Pengaruh Kebijakan Deviden dan Return On Equity Terhadap Harga Saham Pada Perusahaan Manufaktur

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Lampiran 1

Daftar Perusahaan Manufaktur yang Terdaftar di BEI

No Nama Perusahaan Kode Kriteria penentuan

Sampel 142 Keramika Indonesia Assosiasi Tbk KIAS    143 Mulia Industrindo Tbk MLIA    144 Surya Toto Indonesia Tbk TOTO    145 Alaska Industrindo Tbk ALKA    146 Alumindo Light Metal Industry Tbk ALMI    147 Beton Jaya Manunggal Tbk BTON    164 Ekadharma International Tbk EKAD    165 Eterindo Wahanatama Tbk ETWA    166 Intan Wijaya International Tbk INCI    167 Sorini Agro Asia Corporindo Tbk SOBI    168 Indo Acitama Tbk SRSN    169 Chandra Asri Petrochemical TPIA    170 Unggul Indah Cahaya Tbk UNIC    176 Champion Pasific Indonesia Tbk IGAR    177 Indopoly Swakarsa Industry Tbk IPOL    178 Sekawan Intipratama Tbk SIAP    179 Siwani Makmur Tbk SIMA   

180 Trias Sentosa Tbk TRST    Sampel1 181 Yana Prima Hasta Persada Tbk YPAS   

182 Charoen Pokphand Indonesia Tbk CPIN    183 Japfa Comfeed Indonesia Tbk JPFA    184 Malindo Feedmill Tbk MAIN   

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187 Tirta Mahakam Resources Tbk TIRT    188 Alkindo Naratama Tbk ALDO    189 Fajar Surya Wisesa Tbk FASW    190 Indah Kiat Pulp & paper Tbk INKP    191 Toba Pulp Lestari Tbk INRU    192 Kertas Basuki Rachmat Indonesia

Tbk

KBRI   

193 Surabaya Agung Industri Pulp & Kertas Tbk 201 Indomobil Sukses International Tbk IMAS   

202 Indospring Tbk INDS    208 Polychem Indonesia Tbk ADM

G 216 Karwell Indonesia Tbk KAR

W 222 Sunson Textile Manufacturer Tbk SSTM    223 Nusantara Inti Corpora Tbk UNIT   

224 Unitex Tbk UNTX   

225 Primarindo Asia Infrastructure Tbk BIMA    226 Surya Intrindo Makmur Tbk SIMM    227 Sumi Indo Kabel Tbk IKBI    228 Jembo Cable Company Tbk JECC    229 KMI Wire and Cable Tbk KBLI    230 Kabelindo Murni Tbk KBLM    231 Supreme Cable Manufacturing and

Commerce Tbk

SCCO   

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237 Davomas Abadi Tbk DAVO    238 Delta Djakarta Tbk DLTA    239 Indofood CBP Sukses Makmur Tbk ICBP   

240 Indofood Sukses Makmur Tbk INDF    Sampel 4 241 Multi Bintang Indonesia Tbk MLBI    Sampel 5 242 Mayora Indah Tbk MYOR    Sampel 6 243 Prashida Aneka Niaga Tbk PSDN   

244 Nippon Indosari Corporindo Tbk ROTI   

245 Sekar Laut Tbk SKLT   

246 Siantar Top Tbk STTP    247 Ultrajaya Milk Industry and Trading

Company Tbk

ULTJ   

248 Gudang Garam Tbk GGRM    Sampel 7 249 Hanjaya Mandala Sampoerna Tbk HMSP   

250 Bentoel International Investama Tbk RMBA    251 Darya Varia Laboratoria Tbk DVLA   

252 Indofarma Tbk INAF   

253 Kimia Farma Tbk KAEF    Sampel 8 254 Kalbe Farma Tbk KLBF   

255 Merck Tbk MERK    Sampel 9

256 Pyridam Farma Tbk PYFA    257 Schering Plough Indonesia Tbk SCPI    258 Taisho Pharmaceutical Indonesia Tbk SQBI    259 Tempo Scan Pasific Tbk TSPC    260 Martina Berto Tbk MBTO    261 Mustika Ratu Tbk MRAT   

