Analisis Pengaruh Loan to Deposit Ratio (LDR), Return on Equity (ROE), Debt to Equity Ratio (DER), Price to Book Value (PBV), dan Earnings per Share ( EPS) terhadap Return Saham pada Perusahaan Perbankan yang Terdaftar di BEI (2008-2011)

(1)

LAMPIRAN

DATA VARIABEL PENELITIAN

LOAN TO DEPOSIT RATIO

_(LDR)

NO. Nama Perusahaan Kode Tahun

2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk. INPC 93.47 84.04 76.13 82.21

2. Bank Bukopin Tbk. BBKP 83.60 75.99 71.85 85.01

3. Bank Bumi Artha Tbk. BNBA 59.86 50.58 54.18 67.53

4. Bank Capital Indonesia Tbk. BACA 67.72 49.65 50.60 44.24

5. Bank Central Asia Tbk. BBCA 53.80 50.30 55.20 61.70

6. Bank CIMB Niaga Tbk. BNGA 87.84 95.11 88.04 94.41

7. Bank Danamon Indonesia Tbk. BDMN 86.40 88.80 93.80 98.30 8. Bank Himpunan Saudara 1906 Tbk. SDRA 102.20 94.94 100.20 81.70

9. Bank Kesawan Tbk. BKSW 74.66 66.97 71.65 75.48

10. Bank Mandiri (Persero) Tbk. BMRI 59.20 61.40 67.70 74.10

11. Bank Mayapada Tbk. MAYA 100.22 83.77 78.38 82.10

12. Bank Mega Tbk. MEGA 64.67 56.82 56.03 63.75

13. Bank Negara Indonesia Tbk. BBNI 68.60 64.10 70.20 70.40 14. Bank Nusantara Parahyangan Tbk. BBNP 66.12 73.64 80.41 84.92

15. Bank OCBC NISP Tbk. NISP 79.77 73.26 80.00 87.04

16. Bank Pan Indonesia Tbk. PNBN 78.93 73.31 74.22 80.36

17. Bank Permata Tbk. BNLI 81.80 90.60 87.50 83.10

(2)

RETURN ON EQUITY (ROE)

2008 2009 2010 2011 1. Bank Artha Graha Internasional

Tbk. INPC

4.13 4.60 8.79 8.79

7. Bank Danamon Indonesia Tbk. BDMN 14.6 11.2 18.5 17.5 8. Bank Himpunan Saudara 1906

Tbk. SDRA

21.63 17.62 17.45 23.36

(3)

DEBT TO EQUITY RATIO (DER)

(4)

PRICE TO BOOK VALUE (PBV)

(5)

EARNINGS PER SHARE ( EPS )

2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk. INPC 2,55 4,88 9,76 11,71

2. Bank Bukopin Tbk. BBKP 64,55 63,09 81,10 94,67

3. Bank Bumi Artha Tbk. BNBA 11,96 12,58 12,17 18,45

4. Bank Capital Indonesia Tbk. BACA 8,01 7,73 5,11 6,13

5. Bank Central Asia Tbk. BBCA 236 279 348 444

6. Bank CIMB Niaga Tbk. BNGA 28,14 65,52 106,46 126,77

7. Bank Danamon Indonesia Tbk. BDMN 303,7 186,36 342,92 378,78 8. Bank Himpunan Saudara 1906 Tbk. SDRA 25,11 23,73 26,47 38,88

9. Bank Kesawan Tbk. BKSW 6,21 6,37 1,94 1,86

10. Bank Mandiri (Persero) Tbk. BMRI 254,51 347,72 439,39 529,33

11. Bank Mayapada Tbk. MAYA 15,95 15,95 24,89 55,40

12. Bank Mega Tbk. MEGA 158 169 279 314

13. Bank Negara Indonesia Tbk. BBNI 80 163 266 312

14. Bank Nusantara Parahyangan Tbk. BBNP 90 93 153 164

15. Bank OCBC NISP Tbk. NISP 49,91 75,15 59,45 106,88

16. Bank Pan Indonesia Tbk. PNBN 34,60 43.03 53,66 75,99

17. Bank Permata Tbk. BNLI 58 63 128 128

18. Bank Rakyat Indonesia Tbk. BBRI 496,99 609,50 478,6 628,91

19. Bank of India Indonesia Tbk. BSWD 32 41 40 55

(6)

