33 ELSA Elnusa Tbk √ - √ √ √ -
58 PTBA Tambang Batubara Bukit Asam
(Persero) Tbk √ √ √ √ √ 18
64 TRUB Truba Alam Manunggal Engineering
65 UNSP Bakrie Sumatera Plantations Tbk √ √ √ √ √ 23
66 UNTR United Tractors Tbk √ √ √ √ √ 24
67 UNVR Unilever Indonesia Tbk √ √ √ √ √ 25
Lampiran 3
HASIL OUTPUT IBM SPSS STATISTICS
Warning # 849 in column 23. Text: in_ID
The LOCALE subcommand of the SET command has an invalid parameter. It could
not be mapped to a valid backend locale.
Your temporary usage period for IBM SPSS Statistics will expire in 5 days.
GET DATA /TYPE=XLSX
/FILE='D:\Skripsi\Data Penelitian.xlsx' /SHEET=name 'Gabungan'
/CELLRANGE=full /READNAMES=on
/ASSUMEDSTRWIDTH=32767. EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT. REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT HargaSahamRupiah
/METHOD=ENTER ROA ROE NPM DER EPS /SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID) /SAVE RESID.
Regression
[DataSet1]
Variables Entered/Removeda
Model Variables Entered Variables
Removed
Method
1
EPS (%), NPM (%),
DER (%), ROA (%),
ROE (%)b
a. Dependent Variable: Harga Saham (Rupiah)
b. All requested variables entered.
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
Durbin-Watson
1 ,573a ,328 ,280 5807,5346 2,161
a. Predictors: (Constant), EPS (%), NPM (%), DER (%), ROA (%), ROE (%)
b. Dependent Variable: Harga Saham (Rupiah)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 1136891379,648 5 227378275,930 6,742 ,000b
Residual 2327194589,019 69 33727457,812
Total 3464085968,667 74
a. Dependent Variable: Harga Saham (Rupiah)
b. Predictors: (Constant), EPS (%), NPM (%), DER (%), ROA (%), ROE (%)
Coefficientsa
Model Unstandardized
Coefficients
Standardized
Coefficients
t Sig. Collinearity Statistics
B Std. Error Beta Tolerance VIF
1
(Constant) 991,354 1836,732 ,540 ,591
ROA (%) 550,294 175,815 ,792 3,130 ,003 ,152 6,582
ROE (%) -69,784 132,040 -,161 -,529 ,599 ,105 9,524
NPM (%) -30,675 95,978 -,040 -,320 ,750 ,607 1,647
DER (%) 5,934 3,717 ,270 1,596 ,115 ,341 2,931
EPS (%) ,440 1,754 ,052 ,251 ,802 ,227 4,411
Coefficient Correlationsa
Model EPS (%) NPM (%) DER (%) ROA (%) ROE (%)
1
Correlations
EPS (%) 1,000 ,453 ,118 ,249 -,759
NPM (%) ,453 1,000 -,324 -,153 -,273
DER (%) ,118 -,324 1,000 ,783 -,493
ROA (%) ,249 -,153 ,783 1,000 -,728
ROE (%) -,759 -,273 -,493 -,728 1,000
Covariances
EPS (%) 3,076 76,221 ,770 76,639 -175,667
NPM (%) 76,221 9211,835 -115,423 -2573,367 -3459,626
DER (%) ,770 -115,423 13,819 512,056 -241,745
ROA (%) 76,639 -2573,367 512,056 30910,743 -16894,316
ROE (%) -175,667 -3459,626 -241,745 -16894,316 17434,637
a. Dependent Variable: Harga Saham (Rupiah)
Collinearity Diagnosticsa
Model Dimension Eigenvalue Condition
Index
Variance Proportions
(Constant) ROA
(%)
ROE
(%)
NPM
(%)
DER
(%)
EPS
(%)
1
1 4,211 1,000 ,01 ,00 ,00 ,00 ,00 ,00
2 1,059 1,994 ,00 ,01 ,00 ,01 ,10 ,05
3 ,547 2,775 ,02 ,01 ,00 ,02 ,12 ,14
4 ,095 6,661 ,96 ,05 ,02 ,12 ,06 ,07
5 ,066 7,973 ,01 ,21 ,02 ,81 ,33 ,28
a. Dependent Variable: Harga Saham (Rupiah)
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 2414,339 19484,877 6957,533 3919,6169 75
Residual -9586,8691 19539,6074 ,0000 5607,9030 75
Std. Predicted Value -1,159 3,196 ,000 1,000 75
Std. Residual -1,651 3,365 ,000 ,966 75
a. Dependent Variable: Harga Saham (Rupiah)
DESCRIPTIVES VARIABLES=ROA ROE NPM DER EPS HargaSahamRupiah /STATISTICS=MEAN STDDEV MIN MAX.
