95
LAMPIRAN
1.
Data Populasi, Sample
NO Nama Perusahaan
Kriteria
Sampel
1 2 3 4
1 Bank agris tbk √ - - -
2 Bank Arta Graha Internasional tbk √ √ √ √ Sample 1
3 Bank bukopin tbk √ √ √ √ Sample 2
4 Bank bumi artha tbk √ √ √ √ Sample 3
5 Bank capital indonesia tbk √ √ √ √ Sample 4
6 Bank central asia tbk √ √ √ √ Sample 5
7 Bank CIMB Niaga tbk √ √ √ √ Sample 6
8 Bank Danamon Indonesia tbk √ √ √ √ Sample 7
9 Bank Dinar Indonesia Tbk √ - - -
10 Bank Ekonomi Raharja Tbk √ √ √ √ Sample 8
11 Bank Himpunan Saudara Tbk. √ √ √ √ Sample 9
12 Bank Ina Perdana Tbk. √ - - -
13 Bank International Indonesia Tbk. √ √ √ √ Sample 10
14 Bank Jabar Banten Tbk. √ √ √ √ Sample 11
15 Bank Kesawan Tbk. √ √ √ √ Sample 12
16 Bank MandiriTbk. √ √ √ √ Sample 13
17 Bank Maspion Indonesia Tbk. √ - - -
18 Bank Mayapada International Tbk. √ √ √ √ Sample 14
19 Bank Mega Tbk. √ √ √ √ Sample15
20 Bank Mestika Dharma Tbk. √ - - √
21 Bank Mitraniaga Tbk. √ - - √
22 Bank MNC Internasional Tbk. √ - - √
96
24 Bank NationalNobu Tbk. √ - - -25 Bank Negara Indonesia Tbk. √ √ √ √ Sample 16
26 Bank NISP OCBC Tbk. √ √ √ √ Sample 17
27 Bank Pan Indonesia Tbk. √ √ √ √ Sample 18
28 Bank Permata Tbk. √ √ √ √ Sample 19
29 Bank Pembangunan Daerah Jawa
Timur Tbk. √ - - -
30 Bank Pundi IndonesiaTbk. √ √ √ √ Sample 20
31 Bank Rakyat Indonesia Tbk. √ √ √ √ Sample 21
32 Bank Rakyat Indonesia Agro Niaga
Tbk. √ √ √ √
Sample 22
33 Bank Mitraniaga Tbk. √ - - -
34 Bank Sinar Mas Tbk. √ √ √ √ Sample 23
35 Bank Swadesi Tbk. √ √ √ √ Sample 24
36 Bank Tabungan Negara Tbk. √ √ √ √ Sample 25
37 Bank Tabungan Pensiunan Nasional
Tbk. √ √ √ √
Sample 26
38 Bank Victoria InternationalTbk. √ √ √ √ Sample27
39 Bank Windu Kentjana International
Tbk. √ √ √ √
Sample28
40 Bank Yudha Bakti Tbk
97
Lampiran 2
Data Variabel Penelitian
Data Perusahaan 2011
CAR
NPL
BOPO
ROA
LDR
Suku
Bunga
Inflasi
Return
Saham
Bank Arta
Graha
Internasional
Tbk.(INPC)
20.5 1.85
92.43
0.52 103.38
6.58
5.38
-10.28
Bank bukopin
tbk (BBKP)
14.33 2.88
82.05
1.3
85.01
6.58
5.38
-10.77
Bank Bumi
Arta
Tbk.
(BNBA)
19.96
0.5
82.62
1.44
67.53
6.58
5.38
-15.24
Bank capital
indonesia tbk
(BACA)
21.58 0.69
92.82
0.59
44.24
6.58
5.38
56.86
Bank central
asia tbk
Bank ekonomi
raharja tbk
(BAEK)
16.37 0.74
81
0.87
70.06
6.58
5.38
-18
Bank
Himpunan
Saudara 1906
Tbk.
(SDRA)
98
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
18.36 0.41
80.02
1.77
72.95
6.58
5.38
-34.48
Bank QNB
Kesawan Tbk.
(BKSW) L
45.75 0.82
95.26
0.14
75.48
6.58
5.38
12.87
Bank Mandiri
(Persero)
Bank negara
indonesia tbk
(BBNI)
17.6
0.5
72.6
1.94
70.7
6.58
5.38
-1.94
Bank Permata
Tbk.
(BNLI)
14.07 0.55
85.42
1.14
83.06
6.58
5.38
-24.18
Bank Pundi
Indonesia
Tbk.
