LAMPIRAN
LAMPIRAN 1
DAFTAR NAMA BANK YANG GO PUBLIK DI BURSA EFEK INDONESIA
PERIODE 2010-2014
No.. Nama Bank Kode Saham
Bank Rakyat Indonesia Agro Niaga Tbk
Bank MNC Internasional Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja Tbk
Bank Central Asia Tbk
Bank Bukopin Tbk
Bank Mestika Dharma Tbk
Bank Negara Indonesia (Persero) Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia (Persero) Tbk
Bank Tabungan Negara (Persero) Tbk
Bank Mutiara Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur
Bank Kesawan Tbk
Bank Maspion Indonesia Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank Internasional Indonesia Tbk
23
Bank Permata Tbk
Bank Sinar Mas Tbk
Bank Swadesi Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victori Internasional Tbk
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Dinar Indonesia Tbk
Bank Agris Tbk
Bank Yudha Bhakti Tbk
Bank Ina Perdana Tbk
Bank Windu Kentjana Internasional Tbk
Bank Mega Tbk
Bank Mitraniaga Tbk
Bank NISP OCBC Tbk
Bank Nationalnobu Tbk
Bank Pan Indonesia Tbk
Bank Pan Indonesia Syariah Tbk
Bank Himpunan Saudara 1906 Tbk
BNLI
LAMPIRAN 2
TOTAL ASET DARI BANK YANG MENJADI SAMPEL PENELITIAN
No. Kode Saham Total Asset Sampai Tahun 2014 (dalam Rupiah)24 SDRA 16.432.776.000.000
LAMPIRAN 3
DAFTAR RETURN SAHAM,
DEBT TO EQUITY RATIO, TINGKAT INFLASI
SERTA TINGKAT SUKU BUNGA 24 BANK PERIODE 2010-2014
Kode Bank
Tahun
Return
Saham
Debt to
Equity
Ratio
Tingkat
Inflasi
Tingkat
Suku
Bunga
AGRO
2010
0,1915 9,974652115 5,13 6.5002011
-0,2976 9,014365586 5,40 6.5832012
0,2458 9,862795074 4,30 5.7712013
-0,1769 5,122631304 7,00 6.4812014
-0,1322 6,063096206 6,42 7.538BACA
2010
0,0408 7,144234836 5,13 6.5002011
0,3725 6,711944059 5,40 6.5832012
-0,1429 7,613986573 4,30 5.7712013
-0,2667 6,876604993 7,00 6.4812014
0,0909 8,496861505 6,42 7.538BAEK
2010
0,08 8,345913493 5,13 6.5002011
-0,2407 8,500149836 5,40 6.5832012
0,1707 8,453721476 4,30 5.7712013
-0,2917 8,692629732 7,00 6.481BBCA
2010
0,3196 8,498076278 5,13 6.5002011
0,25 8,070115929 5,40 6.5832012
0,1375 7,516044548 4,30 5.7712013
0,0549 6,736225899 7,00 6.4812014
0,3672 6,064515339 6,42 7.538BBKP
2010
0,1304 15,42118108 5,13 6.5002011
-0,1077 12,0732131 5,40 6.5832012
0,069 12,14653228 4,30 5.7712013
0 10,17874425 7,00 6.4812014
0,2097 10,58858019 6,42 7.538BBNI
2010
0,1071 6,49876594 5,13 6.5002011
-0,0194 6,902596817 5,40 6.5832012
-0,0263 6,65769736 4,30 5.7712013
0,0676 7,108775037 7,00 6.4812014
0,5443 5,590648008 6,42 7.538BBNP
2010
-0,0538 9,165095094 5,13 6.5002011
0,0569 10,27556651 5,40 6.5832012
-0,0446 11,41903744 4,30 5.7712013
0,1916 8,488551503 7,00 6.4812014
0,5608 7,319884991 6,42 7.538BBRI
2010
-0,0355 10,02403374 5,13 6.5002012
0,0296 7,497559692 4,30 5.7712013
0,0432 6,893650269 7,00 6.4812014
0,6069 7,205198655 6,42 7.538BBTN
2010
0,1754 9,606885417 5,13 6.5002011
-0,097 11,17233058 5,40 6.5832012
0,1983 9,871679682 4,30 5.7712013
-0,4 10,35005049 7,00 6.4812014
0,3851 10,84426939 6,42 7.538BDMN
2010
0,2527 5,352108933 5,13 6.5002011
-0,2807 4,49356246 5,40 6.5832012
0,378 4,42197549 4,30 5.7712013
-0,3319 4,838983528 7,00 6.4812014
0,1987 4,927415787 6,42 7.538BMRI
2010
0,1404 9,090866739 5,13 6.5002011
0,0385 7,20427763 5,40 6.5832012
0,2 6,85735603 4,30 5.7712013
-0,0309 6,720705963 7,00 6.4812014
0,3726 6,648123762 6,42 7.538BNBA
2010
0,2331 5,043781436 5,13 6.5002011
-0,1524 5,223387647 5,40 6.5832012
0,1871 5,66694917 4,30 5.7712014
0,0064 7,561839445 6,42 7.538BNGA
