CAPM ataukah zero beta?"
Husnan, Suad, Dasar-dasar teori Portofolio dan Analisis Sekuritas, edisi ketiga, Cetakan Pertama, UPP AMP YKPN, Yogyakarta 1995
Jogiyanto, 1998, Teori Portofolio dan Analisis Investasi, Cetakan Pertama, Edisi
pertama, BPFE-Yogyakarta, YogyakartaJakarta Stock Exchange, Fact Book, 2000 Jakarta Stock Exchange, Fact Book, 2001
Saputra, Kurmianny A, 2002, "Pengaruh Resiko Sistematis dan Likuiditas
Terhadap Tingkat Pengembalian Saham Badan-badan Usaha yang
Go-Public di Bursa Efek Jakarta Pada Tahun 1999", Jurnal Manajemen dan
Kewirausahaan, Vol 4,1 maret 2002)
Wijaya, IR2000, Analisis Statistik dengan Program SPSS10.0, Cetakan Kesatu, Alfabeta, Bandung
DaftarHargaSahamBulananPerusahaanLQ-45 Tahun1999 NoKodeNamaSahamJanFebMarAprlMeiJunJulAgustSeptOkt 1AALIPTAstraAgraLestariTbk.2375210019002475225021751975187517502200 2ANTMPTAnekaTambang(Persero)7b1475145014501400160015001675152514501450 3ASHPTAstraInternationalTbk.850800825800260024003225270024753375 4GGRMPTGudangGaramTbk.10800123001152511425160001500019000185001685017600 5GJTLPTGajahTunggalTbk.250200175175475450725675650800 6INDFPTIndofoodSuksesMakmurTW4850472554005400825081008300820079258100 7ISATPTIndonesianSatelliteCorporati11150122001152515600165501300011400119251120011100 8KLBFPTKalbeFarmaTbk.3503253253251675147538003150600850 9RALSPTRamayanaLestariSentosaTt1875190024002400420041004950450045004800 10TINSPTTambangTimah(Persero)Tb4825495058005850810058004975505056505400 11TLKMPTTelekomunikasiIndonesia(Ft3300275028252750387537753075295029503250 12UNTRPTUnitedTractorTbk.500400400400127511503450297528003575 DaftarHargaSahamBulananPerusahaanLQ-45 Tahun2000 NoKodeNamaSahamJanFebMarAprlMeiJunJulAgustSeptOkt 1AALIPTAstraAgroLestariTbk.1775162517251700155017251605138511701025 2ANTMPTAnekaTambang(Persero)Tb127511751150100010501100119510759901050 3ASHPTAstraInternationalTbk.3675367536253250250027502500263023202150 4GGRMPTGudangGaramTbk.16725123751445012050112001415013325124801048510050 5GJTLPTGajahTunggalTbk.975850875650450575500460360335 6INDFPTIndofoodSuksesMakmurTbl72006150575054004300477543003730850775 7ISATPTIndonesianSatelliteCorporati137001340012900106759350103009060745071256700 8KLBFPTKalbeFarmaTbk.1025975875725575650640675590575 9RALSPTRamayanaLestariSentosaTt5100460044254100447556005250515043754500 10TINSPTTambangTimah(Persero)Tb3800345031003100240026002525217516101550 11TLKMPTTelekomunikasiIndonesia(Ft3825365036753475282530753065289027802400 12UNTRPTUnitedTractorTbk.69006500762565505675222520151880400405
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DaftarHargaSahamBulananPerusahaanLQ-45 Tahun2003 NoKodeNamaSahamJanFebMarAprlMeiJunJulAgustSeptOkt 1AALIPTAstraAgraLestariTbk.1725137513001525160014001375145015751725 2ANTMPTAnekaTambang(Persero)Tb70080080072582582582585010501150 ••iiji—ASHPTAstraInternationalTbk.2100235025003025360035753800380045254350 4GGRMFTGudangGaramTbk.74007550740086501000010200950092001125013150 5GJTLPTGajahTunggalTbk.215210215300310380465525650525 6INDFPTIndofoodSuksesMakmurTbl575575600725875850775675725700 7ISATPTIndonesianSatelliteCorporati73507850760087009350880084508100940011950 8KLBFPTKalbeFarmaTbk.255285310400550600525600625800 9RALSPTRamayanaLestariSentosaTt2250220021752625285032252850295040754700 10TINSPTTambangTimah(Persero)Tb43570060070075070080090011001550 11TLKMPTTelekomunikasiIndonesia(Pe3375357536254100467546254400457557006000 12UNTRPTUnitedTractorTbk.270290285405525475550495675800 DaftarHargaSahamBulananPerusahaanLQ-45 Tahun2004 NoKodeNamaSahamJanFebMarAprlMeiJunJulAgustSeptOkt 