LAMPIRAN 1
Tabel Data Jumlah Populasi
Perusahaan Manufaktur yang Terdaftar di
BEI Periode 2011-2015 untuk Kriteria Penarikan Sampel
80 Multi Prima Sejahtera Tbk
LPIN
-
√
√
√
90 Pioneerindo Gourmet International Tbk
PTSP
√
√
√
√
125 Unitex Tbk
UNTX
-
√
√
√
126 Voksel Electric Tbk
VOKS
√
√
√
√
LAMPIRAN 2
Profil Sampel Perusahaan Manufaktur yang Terdaftar di BEI
Periode 2011-2015
No
Nama Perusahaan
Kode
Perusahaan
Tanggal
Berdiri
Tanggal
Listing di BEI
1 Akasha Wira International Tbk ADES 13-Jun-1994
2 Alkindo Naratama Tbk ALDO 31-Jan-1989 12-Jul-2011
3 Argha Karya Prima Industry Tbk AKPI 07-Mar-1980 18-Des-1992
4 Arwana Citra Mulia Tbk ARNA 22-Feb-1993 17-Jul-2001
5 Asahimas Flat Glass Tbk AMFG 07-Okt-1971 18-Des-2000
6 Asiaplast Industries Tbk APLI 05-Aug-1992 01-Mei-2000
7 Astra Autoparts Tbk AUTO 20-Sep-1991 15-Jun-1998
8 Astra International Tbk ASII 20-Feb-1957 04-Apr-1990
9 Betonjaya Manunggal Tbk BTON 27-Feb-1995 18-Jul-2001
10 Budi Starch & Sweetener Tbk BUDI 15-Jan-1979 08-Mei-1995
11 Wilmar Cahaya Indonesia Tbk CEKA 03-Feb-1968 09-Jul-1996
12 Champion Pacific Indonesia Tbk IGAR 30-Okt-1975 05-Nov-1990
13 Charoen Pokphand Indonesia Tbk CPIN 07-Jan-1972 18-Mar-1991
14 Citra Tubindo Tbk CTBN 23-Agu-1983 28-Nov-1989
15 Darya-Varia Laboratoria Tbk DVLA 30-Apr-1976 11-Nov-1994
16 Delta Djakarta Tbk DLTA 15-Jun-1970 27-Feb-1984
17 Ekadharma International Tbk EKAD 20-Nov-1981 14-Agu-1990
18 Eratex Djaja Tbk ARTX 12-Okt-1972 21-Agu-1990
19 Gudang Garam Tbk GGRM 26-Jun-1958 27-Agu-1990
20 HM Sampoerna Tbk HMSP 27-Mar-1905 15-Agu-1990
21 Holcim Indonesia SMCB 15-Jun-1971 10-Agu-1977
22 Indal Aluminium Industry Tbk INAI 16-Jul-1971 05-Des-1994
23 Indo Acidatama Tbk SRSN 07-Des-1982 11-Jan-1993
24 Indo Kordsa Tbk BRAM 08-Jul-1981 05-Sep-1990
25 Indocement Tunggal Prakarsa Tbk INTP 16-Jan-1985 05-Des-1989
26 Indofood CBP Sukses Makmur Tbk ICBP 02-Sep-2009 07-Okt-2010
27 Indofood Sukses Makmur Tbk INDF 14-Agu-1990 14-Jul-1994
28 Indospring Tbk INDS 05-Mei-1978 10-Agu-1990
29 Japfa Comfeed Indonesia Tbk JPFA 18-Jan-1971 23-Okt-1989
30 Kabelindo Murni Tbk KBLM 11-Okt-1979 01-Jun-1992
31 Kalbe Farma Tbk KLBF 10-Sep-1966 30-Jul-1991
32 Kedawung Setia Industrial Tbk KDSI 09-Jan-1973 29-Jul-1996
33 Kimia Farma Tbk KAEF 16-Agu-1971 04-Jul-2001
34 KMI Wire and Cable Tbk KBLI 09-Jan-1972 06-Jul-1992
35 Lion Metal Works Tbk LION 16-Agu-1972 20-Agu-1993
36 Lionmesh Prima Tbk LMSH 14-Des-1982 04-Jun-1969
37 Mandom Indonesia Tbk TCID 05-Nov-1969 30-Sep-1993
38 Mayora Indah Tbk MYOR 17-Feb-1977 04-Jul-1990
39 Merck Tbk MERK 14-Okt-1970 23-Jul-1981
40 Multi Bintang Indonesia Tbk MLBI 03-Jun-1929 15-Des-1981
41 Nippon Indosari Corpindo Tbk ROTI 08-Mar-1995 28-Jun-2010
42 Nipress Tbk NIPS 24-Apr-1975 31-Jun-1991
43 Pabrik Kertas Tjiwi Kimia Tbk TKIM 02-Okt-1972 03Apr-1990
44 Pan Brothers Tbk PBRX 21-Agu-1980 16-Agu-1990
45 Pelangi Indah Canindo Tbk PICO 26-Sep-1983 23-Sep-1996
46 Prima Alloy Steel Universal Tbk PRAS 20-Feb-1984 12-Jul-1990
47 Pyridam Farma Tbk PYFA 27-Nov-1977 16-Okt-2001
48 Sekar Laut Tbk SKLT 19-Jul-1976 08-Sep-1993
49 Selamat Sempurna Tbk SMSM 19-Jan-1976 02-Jan-2007
50 Semen Indonesia Tbk SMGR 25-Mar-1953 08-Jul-1991
51 Siantar Top Tbk STTP 12-Mei-1987 16-Des-1996
52 Supreme Cable Manufacturing & Commerce Tbk SCCO 09-Nov-1970 20-Jul-1982
53 Surya Toto Indonesia Tbk TOTO 11-Jul-1977 30-Okt-1990
54 Tiga Pilar Sejahtera Food Tbk AISA 26-Jan-1990 11-Jun-1997
