72
Lampiran 1
Daftar Populasi dan Sampel Perusahaan
No KODE Nama Perusahaan Kriteria Sampel
1 2 3
13 DILD Intiland Development
(Dharmala Intiland) Tbk √ √ √ 7
14 DGIK Duta Graha Indah Tbk √ - √
15 DUTI Duta Pertiwi Tbk √ √ √ 8
16 ELTY Bakrieland Development Tbk √ √ √ 9
17 FMII Fortune Mate Indonesia √ √ -
18 GMTD Gowa Makassar Tourism
Development Tbk √ √ √ 10
19 GPRA Perdana Gapuraprima Tbk √ √ √ 11
20 JIHD Jakarta International Hotel &
Development Tbk √ √ -
21 JRPT Jaya Real Property Tbk √ √ √ 12
22 JSPT Jakarta Setiabudi Internal Tbk √ - -
23 KARK Dayaindo Resources
International
(Karka Yasa Profilia) Tbk
73
(Putra Surya Perkasa) Tbk
36 PWON Pakuwon Jati Tbk √ √ √ 19
37 PWSI Panca Wiratama Sakti Tbk √ √ -
38 RBMS Ristia Bintang Mahkota Sejati
Tbk √ √ -
39 RODA Royal Oak Development Asia
Tbk √ - √
40 SCBD Danayasa Arthatama Tbk √ √ -
41 SIIP Suryainti Permata Tbk √ √ -
42 SMDM Suryamas Dutamakmur Tbk √ √ √ 20
74
Daftar Return on Asset Perusahaan
75
Daftar TOBIN’S Q Perusahaan Tahun 2009
76
Daftar TOBIN’S Q Perusahaan Tahun 2010
78
Daftar Trading Volume Activity Tahun 2009
NO. Kode
Perusahaan
Volume Saham yang Diperdagangkan
Volume Saham yang Beredar
TVA
1 ASRI 11.928.000.000 17.863.101.888 0,6677451
2 BCIP 598.000.000 1.638.000.000 0,3650793
3 BSDE 3.461.000.000 10.935.622.870 0,3164886
4 COWL 386.000.000 754.375.900 0,5116812
5 CTRP 4.141.000.000 6.150.000.000 0,6733333
6 CTRS 962.000.000 1.979.000.000 0,4861041
7 DILD 349.000.000 3.110.000.000 0,1122186
8 DUTI 1.600.000.000 1.850.000.000 0,8648468
9 ELTY 5.798.000.000 19.917.000.000 0,2911081
10 GMTD 3.000.000 101.538.000 0,0295455
11 GPRA 5.000.000 3.207.000.000 0,0015591
12 JRPT 141.000.000 2.750.000.000 0,0512727
13 KPIG 1.669.000.000 3.525.889.500 0,4733557
14 LAMI 21.000.000 1.448.418.000 0,0144985
15 LPCK 66.000.000 696.000.000 0,0948275
16 LPKR 1.646.000.000 17.302.151.695 0,0951326
17 MDLN 976.000.000 3.056.845.688 0,3192833
18 OMRE 20.000 1.745.000.000 0,0000115
19 PWON 196.000.000 10.033.250.500 0,0195350
79
Daftar Trading Volume Activity Tahun 2010
NO. Kode
Perusahaan
Volume Saham yang Diperdagangkan
Volume Saham yang Beredar
TVA
1 ASRI 9.025.000.000 17.863.101.888 0,5052314
2 BCIP 112.000.000 1.638.000.000 0,0683761
3 BSDE 4.212.000.000 7.315.000.000 0,5758031
4 COWL 377.000.000 754.375.900 0,4997508
5 CTRP 5.230.000.000 6.150.000.000 0,8504065
6 CTRS 1.384.000.000 1.979.000.000 0,6993431
7 DILD 8.602.000.000 10.366.000.000 0,8298282
8 DUTI 1.589.000.000 1.850.000.000 0,8589189
9 ELTY 7.805.000.000 39.920.000.000 0,1955161
10 GMTD 5.000.000 101.538.000 0,0492426
11 GPRA 363.000.000 3.207.000.000 0,1131898
12 JRPT 281.000.000 2.750.000.000 0,1021818
13 KPIG 1.023.000.000 3.525.889.500 0,2901395
14 LAMI 131.000.000 1.148.418.000 0,1140699
15 LPCK 119.000.000 696.000.000 0,1709770
16 LPKR 3.689.000.000 21.628.000.000 0,1705659
17 MDLN 910.000.000 3.056.845.688 0,2976924
18 OMRE 100.000 1.745.000.000 0,0000573
19 PWON 3.180.000.000 10.033.250.500 0,3169461
80
Daftar Trading Volume Activity Tahun 2011
NO. Kode
Perusahaan
Volume Saham yang Diperdagangkan
Volume Saham yang Beredar
TVA
1 ASRI 12.150.000.000 17.863.101.888 0,6801730
