LAMPIRAN Lampiran 1. Tabulasi Data

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73 LAMPIRAN Lampiran 1. Tabulasi Data

Date (April

'19)

Kode Price

Saham yang diperdagangkan (Volume or

treadible share)

saham yang beredar (Listed

Share)

Actual Return

Trading Volume Activity

8 ADRO 1,265 62,006,400 31,985,962,000 0.0040 0.0019

9 ADRO 1,295 90,949,700 31,985,962,000 0.0237 0.0028

10 ADRO 1,315 71,856,900 31,985,962,000 0.0154 0.0022

11 ADRO 1,300 26,550,400 31,985,962,000 -0.0114 0.0008

12 ADRO 1,300 36,486,400 31,985,962,000 0.0000 0.0011

15 ADRO 1,285 26,778,800 31,985,962,000 -0.0115 0.0008

16 ADRO 1,305 59,364,200 31,985,962,000 0.0156 0.0019

18 ADRO 1,295 46,156,300 31,985,962,000 -0.0077 0.0014

22 ADRO 1,270 33,244,100 31,985,962,000 -0.0193 0.0010

23 ADRO 1,305 43,700,800 31,985,962,000 0.0276 0.0014

24 ADRO 1,305 32,154,700 31,985,962,000 0.0000 0.0010

25 ADRO 1,290 25,000,900 31,985,962,000 -0.0115 0.0008

26 ADRO 1,290 25,000,900 31,985,962,000 0.0000 0.0008

29 ADRO 1,315 37,698,700 31,985,962,000 0.0194 0.0012

8 ANTM 885 70,696,700 24,030,764,725 -0.0221 0.0029

9 ANTM 900 53,409,600 24,030,764,725 0.0169 0.0022

10 ANTM 895 45,347,600 24,030,764,725 -0.0056 0.0019

11 ANTM 895 36,952,500 24,030,764,725 0.0000 0.0015

12 ANTM 880 45,356,300 24,030,764,725 -0.0168 0.0019

15 ANTM 885 30,757,400 24,030,764,725 0.0057 0.0013

16 ANTM 895 27,035,500 24,030,764,725 0.0113 0.0011

18 ANTM 885 41,688,500 24,030,764,725 -0.0112 0.0017

22 ANTM 855 75,543,000 24,030,764,725 -0.0339 0.0031

23 ANTM 890 54,820,700 24,030,764,725 0.0409 0.0023

24 ANTM 880 28,625,000 24,030,764,725 -0.0112 0.0012

25 ANTM 870 28,515,800 24,030,764,725 -0.0114 0.0012

26 ANTM 870 28,515,800 24,030,764,725 0.0000 0.0012

29 ANTM 875 26,437,700 24,030,764,725 0.0057 0.0011

8 ASII 7,550 35,117,100 40,483,553,140 -0.0066 0.0009

9 ASII 7,700 44,777,700 40,483,553,140 0.0199 0.0011

10 ASII 7,675 25,683,800 40,483,553,140 -0.0032 0.0006

11 ASII 7,550 23,593,000 40,483,553,140 -0.0163 0.0006

12 ASII 7,475 20,910,400 40,483,553,140 -0.0099 0.0005

15 ASII 7,600 30,002,000 40,483,553,140 0.0167 0.0007

16 ASII 7,750 37,600,500 40,483,553,140 0.0197 0.0009

