LAMPIRAN 1 TABEL HARGA SAHAM

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TABEL HARGA SAHAM

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PERHITUNGAN ACTUAL RETURN SAHAM

HARI DAVO HADE DOID TINS CTBN CTRA BTPN MTFN MTSM H-10 0 -0.075 -0.016002 -0.013119 0 -0.027018 0.004464 0 0

H-9 -0.032787 -0.013622 0 0.031561 0 0 -0.022222 0 0

H-8 0.016949 0.096011 -0.024386 0.009663 0 0.041668 0 0 0

H-7 -0.016667 0 0.016669 0 0 -0.026658 0 -0.070796 0

H-6 0.016949 -0.0376 0.032792 0.019141 0 -0.027417 0 0.066667 0 H-5 -0.033333 -0.259767 0.039680 0.004693 0 0 -0.018182 0 0 H-4 0 0.403706 -0.015269 -0.015577 0 0.028190 -0.004630 0.0625 0 H-3 0 2.8 0.007745 -0.053797 0 0.041097 0.013953 0.033613 0 H-2 0.034483 0 0.015387 -0.028431 0 0.065781 0.077982 -0.024390 0 H-1 0.016667 0 -0.022723 0.012051 0 0.012355 -0.008511 -0.016667 0 H-0 -0.049180 0.973684 0.007745 0.011901 -0.193551 -0.036586 0.072961 0.016949 0 H+1 -0.034483 0.066667 0.061548 -0.126047 0 -0.012667 0.02 -0.083333 0 H+2 0 -0.0625 0.014495 -0.115380 0 -0.025633 -0.009804 0.181818 0 H+3 0 0 0.057137 -0.043479 0 -0.026335 -0.009901 -0.038462 -0.053341 H+4 0.035714 -0.013333 -0.013516 0.090902 0 0 -0.02 -0.02 0 H+5 -0.017241 0 0.041102 -0.041660 0.083336 0.013524 0.020408 -0.020408 0

H+6 -0.017544 0 -0.013160 0 0 -0.013343 -0.02 0 0

H+7 0 0 -0.013335 -0.032617 -0.230769 -0.067561 -0.010204 -0.041667 0 H+8 0.017857 0.013514 -0.013516 0.022472 0 -0.014503 0 0.021739 -0.028159

H+9 0 -0.013333 0 0.109893 0 -0.014686 0 0.063830 0

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H-10 0 0.011247 0 0 0 0.012669 0 0.008919 0

H-9 0 0.011121 -0.010869 0 0 0.012510 0 0 -0.111111

H-8 0.083800 -0.021998 0 0 0.035185 0.012331 0 0 0

H-7 0.198454 0.022493 0 0 0.001789 -0.024386 0 0 0.25

H-6 0 0.010955 0 0 -0.035714 0 0 0 0.246667

H-5 0 0 -0.076925 0 0.037037 0 0 0.008841 0.010695

H-4 -0.096775 -0.010836 0.083335 0 0 0 0 0.017563 0

H-3 0.176192 0.010955 0 0 0 0 0 0 -0.037037

H-2 0 0.032640 0 0 0 0 0.086218 -0.051744 -0.038462

H-1 0.437247 -0.021072 -0.005497 0 -0.005357 -0.012510 -0.111118 0.018202 -0.761417 H-0 0.105632 -0.053771 -0.005522 -0.002503 0.041293 -0.012643 0.142847 0.142863 2.659705 H+1 0 0.022749 0 0 -0.043103 0.051273 -0.018742 -0.012500 0.104712 H+2 0.248409 0 0.044443 0 0.009009 -0.024386 -0.031845 -0.003181 -0.047393 H+3 0.244897 0 -0.010638 0 0.008929 0.012510 -0.046056 0.006350 -0.009950 H+4 0.163936 -0.044441 -0.010752 0 0.053097 -0.012356 0.010341 -0.053614 -0.060302 H+5 -0.197184 0.023231 -0.021738 0 -0.050420 0 -0.010235 0 -0.016043

