65 LAMPIRAN
Lampiran 1
Uji Asumsi Klasik
No. ROA ROE DER Harga Saham
1 2.6 4.53 0.74 50
2 4.3 7.95 0.07 77
3 0.13 0.19 0.54 50
4 2.49 5.06 0.38 184
5 6.68 10.3 8.4 158
6 4.53 19.69 3.35 250
7 3.15 6.28 0.81 1000
8 -3.84 -13.62 2.51 475
9 9.49 17 0.75 500
10 0.28 0.76 1.46 700
11 3.61 13.27 2.62 85
12 1.98 5.87 1.96 205
13 4 10.48 1.54 761
14 14.41 21.71 0.51 355
15 15.02 25.73 0.71 415
16 3.31 6.11 0.84 105
17 1.75 4.38 1.25 205
18 -0.74 -1.01 0.36 153
19 1.59 2.93 0.34 485
20 2.25 3.92 8.6 510
21 1.78 8.57 3.83 195
22 7.34 13.11 0.62 680
23 13.57 33.56 1.47 400
24 8.91 17.05 0.84 800
25 8.2 20.15 1.15 700
26 4.11 13.44 2.2 95
27 2.65 8.26 2.11 225
28 4.34 10.78 1.4 485
29 12.48 19.74 0.58 510
30 17.31 29.27 0.69 600
31 7.2 17.95 1.07 295
32 1.32 2.81 0.82 157
33 -1.26 -1.76 0.41 116
34 2.75 5.26 0.43 350
66
36 2.19 7.59 2.47 186
37 8.29 14.25 0.55 2100
38 16.96 31.96 0.88 170
39 9.3 20.11 1.1 1300
40 9.22 20.31 0.91 700
41 6.01 17.67 1.83 194
42 5.1 15.12 1.96 395
43 4.45 9.33 1.03 680
44 11.9 17.87 0.47 840
45 18.69 48.54 0.69 3550
46 11.17 24.08 1.16 460
47 0.61 0.99 0.62 119
48 -2.01 -2.77 0.38 115
49 2.8 6.4 14.7 540
50 4.7 9.8 29.1 870
51 1.43 4.44 0.83 435
52 9.43 13.73 0.46 1800
53 15.33 22.54 0.47 265
54 9.73 20.92 1.15 2900
55 9.05 16.08 0.78 700
56 10.88 22.7 1.09 225
57 14.77 36.71 1.49 1790
58 5.39 10.47 0.94 660
59 12.01 19.69 0.47 1000
67 Lampiran 2 Variabel Dependen Harga Saham
(2008-2011) N
O
NAMA PERUSAHAAN KODE Harga Saham (Rp) 2008 2009 2010 2011
1 PT. Alam Sutera Realty Tbk ASRI 50 105 295 460 2 PT. Bakrieland Development Tbk ELTY 77 205 157 119 3 PT. Bukit Darmo Property Tbk BKDP 50 153 116 115 4 PT. Ciputra Development Tbk CTRA 184 485 350 540
5 PT. Ciputra Surya Tbk CTRS 158 510 690 870
6 PT. Duta Anggada Realty Tbk DART 250 195 186 435
7 PT. Duta Pertiwi Tbk DUTI 1000 680 2100 1800
8 PT. Indonesia Prima Property Tbk OMRE 475 400 170 265
9 PT. Jaya Real Property JRPT 500 800 1300 2900
10 PT. Jakarta Setiabudi Internasional Tbk
JSPT 700 700 700 700
11 PT. Lamicitra Nusantara Tbk LAMI 85 95 194 225
12 PT. Lippo Cikarang Tbk LPCK 205 225 395 1790
13 PT. Lippo Karawaci Tbk LPKR 761 485 680 660
14 PT. Pembangunan Jaya Ancol Tbk
PJAA 355 510 840 1000
69 Lampiran 4 Analisis Statistik Kolmogorov-Smirnov
No. ROA ROE DER Harga Saham RES_1
1 2.6 4.53 0.74 50 -317.53352
2 4.3 7.95 0.07 77 -404.00235
3 0.13 0.19 0.54 50 -112.93505
4 2.49 5.06 0.38 184 -141.37602
5 6.68 10.3 8.4 158 -695.63232
6 4.53 19.69 3.35 250 156.88014
7 3.15 6.28 0.81 1000 617.57043
8 -3.84 -13.62 2.51 475 341.65306
9 9.49 17 0.75 500 -416.93632
10 0.28 0.76 1.46 700 525.25969
11 3.61 13.27 2.62 85 -113.54835
12 1.98 5.87 1.96 205 -31.20116
13 4 10.48 1.54 761 406.80689
14 14.41 21.71 0.51 355 -1116.98205
15 15.02 25.73 0.71 415 -992.84248
16 3.31 6.11 0.84 105 -308.73725
17 1.75 4.38 1.25 205 -46.33066
18 -0.74 -1.01 0.36 153 76.51327
19 1.59 2.93 0.34 485 212.06433
20 2.25 3.92 8.6 510 71.75578
21 1.78 8.57 3.83 195 72.1359
22 7.34 13.11 0.62 680 -63.8421
23 13.57 33.56 1.47 400 -488.49348
24 8.91 17.05 0.84 800 -28.35335
25 8.2 20.15 1.15 700 97.71207
26 4.11 13.44 2.2 95 -167.15018
27 2.65 8.26 2.11 225 -19.95809
28 4.34 10.78 1.4 485 93.00519
29 12.48 19.74 0.58 510 -748.78391
30 17.31 29.27 0.69 600 -1014.05658
31 7.2 17.95 1.07 295 -241.98035
32 1.32 2.81 0.82 157 -85.91233
70
34 2.75 5.26 0.43 350 -7.43521
35 3.34 5.64 17.6 690 40.88818
36 2.19 7.59 2.47 186 -20.41857