RETURN SAHAM

2008 2009 2010 2011 1. Bank Artha Graha Internasional Tbk. INPC -0,500 0,520 0,408 -0,103

2. Bank Bukopin Tbk. BBKP -0,643 0,875 0,733 -0,108

3. Bank Bumi Artha Tbk. BNBA -0,778 1,217 0,233 -0,152

4. Bank Capital Indonesia Tbk. BACA -0,047 -0,030 0,041 0,569

5. Bank Central Asia Tbk. BBCA -0,555 0,492 0,320 0,250

6. Bank CIMB Niaga Tbk. BNGA -0,450 0,434 1,690 -0,361

7. Bank Danamon Indonesia Tbk. BDMN -0,613 0,468 0,253 -0,281 8. Bank Himpunan Saudara 1906 Tbk. SDRA -0,662 4,600 0,036 -0,241

9. Bank Kesawan Tbk. BKSW 0,340 0,104 0,405 -0,317

10. Bank Mandiri (Persero) Tbk. BMRI -0,421 1,321 0,383 0,038

11. Bank Mayapada Tbk. MAYA 0,740 0,000 -0,204 0,075

12. Bank Mega Tbk. MEGA 0,111 -0,343 0,380 0,102

13. Bank Negara Indonesia Tbk. BBNI -0,655 1,912 0,957 -0,019 14. Bank Nusantara Parahyangan Tbk. BBNP 0,000 -0,139 -0,054 0,057

15. Bank OCBC NISP Tbk. NISP -0,222 0,429 0,700 -0,365

16. Bank Pan Indonesia Tbk. PNBN -0,147 0,310 0,500 -0,316

17. Bank Permata Tbk. BNLI -0,449 0,633 1,238 -0,240

(7)

Daftar Perusahaan Perbankan yang Menjadi Sampel

NO. Nama Perusahaan Kode Kriteria Penentuan Sampel Sampel

1 2 3 4

1. Bank Agroniaga Tbk. AGRO    x

2. Bank Artha Graha Internasional Tbk. INPC     Sampel 1

3. Bank Bukopin Tbk. BBKP     Sampel 2

4. Bank Bumi Artha Tbk. BNBA     Sampel 3

5. Bank Capital Indonesia Tbk. BACA     Sampel 4

6. Bank Central Asia Tbk. BBCA     Sampel 5

7. Bank CIMB Niaga Tbk. BNGA     Sampel 6

8. Bank Danamon Indonesia Tbk. BDMN     Sampel 7

9. Bank Ekonomi Raharja Tbk. BAEK   x x

10. Bank Himpunan Saudara 1906 Tbk. SDRA     Sampel 8

11. Bank ICB Bumiputera Tbk. BABP    x

12. Bank Internasional Indonesia Tbk. BNII    x

13. Bank Kesawan Tbk. BKSW     Sampel 9

14. Bank Lippo Tbk. LPBN x x x 

15. Bank Mandiri (Persero) Tbk. BMRI     Sampel 10

16. Bank Mayapada Tbk. MAYA     Sampel 11

17. Bank Mega Tbk. MEGA     Sampel 12

18. Bank Mutiara Tbk. BCIC    x

19. Bank Negara Indonesia Tbk. BBNI     Sampel 13

20. Bank Nusantara Parahyangan Tbk. BBNP     Sampel 14

21. Bank OCBC NISP Tbk. NISP     Sampel 15

22. Bank Pan Indonesia Tbk. PNBN     Sampel 16

23. Bank Permata Tbk. BNLI     Sampel 17

24. Bank Pundi Indonesia Tbk. BEKS    x

25. Bank Rakyat Indonesia Tbk. BBRI     Sampel 18

26. Bank Sinarmas Tbk. BSIM x x x 

27. Bank of India Indonesia Tbk. BSWD     Sampel 19

28. Bank Tabungan Negara (Persero)

Tbk. BBTN x x x 

29. Bank Tabungan Pensiunan Nasional

Tbk. BTPN   x 

(8)

HASIL OUTPUT SPSS DENGAN DATA ASLI

Regression

GET FILE='E:\SKRIPSIQ 1\DATA UJI 76.sav'. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL

/CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y

/METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*ZPRED ,*SRESID) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID).

