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Lampiran 1
Data Penelitian
No. Nama Perusahaan Kode
1 Sepatu Bata Tbk BATA
2 Bank Central Asia Tbk BBCA
3 Elang Mahkota Teknologi Tbk EMTK
4 Hm Sampoerna Tbk HMSP
5 Vale Indonesia Tbk INCO
6 Indo Tambangraya Megah Tbk ITMG
7 Lippo Karawaci Tbk LPKR
8 Multi Indocitra Tbk MICE
9 Surya Citra Media Tbk SCMA
10 Selamat Sempurna Tbk SMSM
11 Surya Toto Indonesia Tbk TOTO
12 Tunas Ridean Tbk TURI
Lampiran 2 TABULASI KODE TH LB AK DY RS BATA 2012 69,343 -2,183 234 650 BATA 2013 44,373 -6,157 298 550 BATA 2014 70,781 748 173 955 BATA 2015 128,895 28,332 171 1,100 BBCA 2012 11,898,523 28,466,42 5 53 8,000 BBCA 2013 13,004,312 -8,718,266 44 11,075 BBCA 2014 16,367,472 5,935,714 47 10,800 BBCA 2015 16,885,560 43,370,92 0 39 14,150 EMTK 2012 1,029,499 2,739,375 87 4,475 EMTK 2013 1,473,532 457,829 52 6,100 EMTK 2014 1,533,919 5,720,247 55 6,275 EMTK 2015 2,474,308 -3,331,984 34 11,700 HMSP 2012 9,805,421 -1,664,937 91 53,311 HMSP 2013 10,807,957 252,090 126 83,789 HMSP 2014 10,014,995 -682,848 169 68,947 HMSP 2015 10,355,007 1,744,310 147 72,955 INCO 2012 62,757 -226,357 76 3,238 INCO 2013 42,912 30,009 105 2,613 INCO 2014 171,146 102,432 22 3,185 INCO 2015 48,604 -106,089 20 3,015 ITMG 2012 426,580 -155,492 288 41,600 ITMG 2013 230,484 -166,644 305 36,125 ITMG 2014 200,218 -61,261 451 24,913 ITMG 2015 64,475 43,309 513 14,750 LPKR 2012 2,482,547 1,121,171 121 815 LPKR 2013 1,676,147 -1,517,183 95 1,360 LPKR 2014 2,996,883 1,703,003 133 1,078
LPKR 2015 616,914 -1,752,409 129 1,268 MICE 2012 46,640 14,961 324 450 MICE 2013 115,085 -2,375 215 760 MICE 2014 46,641 21,262 225 453 MICE 2015 66,172 2,442 295 341 SCMA 2012 913,012 210,706 88 1,655 SCMA 2013 1,448,274 -41,497 58 2,788 SCMA 2014 1,285,897 184,000 161 3,175 SCMA 2015 1,539,244 -555,573 176 3,148 SMSM 2012 268,543 41,730 152 1,910 SMSM 2013 338,222 29,716 247 2,638 SMSM 2014 420,436 -19,000 161 3,803 SMSM 2015 446,088 46,000 110 4,583 TOTO 2012 236,695 -13,828 432 2,246 TOTO 2013 236,557 52,341 265 4,101 TOTO 2014 294,614 -168,448 136 3,746 TOTO 2015 337,987 82,965 129 3,889 TURI 2012 389,804 -58,891 116 750 TURI 2013 328,748 -161,545 67 970 TURI 2014 245,041 46,346 60 675 TURI 2015 298,368 17,208 56 720 UNVR 2012 4,839,145 -107,321 146 19,925 UNVR 2013 5,352,625 -9,204 146 24,525 UNVR 2014 5,738,523 602,272 117 29,250 UNVR 2015 5,864,386 -272,526 84 41,125
Lampiran 3
TOTAL ARUS KAS
AKO AKI AKP TOTAL ARUS