262 Mandom Tbk TCID    Sampel

10 263 Unilever Indonesia Tbk UNVR    Sampel

11 264 Kedawung Setia Industrial Tbk KDSI    265 Kedaung Indag Can Tbk KICI    266 Langgeng Makmur Industry Tbk LMPI   

267 Aqua Golden Missisippi Tbk AQUA    Sampel 12 268 HM Sampoerna Tbk HMSP    Sampel

13 269 Sepatu Bata Tbk BATA    Sampel

14 270 Lautan Luas Tbk LTLS    Sampel

15

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Daftar Sampel PerusahaanManufaktur

No Nama Perusahaan Manufaktur

1 PT Aqua Golden Missisippi Tbk

2 PT Astra Internasional Tbk

3 PT Astra Otoparts Tbk

4 PT Sepatu Bata Tbk

5 PT Gudang Garam Tbk

6 PT HM Sampoerna Tbk

7 PT Indofood Sukses Makmur Tbk

8 PT Kimia Farma Tbk

9 PT Merck Tbk

10 PT Mayora Indah Tbk

11 PT Multi Bintang Indonesia Tbk

12 PT Trias Sentosa Tbk

13 PT Unilever Indonesia Tbk

14 PT Mandom Tbk

15 PT Lautan Luas Tbk

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Lampiran 3

Dividend Payout Ratio

NO. Nama

Perusahaan

Tahun

2008 2009 2010 2011

1 PT Aqua Golden Missisippi Tbk

17.95

17.98

17.97

17.96

2 PT Astra International Tbk

28.32

33.77

48.12

49.33

3 PT Astra Otoparts Tbk

7.66

15.76

23.45

32.67

4 PT Sepatu Bata Tbk

281.12

280.17

289.32

290.09

5 PT Gudang Garam Tbk

40.16

41.90

42.21

42.07

6 PT HM Sampoerna Tbk

32.43

33.09

23.90

35.49

7 PT Indofood Sukses Makmur Tbk

41.43

41.45

41.90

42.88

8 PT Kimia Farma Tbk

32.9

33

34.09

34.23

9 PT Merck Tbk

66.9

45.67

55.23

65.12

10 PT Mayora Indah Tbk

23.33

23.67

24.74

25.02

11 PT Multi Bintang indonesia Tbk

62.33

62.79

63

63.70

12 PT Trias Sentosa Tbk

34.50

34.23

32.10

29.27

13 PT Unilever Indonesia Tbk

206.69

201.01

199.13

200.12

14 PT Mandom Tbk

29.70

27.86

17.65

19.09

15 PT Lautan Luas Tbk

40.91

41.08

42.65

54.66

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Return on Equity

NO. Nama

Perusahaan

Tahun

2008 2009 2010 2011

1 PT Aqua Golden Missisippi Tbk

0.6

0.8

0.7

2 PT Astra International Tbk

1.1

1

1.2

1.3

3 PT Astra Otoparts Tbk

0.3

0.4

0.5

0.3

4 PT Sepatu Bata Tbk

0.3

0.4

0.5

5 PT Gudang Garam Tbk

0.7

0.6

0.7

0.8

6 PT HM Sampoerna Tbk

1.2

1.1

1.2

1.3

7 PT Indofood Sukses Makmur Tbk

0.4

0.5

0.6

0.5

8 PT Kimia Farma Tbk

0.4

0.5

0.6

9 PT Merck Tbk

0.3

0.2

0.4

0.3

10 PT Mayora Indah Tbk

0.2

0.3

0.5

11 PT Multi Bintang indonesia Tbk

0.4

0.5

0.6

12 PT Trias Sentosa Tbk

0.2

0.4

0.5

0.3

13 PT Unilever Indonesia Tbk

0.7

0.8

0.9

14 PT Mandom Tbk

0.4

0.6

0.7

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Lampiran 5

Harga Saham

NO. Nama

Perusahaan

Tahun

2008 2009 2010 2011

1 PT Aqua Golden Missisippi Tbk

10.77

10.79

11.12

11.45

2 PT Astra International Tbk

10.22

10.23

9.12

10.09

3 PT Astra Otoparts Tbk

8.12

9.01

9.09

9.13

4 PT Sepatu Bata Tbk

10.05

10.09

10.57

10.56