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

Return Saham 84 -.7780 4.6000 .177429 .7191964

Loan to Deposit Ratio 84 40.2200 102.2000 74.822381 14.1171049

Return on Equity 84 .7200 43.8300 15.426548 9.4962110

Debt to Equity Ratio 84 3.0300 15.6200 8.924167 2.9563797

Price to Book Value 84 .3200 4.6900 1.794881 1.0841325

Earnings per Share 84 1.3300 628.9100 124.844524 156.2418097

Valid N (listwise) 84

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 84

Normal Parametersa,,b Mean .0000000

Std. Deviation .69523273

Most Extreme Differences Absolute .153

Positive .153

Negative -.136

Kolmogorov-Smirnov Z 1.403

Asymp. Sig. (2-tailed) .039

a. Test distribution is Normal.

(9)

Variables Entered/Removed

Model Variables Entered Variables Removed Method

1 Earnings per Share,

Debt to Equity Ratio,

Loan to Deposit

Ratio, Price to Book

Value, Return on

Equitya

. Enter

a. All requested variables entered.

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 2.813 5 .563 1.094 .371a

Residual 40.118 78 .514

Total 42.931 83

a. Predictors: (Constant), Earnings per Share, Debt to Equity Ratio, Loan to Deposit Ratio, Price to

Book Value, Return on Equity

b. Dependent Variable: Return Saham

Coefficientsa

a. Predictors: (Constant), Earnings per Share, Debt to

Equity Ratio, Loan to Deposit Ratio, Price to Book Value,

Return on Equity

(10)

Earnings per

Share

.000 .001 -.207

-1.174

.244 .386 2.588

a. Dependent Variable: Return Saham

Collinearity Diagnosticsa

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -.162777 .667946 .177429 .1841059 84

Std. Predicted Value -1.848 2.664 .000 1.000 84

Standard Error of Predicted

Value

.091 .333 .183 .056 84

Adjusted Predicted Value -.220258 .961626 .183671 .2033536 84

Residual -1.2229462 4.3143544 .0000000 .6952327 84

Std. Residual -1.705 6.016 .000 .969 84

Stud. Residual -1.899 6.195 -.004 1.003 84

Deleted Residual -1.5166261 4.5748577 -.0062420 .7449317 84

Stud. Deleted Residual -1.932 8.635 .027 1.204 84

Mahal. Distance .338 16.895 4.940 3.615 84

Cook's Distance .000 .386 .012 .045 84

(11)

Residuals Statisticsa

Predicted Value -.162777 .667946 .177429 .1841059 84

Value

.091 .333 .183 .056 84

Residual -1.2229462 4.3143544 .0000000 .6952327 84

Std. Residual -1.705 6.016 .000 .969 84

Stud. Residual -1.899 6.195 -.004 1.003 84

Mahal. Distance .338 16.895 4.940 3.615 84

Cook's Distance .000 .386 .012 .045 84

Centered Leverage Value .004 .204 .060 .044 84

(12)

(13)