(BEKS) L
12.02 3.95 118.69
2.46
66.78
6.58
5.38
-21.01
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
14.96 0.42
66.69
3.21
76.2
6.58
5.38
28.57
Bank rakyat
indonesia
agroniaga tbk
(AGRO)
16.39
0.8
91.65
0.94
65.79
6.58
5.38
-29.76
Bank
99
Bank Victoria
Internasional
Tbk.
(BVIC)
14.86 0.22
78.33
1.59
63.62
6.58
5.38
-76.92
Bank Windu
Kentjana
Internasional
Tbk.
(MCOR)
11.67
1.42
92.97
0.56
79.3
6.58
5.38
19.33
Data Perusahaan 2012
CAR
NPL
BOPO
ROA
LDR
Suku
Bunga
Inflasi
Return
Saham
Bank Arta
Graha
Internasional
Tbk.(INPC)
21.5
0.8
93.02
0.31 101.35
5.77
4.27
15.62
Bank bukopin
tbk (BBKP)
18.45 2.66
81.42
1.28
83.81
5.77
4.27
6.89
Bank Bumi
Arta
Tbk.
(BNBA)
19.18
0
78.78
1.64
77.95
5.77
4.27
18.7
Bank capital
indonesia tbk
(BACA)
18 1.57
88.85
0.84
59.06
5.77
4.27
-25.16
Bank central
asia tbk
(BBCA)
100
Bank ekonomi
raharja tbk
(BAEK)
14.21 0.28
90.02
0.76
81.82
5.77
4.27
-51.21
Bank
Himpunan
Saudara 1906
Tbk.
(SDRA)
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
18.11
0.5
79.31
1.68
74.09
5.77
4.27
16.48
Bank QNB
Kesawan Tbk.
(BKSW) L
27.76 0.31 111.53
0.63
87.37
5.77
4.27
-2.85
Bank Mandiri
(Persero)
Bank negara
indonesia tbk
(BBNI)
16.7
0.8
71
2.11
77.9
5.77
4.27
-2.63
Bank OCB
101
Tbk.
(NISP)
Bank Pan
Indonesia
Tbk.
(PNBN)
14.67 0.48
91.2
1.53
1.69
5.77
4.27
-19.23
Bank Permata
Tbk.
(BNLI)
15.86 0.41
83.13
1.04
89.52
5.77
4.27
-0.67
Bank Pundi
Indonesia
Tbk.
(BEKS) L
13.27 4.81
97.77
0.61
83.68
5.77
4.27
10.09
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
16.95 0.34
59.93
3.39
79.85
5.77
4.27
2.96
Bank rakyat
indonesia
agroniaga tbk
(AGRO)
14.8 1.56
86.54
0.82
82.49
5.77
4.27
24.57
Bank Victoria
Internasional
Tbk.
(BVIC)
17.96 1.76
78.82
1.43
67.59
5.77
4.27
-9.3
Bank Windu
Kentjana
Internasional
102
Data Perusahaan 2013
CAR
NPL
BOPO
ROA
LDR
Suku
Bunga
Inflasi
Return
Saham
Bank Arta
Graha
Internasional
Tbk.(INPC)
23.1
1.76
85.26
1.07
86.05
7.02
6.96
-18.01
Bank bukopin
tbk (BBKP)
17.07
2.26
82.73
1.45
85.8
7.02
6.96
0
Bank Bumi
Arta
Tbk.
(BNBA)
16.99
0
84.21
1.39
83.96
7.02
6.96
-4.84
Bank capital
indonesia tbk
(BACA)
20.13
0.19
88.38
0.99
63.35
7.02
6.96
-28.4
Bank central
asia tbk
Bank ekonomi
raharja tbk
(BAEK)
13.1
0.92
94.13
0.84
83.07
7.02
6.96
70
Bank
Himpunan
103
Daerah Jawa
Barat dan
Banten Tbk
(BJBR)
16.51
0.64
79.41
1.94
96.47
7.02
6.96
-16.03
Bank QNB
Kesawan Tbk.
(BKSW) L
18.73
0.1 100.82
0.03
113.3
7.02
6.96
-10.15
Bank Mandiri
(Persero)
Bank negara
indonesia tbk
(BBNI)
15.1
0.6
67.1
2.34
85.86
7.02
6.96
6.75
Bank Permata
Tbk.