1AAUPTAstraAgroLestariTbk.1650200019502300250022502225252525752925 2ANTMPTAnekaTambang(Persero)Tb1500150012251200107512501225125013751500 3ASHPTAstraInternationalTbk.5200540053505700580055005550635068507850 4GGRMPTGudangGaramTbk.14800141001290014600142001370014250127501300012750 5GJTLPTGajahTunggalTbk.600550575575525490525525525550 6INDFPTIndofoodSuksesMakmurTbl850850800750700700700675675675 7ISATPTIndonesianSatelliteCorporati161501825038503975400040254125420042254725 8KLBFPTKalbeFarmaTbk.475480470460370350395395415465 9RALSPTRamayanaLestariSentosaTb417536504000535040754450430039254250850 10TINSPTTambangTimah(Persero)Tb2325232523502325192517002050212520252075 11TLKMPTTelekomunikasiIndonesia(Pe7550730070008050740074007750765041504350 12UNTRPTUnitedTractorTbk.1250145013751650110011251225137514501850
DaftarHargaSahamBulananPerusahaanLQ-45 Tahun2005 NoKodeNamaSahamJanFebMarAprlMeiJunJulAgustSeptOktNovDes 1AALIPTAstraAgroLestariTbk.300031004000360036503975412540755125540055004900 2ANTMPTAnekaTambang(Persero)Tb178021502250212523502400242522502725257528503575 3ASHPTAstraInternationalTbk.99001080010500105501170012700132001015097509300910010200 4GGRMPTGudangGaramTbk.165001540016100151001290012650128501100010900102001095011650 5GJTLPTGajahTunggalTbk.700850860680740790740540560530510560 6INDFPTIndofoodSuksesMakmurTM86093011601020120011001090790730820850910 7ISATPTIndonesianSatelliteCorporati570052504875432549505500580053005300487553505550 8KLBFPTKalbeFarmaTbk.670790740720780880900850850870890990 9RALSPTRamayanaLestariSentosaTt760780780770820900870820780720720810 10TINSPTTambangTimah(Persero)Tb202520752100200023002200212517601720164017201820 11TLKMPTTelekomunikasiIndonesia(Pf475044254475427546505000555051505350500055005900 12UNTRPTUnitedTractorTbk.280030252875295032753725445038753875370036003675
Mar 393.625 583.276 381.05 481.775 398.004 735.677 1080.165 Aprl 495.223 526.737 358.232 534.062 450.861 783.413 1029.613 Mei 585.242 454.327 405.863 530.79 494.776 732.516 1088.169 Jun 662.025 515.11 437.62 505.009 505.499 732.401 1122.376 Jul 597.874 492.193 444.081 463.669 507.985 756.983 1182.301
Agust 567.026 466.38 435.552 443.674 529.675 754.704 1050.09
Sept 547.937 421.336 392.479 419.307 597.652 820.134 1079.275 Okt 593.869 405.347 383.735 369.044 625.546 860.487 1066.224 Nov 583.800 429.214 380.308 390.425 617.084 977.767 1096.641 Des 676.919 416.321 392.036 424.945 691.895 1000.233 1162.635
Daftar Return Pasar (IHSG) Tahun 2000 - 2005
2000 2001 2002 2003 2004 2005
Jan -0.061768 0.022076 0.141523 -0.089813 0.084541 0.0442 Feb -0.098735 0.006298 0.003558 0.027366 0.010765 0.026797 Mar 0.011612 -0.1169 0.061042 -0.003051 -0.033949 0.005884 Aprl -0.101959 -0.06175 0.103035 0.124697 0.062869 -0.047931 Mei -0.147884 0.124835 -0.006145 0.092946 -0.067175 0.055313 Jun 0.125563 0.075335 -0.04979 0.021441 -0.000157 0.030951 Jul -0.04551 0.014656 -0.085405 0.004906 0.033013 0.052015
Agust -0.05387 -0.019393 -0.044081 0.041812 -0.003015 -0.118587 Sept -0.10157 -0.104131 -0.056487 0.120745 0.083142 0.027414 Okt -0.038687 -0.022531 -0.127687 0.045616 0.048031 -0.012166 Nov 0.057212 -0.008971 0.05632 -0.01362 0.127773 0.028128 Des -0.030499 0.030372 0.084724 0.114429 0.022717 0.058437