37 8.29 14.25 0.55 2100 1258.40029
38 16.96 31.96 0.88 170 -1287.14628
39 9.3 20.11 1.1 1300 530.34941
40 9.22 20.31 0.91 700 -47.23325
41 6.01 17.67 1.83 194 -183.64681
42 5.1 15.12 1.96 395 52.54608
43 4.45 9.33 1.03 680 218.71441
44 11.9 17.87 0.47 840 -403.5877
45 18.69 48.54 0.69 3550 2489.13305
46 11.17 24.08 1.16 460 -436.33502
47 0.61 0.99 0.62 119 -85.93213
48 -2.01 -2.77 0.38 115 160.79979
49 2.8 6.4 14.7 540 39.36003
50 4.7 9.8 29.1 870 33.99418
51 1.43 4.44 0.83 435 239.77218
52 9.43 13.73 0.46 1800 766.51287
53 15.33 22.54 0.47 265 -1312.83887
54 9.73 20.92 1.15 2900 2096.69195
55 9.05 16.08 0.78 700 -187.1287
56 10.88 22.7 1.09 225 -681.1429
57 14.77 36.71 1.49 1790 844.26604
58 5.39 10.47 0.94 660 102.72293
59 12.01 19.69 0.47 1000 -188.26367
71 Lampiran 5 Uji Normalitas Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 60
Normal Parametersa,b Mean .0000000 Std. Deviation 651.97374855
Most Extreme Differences
Absolute .173
Positive .173
Negative -.120
Kolmogorov-Smirnov Z 1.342
Asymp. Sig. (2-tailed) .055
a. Test distribution is Normal.
b. Calculated from data.
Lampiran 6 Uji Multikolinearitas
Coefficientsa
Model Unstandardized
Coefficients
Standardi
zed
Coefficient
s
t Sig. Collinearity Statistics
B Std. Error Beta Tolerance VIF
1
(Constant) 143.942 149.526 .963 .340
ROA 151.286 14.635 .997 10.338 .000 .625 1.599
ROE -39.541 10.285 -.370 -3.845 .000 .626 1.597
DER 12.664 18.816 .052 .673 .504 .977 1.023
72 Lampiran 7 Uji Heteroskedastisitas
Scartterplot
Lampiran 8
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
T Sig.
B Std. Error Beta
(Constant) 51.434 86.553 .594 .555
ROA 16.095 8.471 .242 1.900 .063
ROE 21.455 5.953 .458 3.604 .001
DER -11.155 10.892 -.104 -1.024 .310
73 Lampiran 9 Uji Autokorelasi
Durbin Watson
Hipotesis Nol Keputusan Jika
1. Tidak ada autokorelasi positif. 2. Tidak ada autokorelasi positif. 3. Tidak ada autokorelasi negatif. 4. Tidak ada autokorelasi negatif. 5. Tidak ada autokorelasi, positif atau negatif.
Tolak Ragu - ragu Tolak Ragu - ragu Tidak ditolak
0 < d < dl dl <
4–dl < d < 4 d < du
4–du < d < 4–dl du < d < 4-du
Lampiran 10
Durbin Watson Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
Durbin-Watson
1 .821a .674 .657 669.210 2.526
a. Predictors: (Constant), DER, ROE, ROA
74 Lampiran 11 Pengujian Hipotesis
Model Regresi Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
T Sig.
B Std. Error Beta
1
(Constant) 143.942 149.526 .963 .340
ROA 151.286 14.635 .997 10.338 .000
ROE -39.541 10.285 -.370 -3.845 .000
DER 12.664 18.816 .052 .673 .504
a. Dependent Variable: Harga Saham
Lampiran 12 Uji Koefisien Determinasi (R2)
Range Hubungan
0 0,01 – 0,24 0,25 – 0,49 0,50 – 0,74 0,75 – 0,99
1
Tidak ada korelasi Sangat lemat Cukup Kuat Sangat Kuat Sempurna
Lampiran 13 Hasil pengujian Uji Koefisien Determinasi (R2)
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 .821a .674 .657 669.210
a. Predictors: (Constant), DER, ROE, ROA
75 Lampiran 14 Uji Koefisien Regresi (Uji F)
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 51940240.224 3 17313413.408 38.660 .000b
Residual 25079116.359 56 447841.364
Total 77019356.583 59
a. Dependent Variable: Harga Saham
b. Predictors: (Constant), DER, ROE, ROA
Lampiran 15 Uji T
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
T Sig.
B Std. Error Beta
1
(Constant) 143.942 149.526 .963 .340
ROA 151.286 14.635 .997 10.338 .000
ROE -39.541 10.285 -.370 -3.845 .000
DER 12.664 18.816 .052 .673 .504
