Lampiran 1
Daftar sampel perusahaan yang terdaftar di BEI (2008-2010)
(Populasi dan Sampel)
No.
Kode
Nama perusahaan
Kriteria
Sampel
1
2
3
1
AGRO PT. Bank Agroniaga Tbk
√
√
×
2
INPC
PT. Bank Artha Graha
Internasional Tbk
√
√
×
3
BBKP
PT. Bank Bukopin Tbk
√
√
√
Sampel 1
4
BNBA PT. Bank Bumi Artha Tbk
√
√
√
Sampel 2
5
BACA PT. Bank Capital Indonesia Tbk
√
√
×
6
BBCA PT. Bank Central Asia Tbk
√
√
×
7
BNGA PT. Bank CIMB Niaga Tbk
√
√
√
Sampel 3
8
BDBN
PT. Bank Danamon Indonesia
Tbk
√
√
√
Sampel 4
9
BDKI
PT. Bank DKI
√
√
×
10
BAEK PT. Bank Ekonomi Raharja Tbk
√
√
×
11
BEKS
PT. Bank Pundi Indonesia Tbk
√
√
×
12
SDRA
PT. Bank Himpunan Saudara
1906 Tbk
√
√
×
14
BNII
PT. Bank Internasional Indonesia
Tbk
19
BBNI
PT. Bank Negara Indonesia
(Persero) Tbk
√
√
×
20
BBNP
PT. Bank Nusantara Parahyangan
Tbk
25
BBRI
PT. Bank Rakyat Indonesia
(Persero) Tbk
√
√
√
Sampel 13
26
BSMT PT. Bank Sumatera Utara
√
√
×
27
BBTN
PT. Bank Tabungan Negara Tbk
√
√
×
28
BTPN
PT. Bank Tabungan Pensiunan
Nasional Tbk
√
√
√
Sampel 14
29
BVIC
PT. Bank Victoria Internasional
Tbk
√
√
√
Sampel 15
30
MCOR
PT. Bank Windu Kentjana
Internasional Tbk
Lampiran 2
PENGUNGKAPAN TEMA MASYARAKAT
No
Item pengungkapan tanggung jawab social
1
Dukungan pada kegiatan sosial budaya (pameran, pergelaran seni,
dsb)
2
Dukungan pada kegiatan olahraga (termasuk sponsorship)
3
Dukungan pada dunia anak (pendidikan)
4
Partisipasi pada kegiatan sekitar kantor atau pabrik (perayaan hari
besar)
5
Dukungan ke lembaga kerohanian (Dewa Masjid, Bazis,dsb)
6
Dukungan ke lembaga pendidikan (termasuk beasiswa, kesempatan
magang, dan kesempatan penelitian)
7
Dukungan ke lembaga sosial lainnya
8
Fasilitas sosial dan fasilitas umum
9
Prioritas lapangan pekerjaan bagi masyarakat sekitar (termasuk
pemberian fasilitas dan motivai oleh perusahaan untuk
berwirausaha bagi masyarakat sekitar industri)
PENGUNGKAPAN TEMA KONSUMEN
No
Item pengungkapan tanggung jawab social
1
Mutu, kualitas produk
2
Penghargaan kualitas (termasuk sertifikasi kualitas, sertifikasi halal,
penghargaan, dsb)
3
Customer Satisfaction
(upaya-upaya untuk meningkatkan kepuasan
konsumen)
4
Masalah computer (MKT) 2000/ Y2K
5
Iklan yang terlalu mengeksploitasi konsumen
PENGUNGKAPAN TEMA TENAGA KERJA
No
Item pengungkapan tanggung jawab social
1
Jumlah tenaga kerja
2
Keselamatan kerja (kebijakan dan fasilitas keselamatan kerja)
3
Kesehatan (termasuk fasilitas dokter dan poliklinik perusahaan)
4
Koperasi karyawan
5
Gaji / upah
6
Tunjangan dan kesejahteraan lain (termasuk UMR, bantuan masa
krisis untuk keluarga karyawan, asuransi, dan fasilitas transportasi
7
Pendidikan dan latihan (termasuk kerjasama dengan perguruan
tinggi)
8
Kesetaraan gender dalam kesempatan kerja dan karir
9
Fasilitas peribadatan (termasuk fasilitas peribadatan dan peringatan
hari besar agama)
10
Cuti karyawan (termasuk cuti yang diperlukan oleh pekerja wanita)
11
Pensiun (termasuk pembentukan atau pemilihan yayasan dana
pensiun)
12
Kesepakatan Kerja Bersama (KKB) dan Serikat Pekerja
Lampiran 3
DATA TAHUN 2008
No.