DaftarReturnSahamPerusahaanLQ-45 Tahun2000 NoKodeNamaSahamJanFebMarAprlMeiJunJulAgustSeptOktNovDes 1AALIPTAstraAgroLestariTbk.-0.094029-0.0882930.059719-0.014599-0.0923730.106972-0.072103-0.147424-G.168696-0.132311-0.024693-0.025318 2ANTMPTAnekaTambang(Persero)Tt-0.093526-0.081678-0.021506-0.1397620.048790.046520.082836-0.105826-0.0823710.058841-0.04879-0.105361 3AsnPTAstraInternationalTbk.-0.0202030-0.013699-0.109199-0.2623640.09531-0.095310.050693-0.125417-0.0760990.056512-0.128833 4GGRMPTGudangGaramTbk.-0.116952-0.3012260.155016-0.18163-0.0731510.233801-0.060073-0.065515-0.174182-0.0423730.272644-0.015267 5GJTLPTGajahTunggalTbk.0-0.1372010.028988-0.297252-0.3677250.245122-0.139762-0.083382-0.245122-0.0719730.139113-0.067139 6INDFPTIndofoodSuksesMakmurTb-0.194973-0.157629-0.067252-0.062801-0.2277840.104779-0.104779-0.142207-1.478927-0.0923730.06252-0.06252 7ISATPTIndonesianSatelliteCorporal-0.129875-0.022141-0.038027-0.189323-0.1325280.096768-0.128275-0.195655-0.044604-0.0615020.2951170 8KLBFPTKalbeFarmaTbk.0.187212-0.05001-0.108214-0.188052-0.2318020.122602-0.0155040.053245-0.13459-0.025752-0.468266-0.149532 9RALSPTRamayanaLestariSentosa71-0.145712-0.103184-0.038786-0.0762830.0875190.22426-0.064539-0.019231-0.163090.0281710.0902470.063904 10TINSPTTambangTimah(Persero)Tl-0.249119-0.096627-0.1069720-0.2559330.080043-0.02927-0.149212-0.300794-0.037979-0.03279-0.087011 11TLKMPTTelekomunikasiIndonesia(P-0.038466-0.0468310.006826-0.055959-0.2070860.084797-0.003257-0.058791-0.038806-0.1469820.020619-0.178248 12UNTRPTUnitedTractorTbk.0-0.0597190.15963-0.151967-0.143394-0.936314-0.099138-0.069347-1.5475630.0124230.0482020 DaftarReturnSahamPerusahaanLQ-45 Tahun2001 NoKodeNamaSahamJanFebMarAprlMeiJunJulAgustSeptOktNovDes 1AALIPTAstraAgroLestariTbk.-0.108214-0.058841-0.277632-0.2433460.2433460.418710.456758-0.143101-0.101096-0.136576-0.075986-0.026668 2ANTMPTAnekaTambang(Persero)Tl00-0.087011-0.095310.1823220.1053610.072321-0.072321-0.051293-0.054067-0.2162230.09844 3ASIIPTAstraInternationalTbk.0.060625-0.035932-0.38136800.2087550.1353410.1844290-0.210071-0.0811260.131769-0.03774 4GGRMPTGudangGaramTbk.0.074108-0.003578-0.074384-0.1231060.0634460.078781-0.050496-0.028285-0.198851-0.105361-0.0809690.041304 5GJTLPTGajahTunggalTbk.0-0.04256-0.263815-0.1861020.1278330.0392210.0560890-0.293761-0.102654-0.3920420.076961 6INDFPTIndofoodSuksesMakmurTb0.1495320.027399-0.084557-0.1251630.0645390.0606250-0.060625-0.09844-0.071459-0.0769610 7ISATPTIndonesianSatelliteCorporat0.011050.143101-0.271934-0.006270.1675380.0767640.01467-0.10752-0.1769310.086474-0.0179110.129759 8KLBFPTKalbeFarmaTbk.0.0160.015748-0.227057-0.1476360.1076310.0202030.2151110-0.215111-0.020203-0.041673-0.043485 9RALSPTRamayanaLestariSentosaTl-0.053803-0.583775-0.027399-0.0281710.0645390.117783-0.074108-0.043675-0.1437880.0792490.05557-0.036701 10TINSPTTambangTimah(Persero)Tl0.151550.103797-0.185142-0.0702040.22677300-0.173663-0.276253-0.09531-0.776529-0.067441 11TLKMPTTelekomunikasiIndonesia(P0.2084010.147053-0.187463-0.0103630.2231440.064539-0.072907-0.008439-0.1072460.063949-0.0269070.15155 12UNTRPTUnitedTractorTbk.0.0232570.05588-0.273293-0.1709580.25319600.1351750.033902-0.237130.02778-0.027780.013986
DaftarReturnSahamPerusahaanLQ-45 Tahun2002 NoKodeNamaSahamJanFebMarAprlMeiJunJulAqustSeptOkt 1AALIPTAstraAqroLestariTbk.0.1957450.2006710.151550.1315760.0789880-0.078988-0.100805-0.3395070.041673 2ANTMPTAnekaTambang(Persero)Tl0.22314400.0723210.190044-0.059423-0.085158-0.671168-0.090972-0.235120.011976 3ASHPTAstraInternationalTbk.0.306730.027909-0.0663750.4248830.126294-0.040351-0.131852-0.151916-0.179201-0.253988 4GGRMPTGudangGaramTbk.0.276054-0.040274-0.0045770.049227-0.053825-0.028039-0.131502-0.0904570.057487-0.224541 5GJTLPTGajahTunggalTbk.0.1698990.0307720.0588410.603535-0.1335310-0.093526-0.1251630-0.068993 