.151 9.527 MAR

  11.927 10.209 9.665 9.261 9.673 FEB 12.435 10.186 9.525 9.412 9.848 JAN 12.679 10.187 9.609 9.537 9.775 Sumber: Bank Indonesia.

Data Harga Emas Dunia

  

Bulan/Tahun 2014 2013 2012 2011 2010

DES 492143 671846 546068 482483 435073 NOV 478236 467772 556822 533880 420310 OKT 476081 476929 557445 520803 411332 SEP 482055 503931 573212 482614 398110 AUG 504332 472073 541425 530884 380058 JUL 502061 474595 515407 472853 362616 JUN 526361 437938 512908 437753 386230 MAY 481387 403472 491704 446927 377357

  

Data Tingkat Inflasi Indonesia

Bulan/Tahun 2014 2013 2012 2011 2010

DES 8,36% 8,38% 4,30% 3,79% 6,96% NOV 6,23% 8,37% 4,32% 4,15% 6,33%

OKT

  4,83% 8,32% 4,61% 4,42% 5,67% SEP 4,53% 8,40% 4,31% 4,61% 5,80% AUG 3,99% 8,79% 4,58% 4,79% 6,44%

  JUL 4,53% 8,61% 4,56% 4,61% 6,22% JUN 6,70% 5,90% 4,53% 5,54% 5,05% MAY 7,32% 5,47% 4,45% 5,98% 4,16% APR 7,25% 5,57% 4,50% 6,16% 3,91%

MAR

  7,32% 5,90% 3,97% 6,65% 3,43% FEB 7,75% 5,31% 3,56% 6,84% 3,81% JAN 8,22% 4,57% 3,65% 7,02% 3,72%

  Sumber: Bank Indonesia

Lampiran B Statistic Descriptives Descriptive Statistics

  N Minimum Maximum Mean Std. Deviation RETURN 60 -21 68 3,92 14,150 OIL 60 712786 1311015 958894,12 168996,675 KURS 60 9032 12938 10414,92 1219,742 GOLD 60 340412 672094 474298,80 63998,843

  INFLASI

  60

  3 9 5,63 1,557 Valid N (listwise)

  

One-Sample Kolmogorov-Smirnov Test

  Unstandardiz ed Residual N

  60 Normal Parameters

  a,b

  Mean

  0E-7 Std. Deviation 12,89133835

  Most Extreme Differences

  Absolute ,100 Positive ,100 Negative -,074

  Kolmogorov-Smirnov Z ,772 Asymp. Sig. (2-tailed) ,590 a. Test distribution is Normal.

  b. Calculated from data.

  Model Summary b

  Model R R Square Adjusted R Square

  Std. Error of the Estimate 1 ,412

  a

  ,170 ,110 13,352

  a. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

  b. Dependent Variable: RETURN

  

ANOVA

a Model Sum of Squares Df Mean Square F Sig.

  1 Regression 2008,551 4 502,138 2,817 ,034

  b

  Residual 9805,010 55 178,273 Total 11813,561

  59

  a. Dependent Variable: RETURN

  b. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

  a

Coefficients

  Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics Coefficients

  B Std. Error Beta Tolerance

  VIF (Constant) 20,336 17,984 1,131 ,263 OIL 4,576E-005 ,000 ,547 2,631 ,011 ,350 2,859

  1 KURS -,006 ,002 -,504 -2,624 ,011 ,409 2,442 GOLD -2,111E-005 ,000 -,095 -,648 ,520 ,696 1,437

  INFLASI 1,880 1,343 ,207 1,400 ,167 ,691 1,448

  a. Dependent Variable: RETURN

  a Coefficient Correlations

  Model

  INFLASI GOLD KURS OIL

  INFLASI 1,000 ,224 -,265 -,229 GOLD ,224 1,000 -,004 -,436

  Correlations KURS -,265 -,004 1,000 -,602 OIL -,229 -,436 -,602 1,000

  1 INFLASI 1,804 9,794E-006 -,001 -5,351E-006 GOLD 9,794E-006 1,060E-009 -3,152E-010 -2,469E-010

  Covariances KURS -,001 -3,152E-010 4,960E-006 -2,330E-008 OIL -5,351E-006 -2,469E-010 -2,330E-008 3,024E-010

  a. Dependent Variable: RETURN

  

Collinearity Diagnostics

a

  Model Dimension Eigenvalue Condition Index Variance Proportions (Constant) OIL KURS GOLD

  INFLASI

  1 1 4,923 1,000 ,00 ,00 ,00 ,00 ,00 2 ,050 9,930 ,01 ,00 ,00 ,04 ,72 3 ,014 18,545 ,25 ,43 ,00 ,00 ,07 4 ,009 23,536 ,10 ,02 ,15 ,82 ,20 5 ,003 37,700 ,64 ,55 ,85 ,14 ,00 a. Dependent Variable: RETURN