H+6 -0.127192 0 0 0 0.053097 0 0.017258 0 -0.032609

H+7 0.115579 0.022749 0 0 -0.042017 0 0.006765 0 0.033708

H+8 -0.072074 0 0 0 0.008772 0 -0.013474 0 0.010870

H+9 -0.029125 0 0 0 0.008696 -0.012510 0.010235 0 0.010753

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PERHITUNGAN EXPECTED RETURN SAHAM

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PERHITUNGAN ABNORMAL RETURN SAHAM

HARI DAVO HADE DOID TINS CTBN CTRA BTPN MTFN MTSM H-10 0.012081 -0.067764 0.0060831 -0.007930 -0.015743 -0.0011511 -0.003330 -0.006515 0.023669

H-9 -0.043621 -0.002170 0.0213350 0.018049 0.008959 -0.0033289 -0.009516 0.009128 -0.007276

H-8 0.020095 0.088591 0.0201110 0.008345 0.002567 0.0133910 -0.001986 -0.004416 -0.045508

H-7 -0.029416 -0.020282 -0.0008065 0.000000 0.002210 -0.0310230 0.013385 -0.086017 0.005062

H-6 0.016949 -0.046363 0.0285232 0.007806 0.001182 -0.0015534 -0.002830 0.056758 -0.007415

H-5 -0.036972 -0.260467 0.0558732 0.028889 0.005291 -0.0108173 -0.025274 -0.006728 -0.023375

H-4 -0.003611 0.403932 0.0157026 -0.006207 -0.003202 0.0261001 -0.004309 0.069934 -0.029498

H-3 -0.012267 2.797218 -0.0178684 -0.034917 -0.010829 0.0464812 0.003006 0.037479 -0.010850

H-2 0.046672 -0.008610 -0.0150254 -0.029154 -0.060447 0.0545535 0.062401 -0.032195 0.002911

H-1 0.025408 0.013510 -0.0090725 0.006651 0.001252 0.0034536 -0.007256 -0.032968 -0.017554

H-0 -0.057106 0.972883 -0.0018390 0.013302 -0.183750 -0.0377640 0.074140 0.018972 0.028689

H+1 -0.025806 0.067336 0.0425180 -0.097809 0.013233 -0.0227340 0.023150 -0.068922 -0.017471

H+2 0.001622 -0.068301 0.0128438 -0.079606 -0.009988 -0.0369806 -0.023578 0.170942 0.016967

H+3 -0.014070 -0.001287 0.0539382 -0.046366 0.007144 -0.0396482 -0.020253 -0.042682 -0.052756

H+4 0.022554 -0.012259 -0.0078202 0.070006 0.004849 -0.0042020 -0.027834 -0.026394 -0.023786

H+5 -0.008415 -0.007485 0.0611331 -0.031459 0.092495 0.0160084 0.022415 -0.022837 -0.000998

H+6 -0.022001 -0.032806 -0.0241685 0.020454 0.031307 -0.0100037 -0.016187 0.002368 -0.007581

H+7 0.004105 0.003765 0.0058152 -0.045934 -0.245946 -0.0639022 -0.021561 -0.048430 -0.019898

H+8 0.036655 0.000123 -0.0005639 0.013510 0.009671 -0.0258037 -0.000746 0.017434 -0.032607

H+9 -0.014398 -0.021100 -0.0061279 0.094454 0.004842 -0.0176412 -0.003010 0.054304 0.010212

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H-10 -0.003496 0.015656 0.004409 -0.020707 -0.004557 0.018718 -0.004365 0.004554 -0.004840