Nama Perusahaan
kode
CSR
ROE
Return
Saham
lev
growth
size
beta
saham
UE
1
PT. Bank Bukopin Tbk
BBKP
0.643 18.88
-41.81
11.20
0.53
64.55
0.81
65.00
2
PT. Bank Bumi Artha Tbk
BNBA
0.536
9.44
-82.76
31.15
0.35
11.96
0.59
9.00
3
PT. Bank CIMB Niaga Tbk
BNGA 0.607
8.08
-22.22
15.59
1.27
28.14
0.87
28.33
4
PT. Bank Danamon Indonesia Tbk
BDBN 0.571 14.64
-38.12
15.40
1.47
3.70
0.86
214.00
5
PT. Bank ICB Bumiputera Tbk
BABP
0.536
0.37
-51.65
11.78
0.61
0.38
0.88
0.39
6
PT. Bank Internasional Indonesia Tbk
BNII
0.536
8.98
8.33
16.20
3.73
10.00
0.69
7.00
7
PT. Bank Mandiri (Persero) Tbk
BMRI
0.607 18.10
-42.14
15.70
1.38
54.51
0.55
166.00
8
PT. Bank Mega Tbk
MEGA 0.571 20.47
14.28
16.16
1.98
58.00
0.64
309.00
9
PT. Bank OCBP NISP Tbk
NISP
0.428
9.18
-10.00
17.01
1.12
54.50
0.75
55.00
10
PT. Bank Pan Indonesia Tbk
PNBN 0.464 10.16
-2.98
20.31
1.49
34.60
0.77
39.00
11
PT. Bank Permata Tbk
BNLI
0.571 12.40
-7.69
10.80
0.88
58.00
0.74
58.00
Lampiran 4
DATA TAHUN 2009
No.
Nama Perusahaan
kode
CSR
ROE
Return
Saham
lev
growth
size
beta
saham
UE
1
PT. Bank Bukopin Tbk
BBKP
0.785 16.52
50.94
14.36
0.84
63.09
0.75
33.00
2
PT. Bank Bumi Artha Tbk
BNBA
0.464
8.93
70.00
28.42
0.74
12.21
0.50
9.00
3
PT. Bank CIMB Niaga Tbk
BNGA 0.643 16.23
50.98
13.59
1.52
65.52
0.93
65.51
4
PT. Bank Danamon Indonesia Tbk
BDBN 0.607 11.24
105.60
20.70
2.42
86.36
0.87
183.00
5
PT. Bank ICB Bumiputera Tbk
BABP
0.5
0.99
114.28
11.19
0.09
1.01
0.87
0.51
6
PT. Bank Internasional Indonesia Tbk
BNII
0.571
0.77
-12.04
18.67
3.06
1.00
0.76
-1.00
7
PT. Bank Mandiri (Persero) Tbk
BMRI
0.571 22.10
113.64
15.60
2.80
41.72
0.56
342.00
8
PT. Bank Mega Tbk
MEGA 0.536 18.72
-25.00
18.84
2.15
69.00
0.56
169.00
9
PT. Bank OCBP NISP Tbk
NISP
0.607 11.86
33.33
18.00
1.41
74.96
0.70
75.00
10
PT. Bank Pan Indonesia Tbk
PNBN
0.5
10.40
78.86
21.79
1.70
41.01
0.74
43.00
11
PT. Bank Permata Tbk
BNLI
0.607 13.30
90.19
12.20
1.28
62.00
0.86
63.00
Lampiran 5
DATA TAHUN 2010
No.
Nama Perusahaan
kode
CSR
ROE
Return
Saham
lev
growth
size
beta
saham
UE
1
PT. Bank Bukopin Tbk
BBKP
0.75
19.69
83.90
13.28
1.29
81.10
0.71
65.00
2
PT. Bank Bumi Artha Tbk
BNBA
0.536
8.05
-24.42
25.01
0.87
11.68
0.54
12.00
3
PT. Bank CIMB Niaga Tbk
BNGA 0.643 23.88
181.91
13.24
3.32
86.46
0.85
106.45
4
PT. Bank Danamon Indonesia Tbk
BDBN 0.643 18.51
27.64
16.00
2.60
42.92
0.92
183.00
5
PT. Bank ICB Bumiputera Tbk
BABP
0.464
2.31
-6.00
12.63
1.24
2.42
0.84
1.52
6
PT. Bank Internasional Indonesia Tbk
BNII
0.571
7.16
206.06
15.34
6.07
8.00
0.80
8.19
7
PT. Bank Mandiri (Persero) Tbk
BMRI
0.678 24.40
31.98
14.70
3.28
39.38
0.63
319.00
8
PT. Bank Mega Tbk
MEGA 0.536 27.20
42.85
14.78
2.31
89.00
0.56
299.00
9
PT. Bank OCBP NISP Tbk
NISP
0.571
7.65
74.28
16.04
2.18
55.20
0.76
56.00
10
PT. Bank Pan Indonesia Tbk
PNBN 0.536 12.81
6.52
16.58
2.24
52.22
0.77
59.00
11
PT. Bank Permata Tbk
BNLI
0.607 21.50
53.40
14.10
1.97
27.00
0.86
115.00
Lampiran 6
OUTPUT SPSS
(Persamaan 1)
Variables Entered/Removed
Model
Variables
Entered
Variables
Removed Method
1 growth=GROWT
H, size=SIZEit,
lev=LEVit,
CSR=CSDIa
. Enter
a. All requested variables entered.