6INDFPTIndofoodSuksesMakmurTb0.215111-0.032790.0645390.2719340.04652-0.022990.045462-0.195745-0.209721-0.182322 7ISATPTIndonesianSatelliteCorporal0.119545-0.0629750.0148890.228058-0.081678-0.070514-0.1850650.005479-0.027703-0.131928 8KLBFPTKalbeFarmaTbk.0.2186890.1177830.046520.192372-0.0253180.05001-0.1440390.013986-0.405465-0.021053 9RALSPTRamayanaLestariSentosaTl0.06337-0.0357180.1117040.1782480.0268470.100714-0.087556-0.2021240.023717-0.277319 10TINSPTTambangTimah(Persero)Tl0.5562880-0.1431010.03774-0.160343-0.044452-0.157186-0.100644-0.237959-0.030305 11TLKMPTTelekomunikasiIndonesia(P0.145182-0.0204790.1170160.030214-0.030214-0.083115-0.020203-0.0136990.027213-0.191762 12UNTRPTUnitedTractorTbk.0.1892420.04495100.1896210.044452-0.044452-0.234572-0.122103-0.200671-0.154151 DaftarReturnSahamPerusahaanLQ-45 Tahun2003 NoKodeNamaSahamJanFebMarApr!MeiJunJulAqustSeptOkt 1AALIPTAstraAgroLestariTbk.0.106972-0.226773-0.0560890.159630.048009-0.133531-0.0180190.053110.0826920.090972 2ANTMPTAnekaTambang(Persero)Tl0.1541510.1335310-0.098440.129212000.0298530.2113090.090972 3ASHPTAstraInternationalTbk.-0.4054650.1124780.0618750.190620.174023-0.0069690.06103600.174617-0.039442 4GGRMPTGudangGaramTbk.-0.1147760.020068-0.0200680.1560790.1450260.019803-0.071096-0.0320880.2011650.156054 5GJTLPTGajahTunggalTbk.-0.067441-0.023530.023530.3331440.032790.2035990.2018660.1213610.213574-0.213574 6INDFPTIndofoodSuksesMakmurTb-0.0425600.042560.1892420.188052-0.028988-0.092373-0.138150.071459-0.035091 7ISATPTIndonesianSatelliteCorporal-0.2299230.065813-0.0323650.1351750.072053-0.060625-0.040585-0.0423020.1488460.240022 8KLBFPTKalbeFarmaTbk.-0.0755080.1112260.0840830.2548920.3184540.087011-0.1335310.1335310.0408220.24686 9RALSPTRamayanaLestariSentosa11-0.115311-0.022473-0.0114290.1880520.0822380.123614-0.1236140.0344860.3230660.142692 10TINSPTTambangTimah(Persero)Tl0.2318020.475734-0.1541510.1541510.068993-0.0689930.1335310.1177830.2006710.342945 11TLKMPTTelekomunikasiIndonesia(P-0.1316780.057570.0138890.1231330.131242-0.010753-0.0498720.0390020.2198590.051293 12UNTRPTUnitedTractorTbk.-0.121890.071459-0.0173920.3513980.259511-0.1000830.146603-0.1053610.3101550.169899
DaftarReturnSahamPerusahaanLQ-45 Tahun2004 NoKodeNamaSahamJanFebMarAprlMeiJunJulAqustSeptOktNovDes 1AALIPTAstraAqroLestariTbk.-0.0444520.192372-0.0253180.165080.083382-0.105361-0.0111730.1264840.0196080.1274450.120628-0.06252 2ANTMPTAnekaTambang(Persero)71-0.2494610-0.202524-0.020619-0.1100010.150823-0.0202030.0202030.095310.0870110.168335-0.028573 3AsnPTAstraInternationalTbk.0.0392210.03774-0.0093020.063370.017392-0.053110.009050.1346570.0757940.1362650.108540.108214 4GGRMPTGudangGaramTbk.0.084557-0.048452-0.0889470.123794-0.02778-0.0358460.039361-0.1112260.019418-0.0194180.0459850.01487 5GJTLPTGajahTunggalTbk.0.087011-0.0870110.0444520-0.090972-0.0689930.068993000.046520.276253-0.109199 6INDFPTIndofoodSuksesMakmurTb0.0606250-0.060625-0.064539-0.06899300-0.036368000.1053610.064539 7ISATPTIndonesianSatelliteCorporal0.073870.122245-1.5560920.0319520.006270.0062310.0245410.0180190.0059350.1118480.1963320 8KLBFPTKalbeFarmaTbk.-0.744440.010471-0.021053-0.021506-0.217723-0.055570.12095300.0493930.1137590.295714-0.127833 9RALSPTRamayanaLestariSentosaTl-0.041061-0.1343870.0915670.290802-0.2722260.088033-0.034289-0.0912490.079553-1.6094380-0.060625 10TINSPTTambangTimah(Persero)71-0.09237300.010695-0.010695-0.188794-0.1242980.1872120.035932-0.0482020.0243910.047068-0.047068 11TLKMPTTelekomunikasiIndonesia(P0.112005-0.033673-0.0419640.139762-0.08419200.046213-0.012987-0.6115970.0470680.139262-0.035627 12UNTRPTUnitedTractorTbk.00.14842-0.053110.182322-0.4054650.0224730.0851580.1155130.053110.2436220.0779620.128833 DaftarReturnSahamPerusahaanLQ-45 Tahun2005 NoKodeNamaSahamJanFebMarAprlMeiJunJulAqustSeptOktNovDes 1AALIPTAstraAqroLestariTbk.