18 ASII 7,850 88,459,900 40,483,553,140 0.0129 0.0022

22 ASII 7,525 33,999,600 40,483,553,140 -0.0414 0.0008

23 ASII 7,650 30,486,900 40,483,553,140 0.0166 0.0008

24 ASII 7,650 22,044,600 40,483,553,140 0.0000 0.0005

25 ASII 7,550 34,998,300 40,483,553,140 -0.0131 0.0009

26 ASII 7,550 34,998,300 40,483,553,140 0.0000 0.0009

29 ASII 7,600 33,169,300 40,483,553,140 0.0066 0.0008

8 BSDE 1,460 12,737,800 19,246,696,192 0.0034 0.0007

9 BSDE 1,470 14,336,300 19,246,696,192 0.0068 0.0007

10 BSDE 1,410 25,435,100 19,246,696,192 -0.0408 0.0013

11 BSDE 1,420 18,286,100 19,246,696,192 0.0071 0.0010

12 BSDE 1,425 14,101,200 19,246,696,192 0.0035 0.0007

15 BSDE 1,390 22,715,300 19,246,696,192 -0.0246 0.0012

16 BSDE 1,410 15,223,200 19,246,696,192 0.0144 0.0008

18 BSDE 1,445 31,516,300 19,246,696,192 0.0248 0.0016

22 BSDE 1,450 20,294,600 19,246,696,192 0.0035 0.0011

23 BSDE 1,460 14,736,500 19,246,696,192 0.0069 0.0008

24 BSDE 1,470 11,480,500 19,246,696,192 0.0068 0.0006

25 BSDE 1,395 17,509,900 19,246,696,192 -0.0510 0.0009

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74

26 BSDE 1,395 17,509,900 19,246,696,192 0.0000 0.0009

29 BSDE 1,425 6,975,900 19,246,696,192 0.0215 0.0004

8 CTRA 1,090 42,955,600 18,560,303,397 -0.0091 0.0023

9 CTRA 1,145 54,301,200 18,560,303,397 0.0505 0.0029

10 CTRA 1,130 18,664,200 18,560,303,397 -0.0131 0.0010

11 CTRA 1,130 18,287,700 18,560,303,397 0.0000 0.0010

12 CTRA 1,115 23,806,800 18,560,303,397 -0.0133 0.0013

15 CTRA 1,135 27,245,200 18,560,303,397 0.0179 0.0015

16 CTRA 1,160 34,104,200 18,560,303,397 0.0220 0.0018

18 CTRA 1,245 101,000,700 18,560,303,397 0.0733 0.0054

22 CTRA 1,185 34,636,100 18,560,303,397 -0.0482 0.0019

23 CTRA 1,220 14,157,200 18,560,303,397 0.0295 0.0008

24 CTRA 1,185 38,854,000 18,560,303,397 -0.0287 0.0021

25 CTRA 1,130 41,023,900 18,560,303,397 -0.0464 0.0022

26 CTRA 1,130 41,023,900 18,560,303,397 0.0000 0.0022

29 CTRA 1,140 15,977,600 18,560,303,397 0.0088 0.0009

8 EXCL 2,530 9,467,600 10,687,960,423 -0.0380 0.0009

9 EXCL 2,540 7,862,700 10,687,960,423 0.0040 0.0007

10 EXCL 2,590 9,742,000 10,687,960,423 0.0197 0.0009

11 EXCL 2,670 15,799,300 10,687,960,423 0.0309 0.0015