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 2397.689 4 599.422 13.163 .000a
Residual 1821.570 40 45.539
Total 4219.260 44
a. Predictors: (Constant), growth=GROWTH, size=SIZEit, lev=LEVit, CSR=CSDI
b. Dependent Variable: ROE=ROEit
Model Summaryb
Model R R Square Adjusted R Square
Std. Error of the
Estimate Durbin-Watson
1 .754a .568 .525 6.74828 1.855
a. Predictors: (Constant), growth=GROWTH, size=SIZEit, lev=LEVit, CSR=CSDI
Coefficientsa
a. Dependent Variable: ROE=ROEit
Collinearity Diagnosticsa
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value .1865 30.4568 15.7538 7.38193 45
Std. Predicted Value -2.109 1.992 .000 1.000 45
Standard Error of Predicted
Value
1.055 4.302 2.144 .687 45
Adjusted Predicted Value -.0256 28.5708 15.8948 7.43390 45
Residual -15.74194 17.21466 .00000 6.43423 45
Std. Residual -2.333 2.551 .000 .953 45
Stud. Residual -2.446 2.699 -.009 1.013 45
Deleted Residual -17.31020 19.27707 -.14105 7.31766 45
Stud. Deleted Residual -2.619 2.947 -.006 1.050 45
Mahal. Distance .099 16.901 3.911 3.201 45
Cook's Distance .000 .491 .029 .079 45
Centered Leverage Value .002 .384 .089 .073 45
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 45
Normal Parametersa,,b Mean .0000000
Std. Deviation 6.43423106
Most Extreme Differences Absolute .129
Positive .087
Negative -.129
Kolmogorov-Smirnov Z .866
Asymp. Sig. (2-tailed) .442
a. Test distribution is Normal.
Lampiran 7
OUTPUT SPSS
(Persamaan 2)
Model Summaryb
Model R R Square
Adjusted R
Square
Std. Error of
the Estimate
Durbin-Watson
1 .484a .235 .114 66.26765 1.352
a. Predictors: (Constant), UE=UEit, betasaham= BETAit, lev=LEVit,
growth=GROWTH, size=SIZEit, CSR=CSDI
b. Dependent Variable: returnsaham=Rit
Variables Entered/Removed
Model
Variables
Entered
Variables
Removed Method
1 UE=UEit,
betasaham=
BETAit,
lev=LEVit,
growth=GROWT
H, size=SIZEit,
CSR=CSDIa
. Enter
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 51158.244 6 8526.374 1.942 .099a
Residual 166873.275 38 4391.402
Total 218031.519 44
a. Predictors: (Constant), UE=UEit, betasaham= BETAit, lev=LEVit, growth=GROWTH,
size=SIZEit, CSR=CSDI
b. Dependent Variable: returnsaham=Rit
Coefficientsa
Model
Unstandardized
Coefficients
Standardiz
ed
Coefficient
s
t Sig.
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 23.753 130.125 .183 .856
CSR=CSDI -53.377 151.035 -.070 -.353 .726 .514 1.945
lev=LEVit -1.839 2.281 -.151 -.806 .425 .577 1.734
size=SIZEit -.012 .436 -.005 -.028 .978 .602 1.660
betasaham=
BETAit
30.727 75.781 .060 .405 .687 .913 1.096
growth=GROWT
H
25.128 9.441 .412 2.662 .011 .841 1.189
UE=UEit .036 .091 .071 .392 .697 .618 1.619
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -35.0454 142.3637 33.7484 34.09820 45
Std. Predicted Value -2.018 3.185 .000 1.000 45
Standard Error of Predicted
Value
13.748 44.949 25.398 6.239 45
Adjusted Predicted Value -34.9489 94.3475 31.9018 34.29575 45
Residual -98.11254 177.57031 .00000 61.58388 45
Std. Residual -1.481 2.680 .000 .929 45
Stud. Residual -1.566 3.066 .012 1.030 45
Deleted Residual -109.72311 232.50710 1.84669 76.07116 45
Stud. Deleted Residual -1.597 3.488 .026 1.068 45
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -35.0454 142.3637 33.7484 34.09820 45
Std. Predicted Value -2.018 3.185 .000 1.000 45
Standard Error of Predicted
Value
13.748 44.949 25.398 6.239 45
Adjusted Predicted Value -34.9489 94.3475 31.9018 34.29575 45
Residual -98.11254 177.57031 .00000 61.58388 45
Std. Residual -1.481 2.680 .000 .929 45
Stud. Residual -1.566 3.066 .012 1.030 45
Deleted Residual -109.72311 232.50710 1.84669 76.07116 45
Stud. Deleted Residual -1.597 3.488 .026 1.068 45
Mahal. Distance .916 19.266 5.867 3.383 45
Cook's Distance .000 .416 .036 .070 45
Centered Leverage Value .021 .438 .133 .077 45
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 45
Normal Parametersa,,b Mean .0000000
Std. Deviation 61.58388131
Most Extreme Differences Absolute .164
Positive .164
Negative -.092
Kolmogorov-Smirnov Z 1.101
Asymp. Sig. (2-tailed) .177
a. Test distribution is Normal.