KAS 46,373 -32,944 -15,612 -2,183 44,680 -33,944 -16,894 -6,157 62,179 -41,069 -20,362 748 -19,631 92,609 -44,646 28,332 27,715,044 2,052,255 -1,300,874 28,466,425 -4,189,827 -4,612,390 83,951 -8,718,266 33,166,235 -24,501,727 -2,728,794 5,935,714 28,816,436 19,582,334 -5,027,850 43,370,920 1,124,165 -316,087 1,931,297 2,739,375 1,607,139 -1,123,720 -25,590 457,829 1,447,465 -791,307 5,064,089 5,720,247 1,709,404 -1,046,231 -3,995,157 -3,331,984 4,087,495 -860,144 -4,892,288 -1,664,937 10,802,179 -1,143,284 -9,406,805 252,090 11,103,195 -1,385,548 -10,400,495 -682,848 811,163 -4,534,423 5,467,570 1,744,310 79,162 -146,965 -158,553 -226,357 265,892 -140,487 -95,396 30,009 323,328 -76,846 -144,050 102,432 133,896 -196,544 -43,441 -106,089 414,368 -64,893 -504,967 -155,492
159,291 -56,889 -269,046 -166,644 190,926 -52,124 -200,063 -61,261 192,667 -34,820 -114,538 43,309 1,288,793 -1,704,447 1,536,825 1,121,171 -2,078,824 -580,321 1,141,962 -1,517,183 731,470 -348,598 1,320,131 1,703,003 -2,710,700 204,819 753,472 -1,752,409 39,279 11,830 -36,148 14,961 16,321 -15,065 -3,631 -2,375 39,235 -17,902 -71 21,262 -6,222 -27,147 35,811 2,442 837,226 -71,308 -555,212 210,706 1,251,986 -357,746 -935,737 -41,497 1,178,602 -186,716 -807,886 184,000 1,506,974 -112,018 -1,950,529 -555,573 353,110 -137,917 -173,463 41,730 449,576 -206,919 -212,941 29,716 450,000 -143,000 -326,000 -19,000 536,000 -263,000 -227,000 46,000 188,138 -92,690 -109,276 -13,828 320,627 -156,296 -111,990 52,341 307,708 -320,002 -156,154 -168,448 240,629 -226,164 68,500 82,965 -38,504 -210,100 189,713 -58,891 363,038 -459,211 -65,372 -161,545 -14,115 -145,169 205,630 46,346 106,025 -169,393 80,576 17,208 5,191,646 -1,102,030 -4,196,937 -107,321 6,241,679 -1,129,148 -5,121,735 -9,204 6,462,722 -1,006,941 -4,853,509 602,272 6,299,051 -1,429,245 -5,142,332 -272,526
Lampiran 4
RETURN SAHAM
KODE TAHUN Harga Saham
Maret
Harga
Saham April Harga Saham
BATA 2012 650 650 650 BATA 2013 550 550 550 BATA 2014 960 950 955 BATA 2015 1,090 1,110 1,100 BBCA 2012 8,000 8,000 8,000 BBCA 2013 11,400 10,750 11,075 BBCA 2014 10,600 11,000 10,800 BBCA 2015 14,825 13,475 14,150 EMTK 2012 4,400 4,550 4,475 EMTK 2013 6,050 6,150 6,100 EMTK 2014 5,750 6,800 6,275 EMTK 2015 11,800 11,600 11,700 HMSP 2012 52,814 53,807 53,311 HMSP 2013 83,888 83,689 83,789