12 EXCL 2,820 31,323,800 10,687,960,423 0.0562 0.0029

15 EXCL 2,770 10,623,500 10,687,960,423 -0.0177 0.0010

16 EXCL 2,760 19,715,400 10,687,960,423 -0.0036 0.0018

18 EXCL 2,850 33,758,200 10,687,960,423 0.0326 0.0032

22 EXCL 2,800 34,552,200 10,687,960,423 -0.0175 0.0032

23 EXCL 2,930 28,490,600 10,687,960,423 0.0464 0.0027

24 EXCL 2,870 11,371,700 10,687,960,423 -0.0205 0.0011

25 EXCL 2,860 6,940,600 10,687,960,423 -0.0035 0.0006

26 EXCL 2,860 6,940,600 10,687,960,423 0.0000 0.0006

29 EXCL 2,900 12,936,000 10,687,960,423 0.0140 0.0012

8 ICBP 9,000 9,216,600 11,661,908,000 -0.0028 0.0008

9 ICBP 9,275 8,291,600 11,661,908,000 0.0306 0.0007

10 ICBP 9,375 9,328,800 11,661,908,000 0.0108 0.0008

11 ICBP 9,050 8,041,100 11,661,908,000 -0.0347 0.0007

12 ICBP 9,050 7,711,200 11,661,908,000 0.0000 0.0007

15 ICBP 9,050 7,383,800 11,661,908,000 0.0000 0.0006

16 ICBP 9,075 9,366,900 11,661,908,000 0.0028 0.0008

18 ICBP 9,100 9,814,000 11,661,908,000 0.0028 0.0008

22 ICBP 9,025 4,508,800 11,661,908,000 -0.0082 0.0004

23 ICBP 9,200 7,391,100 11,661,908,000 0.0194 0.0006

24 ICBP 9,200 4,551,000 11,661,908,000 0.0000 0.0004

25 ICBP 9,075 8,457,600 11,661,908,000 -0.0136 0.0007

26 ICBP 9,075 8,457,600 11,661,908,000 0.0000 0.0007

29 ICBP 9,300 7,772,200 11,661,908,000 0.0248 0.0007

8 INCO 3,370 8,415,700 9,936,338,720 -0.0232 0.0008

9 INCO 3,340 9,450,700 9,936,338,720 -0.0089 0.0010

10 INCO 3,270 11,481,700 9,936,338,720 -0.0210 0.0012

11 INCO 3,370 11,307,300 9,936,338,720 0.0306 0.0011

12 INCO 3,350 4,168,900 9,936,338,720 -0.0059 0.0004

15 INCO 3,370 5,866,400 9,936,338,720 0.0060 0.0006

16 INCO 3,280 11,962,900 9,936,338,720 -0.0267 0.0012

18 INCO 3,180 18,667,800 9,936,338,720 -0.0305 0.0019

22 INCO 3,150 5,955,900 9,936,338,720 -0.0094 0.0006

23 INCO 3,200 6,687,600 9,936,338,720 0.0159 0.0007

24 INCO 3,110 10,408,700 9,936,338,720 -0.0281 0.0010

25 INCO 3,000 9,997,100 9,936,338,720 -0.0354 0.0010

26 INCO 3,000 9,997,100 9,936,338,720 0.0000 0.0010

29 INCO 3,070 5,301,900 9,936,338,720 0.0233 0.0005

8 INDF 6,500 8,122,100 8,780,426,500 0.0039 0.0009

9 INDF 6,550 5,995,000 8,780,426,500 0.0077 0.0007

10 INDF 6,525 8,191,500 8,780,426,500 -0.0038 0.0009

(3)