-0.032790.032790.254892-0.1053610.0137930.0852980.037041-0.0121950.229260.0522680.018349-0.115513 2ANTMPTAnekaTambanq(Persero)710.0313860.1888540.045462-0.0571580.1006440.0210530.010363-0.0749010.191538-0.0566190.1014690.226646 3ASIIPTAstraInternationalTbk.0.0152670.087011-0.0281710.0047510.1034630.0820130.038615-0.262743-0.040206-0.047253-0.021740.114113 4GGRMPTGudanqGaramTbk.0.196974-0.0689930.044452-0.064125-0.157467-0.019570.015687-0.155449-0.009132-0.0663750.0709520.061967 5GJTLPTGaiahTunqqalTbk.0.0741080.1941560.011696-0.234840.0845570.065383-0.065383-0.3150810.036368-0.05506-0.0384660.093526 6INDFPTIndofoodSuksesMakmurTb0.0723210.0782520.220991-0.1286170.162519-0.087011-0.009132-0.3219-0.0789880.116260.0359320.068208 7ISATPTIndonesianSatelliteCorporal-0.008734-0.082238-0.074108-0.1197080.1349750.1053610.05311-0.0901510-0.0835870.0929760.036701 8KLBFPTKalbeFarmaTbk.0.1973590.164755-0.065383-0.0273990.0800430.1206280.022473-0.05715800.0232570.0227280.106483 9RALSPTRamayanaLestariSentosa71-0.0512930.0259750-0.0129030.0629140.09309-0.033902-0.059189-0.05001-0.08004300.117783 10TINSPTTambanqTimah(Persero)71-0.0243910.0243910.011976-0.048790.139762-0.044452-0.034686-0.188458-0.02299-0.0476280.0476280.056512 11TLKMPTTelekomunikasiIndonesia(P-0.015666-0.0708740.011236-0.0457220.0840830.0725710.10436-0.0748010.0381-0.0676590.095310.070204 12UNTRPTUnitedTractorTbk.0.2076390.077292-0.0508580.0257520.1045130.1287490.177837-0.1383580-0.046213-0.0273990.020619
AALI Descriptive Statistics
Model 1
Mean Std. Deviation N
AALI
AALI IHSG
Pearson Correlation AALI
IHSG
1.000 .579
.579 1.000
Sig. (1-tailed) AALI
IHSG .000
.000
Model Summary
Adjusted R Square
Std. Error of the Estimate
1 .579"
R Square
.335 .321 .132572127
a- Predictors: (Constant), IHSG
ANOVA*
Mean Square .408 .018
23.206
a- Predictors: (Constant), IHSG t>. Dependent Variable: AALI
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
-.003 1.214
.019
.252 .579
-.161 4.817
.873 .000 a- Dependent Variable: AALI
Model 1
ANTM IHSG
ANTM Descriptive Statistics
Mean 00663445
.000438
Std. Deviation .163986759 .0767233
48 48
Correlations
ANTM IHSG
Pearson Correlation ANTM IHSG
1.000 .556
.556 1.000
Sig. (1-tailed) ANTM
IHSG .000
.000
Model Summary Adjusted R Square
Std. Error of the Estimate
1 .556"
R Square
.309 .294 .137762475
a. Predictors: (Constant), IHSG
ANOVAr1
Mean Square .391 .019
20.597
a. Predictors: (Constant), IHSG b. Dependent Variable: ANTM
Coefficients4
B Std. Error Beta
1 (Constant)
IHSG
.006 1.189
.020
.262 .556
.307 4.538
.760 .000
a- Dependent Variable: ANTM
Model 1
IHSG .000438 .0767233 48
ASH IHSG
Pearson Correlation ASH
IHSG
1.000 .807
.807 1.000
Sig. (1-tailed) ASH
IHSG .000
.000
Model Summary
Adjusted
R Square
Model R Square
.652 .644
Std. Error of the Estimate .098288342
1 .807£
a. Predictors: (Constant), IHSG
Regression
Mean Square .832 .010
86.137
a. Predictors: (Constant), IHSG b. DependentVariable: ASH
Coefficients'
Model
1 (Constant) IHSG
Std. Error .014 .187
a. Dependent Variable: ASH
Standardized
GGRM Descriptive Statistics
Mean Std. Deviation N GGRM
GGRM IHSG
Pearson Correlation GGRM
IHSG
1.000 .828
.828 1.000
Sig. (1-tailed) GGRM
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 ,828a .686 .679 .071238932
a. Predictors: (Constant), IHSG
ANOV/£
Model
Sum of
Squares df Mean Square F Sig.