HMSP 2014 68,500 69,393 68,947 HMSP 2015 72,943 72,967 72,955 INCO 2012 3,375 3,100 3,238 INCO 2013 2,375 2,850 2,613 INCO 2014 2,820 3,550 3,185 INCO 2015 3,235 2,795 3,015 ITMG 2012 43,450 39,750 41,600 ITMG 2013 35,500 36,750 36,125 ITMG 2014 24,350 25,475 24,913 ITMG 2015 16,900 12,600 14,750 LPKR 2012 800 830 815 LPKR 2013 1,370 1,350 1,360 LPKR 2014 1,085 1,070 1,078 LPKR 2015 1,350 1,185 1,268 MICE 2012 450 450 450 MICE 2013 770 750 760 MICE 2014 465 440 453 MICE 2015 355 327 341 SCMA 2012 1,610 1,700 1,655 SCMA 2013 2,775 2,800 2,788 SCMA 2014 3,200 3,150 3,175 SCMA 2015 3,395 2,900 3,148 SMSM 2012 1,770 2,050 1,910 SMSM 2013 2,550 2,725 2,638 SMSM 2014 4,000 3,605 3,803 SMSM 2015 4,450 4,715 4,583 TOTO 2012 2,448 2,044 2,246 TOTO 2013 3,988 4,213 4,101 TOTO 2014 3,839 3,652 3,746 TOTO 2015 4,013 3,764 3,889 TURI 2012 730 770 750 TURI 2013 930 1,010 970 TURI 2014 675 675 675 TURI 2015 725 715 720 UNVR 2012 20,000 19,850 19,925 UNVR 2013 22,800 26,250 24,525 UNVR 2014 29,250 29,250 29,250 UNVR 2015 39,650 42,600 41,125
Lampiran 5
DIVIDEN YIELD
KODE TAHUN Harga
Saham Dividen USD IDR DIVIDEN IDR DY BATA 2012 650 15.65 9,708.00 151,930.20 234 BATA 2013 550 15.08 10,875.66 164,004.95 298 BATA 2014 955 16.16 10,218.23 165,126.60 173 BATA 2015 1,100 17.02 10,064.16 171,292.00 171 BBCA 2012 8,000 43.5 9,708.00 422,298.00 53 BBCA 2013 11,075 45.00 10,875.66 498,404.70 44 BBCA 2014 10,800 50.00 10,218.23 510,911.50 47
BBCA 2015 14,150 55.00 10,064.16 553,528.80 39 EMTK 2012 4,475 40.00 9,708.00 388,320.00 87 EMTK 2013 6,100 29.00 10,875.66 315,394.14 52 EMTK 2014 6,275 34.00 10,218.23 347,419.82 55 EMTK 2015 11,700 40.00 10,064.16 402,566.40 34 HMSP 2012 53,311 500.00 9,708.00 4,854,000.00 91 HMSP 2013 83,789 969.00 10,875.66 10,538,514.54 126 HMSP 2014 68,947 1,143.00 10,218.23 11,697,436.89 169 HMSP 2015 72,955 1,063.00 10,064.16 10,698,202.08 147 INCO 2012 3,238 25.20 9,708.00 244,641.60 76 INCO 2013 2,613 25.20 10,875.66 274,066.63 105 INCO 2014 3,185 7.00 10,218.23 71,527.61 22 INCO 2015 3,015 6.00 10,064.16 60,384.96 20 ITMG 2012 41,600 1,234.00 9,708.00 11,979,672.00 288 ITMG 2013 36,125 1,014.00 10,875.66 11,027,919.24 305 ITMG 2014 24,913 1,100.00 10,218.23 11,240,053.00 451 ITMG 2015 14,750 752.00 10,064.16 7,568,248.32 513 LPKR 2012 815 10.12 9,708.00 98,244.96 121 LPKR 2013 1,360 11.85 10,875.66 128,876.57 95 LPKR 2014 1,078 14.05 10,218.23 143,566.13 133 LPKR 2015 1,268 16.35 10,064.16 164,549.02 129 MICE 2012 450 15.00 9,708.00 145,620.00 324 MICE 2013 760 15.00 10,875.66 163,134.90 215 MICE 2014 453 10.00 10,218.23 102.182.30 225 MICE 2015 341 10.00 10,064.16 100,641.60 295 SCMA 2012 1,655 15.00 9,708.00 145,620.00 88 SCMA 2013 2,788 15.00 10,875.66 163,134.90 58 SCMA 2014 3,175 50.00 10,218.23 510,911.50 161 SCMA 2015 3,148 55.00 10,064.16 553,528.80 176 SMSM 2012 1,910 30.00 9,708.00 291,240.00 152 SMSM 2013 2,638 60.00 10,875.66 652,539.60 247 SMSM 2014 3,803 60.00 10,218.23 613,093.80 161 SMSM 2015 4,583 50.00 10,064.16 503,208.00 110 TOTO 2012 2,246 100.00 9,708.00 970,800.00 432 TOTO 2013 4,101 100.00 10,875.66 1,087,566.00 265 TOTO 2014 3,746 50.00 10,218.23 510,911.50 136 TOTO 2015 3,889 50.00 10,064.16 503,208.00 129 TURI 2012 750 9.00 9,708.00 87,372.00 116