55 Trias Sentosa Tbk TRST 23-Nov-1979 02-Jul-1990
56 Ultrajaya Milk Industry & Trading Company Tbk ULTJ 02-Nov-1971 02-Jul-1990
LAMPIRAN 3
Nilai Perusahaan Manufaktur Tahun 2011- 2015
52 SCCO 1,24 1,27 1,28 1,00 0,83
53 TOTO 3,26 3,67 3,68 3,20 4,80
54 AISA 0,79 1,55 1,77 1,86 0,98
55 TRST 0,84 0,72 0,41 0,61 0,44
56 ULTJ 2,61 2,29 6,45 4,74 4,07
LAMPIRAN 4
Nilai Price Earning Ratio Perusahaan Manufaktur Tahun 2011- 2015
51 STTP 21,18 18,43 17,74 30,56 21,27
52 SCCO 5,85 4,91 8,62 5,90 4,81
53 TOTO 11,32 13,92 16,12 13,37 25,14
54 AISA 9,65 12,45 12,06 17,01 10,42
55 TRST 7,21 8,63 1,82 16,20 34,39
56 ULTJ 24,29 10,87 39,98 37,92 21,78
LAMPIRAN 5
Nilai Return on Equity Perusahaan Manufaktur Tahun 2011- 2015
51 STTP 8,71 12,87 16,49 15,10 18,41
52 SCCO 21,15 25,95 14,83 16,90 17,30
53 TOTO 28,68 26,27 22,84 23,86 19,12
54 AISA 8,18 12,47 14,71 10,52 9,42
55 TRST 10,86 4,54 1,93 0,18 1,29
56 ULTJ 7,22 21,08 16,13 5,96 18,70
LAMPIRAN 6
Nilai Debt Equity Ratio Perusahaan Manufaktur Tahun 2011- 2015
51 STTP 0,91 1,16 1,12 1,08 0,90
52 SCCO 1,80 1,27 1,49 1,03 0,92
53 TOTO 0,76 0,70 0,69 0,65 0,64
54 AISA 0,96 0,90 1,13 1,05 1,28
55 TRST 0,61 0,62 0,91 0,90 0,72
56 ULTJ 0,55 0,44 0,40 0,39 0,27
LAMPIRAN 7
HASIL PENGOLAHAN DATA
1.
Hasil Penelitian Statistik Deskriptif
Statistik Deskriptif dari PBV, PER, ROE, DER
PBV PER ROE DER
Mean 3.063140 16.00391 17.68802 0.948953 Maximum 65.66000 118.7700 143.5300 5.150000 Minimum 0.120000 0.320000 0.100000 0.110000 Std. Dev. 6.016804 13.28360 18.37878 0.825515
Sumber: Hasil Olah Software EViews 7, 2016 (Data Diolah)
2.
Uji Asumsi Klasik
a.
Uji Normalitas dengan Uji Jarque-Bera
b.
Uji Multikolinearitas dengan Matriks Korelasi
Sumber: Hasil Olah Software EViews 7, 2016 (Data Diolah)
0 Median -0.075549 Maximum 1.987881 Minimum -1.953742 Std. Dev. 0.769163 Skewness 0.077322 Kurtosis 3.016205
c.
Uji Heteroskedastisitas dengan Uji White
Heteroskedasticity Test: White
F-statistic
1.395821 Prob. F(9,248)
0.1903
Obs*R-squared
12.43885 Prob. Chi-Square(9)
0.1897
Scaled explained SS
738.3563 Prob. Chi-Square(9)
0.0000
Sumber: Hasil Olah Software EViews 7, 2016 (Data Diolah)
d.
Uji Autokorelasi dengan Uji Durbin-Watson
e
Durbin-Watson stat 1,984
Sumber: Hasil Olah Software Eviews 7, 2016 (Data Diolah)
3.
Analisis Regresi Berganda Model Data Panel
Dependent Variable: PBV Method: Least Squares Date: 08/06/16 Time: 14:51 Sample: 1 258
Included observations: 258
Variable Coefficient Std. Error t-Statistic Prob.
PER 0.119342 0.021844 5.463329 0.0000 ROE 0.191925 0.015656 12.25904 0.0000 DER -0.226244 0.351504 -0.643646 0.5204 C -2.026882 0.646383 -3.135730 0.0019
4.
Nilai Statistik dari Uji F, Uji t dan Koefisien Determinasi (R
2)
Dependent Variable: PBV Method: Least Squares Date: 08/06/16 Time: 14:51 Sample: 1 258
Included observations: 258
Variable Coefficient Std. Error t-Statistic Prob.
PER 0.119342 0.021844 5.463329 0.0000 ROE 0.191925 0.015656 12.25904 0.0000 DER -0.226244 0.351504 -0.643646 0.5204 C -2.026882 0.646383 -3.135730 0.0019
R-squared 0.419307 Mean dependent var 3.063140 Adjusted R-squared 0.412449 S.D. dependent var 6.016804 S.E. of regression 4.611993 Akaike info criterion 5.910580 Sum squared resid 5402.702 Schwarz criterion 5.965664 Log likelihood -758.4648 Hannan-Quinn criter. 5.932730 F-statistic 61.13625 Durbin-Watson stat 1.984096 Prob(F-statistic) 0.000000
