Tahun 2002 Perusahaan EPS DPR CR DER TATO ROE BV BETA RET

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Tahun 2002

Perusahaan EPS DPR CR DER TATO ROE BV BETA RET

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46 LMSH 154.00000 0.16220 0.93000 2.10000 1.65000 0.03110 1172.00000 0.67952 0.00005 47 ASGR 55.00000 0.00200 2.70000 1.27000 1.15000 0.22490 242.00000 0.70231 0.00340 48 AUTO 343.00000 0.00250 1.97000 0.63000 1.13000 0.24580 1396.00000 0.69694 0.00072 49 SMDR 504.00000 0.24230 1.99000 0.94000 1.42000 0.09210 5468.00000 0.71818 0.00459 Tahun 2003

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Explore

Case Processing Summary

164 100.0% 0 .0% 164 100.0%

Unstandardized Residual

N Percent N Percent N Percent

Valid Missing Total

.368 164 .000 .187 164 .000

Statistic df Sig. Statistic df Sig.

Kolmogorov-Smirnova Shapiro-Wilk

Lilliefors Significance Correction a.

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Regression

.514a .264 .223 .001310 1.996

Model

Predictors: (Constant), BETA, TATO, DER, ROE, DPR, BV, CR, EPS a.

Squares df Mean Square F Sig.

Dependent Variable: RET b.

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Coefficientsa

.003 .000 6.271 .000

.000000009 .000 .021 .267 .790 .811 1.232

.000276819 .000 .083 1.142 .255 .982 1.018

-.000065865 .000 -.078 -.981 .328 .823 1.215

-.000333986 .000 -.221 -2.806 .006 .830 1.205

-.000160717 .000 -.089 -1.224 .223 .974 1.027

.001923732 .001 .154 2.055 .042 .912 1.096

-.000000028 .000 -.103 -1.292 .198 .810 1.235

-.000861000 .000 -.443 -6.096 .000 .976 1.024

(Constant)

Index (Constant) EPS DPR CR DER TATO ROE BV BETA Variance Proportions

Dependent Variable: RET a.

Residuals Statisticsa

-.00077 .00231 .00080 .000763 152 -.002671 .003262 .000000 .001275 152

-2.051 1.986 .000 1.000 152

-2.039 2.490 .000 .973 152

Predicted Value Residual

Std. Predicted Value Std. Residual

Minimum Maximum Mean Std. Deviation N

Dependent Variable: RET a.

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Explore

Case Processing Summary

152 100.0% 0 .0% 152 100.0%

N Percent N Percent N Percent

Valid Missing Total

.071 152 .059 .980 152 .025

Statistic df Sig. Statistic df Sig.

Kolmogorov-Smirnova Shapiro-Wilk

Lilliefors Significance Correction a.

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GLEJSER

.252a .063 .011 .00074

Model

Predictors: (Constant), BETA, TATO, DER, ROE, DPR, BV, CR, EPS

Squares df Mean Square F Sig.

Dependent Variable: Abs_res b.

Coefficientsa

.001 .000 4.688 .000

.000 .000 -.080 -.886 .377

.000 .000 .151 1.853 .066

.000 .000 -.100 -1.121 .264

.000 .000 .000 .004 .996

.000 .000 -.013 -.154 .878

.000 .001 .011 .132 .896

.000 .000 -.102 -1.133 .259

.000 .000 .037 .446 .656

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Descriptives

Descriptive Statistics

152 -507 41514 807.44 3481.093

152 -.645 3.351 .29227 .443904

152 .180 13.050 2.35849 1.750812

152 .130 5.460 1.14197 .982860

152 .180 5.590 1.20158 .822269

152 -.259 .641 .14373 .119247

152 115 39163 3350.33 5373.567

152 .229 2.627 1.47424 .763901

152 -.002 .005 .00080 .001486

152 EPS

DPR CR DER TATO ROE BV BETA RET

Valid N (listwise)

N Minimum Maximum Mean Std. Deviation

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91 UNIC 164.00000 0.29950 2.48000 1.64000 0.94000 0.07450 2197.00000 2.48710 0.00014 92 INCI 47.00000 0.42130 5.23000 0.17000 0.87000 0.05520 859.00000 1.85551 0.00069 93 SMGR 628.00000 0.00950 1.33000 0.82000 0.83000 0.11170 6372.00000 2.16416 -0.00070 94 LMSH 168.00000 0.14900 1.61000 1.80000 1.91000 0.04500 1325.00000 2.54044 0.00106 95 ARNA 23.00000 0.00350 0.97000 0.92000 0.78000 0.16100 141.00000 2.32335 -0.00047 96 ASGR 16.00000 0.00750 2.12000 1.12000 0.63000 0.06440 247.00000 2.04117 -0.00051 97 AUTO 273.00000 0.00180 1.65000 0.52000 1.10000 0.14280 1582.00000 2.40535 -0.00097 98 PRAS 101.00000 0.00100 1.68000 2.23000 1.06000 0.10460 971.00000 2.05882 -0.00161 Tahun 2004