UNVR 2012 19,925 300.00 9,708.00 2,912,400.00 146 UNVR 2013 24,525 330.00 10,875.66 3,588,967.80 146 UNVR 2014 29,250 336.00 10,218.23 3,433,325.28 117 UNVR 2015 41,125 342.00 10,064.16 3,441,942.72 84 Lampiran 6 LABA AKUNTANSI KODE TH LA
BATA 2012 69,343 BATA 2013 44,373 BATA 2014 70,781 BATA 2015 128,895 BBCA 2012 11,898,523 BBCA 2013 13,004,312 BBCA 2014 16,367,472 BBCA 2015 16,885,560 EMTK 2012 1,029,499 EMTK 2013 1,473,532 EMTK 2014 1,533,919 EMTK 2015 2,474,308 HMSP 2012 9,805,421 HMSP 2013 10,807,957 HMSP 2014 10,014,995 HMSP 2015 10,355,007 INCO 2012 62,757 INCO 2013 42,912 INCO 2014 171,146 INCO 2015 48,604 ITMG 2012 426,580 ITMG 2013 230,484 ITMG 2014 200,218 ITMG 2015 64,475 LPKR 2012 2,482,547 LPKR 2013 1,676,147 LPKR 2014 2,996,883 LPKR 2015 616,914 MICE 2012 46,640 MICE 2013 115,085 MICE 2014 46,641 MICE 2015 66,172 SCMA 2012 913,012 SCMA 2013 1,448,274 SCMA 2014 1,285,897 SCMA 2015 1,539,244 SMSM 2012 268,543 SMSM 2013 338,222
TOTO 2013 236,557 TOTO 2014 294,614 TOTO 2015 337,987 TURI 2012 389,804 TURI 2013 328,748 TURI 2014 245,041 TURI 2015 298,368 UNVR 2012 4,839,145 UNVR 2013 5,352,625 UNVR 2014 5,738,523 UNVR 2015 5,864,386
Lampiran 7
Hasil Uji Statistik Deskriptif (dalam jutaan rupiah)
N Minimum Maximum Mean Std. Deviation
LA 52 42912 16885560 2809236.75 4498037.183 AK 52 -8718266 43370920 1408958.56 7366915.345 DY 52 20 513 154.69 111.399 RS 52 341 83789 12431.12 19918.983 Valid N (listwise) 52
Lampiran 8
Lampiran 9
Hasil Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual N 52 Normal Parametersa,b Mean 0E-7 Std. Deviation 14607.48914520 Most Extreme Differences Absolute .186 Positive .186 Negative -.162 Kolmogorov-Smirnov Z 1.339
Asymp. Sig. (2-tailed) .056
a. Test distribution is Normal. b. Calculated from data.
Lampiran 10 Uji Multikolinearitas Coefficientsa Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) -3646.334 4380.616 -.832 .409 LA .004 .001 .824 6.407 .000 .678 1.475 AK -.001 .000 -.379 -3.091 .003 .744 1.345 DY 47.037 20.187 .263 2.330 .024 .879 1.138 a. Dependent Variable: RS
Lampiran 11
Uji Autokorelasi
Model Summaryb
Model R R Square Adjusted R Square Std. Error of the
Estimate
Durbin-Watson
1 .680a .462 .429 15057.055 .683
a. Predictors: (Constant), DY, AK, LA b. Dependent Variable: RS