1 Regression
Residual
100.501 .000a
a. Predictors: (Constant), IHSG b. Dependent Variable: GGRM
Coefficients9
B Std. Error Beta
1 (Constant)
IHSG
-.007 1.358
.010
.135 .828
-.714 10.025
.479 .000
a. Dependent Variable: GGRM
IHSG .000438 .0767233 48
Correlations
GJTL IHSG
Pearson Correlation GJTL
IHSG
1.000 .742
.742 1.000
Sig. (1-tailed) GJTL
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .742a .550 .540 .123732969
a. predictors: (Constant), IHSG
ANOVA6
Model
Sum of
Squares df Mean Square F Sig.
1 Regression
Residual
56.205 .000a
a. Predictors: (Constant), IHSG b. Dependent Variable: GJTL
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
-.013 1.764
.018
.235 .742
-.711 7.497
.481 .000
a. Dependent Variable: GJTL
INDF Descriptive Statistics
Mean Std. Deviation N INDF
INDF IHSG
Pearson Correlation INDF IHSG
1.000 .539
.539 1.000
Sig. (1-tailed) INDF
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .539a .291 .275 .204865193
a. Predictors: (Constant), IHSG
ANOVA*
Model
Sum of
Squares df Mean Square F Sig.
1 Regression
Residual
18.861 .000a
a. Predictors: (Constant), IHSG b. Dependent Variable: INDF
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
-.051 1.692
.030
.389 .539
-1.710 4.343
.094 .000
a. Dependent Variable: INDF
IHSG .000438 .0767233 48
Correlations
ISAT IHSG
Pearson Correlation iSAf
IHSG
1.000 .796
.796 1.000
Sig. (1-tailed) ISAT
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .796a .634 .626 .080567106
a. Predictors: (Constant), IHSG
ANOV/P
Model
Sum of
Squares df Mean Square F Sig.
1 Regression
Residual
79.676 .000a
a. Predictors: (Constant), IHSG b. Dependent Variable: ISAT
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
-.001 1.367
.012
.153 .796
-.122 8.926
.904 .000
a. Dependent Variable: ISAT
KLBF Descriptive Statistics
Mean Std. Deviation N
KLBF
KLBF IHSG
Pearson Correlation KLBF
IHSG
1.000 .589
.589 1.000
Sig. (1-tailed) KLBF
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .589" .347 .333 .133145220
a. Predictors: (Constant), IHSG
ANOV/P
Model
Sum of
Squares df Mean Square F Sig.
1 Regression
Residual
24.459 .000a
a. Predictors: (Constant), IHSG b. Dependent Variable: KLBF
Coefficients1
B Std. Error Beta
1 (Constant)
IHSG
.003 1.252
.019
.253 .589
.148 4.946
.883 .000
a. Dependent Variable: KLBF
IHSG .000438 .0767233 48
Correlations
RALS IHSG
Pearson Correlation RALS
IHSG
1.000 .537
.537 1.000
Sig. (1-tailed) RALS
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 ,537a .288 .273 .123462152
a. Predictors: (Constant), IHSG
ANOVAf
Model
Sum of
Squares df Mean Square F Sig.
1 Regression
Residual
18.623 ,000a
a. Predictors: (Constant), IHSG b. Dependent Variable: RALS
Coefficients"
1 (Constant)
IHSG
-.007 1.013
.018
.235 .537
-.381 4.315
.705 .000
a. Dependent Variable: RALS
TINS Descriptive Statistics
Mean Std. Deviation N TINS
TINS IHSG
Pearson Correlation TINS IHSG
1.000 .557
.557 1.000
Sig. (1-tailed) TINS
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .557a .311 .296 .190109324
a. Predictors: (Constant), IHSG
ANOVA6
Model
Sum of
Squares df Mean Square F Sig.
1 Regression
Residual
20.732 .000a
a. Predictors: (Constant), IHSG b. Dependent Variable: TINS
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
-.014 1.646
.027
.361 .557
-.518 4.553
.607 .000
a. Dependent Variable: TINS
Model 1
IHSG .000438 .0767233 48
Correlations
TLKM IHSG
Pearson Correlation TLKM
IHSG
1.000 .791
.791 1.000
Sig. (1-tailed) TLKM
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .791a .626 .618 .066013887
a- Predictors: (Constant), IHSG
Regression
Mean Square .335 .004
76.914
a. Predictors: (Constant), IHSG b. Dependent Variable: TLKM
Sig.