(BNLI)
14.28
0.31
84.99
1.04
89.26
7.02
6.96
-4.32
Bank Pundi
Indonesia
Tbk.
(BEKS) L
11.43
3.39
99.65
1.07
84.46
7.02
6.96
-30
Bank Rakyat
Indonesia
(persero) Tbk
(BBRI)
16.99
0.31
60.58
3.41
88.54
7.02
6.96
4.31
Bank rakyat
indonesia
104
(AGRO)
Bank
Sinarmas
Tbk.
(BSIM)
21.82
2.12
83.25
1.27
78.72
7.02
6.96
6.66
Bank of India
Indonesia
Tbk.
(BSWD)
15.26
0.81
69.09
2.26
93.76
7.02
6.96
-58.33
Bank
Tabungan
Negara
(persero)
Tbk.
(BBTN)
15.62
3.04
82.19
1.19
96.02
7.02
6.96
-40
Bank
Tabungan
Pensiunan
Nasional
Tbk.
(BTPN)
23.1
0.7
61.33
3.06
88
7.02
6.96
-18.09
Bank Victoria
Internasional
Tbk.
(BVIC)
18.2
0
81.55
1.37
74.73
7.02
6.96
6.38
Bank Windu
Kentjana
Internasional
GET
FILE='C:\Users\SONY\Documents\skripsi final.sav'. DATASET NAME DataSet1 WINDOW=FRONT.
DESCRIPTIVES VARIABLES=CAR NPL BOPO ROA LDR SB IF RS /STATISTICS=MEAN STDDEV VARIANCE RANGE MIN MAX SEMEAN.
Descriptives
Notes
Output Created 11-AUG-2015 21:14:18
Comments
Input
Data C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset DataSet1
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
File 84
Missing Value Handling
Definition of Missing User defined missing values are treated as missing.
Cases Used All non-missing data are
used.
Syntax
DESCRIPTIVES
VARIABLES=CAR NPL
BOPO ROA LDR SB IF RS
/STATISTICS=MEAN
STDDEV VARIANCE
RANGE MIN MAX SEMEAN.
Resources
Processor Time 00:00:00.00
Elapsed Time 00:00:00.01
Descriptive Statistics
N Range Minimum Maximum Mean
Statistic Statistic Statistic Statistic Statistic Std. Error
Capital Adequacy Ratio 84 35.40 10.35 45.75 16.8032 .49873
Non performing Loan 84 4.81 .00 4.81 1.0623 .10464
Beban operasional terhadap
pendapatan Operasional 84 58.76 59.93 118.69 81.2173 1.24025
Return On Asset 84 3.38 .03 3.41 1.5833 .08521
Loan Deposit to Ratio 84 111.61 1.69 113.30 78.9631 2.06992
Suku Bunga 84 1.25 5.77 7.02 6.4567 .05683
Inflasi 84 2.69 4.27 6.96 5.5367 .12115
Return Saham 84 281.46 -76.92 204.54 1.3669 4.55222
Valid N (listwise) 84
Descriptive Statistics
Std. Deviation Variance
Statistic Statistic
Capital Adequacy Ratio 4.57091 20.893
Non performing Loan .95902 .920
Beban operasional terhadap pendapatan Operasional 11.36707 129.210
Return On Asset .78098 .610
Loan Deposit to Ratio 18.97110 359.903
Suku Bunga .52082 .271
Inflasi 1.11039 1.233
Return Saham 41.72176 1740.705
Regression (Sebelum Transformasi)
Notes
Output Created 11-AUG-2015 21:16:29
Comments
Input
Data C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset DataSet1
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
File 84
Missing Value Handling
Definition of Missing User-defined missing values are treated as missing.
Cases Used
Statistics are based on cases
with no missing values for
any variable used.