Descriptives
[DataSet1]
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
ROA (%) 75 1,092 40,669 12,18760 9,851650
ROE (%) 75 3,625 85,476 23,59327 15,779333
NPM (%) 75 3,269 43,840 19,86788 9,025990
DER (%) 75 15,364 1088,210 226,64259 310,898172
EPS (%) 75 18,295 4439,017 387,00621 808,397454
Harga Saham (Rupiah) 75 260,0 26350,0 6957,533 6841,9275
Valid N (listwise) 75
NPAR TESTS
/K-S(NORMAL)=RES_1 /MISSING ANALYSIS.
NPar Tests
[DataSet1]
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 75
Normal Parametersa,b Mean 0E-7 Std. Deviation 5607,90295273
Most Extreme Differences
Absolute ,136
Kolmogorov-Smirnov Z 1,177
Asymp. Sig. (2-tailed) ,125
a. Test distribution is Normal.
b. Calculated from data.
CORRELATIONS
/VARIABLES=ROA ROE NPM DER EPS HargaSahamRupiah RES_1 /PRINT=TWOTAIL NOSIG
NPM (%) Pearson Correlation ,163 ,254
*
1 ,287* -,070 ,122 ,000
N 75 75 75 75 75 75 75
**. Correlation is significant at the 0.01 level (2-tailed).
*. Correlation is significant at the 0.05 level (2-tailed).
NONPAR CORR
/VARIABLES=ROA ROE NPM DER EPS HargaSahamRupiah RES_1 /PRINT=SPEARMAN TWOTAIL NOSIG
N 75 75 75 75 75 75 75
NPM (%)
Correlation Coefficient ,175 ,443** 1,000 ,053 ,078 ,215 ,063
Sig. (2-tailed) ,133 ,000 . ,652 ,504 ,064 ,593
N 75 75 75 75 75 75 75
DER (%)
Correlation Coefficient -,759** -,194 ,053 1,000 -,119 -,074 ,172
Sig. (2-tailed) ,000 ,095 ,652 . ,310 ,526 ,140
N 75 75 75 75 75 75 75
EPS (%)
Correlation Coefficient ,466** ,608** ,078 -,119 1,000 ,639** ,250*
Sig. (2-tailed) ,000 ,000 ,504 ,310 . ,000 ,051
N 75 75 75 75 75 75 75
Harga Saham
(Rupiah)
Correlation Coefficient ,366** ,597** ,215 -,074 ,639** 1,000 ,731**
Sig. (2-tailed) ,001 ,000 ,064 ,526 ,000 . ,000
N 75 75 75 75 75 75 75
Unstandardized
Residual
Correlation Coefficient -,128 ,082 ,063 ,172 ,250* ,731** 1,000
Sig. (2-tailed) ,275 ,486 ,593 ,140 ,030 ,000 .
N 75 75 75 75 75 75 75
**. Correlation is significant at the 0.01 level (2-tailed).
Lampiran 4