H-9 -0.001321 0.008935 -0.013056 0.000404 0.036758 0.009856 -0.017436 -0.017436 -0.114188

H-8 0.086237 -0.022983 -0.000985 0.007377 0.041911 0.026375 -0.000319 -0.000319 0.001391

H-7 0.186630 0.002659 -0.019834 -0.004929 -0.015206 -0.007085 0.007355 0.007355 0.252681

H-6 -0.002743 0.007305 -0.003651 0.006406 -0.070205 0.002098 0.007751 0.007751 0.254075

H-5 -0.003569 -0.010544 -0.087469 -0.006426 0.036472 -0.005984 -0.007364 0.001477 0.007062

H-4 -0.100766 -0.007969 0.086203 0.010298 -0.001793 -0.008169 -0.009215 0.008349 -0.003723

H-3 0.165390 0.019998 0.009043 -0.006184 -0.007528 0.002093 -0.009483 -0.009483 -0.027852

H-2 -0.011850 0.031003 -0.001637 0.011055 -0.008857 0.007818 0.089783 -0.048180 -0.046396

H-1 0.456557 -0.022460 -0.006884 -0.010732 -0.006198 0.001241 -0.115486 0.013834 -0.766047

H-0 0.097812 -0.048919 -0.000670 -0.011388 0.050909 0.005333 0.137008 0.137024 2.655372

H+1 0.002952 0.021493 -0.001256 0.006163 -0.061949 0.036052 -0.017713 -0.011471 0.108313

H+2 0.249437 -0.009891 0.034552 -0.004851 0.019300 -0.017077 -0.035492 -0.006828 -0.049701

H+3 0.249666 -0.002515 -0.013153 0.001252 0.018250 -0.000900 -0.056555 -0.004149 -0.015537

H+4 0.161628 -0.035017 -0.001328 -0.004692 0.056360 -0.013437 0.010161 -0.053794 -0.050893

H+5 -0.201952 0.018592 -0.026377 -0.009329 -0.033592 0.010811 -0.018237 -0.008002 -0.005627

H+6 -0.124139 -0.004957 -0.004957 0.009992 0.046980 0.005650 0.016045 -0.001213 -0.030672

H+7 0.112977 0.018278 -0.004471 -0.002816 -0.042427 0.001907 -0.003658 -0.010424 0.031627

H+8 -0.074207 -0.000517 -0.000517 0.000056 0.005744 -0.003900 -0.008614 0.004860 0.010638

H+9 -0.028520 0.004146 0.004146 -0.001159 0.005141 0.010453 0.020244 0.010010 0.013552

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PERHITUNGAN VOLUME PERDAGANGAN SAHAM

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H-10 46,600 1,332,000 197,000 10,200 1,000,000 29,268,000 0 200 0 H-9 0 1,266,000 51,000 10,200 2,755,000 39,576,000 0 0 38,000

H-8 98,300 848,000 51,000 10,200 25,000 46,194,000 0 0 0

H-7 207,100 1,586,000 51,000 10,200 30,000 14,212,000 0 0 156,800 H-6 25,800 1,372,000 51,000 10,200 910,000 0 0 0 1,117,600 H-5 25,800 2,014,000 82,000 10,200 5,000 10,498,000 29,200 11,200 2,038,800 H-4 31,000 1,544,000 9,000 10,200 380,000 24,615,000 16,400 2,800 351,200 H-3 155,300 2,826,000 13,000 10,200 1,090,000 13,541,000 24,200 400 240,400 H-2 0 2,458,000 13,000 10,200 1,090,000 107,772,000 200 160,000 50,000 H-1 409,100 1,836,000 14,000 10,200 120,000 34,579,000 41,000 306,200 370,400 H-0 732,800 335,500 12,500 2,000 90,000 13,490,000 23,700 2,300 547,800 H+1 0 472,500 12,500 2,000 483,000 33,215,000 3,700 200 963,200 H+2 633,800 296,500 2,500 2,000 21,500 15,264,000 125,500 600 429,900 H+3 271,300 189,000 1,000 2,000 145,500 11,289,500 114,100 100 113,400 H+4 470,200 404,500 12,500 2,000 228,000 5,595,500 9,200 300 149,500 H+5 458,800 239,500 1,000 2,000 22,000 4,776,000 27,100 0 42,800 H+6 835,800 245,000 1,000 2,000 77,000 11,818,500 3,900 0 205,200 H+7 429,800 273,000 9,500 2,000 162,500 25,382,500 10,400 500 19,100