75

11 INDF 6,175 26,701,300 8,780,426,500 -0.0536 0.0030

12 INDF 6,325 18,944,000 8,780,426,500 0.0243 0.0022

15 INDF 6,400 18,831,600 8,780,426,500 0.0119 0.0021

16 INDF 6,450 7,864,100 8,780,426,500 0.0078 0.0009

18 INDF 6,275 20,284,300 8,780,426,500 -0.0271 0.0023

22 INDF 6,250 7,073,400 8,780,426,500 -0.0040 0.0008

23 INDF 6,350 5,276,700 8,780,426,500 0.0160 0.0006

24 INDF 6,325 4,957,400 8,780,426,500 -0.0039 0.0006

25 INDF 6,250 7,537,000 8,780,426,500 -0.0119 0.0009

26 INDF 6,250 7,537,000 8,780,426,500 0.0000 0.0009

29 INDF 6,425 4,708,200 8,780,426,500 0.0280 0.0005

8 INDY 1,750 18,853,100 5,210,192,000 -0.0057 0.0036

9 INDY 1,770 19,332,500 5,210,192,000 0.0114 0.0037

10 INDY 1,790 12,109,200 5,210,192,000 0.0113 0.0023

11 INDY 1,730 8,262,300 5,210,192,000 -0.0335 0.0016

12 INDY 1,740 6,123,100 5,210,192,000 0.0058 0.0012

15 INDY 1,715 5,835,200 5,210,192,000 -0.0144 0.0011

16 INDY 1,720 9,372,100 5,210,192,000 0.0029 0.0018

18 INDY 1,660 12,588,000 5,210,192,000 -0.0349 0.0024

22 INDY 1,640 4,629,500 5,210,192,000 -0.0120 0.0009

23 INDY 1,720 10,252,600 5,210,192,000 0.0488 0.0020

24 INDY 1,735 19,887,800 5,210,192,000 0.0087 0.0038

25 INDY 1,720 7,414,600 5,210,192,000 -0.0086 0.0014

26 INDY 1,720 7,414,600 5,210,192,000 0.0000 0.0014

29 INDY 1,705 4,273,300 5,210,192,000 -0.0087 0.0008

8 INTP 22,275 1,274,700 3,681,231,699 0.0022 0.0003

9 INTP 22,325 1,128,200 3,681,231,699 0.0022 0.0003

10 INTP 22,500 949,100 3,681,231,699 0.0078 0.0003

11 INTP 21,800 1,142,700 3,681,231,699 -0.0311 0.0003

12 INTP 21,100 1,302,200 3,681,231,699 -0.0321 0.0004

15 INTP 20,975 1,145,800 3,681,231,699 -0.0059 0.0003

16 INTP 21,500 1,008,300 3,681,231,699 0.0250 0.0003

18 INTP 21,850 2,795,700 3,681,231,699 0.0163 0.0008

22 INTP 21,250 1,139,200 3,681,231,699 -0.0275 0.0003

23 INTP 21,175 3,522,900 3,681,231,699 -0.0035 0.0010

24 INTP 21,225 1,495,900 3,681,231,699 0.0024 0.0004

25 INTP 21,050 3,097,300 3,681,231,699 -0.0082 0.0008

26 INTP 21,050 3,097,300 3,681,231,699 0.0000 0.0008

29 INTP 21,450 1,301,300 3,681,231,699 0.0190 0.0004

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76

Actual Return Trading Volume Activity Sebelum/Sesudah Winner/Loser Sebelum/Sesudah Winner/Loser Sebelum 0.0040 Winner 0.0019 Sebelum 0.0019 Winner 0.0019 Sebelum 0.0237 Winner 0.0028 Sebelum 0.0028 Winner 0.0028 Sebelum 0.0154 Winner 0.0022 Sebelum 0.0022 Winner 0.0022 Sebelum -0.0114 Winner 0.0019 Sebelum 0.0008 Winner 0.0019 Sebelum 0.0000 Winner 0.0014 Sebelum 0.0011 Winner 0.0014 Sebelum -0.0115 Winner 0.0012 Sebelum 0.0008 Winner 0.0029 Sebelum 0.0156 Winner 0.0022 Sebelum 0.0019 Winner 0.0022 Sebelum -0.0221 Winner 0.0015 Sebelum 0.0029 Winner 0.0019 Sebelum 0.0169 Winner 0.0013 Sebelum 0.0022 Winner 0.0019 Sebelum -0.0056 Winner 0.0011 Sebelum 0.0019 Winner 0.0031 Sebelum 0.0000 