B Std. Error Beta
1 (Constant)
IHSG
.011 1.101
.010
.126 .791
1.107 8.770
.274 .000
a- Dependent Variable: TLKM
Model 1
UNTR IHSG
UNTR Descriptive Statistics
Mean -.035591
.000438
Std. Deviation .302081130 .0767233
48 48
Correlations
UNTR IHSG
Pearson Correlation UNTR
IHSG
1.000 .431
.431 1.000
Sig. (1-tailed) UNTR
IHSG .001
.001
Model Summary
R Square .186
Adjusted R Square
.168
Std. Error of the Estimate .275525715
a. Predictors: (Constant), IHSG
ANOVA"
Mean Square .797 .076
10.496
a. Predictors: (Constant), IHSG b. Dependent Variable: UNTR
Sig.
B Std. Error Beta
1 (Constant)
IHSG
-.036 1.697
.040
.524 .431
-.914 3.240
.366 .002
a. Dependent Variable: UNTR
AALI Descriptive Statistics
Model 1
Mean Std. Deviation N
AALI
AALI IHSG
Pearson Correlation AALl
IHSG
1.000 .507
.507 1.000
Sig. (1-tailed) AALI
IHSG .000
.000
Model Summary
R Square .257
Adjusted R Square
.241
Std. Error of the Estimate .139786920
a. Predictors: (Constant), IHSG
ANOV/Sr>
Mean Square .312 .020
15.942
a- Predictors: (Constant), IHSG b. DependentVariable: AALI
-§!&
B Std. Error Beta
1 (Constant) IHSG
.002 1.185
.021
.297 .507
.116 3.993
.908 .000
a. Dependent Variable: AALI
Model 1
ANTM Descriptive Statistics
Mean Std. Deviation N
ANTM
ANTM IHSG
Pearson Correlation ANTM
IHSG
1.000 .557
.557 1.000
Sig. (1-tailed) ANTM
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .557a .311 .296 .142777587
a. Predictors: (Constant), IHSG
ANOVAb
Mean Square .423 .020
20.744
a. Predictors: (Constant), IHSG b. Dependent Variable: ANTM
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
-.012 1.381
.021
.303 .557
-.549 4.555
.586 .000
a- Dependent Variable: ANTM
Model 1
IHSG .018292 .0686803 48
Correlations
ASII IHSG
Pearson Correlation ASII
IHSG
1.000 .788
.788 1.000
Sig. (1-tailed) ASII
IHSG .000
.000
Model Summary
Model R Square
Adjusted R Square
Std. Error of the Estimate
1 ,788a .621
a- Predictors: (Constant), IHSG
ANOVA*
.613 .097713984
Regression
Mean Square .720 .010
75.362
a. Predictors: (Constant), IHSG b- Dependent Variable: ASII
Coefficients*
Model
1 (Constant)
IHSG
Std. Error .015 .208
a. Dependent Variable: ASII
Standardized
Model 1
GGRM Descriptive Statistics
Mean Std. Deviation N
GGRM
GGRM IHSG
Pearson Correlation GGRM
IHSG
1.000 .823
.823 1.000
Sig. (1-tailed) GGRM
IHSG .000
.000
Model Summary
R Square .677
Adjusted R Square .670
Std. Error of the Estimate .056914410
a. Predictors: (Constant), IHSG ANOVA*
Mean Square .312 .003
96.436
a. Predictors: (Constant), IHSG b. Dependent Variable: GGRM
Sig.
B Std. Error Beta
1 (Constant)
IHSG
-.021 1.187
.009
.121 .823
-2.451 9.820
.018 .000
a. Dependent Variable: GGRM
Model
IHSG .018292 .0686803 48
Correlations
GJTL IHSG
Pearson Correlation GJTL
IHSG
1.000 .654
.654 1.000
Sig. (1-tailed) GJTL
IHSG .000
.000
Model Summary
R Square .427
Adjusted R Square .415
Std. Error of the Estimate .125763424
a. Predictors: (Constant), IHSG
ANOVA*
Mean Square .543 .016
34.339
a. Predictors: (Constant), IHSG b. Dependent Variable: GJTL
J!SL
B Std. Error Beta
1 (Constant)
IHSG
-.016 1.565
.019
.267 .654
-.868 5.860
.390 .000
a- Dependent Variable: GJTL
Model 1
INDF Descriptive Statistics
Mean Std. Deviation N
INDF
INDF IHSG
Pearson Correlation "INDF
IHSG
1.000 .707
.707 1.000
Sig. (1-tailed) INDF
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .707a .500 .489 .074130850
a. Predictors: (Constant), IHSG
Regression
Mean Square .253 .005
45.952
a. Predictors: (Constant), IHSG b- Dependent Variable: INDF
Sig.
