LAMPIRAN
Lampiran 1
Dafter Sampel Penelitian
NO NAMA
PERUSAHAAN
KODE
EMITEN
1.
Astra Internasional Tbk
ASII
2
.
Astra Otoparts Tbk
AUTO
3.
Sepatu bata Tbk
BATA
4.
Indo kordosa Tbk
BRAM
5. Berlina
Tbk
BRNA
6
Darya-varia Laboratoria Tbk
DVLA
7. Goodyear
IndonesiaTbk
GDYR
8.
Gudang garam Tbk
GGRM
9.
HM sampoerna Tbk
HMSP
10. Sumi IndoKabel Tbk
IKBI
11. Indocement tungal Prakasa Tbk
INTP
12. Kimia Farma Tbk
KAEF
13. Kalbe Farma Tbk
KLBF
14. Liom metal works Tbk
LION
15. Mustika Ratu Tbk.
MRAT
16. Fast food Indonesia Tbk.
FAST
17. Semen Gresik Tbk.
SMGR
18. Selamat Sempurna Tbk
SMSM
19. Mandom
IndonesiaTbk
TCID
20. Pabrik kertas tjiwi kimia Tbk
TKIM
21. Tempo scan pacific Tbk
TSPC
28. Multi Bintang Indonesia Tbk
MLBI
29. Budi Acid jayaTbk
BUDI
Lampiran 2
Data Variabel Penelitian
Ukuran Perusahaan
No KODE
PERUSAHAAN NAMA PERUSAHAAN
TAHUN PENELITIAN SAMPEL 2009 2010 2011
14 INTP Indocement Tunggal Prakasa Tbk. 2.64 9.64 9.81
Momentum
No KODE
PERUSAHAAN NAMA PERUSAHAAN
TAHUN PENELITIAN SAMPEL 2009 2010 2011
1 ASII Astra Internasional Tbk. 24150 19850 19450
2 AUTO Astra Otoparts Tbk. 2250 8200 ‐10550
14 INTP Indocement Tunggal Prakasa Tbk. 9100 2250 1100
15 KAEF Kimia Farma Tbk. 1224 ‐1141 181
16 KLBF Kalbe Farma Tbk. ‐273 3123 150
17 LION Lion Metal Works Tbk. ‐975 1700 1450
18 MLBI Multi Bintang Indonesia Tbk. 172050 97950 84050
Price Earning Ratio
No
KODE PERUSAHAA
N
NAMA PERUSAHAAN
TAHUN PENELITIAN SAMPEL
2009 2010 2011
1 ASII Astra Internasional Tbk.
2 AUTO Astra Otoparts Tbk.
8 DVLA Darya-Varia Laboratoria Tbk.
9 GDYR Goodyear Indonesia Tbk.
10 GGRM Gudang Garam Tbk.
11 HMSP HM Sampoerna Tbk.
12 IKBI Sumi Indo Kabel Tbk.
13 INDF Indofood Sukses Makmur Tbk.
14 INTP Indocement Tunggal Prakasa Tbk.
15 KAEF Kimia Farma Tbk.
16 KLBF Kalbe Farma Tbk.
17 LION Lion Metal Works Tbk.
18 MLBI Multi Bintang Indonesia Tbk.
19 MRAT Mustika Ratu Tbk.
20 FAST Fast Food Indonesia Tbk.
21 SMGR Semen Gresik Tbk.
22 SMSM Selamat Sempurna Tbk.
23 TCID Mandom Indonesia Tbk.
24 TKIM Pabrik Kertas Tjiwi Kimia Tbk.
Return Saham
No KODE
PERUSAHAAN NAMA PERUSAHAAN
TAHUN PENELITIAN SAMPEL
2009 2010 2011
1 ASII Astra Internasional Tbk. 2.289099526 0.57204611 0.356554
2 AUTO Astra Otoparts Tbk. 0.642857143 1.426086957 ‐0.75627
3 BATA Sepatu Bata Tbk. 0.756097561 0.877777778 ‐0.18639
4 BRAM Indo Kordsa Tbk. ‐0.194444444 0.655172414 ‐0.10417
5 BRNA Berlina Tbk. 0.875 1.666666667 ‐0.96688
6 BUDI Budi Acid Jaya Tbk. 0.692307692 0 0.090909
7 DLTA Delta Djakarta Tbk. 2.1 0.935483871 ‐0.07083
8 DVLA Darya-Varia Laboratoria Tbk. 0.59375 ‐0.235294118 ‐0.01709
9 GDYR Goodyear Indonesia Tbk. 0.92 0.302083333 ‐0.236
10 GGRM Gudang Garam Tbk. 4.070588235 0.856148492 0.55125
11 HMSP HM Sampoerna Tbk. 0.283950617 1.706730769 0.385435
12 IKBI Sumi Indo Kabel Tbk. 2.24 ‐0.259259259 ‐0.375
13 INDF Indofood Sukses Makmur Tbk. 2.817204301 0.373239437 ‐0.05641
14 INTP Indocement Tunggal Prakasa Tbk. 1.97826087 0.164233577 0.068966
15 KAEF Kimia Farma Tbk. 16.10526316 ‐0.877692308 1.138365