Winner 0.0023 Sebelum 0.0015 Winner 0.0023 Sebelum -0.0168 Winner 0.0012 Sebelum 0.0019 Winner 0.0011 Sebelum 0.0057 Winner 0.0011 Sebelum 0.0013 Winner 0.0009 Sebelum 0.0113 Winner 0.0011 Sebelum 0.0011 Winner 0.0022 Sebelum -0.0066 Winner 0.0007 Sebelum 0.0009 Winner 0.0013 Sebelum 0.0199 Winner 0.0009 Sebelum 0.0011 Winner 0.0010 Sebelum -0.0032 Winner 0.0022 Sebelum 0.0006 Winner 0.0012 Sebelum -0.0163 Winner 0.0008 Sebelum 0.0006 Winner 0.0016 Sebelum -0.0099 Winner 0.0008 Sebelum 0.0005 Winner 0.0011 Sebelum 0.0167 Winner 0.0007 Sebelum 0.0007 Winner 0.0009 Sebelum 0.0197 Winner 0.0007 Sebelum 0.0009 Winner 0.0009 Sebelum 0.0034 Winner 0.0010 Sebelum 0.0007 Winner 0.0023 Sebelum 0.0068 Winner 0.0007 Sebelum 0.0007 Winner 0.0029 Sebelum -0.0408 Winner 0.0008 Sebelum 0.0013 Winner 0.0054 Sebelum 0.0071 Winner 0.0016 Sebelum 0.0010 Winner 0.0021 Sebelum 0.0035 Winner 0.0011 Sebelum 0.0007 Winner 0.0022 Sebelum -0.0246 Winner 0.0008 Sebelum 0.0012 Winner 0.0022 Sebelum 0.0144 Winner 0.0006 Sebelum 0.0008 Winner 0.0029 Sebelum -0.0091 Winner 0.0009 Sebelum 0.0023 Winner 0.0018 Sebelum 0.0505 Winner 0.0004 Sebelum 0.0029 Winner 0.0032 Sebelum -0.0131 Winner 0.0029 Sebelum 0.0010 Winner 0.0032 Sebelum 0.0000 Winner 0.0015 Sebelum 0.0010 Winner 0.0027 Sebelum -0.0133 Winner 0.0018 Sebelum 0.0013 Winner 0.0008 Sebelum 0.0179 Winner 0.0054 Sebelum 0.0015 Winner 0.0007 Sebelum 0.0220 Winner 0.0008 Sebelum 0.0018 Winner 0.0008 Sebelum -0.0380 Winner 0.0009 Sebelum 0.0009 Winner 0.0007 Sebelum 0.0040 Winner 0.0009 Sebelum 0.0007 Winner 0.0008 Sebelum 0.0197 Winner 0.0015 Sebelum 0.0009 Winner 0.0008 Sebelum 0.0309 Winner 0.0029 Sebelum 0.0015 Winner 0.0007 Sebelum 0.0562 Winner 0.0032 Sebelum 0.0029 Winner 0.0007 Sebelum -0.0177 Winner 0.0027 Sebelum 0.0010 Winner 0.0010 Sebelum -0.0036 Winner 0.0012 Sebelum 0.0018 Winner 0.0012 Sebelum -0.0028 Winner 0.0007 Sebelum 0.0008 Winner 0.0011 Sebelum 0.0306 Winner 0.0008 Sebelum 0.0007 Winner 0.0012 Sebelum 0.0108 Winner 0.0008 Sebelum 0.0008 Winner 0.0019 Sebelum -0.0347 Winner 0.0008 Sebelum 0.0007 Winner 0.0010 Sebelum 0.0000 Winner 0.0006 Sebelum 0.0007 Winner 0.0010 Sebelum 0.0000 Winner 0.0007 Sebelum 0.0006 Winner 0.0010 Sebelum 0.0028 Winner 0.0011 Sebelum 0.0008 Winner 0.0030 Sebelum -0.0232 Winner 0.0004 Sebelum 0.0008 Winner 0.0022 Sebelum -0.0089 Winner 0.0006 Sebelum 0.0010 Winner 0.0021 Sebelum -0.0210 Winner 0.0007 Sebelum 0.0012 Winner 0.0023 Sebelum 0.0306 Winner 0.0010 Sebelum 0.0011 Winner 0.0036 Sebelum -0.0059 Winner 0.0005 Sebelum 0.0004 Winner 0.0037 Sebelum 0.0060 Winner 0.0009 Sebelum 0.0006 Winner 0.0023 Sebelum -0.0267 Winner 0.0007 Sebelum 0.0012 Winner 0.0024 Sebelum 0.0039 Winner 0.0022 Sebelum 0.0009 Winner 0.0038 Sebelum 0.0077 Winner 0.0021 Sebelum 0.0007 Winner 0.0008 Sebelum -0.0038 Winner 0.0009 Sebelum 0.0009 Winner 0.0010

(5)