  Residuals Statistics a

  Minimum Maximum Mean Std. Deviation N Predicted Value -14,86 16,17 3,92 5,835

  60 Residual -22,256 53,628 ,000 12,891

  60 Std. Predicted Value -3,220 2,100 ,000 1,000

  60 Std. Residual -1,667 4,016 ,000 ,966

  60

  a. Dependent Variable: RETURN

Regression Variables Entered/Removed a

  ,170 ,110 13,352 1,078

  b. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

  a. Dependent Variable: RETURN

  59

  Residual 9805,010 55 178,273 Total 11813,561

  b

  1 Regression 2008,551 4 502,138 2,817 ,034

  ANOVA a Model Sum of Squares df Mean Square F Sig.

  b. Dependent Variable: RETURN

  a. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

  Model Variables Entered

  Variables Removed

  Durbin-Watson 1 ,412

  Std. Error of the Estimate

  Model R R Square Adjusted R Square

  Model Summary b

  a. Dependent Variable: RETURN b. All requested variables entered.

  . Enter

  b

  1 INFLASI, GOLD, KURS, OIL

  Method

  a

  a Residuals Statistics

  Minimum Maximum Mean Std. Deviation N Predicted Value -14,86 16,17 3,92 5,835

  60 Residual -22,256 53,628 ,000 12,891

  60 Std. Predicted Value -3,220 2,100 ,000 1,000

  60 Std. Residual -1,667 4,016 ,000 ,966

  60

  a. Dependent Variable: RETURN

Uji Autokorelasi a Variables Entered/Removed

  Model Variables Variables Method Entered Removed

  INFLASI,

  1 GOLD, . Enter

  b

  KURS, OIL

  a. Dependent Variable: RES2 b. All requested variables entered.

  b Model Summary

  Model R R Square Adjusted R Std. Error of the Square Estimate

  a

  1 ,367 ,135 ,072 8,61069

  a. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

  b. Dependent Variable: RES2

  a Coefficients Model Unstandardized Coefficients Standardized t Sig.

  Coefficients B Std. Error Beta

  (Constant) 30,403 11,598 2,622 ,011 OIL 1,847E-005 ,000 ,349 1,647 ,105

  1 KURS -,004 ,001 -,519 -2,647 ,011 GOLD -1,411E-005 ,000 -,101 -,672 ,504

  INFLASI 1,312 ,866 ,229 1,515 ,135

  a. Dependent Variable: RES2

  a Coefficient Correlations

  Model

  INFLASI GOLD KURS OIL

  INFLASI 1,000 ,224 -,265 -,229 GOLD ,224 1,000 -,004 -,436

  Correlations KURS -,265 -,004 1,000 -,602 OIL -,229 -,436 -,602 1,000

  1 INFLASI ,750 4,073E-006 ,000 -2,226E-006 GOLD 4,073E-006 4,410E-010 -1,311E-010 -1,027E-010

  Covariances KURS ,000 -1,311E-010 2,063E-006 -9,690E-009 OIL -2,226E-006 -1,027E-010 -9,690E-009 1,258E-010

  a. Dependent Variable: RES2

  

Collinearity Diagnostics

a

  Model Dimension Eigenvalue Condition Index Variance Proportions (Constant) OIL KURS GOLD

  INFLASI

  1 1 4,923 1,000 ,00 ,00 ,00 ,00 ,00 2 ,050 9,930 ,01 ,00 ,00 ,04 ,72 3 ,014 18,545 ,25 ,43 ,00 ,00 ,07 4 ,009 23,536 ,10 ,02 ,15 ,82 ,20 5 ,003 37,700 ,64 ,55 ,85 ,14 ,00 a. Dependent Variable: RES2

  Residuals Statistics a

  Minimum Maximum Mean Std. Deviation N Predicted Value -,6040 15,7435 9,2132 3,27825

  60 Residual -12,65125 37,88416 ,00000 8,31368

  60 Std. Predicted Value -2,995 1,992 ,000 1,000

  60 Std. Residual -1,469 4,400 ,000 ,966

  60

  a. Dependent Variable: RES2

  Variables Entered/Removed a

  ,170 ,110 13,352

  a. Dependent Variable: RETURN

  59

  Residual 9805,010 55 178,273 Total 11813,561

  b

  1 Regression 2008,551 4 502,138 2,817 ,034

  ANOVA a Model Sum of Squares Df Mean Square F Sig.

  b. Dependent Variable: RETURN

  a. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

  a

  Model Variables Entered

  Std. Error of the Estimate 1 ,412

  Model R R Square Adjusted R Square

  Model Summary b

  a. Dependent Variable: RETURN b. All requested variables entered.

  . Enter

  b

  1 INFLASI, GOLD, KURS, OIL

  Method

  Variables Removed

  b. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

  

Residuals Statistics

a

  Minimum Maximum Mean Std. Deviation N Predicted Value -14,86 16,17 3,92 5,835

  60 Residual -22,256 53,628 ,000 12,891

  60 Std. Predicted Value -3,220 2,100 ,000 1,000

  60 Std. Residual -1,667 4,016 ,000 ,966

  60

  a. Dependent Variable: RETURN