B Std. Error Beta
1 (Constant)
IHSG
-.019 1.067
.011
.157 .707
-1.702 6.779
.095 .000
a. Dependent Variable: INDF
Model 1
IHSG .018292 .0686803 48
Correlations
ISAT IHSG
Pearson Correlation ISAT
IHSG
1.000 .459
.459 1.000
Sig. (1-tailed) ISAT
IHSG .001
.001
Model Summary
Model R Square
Adjusted R Square
Std. Error of the Estimate
1 .4598 .211
a- Predictors: (Constant), IHSG
ANOVA*
Sum of Squares
.194 .229786133
Regression
Mean Square .649 .053
12.282
a- Predictors: (Constant), IHSG b- Dependent Variable: ISAT
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
-.041 1.710
.034
.488 .459
-1.183 3.505
.243 .001
a. Dependent Varijible: ISAT
Model 1
KLBF Descriptive Statistics
Mean Std. Deviation N KLBF
KLBF IHSG
Pearson Correlation KLBF IHSG
1.000 .482
.482 1.000
Sig. (1-tailed) KLBF
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .482a .232 .215 .161648896
a. Predictors: (Constant), IHSG
Regression
Mean Square .363 .026
13.907
a. Predictors: (Constant), IHSG b- DependentVariable: KLBF
Sig.
B Std. Error Beta
1 (Constant)
IHSG
-.011 1.280
.024
.343 .482
-.475 3.729
.637 .001
a. Dependent Variable: KLBF
Model 1
IHSG .018292 .0686803 48
Correlations
RALS IHSG
Pearson Correlation RALJ>
IHSG
1.000 .385
.385 1.000
Sig. (1-tailed) RALS
IHSG .003
.003
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .385a .149 .130 .171435492
a. Predictors: (Constant), IHSG
Regression
Mean Square .236 .029
8.025
a- Predictors: (Constant), IHSG b. Dependent Variable: RALS
Coefficients*
Model
1 (Constant)
IHSG
Unstandardized Coefficients
-.031 1.031
Std. Error .026 .364
a. Dependent Variable: RALS
Standardized
Model T
TINS Descriptive Statistics
Mean Std. Deviation N
TINS
TINS IHSG
Pearson Correlation TINS
IHSG
1.000 .490
.490 1.000
Sig. (1-tailed) TINS
IHSG .000
.000
Model Summary
R Square .240
Adjusted R Square .224
Std. Error of the Estimate .192460677
a. Predictors: (Constant), IHSG
ANOV/£
Mean Square .538 .037
14.531
a. Predictors: (Constant), IHSG b. DependentVariable: TINS
Coefficients*
Model
1 (Constant)
IHSG
Std. Error .029 .409
a. Dependent Variable: TINS
Standardized
Model 1
IHSG .018292 .0686803 48
Correlations
TLKM IHSG
Pearson Correlation TLKM IHSG
1.000 .484
.484 1.000
Sig. (1-tailed) TLKM
IHSG .000
.000
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate
1 .484a .235 .218 .119048960
a. Predictors: (Constant), IHSG
Regression
Mean Square .200 .014
14.103
a. Predictors: (Constant), IHSG b. Dependent Variable: TLKM
Coefficients*
B Std. Error Beta
1 (Constant) IHSG
.000 .949
.018
.253 .484
.026 3.755
.979 .000
a. Dependent Variable: TLKM
Model 1
UNTR Descriptive Statistics
Mean Std. Deviation N
UNTR
UNTR IHSG
Pearson Correlation UNTR IHSG
1.000 .789
.789 1.000
Sig. (1-tailed) UNTR
IHSG .000
.000
Model Summary
R Square .623
Adjusted R Square
Std. Error of the Estimate
.614 .101600919
a. Predictors: (Constant), IHSG
Regression
Mean Square .783 .010
75.871
a. Predictors: (Constant), IHSG b- DependentVariable: UNTR
Coefficients*
B Std. Error Beta
1 (Constant)
IHSG
.001 1.880
.015
.216 .789
.038 8.710
.970 .000
a. Dependent Variable: UNTR
Mean Std. Deviation N Rata-rata Return Saham
Betha Saham
-.008350
Saham Betha Saham Pearson Correlation Rata-rata Return Saham
Betha Saham
1.000 .532
.532 1.000
Sig. (1-tailed) Rata-rata Return Saham
Betha Saham .037
.037
N Rata-rata Return Saham
Betha Saham
12 12
12 12
Model
1 .532"
Model Summary
R Square .283
Adjusted R Square .212
a- Predictors: (Constant), Betha Saham
ANOVA*
Sum of Squares
Std. Error of the Estimate .0159267
Model
1 Regression
Residual
Mean Square .001 .000
Sig.
.007a
a. Predictors: (Constant), Betha Saham
b- Dependent Variable: Rata-rata Return Saham
Coefficients*
1 (Constant)
Betha Saham B
•.054 .070
Std. Error .023 .532 .007
a- Dependent Variable: Rata-rata Return Saham