16 KLBF Kalbe Farma Tbk. ‐0.6825 24.59055118 0.046154
17 LION Lion Metal Works Tbk. ‐0.317073171 0.80952381 0.381579
18 MLBI Multi Bintang Indonesia Tbk. 34.75757576 0.553389831 0.305692
19 MRAT Mustika Ratu Tbk. 1.581699346 0.64556962 ‐0.23077
20 FAST Fast Food Indonesia Tbk. 2.209677419 0.055276382 ‐0.05238
21 SMGR Semen Gresik Tbk. 0.808383234 0.251655629 0.21164
22 SMSM Selamat Sempurna Tbk. 0.449230769 0.135881104 0.271028
23 TCID Mandom Indonesia Tbk. 0.472727273 ‐0.111111111 0.069444
24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 1.571428571 0.666666667 ‐0.29167
25 TSPC Tempo Scan Pasific Tbk. 0.825 1.342465753 0.491228
26 TURI Tunas Ridean Tbk. 1.32 ‐0.666666667 0.034483
27 UNTR United Tractors Tbk. 2.522727273 0.535483871 0.107143
28 UNVR Unilever Indonesia Tbk. 0.416666667 0.49321267 0.139394
29 INDS Indospring Tbk 0.041666667 7.4 ‐0.66667
Lampiran 3
Hasil Pengolahan Data SPSS 19
Hasil Uji Normalitas Melalui Histogram
Descriptive Statistics
N
Minimum Maximum
Mean
Standart
deviation
X1= Ukuran
Perusahaan
90
.00
11.94
562.20
6.2467
X2= Momentum
90 -12600.00 172050.00 715656.00 7951.7333
X3= Price Earning
Ratio
90
.80
79.82
1203.32
13.3702
Y = Return Saham
90
-.97
34.76
133.51
1.4834
Uji Hasil Normalitas melalui Normal P-Plots
Hasil Uji Normalitas melalui Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardiz
ed Residual
N
65
Normal Parameters
a,bMean
.0000000
Std. Deviation
1.15260662
Most Extreme
Differences
Absolute
.090
Positive
.090
Negative
-.072
Kolmogorov-Smirnov Z
.724
Asymp. Sig. (2-tailed)
.670
Uji Multikolinearitas
Coefficientsa
Model
Collinearity Statistics
Tolerance VIF
1 X1= Ukuran Perusahaan .809 1.236
X2= Momentum .961 1.040
X3= Price Earning Ratio .782 1.279
a. Dependent Variable: Y = Return Saham
Hasil Uji Heteroskedastisitas
Hasil Uji Autokorelasi
Model Summaryb
Model Durbin-Watson
1 1.793
a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1= Ukuran
Perusahaan
b. Dependent Variable: Y = Return Saham
sumber: SPSS 19, diolah 2014
Koefisien Regresi
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
B Std. Error Beta
1 (Constant) -2.020 .806
X1= Ukuran Perusahaan -.850 .247 -.404
X2= Momentum .301 .078 .414
X3= Price Earning Ratio .255 .281 .109
a. Dependent Variable: Y = Return Saham
Sumber: SPSS 19, diolah 2014
Hasil Uji Koefisien Determinasi
Model Summaryb
Model R R Square
Adjusted R
Square
1 .564a .318 .285
a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1=ukuran
perusahaan
Hasil Uji F
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 39.693 3 13.231 9.492 .000a
Residual 85.024 61 1.394
Total 124.717 64
a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1= Ukuran Perusahaan
b. Dependent Variable: Y = Return Saham
Sumber : SPSS 19, diolah 2014
Hasil Uji t
Coefficientsa
Model T Sig.
1 (Constant) -2.505 .015
X1= Ukuran Perusahaan -3.439 .001
X2= Momentum 3.842 .000
X3= Price Earning Ratio .909 .367
a. Dependent Variable: Y = Return Saham