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135 TGKA 45.00000 3.35070 1.57000 1.82000 2.96000 0.01640 2736.00000 0.64716 0.00051 136 DUTI 43.00000 2.67530 0.61000 1.58000 0.19000 0.03560 1208.00000 0.52141 0.00449 137 JRPT 89.00000 0.28230 1.47000 0.72000 0.17000 0.05350 1655.00000 0.71539 0.00841 138 ANTA 11.20000 0.08930 1.34000 2.07000 5.59000 0.09000 124.00000 1.12416 -0.00036 139 PLIN 295.00000 0.04400 2.02000 0.54000 0.21000 0.08120 3643.00000 0.72652 0.00221 140 CMNP 43.00000 0.00230 0.21000 0.42000 0.26000 0.07660 565.00000 0.60041 0.00090 141 IDSR 29.00000 0.00100 5.65000 0.95000 0.72000 0.06970 411.00000 0.58869 0.00071 142 AALI 509.00000 0.29460 1.21000 0.60000 1.03000 0.38770 1313.00000 0.65393 0.00173 143 UNSP 41.00000 0.00150 1.04000 1.75000 0.62000 0.23390 175.00000 0.68966 0.00967 144 ANTM 423.00000 0.30250 2.88000 1.44000 0.47000 0.32570 1299.00000 0.66165 0.00243 145 PGAS 108.00000 0.01850 3.65000 2.30000 0.40000 0.14930 726.00000 0.00973 -14.70812 146 PTBA 197.00000 0.43720 3.78000 0.41000 1.10000 0.24850 792.00000 0.75332 0.00208 147 INDF 40.00000 0.44960 1.47000 2.50000 1.14000 0.08880 451.00000 0.64792 0.00165 148 TBLA 10.00000 0.00290 1.58000 1.65000 0.88000 0.03220 316.00000 0.22935 0.00145 149 TIRT 10.00000 0.30150 0.94000 3.10000 0.93000 0.05360 186.00000 1.05839 0.00193 150 AKRA 122.00000 0.32790 1.26000 0.78000 1.29000 0.08860 1377.00000 0.97768 0.00673 151 CLPI 21.00000 0.28190 2.34000 0.57000 1.42000 0.12320 172.00000 0.67899 0.00104 152 INCI 65.00000 0.38260 5.23000 0.17000 0.88000 0.07710 847.00000 0.93556 0.00125 153 DYNA 151.00000 0.39640 0.89000 1.34000 0.74000 0.12060 1255.00000 0.50055 0.00260 154 SMGR 878.00000 0.00800 1.64000 0.80000 0.91000 0.14220 6171.00000 0.59430 0.00132 155 LMSH 573.00000 0.06970 1.63000 1.45000 2.09000 0.08720 1821.00000 0.52690 0.00544 156 ARNA 28.00000 0.00360 0.90000 1.01000 0.73000 0.17230 161.00000 0.91451 0.00579 157 ASGR 28.00000 0.02200 4.76000 0.72000 0.83000 0.11280 245.00000 0.48754 0.00045 158 ASII 1335.00000 0.20220 1.03000 1.18000 1.13000 0.32790 4072.00000 0.93551 0.00331 159 AUTO 291.00000 0.00210 1.43000 0.62000 1.20000 0.15960 1821.00000 0.76871 0.00043 160 SUGI 4.00000 0.26620 2.41000 0.40000 0.90000 0.03260 115.00000 0.66833 0.00449 161 UNTR 386.00000 0.00090 1.84000 1.17000 1.31000 0.35430 1090.00000 0.69935 0.00731 162 SMDR 1227.00000 0.24460 2.48000 0.78000 1.37000 0.17280 7098.00000 0.63210 0.00124 163 JTPE -4.00000 -0.00280 1.32000 0.60000 0.92000 -0.02270 155.00000 0.47437 -0.00049 164 SCMA 28.00000 0.01230 0.27000 0.57000 0.51000 0.04390 648.00000 0.93451 0.00156