2 BCIP 926.000.000 1.638.000.000 0,5653235
3 BSDE 4.278.000.000 17.497.000.000 0,2444991
4 COWL 234.000.000 754.375.900 0,3101902
5 CTRP 1.674.000.000 6.150.000.000 0,2721951
6 CTRS 382.000.000 1.979.000.000 0,1930267
7 DILD 4.395.000.000 10.366.000.000 0,4239822
8 DUTI 1.410.000.000 1.850.000.000 0,7621621
9 ELTY 6.020.000.000 39.920.000.000 0,1508016
10 GMTD 1.000.000 101.538.000 0,0098485
11 GPRA 1.087.000.000 3.207.000.000 0,3389460
12 JRPT 64.000.000 2.750.000.000 0,0232727
13 KPIG 1.435.000.000 3.525.889.500 0,4069895
14 LAMI 81.000.000 1.148.000.000 0,0705574
15 LPCK 354.000.000 696.000.000 0,4956889
16 LPKR 2.663.000.000 23.078.000.000 0,1153912
17 MDLN 970.000.000 3.056.845.688 0,3173205
18 OMRE 1.000.000 1.745.000.000 0,0005731
19 PWON 2.148.000.000 10.033.250.500 0,2140881
81 Descriptive Statistics
N Minimum Maximum Mean
Std.
Deviation
Statistic Statistic Statistic Statistic Std. Error Statistic
Trading Volume
Activity
60 .0000115 .8648468 .29572588
2
.03357980
85
.260108077
9
Return on Asset 60 .083 13.800 4.80355 .429295 3.325307
Tobin's Q Ratio 60 -3.00 .84 -.4527 .10436 .80839
82 One-Sample Kolmogorov-Smirnov Test
Trading Volume
Activity
Return on
Asset
Tobin's Q
Ratio
N 60 60 60
Normal Parametersa,b Mean .295725882 4.80355 .80983
Std. Deviation .2601080779 3.325307 .507291
Most Extreme Differences Absolute .139 .162 .180
Positive .139 .162 .180
Negative -.128 -.078 -.067
Kolmogorov-Smirnov Z 1.079 1.256 1.396
Asymp. Sig. (2-tailed) .195 .085 .040
a. Test distribution is Normal.
83 One-Sample Kolmogorov-Smirnov Test
Trading Volume
Activity
Return on
Asset
Tobin's Q
Ratio
N 60 60 60
Normal Parametersa,b Mean .295725882 4.80355 -.4527
Std.
Deviation
.2601080779 3.325307 .80839
Most Extreme Differences Absolute .139 .162 .147
Positive .139 .162 .059
Negative -.128 -.078 -.147
Kolmogorov-Smirnov Z 1.079 1.256 1.141
Asymp. Sig. (2-tailed) .195 .085 .148
a. Test distribution is Normal.
86 Coefficientsa
Model
Unstandardized
Coefficients
Standardized
Coefficients
T Sig.
Collinearity
Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) .285 .067 4.260 .000
Return on
Asset
-.001 .011 -.013 -.100 .920 .959 1.043
Tobin's Q
Ratio
-.034 .043 -.105 -.782 .437 .959 1.043
87 Model Summaryb
Model R R Square
Adjusted R
Square
Std. Error of the
Estimate Durbin-Watson
1 .109a .012 -.023 .2630627723 .989
a. Predictors: (Constant), Tobin's Q Ratio, Return on Asset
89 Variables Entered/Removedb
Model
Variables
Entered
Variables
Removed Method
1 Tobin's Q Ratio,
Return on Asseta
. Enter
a. All requested variables entered.
90 Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
T Sig.
B Std. Error Beta
1 (Constant) .285 .067 4.260 .000
Return on Asset -.001 .011 -.013 -.100 .920
Tobin's Q Ratio -.034 .043 -.105 -.782 .437
91 ANOVAb
Model Sum of Squares Df Mean Square F Sig.
1 Regression .047 2 .024 .341 .712a
Residual 3.945 57 .069
Total 3.992 59
a. Predictors: (Constant), Tobin's Q Ratio, Return on Asset
92 Model Summaryb
Model R R Square
Adjusted R
Square
Std. Error of the
Estimate
1 .109a .012 -.023 .2630627723
a. Predictors: (Constant), Tobin's Q Ratio, Return on Asset