5 PT Gudang Garam Tbk

10.05

10.09

10.14

10.59

6 PT HM Sampoerna Tbk

9.54

9.60

9.55

9.57

7 PT Indofood Sukses Makmur Tbk

7.85

7.87

7.91

8.01

8 PT Kimia Farma Tbk

5.72

5.67

5.71

5.69

9 PT Merck Tbk

7.63

7.65

7.49

7.51

10 PT Mayora Indah Tbk

7.49

7.50

7.53

7.60

11 PT Multi Bintang indonesia Tbk

10.94

11.09

11.12

11.35

12 PT Trias Sentosa Tbk

9.71

9.56

9.80

9.75

13 PT Unilever Indonesia Tbk

9.57

10.01

10.21

10.09

14 PT Mandom Tbk

7.43

7.40

7.49

7.56

15 PT Lautan Luas Tbk

8.91

8.97

9.01

9.07

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Lampiran 7

Hasil Uji Normalitas

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

DPR 60 7.66 290.09 62.6757 74.01613

ROE 60 .20 1.30 .5583 .30213

HS 60 4.79 11.45 8.5168 1.70465

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Lampiran 7 (lanjutan)

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 60

Normal Parametersa,b Mean .0000000

Std. Deviation 1.32825179

Most Extreme Differences Absolute .135

Positive .082

Negative -.135

Kolmogorov-Smirnov Z 1.049

Asymp. Sig. (2-tailed) .222

a. Test distribution is Normal.

b. Calculated from data.

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Hasil Uji Multikolinieritas

Lampiran 9

Hasil Uji Autokorelasi

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate Durbin-Watson

1 .627a .393 .372 1.35135 1.374

a. Predictors: (Constant), ROE, DPR

b. Dependent Variable: HS

Coefficientsa

Model

Unstandardized Coefficients

Standardized

Coefficients

T Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) 6.365 .399 15.969 .000

DPR .008 .002 .346 3.351 .001 1.000 1.000

ROE 2.960 .582 .525 5.083 .000 1.000 1.000

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Lampiran 10

Hasil Uji Heterokedastisitas

Coefficientsa

Model

Standardized

Coefficients

T Sig.

B Std. Error Beta

1 (Constant) 1.140 .258 4.425 .000

DPR -.003 .002 -.215 -1.664 .102

ROE .014 .376 .005 .037 .971

a. Dependent Variable: ABS_RES

Lampiran 11

Koefisien Determinasi

Model Summaryb

Model R R Square Adjusted R Square Std. Error of the Estimate

1 .627a .393 .372 1.35135

b. Dependent Variable: HS

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Hasil Uji-t

Coefficientsa

Model

Standardized

Coefficients

T Sig.

B Std. Error Beta

1 (Constant) 6.365 .399 15.969 .000

DPR .008 .002 .346 3.351 .001

ROE 2.960 .582 .525 5.083 .000

a. Dependent Variable: HS

Lampiran 13

Hasil Uji F

ANOVAb

Model Sum of Squares Df Mean Square F Sig.

1 Regression 67.352 2 33.676 18.441 .000a

Residual 104.091 57 1.826

Total 171.443 59

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Lampiran 13 (lanjutan)

Coefficientsa

Model

Standardized

Coefficients

T Sig.

B Std. Error Beta

1 (Constant) 6.365 .399 15.969 .000

DPR .008 .002 .346 3.351 .001

ROE 2.960 .582 .525 5.083 .000

a. Dependent Variable: HS