34 _1.912 64.1 16.3 10.88 1.58 163

35 _-0.139 73.64 8.51 9.55 1.11 93

36 _0.429 73.26 11.82 7.96 1.41 75.15

37 _0.31 73.31 10.4 6.16 1.7 43.03

38 _0.633 90.6 13.6 10.57 1.28 63

39 _0.672 80.88 35.22 10.63 3.46

40 ₀ 82.1 23.36 4.08 1.72 41

41 _0.484 50.43 8 10.69 0.84 13.09

42 0.493 81.29 6.03 8.29 1.02 5.86

43 _0.408 76.13 8.79 15.18 0.87 9.76

44 _0.733 71.85 19.02 15.45 1.39 81.1

45 _0.233 54.18 8.39 5.12 0.87 12.17

46 _0.041 50.6 5.11 7.09 0.85 5.11

47 _0.32 55.2 33.3 8.51 4.63 348

48 _1.69 88.04 20.88 9.43 3.32 106.46

49 _0.253 93.8 18.5 5.4 2.6 342.92

50 _0.036 100.2 17.45 7.25 1.71 26.47

51 _0.405 71.65 0.77 13.54 3.66 1.94

52 _0.383 67.7 24.25 9.81 3.29 439.39 53 _-0.204 78.38 7.28 5.81 2.77 24.89

54 _0.38 56.03 27.2 10.82 2.31 279

55 _0.957 70.2 24.7 6.5 2.18 266

56 _-0.054 80.41 12.38 9.25 0.99 153

57 _0.7 80 8.12 8.81 2.18 59.45

58 _0.5 74.22 11.62 7.81 2.24 53.66

59 _1.238 87.5 22.8 8.31 2.04 128

60 _0.373 75.17 43.83 10.02 3.53

61 ₀ 87.36 22.69 3.93 1.63 40

62 _0.159 40.22 18.41 12.88 0.84 27.61

63 0.339 65.58 7.24 7.35 1.08 8.81

64 _-0.103 82.21 8.79 15.62 0.71 11.71 65 _-0.108 85.01 20.1 12.07 1.05 94.67 66 _-0.152 67.53 11.94 5.22 0.67 18.45

67 _0.569 44.24 5.19 6.71 1.19 6.13

68 _0.25 61.7 33.5 8.09 4.69 444

(14)

73 _0.038 74.1 22.05 7.81 2.51

74 _0.075 82.1 11.53 6.79 2.66 55.4

75 _0.102 63.75 26.74 11.7 2.62 314

76 _-0.019 70.4 20.1 6.9 1.87 312

77 _0.057 84.92 12.82 10.28 0.93 164

78 _-0.365 87.04 12.9 8.08 1.15 106.88 79 _-0.316 80.36 14.63 6.85 1.18 75.99

80 _-0.24 83.1 15.9 10.09 1.34 128

81 _-0.357 76.2 42.49 8.43 3.34

82 ₀ 85.72 25.26 5 1.5 55

83 _-0.194 63.62 24.9 8.74 0.7 35.25

(15)

HASIL OUTPUT SPSS SETELAH DILAKUKAN TRIMMING DATA

GET FILE='E:\SKRIPSIQ 1\DATA UJI 76.sav'. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL

/CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y

/METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*ZPRED ,*SRESID) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID).

Descriptive Statistics

N Minimum Maximum

Mean

Std. Deviation

Return

_Saham

₈₃

_-.7780

_1.9120

_.12414458

_.531179340

Loan to Deposit

Ratio

84 40.2200

102.2000 74.82238095

1.411710486

Return

_{on Equity 84}

_.7200

_{43.8300 15.42654762}

_9.496210975

Debt to Equity

Ratio

84 3.0300

15.6200 8.92416667

2.956379750

Price to Book

Value

84 .32000

4.6900 1.79488095

1.084132538

Earnings per

Share

79 1.3300

444.0000 98.02037975

1.161947353

Valid N (listwise) 78

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 78

Normal Parametersa,,b Mean .0000000

Std. Deviation .50369519

Most Extreme Differences Absolute .129

Positive .129

Negative -.067

Kolmogorov-Smirnov Z 1.137

Asymp. Sig. (2-tailed) .151

a. Test distribution is Normal.

(16)

Variables Entered/Removed

Model

Variables

Entered

Variables

Removed Method

1 Earnings per

Share, Debt to

Equity Ratio,

Loan to Deposit

Ratio, Price to

Book Value,

Return on Equitya

. Enter

a. All requested variables entered.

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate Durbin-Watson

1 .351a .123 .062 .520891075 1.663

a. Predictors: (Constant), Earnings per Share, Debt to Equity Ratio, Loan to Deposit Ratio,

Price to Book Value, Return on Equity

b. Dependent Variable: Return Saham

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 2.743 5 .549 2.022 .086a

Residual 19.536 72 .271

Total 22.278 77

a. Predictors: (Constant), Earnings per Share, Debt to Equity Ratio, Loan to Deposit Ratio, Price to

Book Value, Return on Equity

(17)

Coefficientsa

Collinearity Diagnosticsa

(18)

Predicted Value -.20923790 .66408777 .12769231 .188730611 78

Value

.066 .245 .138 .043 78

Residual -1.045304537 1.720218420 .000000000 .503695188 78

Std. Residual -2.007 3.302 .000 .967 78

Stud. Residual -2.262 3.352 -.005 1.006 78

Mahal. Distance .262 16.089 4.936 3.703 78

Cook's Distance .000 .231 .014 .032 78

Centered Leverage Value .003 .209 .064 .048 78

(19)