77

Sebelum -0.0536 Winner 0.0006 Sebelum 0.0030 Winner 0.0008 Sebelum 0.0243 Winner 0.0009 Sebelum 0.0022 Winner 0.0008 Sebelum 0.0119 Winner 0.0005 Sebelum 0.0021 Loser 0.0008 Sebelum 0.0078 Winner 0.0037 Sebelum 0.0009 Loser 0.0011 Sebelum -0.0057 Winner 0.0023 Sebelum 0.0036 Loser 0.0008 Sebelum 0.0114 Winner 0.0012 Sebelum 0.0037 Loser 0.0010 Sebelum 0.0113 Winner 0.0018 Sebelum 0.0023 Loser 0.0014 Sebelum -0.0335 Winner 0.0020 Sebelum 0.0016 Loser 0.0010 Sebelum 0.0058 Winner 0.0038 Sebelum 0.0012 Loser 0.0008 Sebelum -0.0144 Winner 0.0014 Sebelum 0.0011 Loser 0.0008 Sebelum 0.0029 Winner 0.0003 Sebelum 0.0018 Loser 0.0012 Sebelum 0.0022 Winner 0.0003 Sebelum 0.0003 Loser 0.0015 Sebelum 0.0022 Winner 0.0003 Sebelum 0.0003 Loser 0.0013 Sebelum 0.0078 Winner 0.0003 Sebelum 0.0003 Loser 0.0011 Sebelum -0.0311 Winner 0.0008 Sebelum 0.0003 Loser 0.0017 Sebelum -0.0321 Winner 0.0004 Sebelum 0.0004 Loser 0.0012 Sebelum -0.0059 Winner 0.0008 Sebelum 0.0003 Loser 0.0012 Sebelum 0.0250 Winner 0.0004 Sebelum 0.0003 Loser 0.0012 Sesudah -0.0077 Loser 0.0008 Sesudah 0.0014 Loser 0.0011 Sesudah -0.0193 Loser 0.0011 Sesudah 0.0010 Loser 0.0009 Sesudah 0.0276 Loser 0.0008 Sesudah 0.0014 Loser 0.0006 Sesudah 0.0000 Loser 0.0014 Sesudah 0.0010 Loser 0.0006 Sesudah -0.0115 Loser 0.0010 Sesudah 0.0008 Loser 0.0005 Sesudah 0.0000 Loser 0.0010 Sesudah 0.0008 Loser 0.0007 Sesudah 0.0194 Loser 0.0008 Sesudah 0.0012 Loser 0.0008 Sesudah -0.0112 Loser 0.0008 Sesudah 0.0017 Loser 0.0008 Sesudah -0.0339 Loser 0.0029 Sesudah 0.0031 Loser 0.0005 Sesudah 0.0409 Loser 0.0019 Sesudah 0.0023 Loser 0.0009 Sesudah -0.0112 Loser 0.0019 Sesudah 0.0012 Loser 0.0009 Sesudah -0.0114 Loser 0.0017 Sesudah 0.0012 Loser 0.0008 Sesudah 0.0000 Loser 0.0031 Sesudah 0.0012 Loser 0.0007 Sesudah 0.0057 Loser 0.0012 Sesudah 0.0011 Loser 0.0007 Sesudah 0.0129 Loser 0.0012 Sesudah 0.0022 Loser 0.0007 Sesudah -0.0414 Loser 0.0009 Sesudah 0.0008 Loser 0.0008 Sesudah 0.0166 Loser 0.0006 Sesudah 0.0008 Loser 0.0008 Sesudah 0.0000 Loser 0.0006 Sesudah 0.0005 Loser 0.0006 Sesudah -0.0131 Loser 0.0005 Sesudah 0.0009 Loser 0.0004 Sesudah 0.0000 Loser 0.0008 Sesudah 0.0009 Loser 0.0010 Sesudah 0.0066 Loser 0.0005 Sesudah 0.0008 Loser 0.0010 Sesudah 0.0248 Loser 0.0009 Sesudah 0.0016 Loser 0.0013 Sesudah 0.0035 Loser 0.0009 Sesudah 0.0011 Loser 0.0015 Sesudah 0.0069 Loser 0.0013 Sesudah 0.0008 Loser 0.0018 Sesudah 0.0068 Loser 0.0012 Sesudah 0.0006 Loser 0.0019 Sesudah -0.0510 Loser 0.0009 Sesudah 0.0009 Loser 0.0008 Sesudah 0.0000 Loser 0.0023 Sesudah 0.0009 Loser 0.0009 Sesudah 0.0215 Loser 0.0010 Sesudah 0.0004 Loser 0.0009 Sesudah 0.0733 Loser 0.0010 Sesudah 0.0054 Loser 0.0007 Sesudah -0.0482 Loser 0.0013 Sesudah 0.0019 Loser 0.0009 Sesudah 0.0295 Loser 0.0019 Sesudah 0.0008 Loser 0.0015 Sesudah -0.0287 Loser 0.0021 Sesudah 0.0021 Loser 0.0010 Sesudah -0.0464 Loser 0.0022 Sesudah 0.0022 Loser 0.0011 Sesudah 0.0000 Loser 0.0022 Sesudah 0.0022 Loser 0.0006 Sesudah 0.0088 Loser 0.0009 Sesudah 0.0009 Loser 0.0006 Sesudah 0.0326 Loser 0.0007 Sesudah 0.0032 Loser 0.0012 Sesudah -0.0175 Loser 0.0010 Sesudah 0.0032 Loser 0.0007 Sesudah 0.0464 Loser 0.0018 Sesudah 0.0027 Loser 0.0006 Sesudah -0.0205 Loser 0.0032 Sesudah 0.0011 Loser 0.0004 Sesudah -0.0035 Loser 0.0011 Sesudah 0.0006 Loser 0.0006 Sesudah 0.0000 Loser 0.0006 Sesudah 0.0006 Loser 0.0004 Sesudah 0.0140 Loser 0.0006 Sesudah 0.0012 Loser 0.0007 Sesudah 0.0028 Loser 0.0008 Sesudah 0.0008 Loser 0.0008