H+8 426,700 0 0 2,000 3,000 15,490,000 200 0 26,400

H+9 236,600 0 0 2,000 52,500 14,620,000 500 0 500

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HASIL PERHITUNGAN STATISTIK DESKRIPTIF ABNORMAL RETURN SAHAM

Kode Deskriptif

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Sampel Deskriptif

Pemecahan Saham Mean Median Std.Deviasi Minimum Maksimum Skewness Kurtosis DAVO sebelum 7828400 1877000 11147821.08 198000 31310000 1.407 0.723 sesudah 1028350 577250 1054316.947 104000 3424500 1.616 2.067 HADE sebelum 915200 308000 1246598.643 0 3680000 1.414 1.542

sesudah 30500 0 74552.368 0 240000 3.022 9.309

DOID sebelum 6866970 2050000 10929798.27 318800 35325000 2.358 5.83 sesudah 5174120 4595050 3594184.307 0 12239800 0.716 0.708 TINS sebelum 13439310 9322550 13142292.18 0 41293200 1.254 0.838 sesudah 35647770 31674250 20911540.97 0 68032800 0.072 -0.19

CTBN sebelum 0 0 0 0 0 0 0

sesudah 0 0 0 0 0 0 0

CTRA sebelum 10543000 6879000 8538899.266 1389000 22986000 0.441 -1.814 sesudah 24862850 20479000 17337385.55 4570500 56534500 1.284 0.688 BTPN sebelum 1192500 362500 1929523.905 12500 5950000 2.08 4.101 sesudah 904700 645000 755996.296 290000 2603500 1.534 1.824 MTFN sebelum 346500 66250 602984.706 5000 1827500 2.124 4.035 sesudah 509500 294500 841629.603 34000 2869000 2.988 9.198

MTSM sebelum 6000 6000 0 6000 6000 0 0

sesudah 1750 1750 263.523 1500 2000 0 -2.571

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sesudah 212000 242250 167658.383 0 472500 -0.085 -0.996 BFIN sebelum 53200 51000 56025.391 9000 197000 2.149 5.401 sesudah 4000 1000 5291.503 0 12500 1.048 -0.895

PNSE sebelum 10200 10200 0 10200 10200 0 0

sesudah 2000 2000 0 2000 2000 0 0

TOWR sebelum 740500 645000 847956.531 5000 2755000 1.566 3.039 sesudah 119500 64750 148954.691 0 483000 1.844 3.728 MDLN sebelum 32025500 26941500 30207415.96 0 107772000 1.928 4.691 sesudah 15557200 14942000 8586405.266 4776000 33215000 0.899 0.899 INAI sebelum 11100 100 15478.228 0 41000 1.008 -0.435 sesudah 29560 6550 48291.389 200 125500 1.683 1.243 ALMI sebelum 48080 300 103481.107 0 306200 2.23 4.48

sesudah 390 150 672.392 0 2200 2.591 7.231

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HASIL UJI NORMALITAS VOLUME PERDAGANGAN

Tests of Normality

Kolmogorov-Smirnova Shapiro-Wilk Statistic df Sig. Statistic Df Sig.

Sebelum .348 18 .000 .598 18 .000

Sesudah .419 18 .000 .540 18 .000

a. Lilliefors Significance Correction

ABNORMAL RETURN

Tests of Normality

Kolmogorov-Smirnova Shapiro-Wilk

Statistic df Sig. Statistic Df Sig.

Sebelum .429 18 .000 .471 18 .000

Sesudah .146 18 .200* .884 18 .030

*. This is a lower bound of the true significance.

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HASIL UJI WILCOXON SIGN RANK TEST VOLUME PERDAGANGAN

NPar Tests

Descriptive Statistics

N Mean Std. Deviation Minimum Maximum

Sebelum 18 4284552.67 8052935.505 0 32025500

Sesudah 18 4705089.44 10179685.521 0 35647770

Wilcoxon Signed Ranks Test

Ranks

N Mean Rank Sum of Ranks

sesudah - sebelum Negative Ranks 12a 9.17 110.00 Positive Ranks 5b 8.60 43.00

a. Wilcoxon Signed Ranks Test

b. Based on positive ranks.

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