2010
0,1099 9,37916636 5,13 6.5002011
0,2079 8,080334888 5,40 6.5832012
-0,0984 7,715047145 4,30 5.7712013
-0,1636 7,454786393 7,00 6.4812014
-0,0924 7,196180084 6,42 7.538BNII
2010
0,2308 9,072189147 5,13 6.5002011
-0,125 10,93350204 5,40 6.5832012
-0,0357 10,97548403 4,30 5.7712013
-0,242 10,32674154 7,00 6.4812014
-0,3225 8,782796388 6,42 7.538BNLI
2010
1,2375 8,213399563 5,13 6.5002011
-0,2402 10,0903782 5,40 6.5832012
-0,0294 9,547656067 4,30 5.7712013
-0,0455 10,73908835 7,00 6.4812014
0,1944 9,842637729 6,42 7.538BTPN
2010
-0,1795 7,185959423 5,13 6.5002011
0,0625 7,305055474 5,40 6.5832012
0,25 6,640378814 4,30 5.7712013
0,0118 6,031269905 7,00 6.4812014
-0,0814 5,037082106 6,42 7.5382011
-0,1938 8,737175215 5,40 6.5832012
-0,093 8,769204936 4,30 5.7712013
0,0684 10,65590422 7,00 6.4812014
-0,04 10,47523618 6,42 7.538INPC
2010
0,1146 15,1818691 5,13 6.5002011
-0,1028 15,6202489 5,40 6.5832012
0,1563 9,611925607 4,30 5.7712013
-0,1802 7,112564289 7,00 6.4812014
-0,1319 7,624849776 6,42 7.538MAYA
2010
-0,2036 5,810228466 5,13 6.5002011
0,0752 6,785064904 5,40 6.5832012
1,3776 8,300638691 4,30 5.7712013
-0,2294 8,955366831 7,00 6.4812014
-0,3164 11,68254757 6,42 7.538MCOR
2010
0,3393 7,351156457 5,13 6.5002011
0,2533 10,57173702 5,40 6.5832012
-0,0532 7,595404048 4,30 5.7712013
-0,2865 6,646682036 7,00 6.4812014
0,6142 7,006949208 6,42 7.538MEGA
2010
0,3804 10,81730921 5,13 6.5002011
0,1024 11,6956729 5,40 6.5832013
-0,3196 9,864696196 7,00 6.4812014
-0,0244 8,580423263 6,42 7.538NISP
2010
0,5 7,599514504 5,13 6.5002011
-0,28 8,07905251 5,40 6.5832012
0,2315 7,841194123 4,30 5.7712013
-0,0752 6,225885322 7,00 6.4812014
0,1057 5,917687092 6,42 7.538PNBN
2010
0,0357 7,075670194 5,13 6.5002011
-0,2414 6,852036152 5,40 6.5832012
0,2273 7,431244126 4,30 5.7712013
1,4444 7,219862652 7,00 6.4812014
0,7652 6,429672978 6,42 7.538SDRA
2010
-0,0263 7,246891309 5,13 6.5002011
0,0541 9,748185657 5,40 6.5832012
-0,1923 13,16845105 4,30 5.7712013
0,4206 13,24464712 7,00 6.481LAMPIRAN 4
STATISTIK DESKRIPTIF
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Return Saham 120 -.4000 .9434 .074804 .2674835
DER 120 3.2089 15.6202 8.364022 2.3025733
Tingkat Inflasi 120 4,30 7,00 5,6500 ,96013
Tingkat Suku Bunga 120 5,77 7,54 6,5746 ,56598
Valid N (listwise) 120
HASIL PENGUJIAN ASUMSI NORMALITAS
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 120
Normal Parametersa,,b Mean .0000000
Std. Deviation .25565905
Most Extreme Differences Absolute .092
Positive .092
Negative -.041
Kolmogorov-Smirnov Z 1.003
Asymp. Sig. (2-tailed) .267
a. Test distribution is Normal.
HASIL PENGUJIAN ASUMSI AUTOKORELASI
Model Summaryb
Model R R Square
Adjusted R
Square
Std. Error of the
Estimate Durbin-Watson
1 .294a .086 .063 .2589439 1.782
a. Predictors: (Constant), Tingkat Suku Bunga, DER, Tingkat Inflasi
b. Dependent Variable: Return Saham
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression .736 3 .245 3.659 .015a
Residual 7.778 116 .067
Total 8.514 119
a. Predictors: (Constant), Tingkat Suku Bunga, DER, Tingkat Inflasi
b. Dependent Variable: Return Saham
HASIL PENGUJIAN ASUMSI MULTIKOLINIEARITAS
Coefficientsa
Model
Unstandardized
Coefficients
Standardized
Coefficients
t Sig.
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) -.251 .307 -.817 .415
DER -.013 .010 -.112 -1.248 .215 .973 1.027
Tingkat Inflasi -.094 .032 -.338 -2.905 .004 .580 1.723
Tingkat Suku
Bunga
.147 .055 .311 2.677 .008 .583 1.717