(6)

78

Sesudah -0.0082 Loser 0.0007 Sesudah 0.0004 Loser 0.0004 Sesudah 0.0194 Loser 0.0007 Sesudah 0.0006 Loser 0.0006 Sesudah 0.0000 Loser 0.0006 Sesudah 0.0004 Loser 0.0006 Sesudah -0.0136 Loser 0.0004 Sesudah 0.0007 Loser 0.0007 Sesudah 0.0000 Loser 0.0004 Sesudah 0.0007 Loser 0.0005 Sesudah 0.0248 Loser 0.0007 Sesudah 0.0007 Loser 0.0009 Sesudah -0.0305 Loser 0.0007 Sesudah 0.0019 Loser 0.0007 Sesudah -0.0094 Loser 0.0008 Sesudah 0.0006 Loser 0.0009 Sesudah 0.0159 Loser 0.0010 Sesudah 0.0007 Loser 0.0009 Sesudah -0.0281 Loser 0.0012 Sesudah 0.0010 Loser 0.0008 Sesudah -0.0354 Loser 0.0012 Sesudah 0.0010 Loser 0.0006 Sesudah 0.0000 Loser 0.0019 Sesudah 0.0010 Loser 0.0006 Sesudah 0.0233 Loser 0.0006 Sesudah 0.0005 Loser 0.0009 Sesudah -0.0271 Loser 0.0010 Sesudah 0.0023 Loser 0.0009 Sesudah -0.0040 Loser 0.0010 Sesudah 0.0008 Loser 0.0005 Sesudah 0.0160 Loser 0.0009 Sesudah 0.0006 Loser 0.0016 Sesudah -0.0039 Loser 0.0030 Sesudah 0.0006 Loser 0.0012 Sesudah -0.0119 Loser 0.0023 Sesudah 0.0009 Loser 0.0011 Sesudah 0.0000 Loser 0.0008 Sesudah 0.0009 Loser 0.001798801 Sesudah 0.0280 Loser 0.0006 Sesudah 0.0005 Loser 0.000888547 Sesudah -0.0349 Loser 0.0009 Sesudah 0.0024 Loser 0.001967797 Sesudah -0.0120 Loser 0.0036 Sesudah 0.0009 Loser 0.001423095 Sesudah 0.0488 Loser 0.0016 Sesudah 0.0020 Loser 0.001423095 Sesudah 0.0087 Loser 0.0011 Sesudah 0.0038 Loser 0.000820181 Sesudah -0.0086 Loser 0.0024 Sesudah 0.0014 Loser 0.00034627 Sesudah 0.0000 Loser 0.0009 Sesudah 0.0014 Loser 0.000306474 Sesudah -0.0087 Loser 0.0014 Sesudah 0.0008 Loser 0.000257821 Sesudah 0.0163 Loser 0.0008 Sesudah 0.0008 Loser 0.000310412 Sesudah -0.0275 Loser 0.0003 Sesudah 0.0003 Loser 0.00035374 Sesudah -0.0035 Loser 0.0004 Sesudah 0.0010 Loser 0.000311255 Sesudah 0.0024 Loser 0.0003 Sesudah 0.0004 Loser 0.000273903 Sesudah -0.0082 Loser 0.0003 Sesudah 0.0008 Loser 0.000309462 Sesudah 0.0000 Loser 0.0010 Sesudah 0.0008 Loser 0.000406359 Sesudah 0.0190 Loser 0.0008 Sesudah 0.0004 Loser 0.000353496

