LAMPIRAN
Lampiran i: Data Penelitian Sebelum Transformasi
Debt to Equity Ratio (DER)
No. Kode
Price to Book Value
No. Kode Tahun
Price Earning Ratio
No. Kode Tahun
Return On Investment
Total Assets Turn Over
Harga Saham
No. Kode Tahun
Lampiran ii: Data Penelitian Setelah Transformasi
SQRT Debt to Equity Ratio
No. Kode Tahun
SQRT Price to Book Value
SQRT Price Earning Ratio
SQRT Return On Investment
No. Kode Tahun
SQRT Total Assets Turn Over
No. Kode Tahun
2009 2010 2011 2012
19 LPCK 0.46 0.49 0.66 0.60
20 LPKR 0.46 0.44 0.48 0.50
21 PWON 0.45 0.56 0.51 0.54
22 GPRA 0.48 0.51 0.56 0.52
23 RBMS 0.32 0.37 0.34 0.52
24 BKSL 0.24 0.3 0.29 0.32
SQRT Harga Saham
No. Kode
Tahun
2009 2010 2011 2012
1 ASRI 9.58 14.16 18.82 23.26
2 BAPA 10.2 13.46 13.67 12.89
3 BIPP 7.16 7.07 7.07 8.38
4 BKDP 10.27 11.22 10.95 10.00
5 BCIP 16.18 16.18 17.81 22.97
6 BSDE 20.54 28.24 29.96 30.00
7 CTRA 23.5 23.14 21.02 26.27
8 CTRP 16.81 18.66 20.81 23.98
9 COWL 19.14 12.73 13.01 15.60
10 DUTI 28.3 36.47 43.59 44.72
11 FMII 9.49 9.49 9.92 13.62
12 KPIG 17.75 19.87 26.27 29.52
13 GMTD 12.12 12.37 24.87 25.69
14 MORE 20.34 15.17 15.77 17.82
15 DILD 21.24 28.61 16.96 18.20
16 JRPT 26.17 30.82 40.8 52.20
17 KIJA 10.1 10.59 11.96 14.10
18 LAMI 10.90 13.64 14.36 16.99
19 LPCK 14.72 17.43 33.18 55.86
20 LPKR 26.50 23.56 25.76 29.35
21 PWON 19.91 28.77 29.15 14.95
22 GPRA 12.97 11.49 11.78 12.88
23 RBMS 8.41 8.72 9.42 11.70
Lampiran iii : Statistik Deskriptif
Lampiran iv : Uji Normalitas
Sebelum Transformasi
Descriptive StatisticsN Minimum Maximum Mean Std. Deviation
DER 96 ,05 2,98 ,8144 ,58766
PBV 96 ,13 6,32 1,4394 1,12974
PER 96 -523,15 395,44 12,2717 98,13756
ROI 96 -,11 ,14 ,0428 ,04692
TATO 96 ,01 ,49 ,2149 ,11488
STOCK PRICE 96 50,00 3120,00 457,5847 526,61276 Valid N (listwise) 96
Descriptive Statistics
Mean Std. Deviation N SQRT STOCK PRICE 20,4369 9,63627 84
SQRT DER ,8521 ,34161 84
SQRT PBV 1,1362 ,44203 84
SQRT PER 4,4921 3,15655 84
SQRT ROI ,2192 ,08128 84
SQRT TATO ,4683 ,11616 84
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N 96
Normal Parametersa,,b Mean ,0000000 Std. Deviation 470,78755527 Most Extreme Differences Absolute ,158
Positive ,158
Negative -,105
Kolmogorov-Smirnov Z 1,543
Asymp. Sig. (2-tailed) ,017
Sesudah Transformasi SQRT
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N 84
Normal Parametersa,,b Mean ,0000000
Std. Deviation 8,55620745 Most Extreme Differences Absolute ,101
Positive ,101
Negative -,080
Kolmogorov-Smirnov Z ,929
Asymp. Sig. (2-tailed) ,353
Coefficientsa
a. Dependent Variable: SQRT STOCK PRICE
Lampiran vi : Uji Autokorelasi
Model Summaryb
Model R R
Change Statistics
Durbin-a. Predictors: (Constant), SQRT TATO, SQRT PBV, SQRT PER, SQRT DER, SQRT ROI
b. Dependent Variable: SQRT STOCK PRICE
Lampiran vii : Uji Multikolinearitas
Coefficientsa
Lampiran viii : Uji Hipotesis
Uji Determinasi
Model Summaryb
Mod
Change Statistics
Durbin-a. Predictors: (Constant), SQRT TATO, SQRT PBV, SQRT PER, SQRT DER, SQRT ROI
b. Dependent Variable: SQRT STOCK PRICE
Uji Simultan
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 1630,864 5 326,173 4,187 ,002a
Residual 6076,321 78 77,902
Total 7707,185 83
a. Predictors: (Constant), SQRT TATO, SQRT PBV, SQRT PER, SQRT DER, SQRT ROI b. Dependent Variable: SQRT STOCK PRICE
Uji Parsial
Coefficientsa
Model Unstandardized Coefficients
Standardized