Rata-rata 0.0013 0.0013

Note :

• Jika nilai Actual return lebih dari atau sama dengan rata-rata maka termasuk winner

• Jika nilai Actual return kurang dari rata-rata maka termasuk loser

• Jika nilai Trading Volume Activity lebih dari atau sama dengan rata-rata maka termasuk winner

• Jika nilai Trading Volume Activity kurang dari rata-rata maka termasuk loser

(7)

79 Lampiran 2. Uji Normalitas

One-Sample Kolmogorov-Smirnov Test

AR_Seb_Ses_Dat a

AR_Win_Los_Dat a

TVA_Seb_Ses_Dat a

TVA_Win_Los_Dat a

N 154 154 154 154

Normal Parameters^a,

b

Mean -.000035 .001251 .001251 .001250

Std.

Deviatio n

.0212782 .0008414 .0008414 .0008418

Most Extreme Differences

Absolute .079 .206 .206 .206

Positive .058 .206 .206 .206

Negative -.079 -.129 -.129 -.119

Test Statistic .079 .206 .206 .206

Asymp. Sig. (2-tailed) .021^c .000^c .000^c .000^c

a. Test distribution is Normal.

b. Calculated from data.

c. Lilliefors Significance Correction.

(8)

80 Lampiran 3. Uji Hipotesis (T-test)

a) Uji Beda Actual Return Sebelum dan Sesudah Peristiwa

Test Statistics^a

AR_Seb_Ses_

Data

Mann-Whitney U 2825.500

Wilcoxon W 5828.500

Z -.503

Asymp. Sig. (2-tailed) .615 a. Grouping Variable: AR_Seb_Ses_Klm

b) Uji Beda Trading Volume Activity Sebelum dan Sesudah Peristiwa

AR_Win_Los_D ata

Wilcoxon W 5883.000

Z -.306

Asymp. Sig. (2-tailed) .760 a. Grouping Variable: AR_Win_Los_Klm

c) Uji Beda Actual Return atas dasar saham Winner dan Loser

TVA_Seb_Ses_

Data

Wilcoxon W 5841.000

Z -.458

Asymp. Sig. (2-tailed) .647 a. Grouping Variable: TVA_Seb_Ses_Klm

(9)

81 d) Uji Beda Trading Volume Activity atas dasar saham Winner dan Loser

TVA_Win_Los_

Data

Wilcoxon W 5382.000

Z -6.759

Asymp. Sig. (2-tailed) .000 a. Grouping Variable: TVA_Win_Los_Klm