Syntax
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS BCOV R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05)
Processor Time 00:00:01.95
Elapsed Time 00:00:02.22
Notes
Resources Additional Memory Required
for Residual Plots 864 bytes
Variables Created or
Modified
PRE_1 Unstandardized Predicted
Value
RES_2 Unstandardized Residual
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Variables Entered/Removeda
Model Variables
Entered
Variables
Removed
Method
1
Inflasi, Beban
operasional
terhadap
pendapatan
Operasional,
Capital
Adequacy Ratio,
Loan Deposit to
Ratio, Non
performing
Loan, Return On
Asset, Suku
Bungab
. Enter
a. Dependent Variable: Return Saham
Model Summaryb
Model
1
R .402a
R Square .162
Adjusted R Square .085
Std. Error of the Estimate 39.91672
Change Statistics
R Square Change .162
F Change 2.097
df1 7
df2 76
Sig. F Change .054
Durbin-Watson 2.413
a. Predictors: (Constant), Inflasi, Beban operasional
terhadap pendapatan Operasional, Capital Adequacy
Ratio, Loan Deposit to Ratio, Non performing Loan,
Return On Asset, Suku Bunga
b. Dependent Variable: Return Saham
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 23384.318 7 3340.617 2.097 .054b
Residual 121094.211 76 1593.345
Total 144478.528 83
a. Dependent Variable: Return Saham
b. Predictors: (Constant), Inflasi, Beban operasional terhadap pendapatan Operasional, Capital
Coefficientsa
Model
1
(Constant) Capital
Adequacy Ratio
Non performing
Loan
Unstandardized Coefficients
B 365.326 .419 2.829 -.448
Std. Error 145.573 .992 5.166 .674
Standardized Coefficients Beta .046 .065 -.122
t 2.510 .422 .548 -.665
Collinearity Statistics
Tolerance .934 .782 .327
VIF 1.071 1.279 3.061
Coefficientsa
Model
1
Return On Asset Loan Deposit to
Ratio
Suku Bunga Inflasi
Unstandardized Coefficients B 1.458 .077 -73.394 23.097
Std. Error 9.261 .247 32.046 15.066
Standardized Coefficients Beta .027 .035 -.916 .615
t .157 .314 -2.290 1.533
Collinearity Statistics Tolerance .367 .877 .069 .069
VIF 2.725 1.141 14.511 14.579
Coefficient Correlationsa
Model Inflasi Beban
operasional
terhadap
pendapatan
Operasional
Capital
Adequacy Ratio
1
Correlations
Inflasi 1.000 .070 .021
Beban operasional terhadap
pendapatan Operasional .070 1.000 -.017
Capital Adequacy Ratio .021 -.017 1.000
Loan Deposit to Ratio -.144 .282 -.072
Non performing Loan -.014 -.321 .217
Return On Asset .047 .769 .100
Suku Bunga -.965 -.084 -.013
Covariances
Inflasi 226.991 .715 .310
Beban operasional terhadap
pendapatan Operasional .715 .455 -.011
Capital Adequacy Ratio .310 -.011 .984
Loan Deposit to Ratio -.534 .047 -.018
Non performing Loan -1.107 -1.117 1.111
Return On Asset 6.561 4.805 .922
Coefficient Correlationsa
Model Loan Deposit to
Ratio
Non performing
Loan
Return On Asset
1
Correlations
Inflasi -.144 -.014 .047
Beban operasional terhadap
pendapatan Operasional .282 -.321 .769
Capital Adequacy Ratio -.072 .217 .100
Loan Deposit to Ratio 1.000 -.197 .205
Non performing Loan -.197 1.000 -.069
Return On Asset .205 -.069 1.000
Suku Bunga .118 .035 -.051
Covariances
Inflasi -.534 -1.107 6.561
Beban operasional terhadap
pendapatan Operasional .047 -1.117 4.805
Capital Adequacy Ratio -.018 1.111 .922
Loan Deposit to Ratio .061 -.251 .469
Non performing Loan -.251 26.692 -3.295
Return On Asset .469 -3.295 85.764
Coefficient Correlationsa
Model Suku Bunga
1
Correlations
Inflasi -.965
Beban operasional terhadap pendapatan
Operasional -.084
Capital Adequacy Ratio -.013
Loan Deposit to Ratio .118
Non performing Loan .035
Return On Asset -.051
Suku Bunga 1.000
Covariances
Inflasi -465.679
Beban operasional terhadap pendapatan
Operasional -1.807
Capital Adequacy Ratio -.408
Loan Deposit to Ratio .934
Non performing Loan 5.717
Return On Asset -15.064
Suku Bunga 1026.937
a. Dependent Variable: Return Saham
Collinearity Diagnosticsa
Model Dimension Eigenvalue Condition Index Variance Proportions
(Constant) Capital
Adequacy Ratio
Non performing
Collinearity Diagnosticsa
Model Dimension Variance Proportions
Beban
operasional
terhadap
pendapatan
Operasional
Return On Asset Loan Deposit to
Ratio
Suku Bunga Inflasi
1
a. Dependent Variable: Return Saham
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -21.6073 35.3544 1.3669 16.78508 84
Std. Predicted Value -1.369 2.025 .000 1.000 84
Standard Error of Predicted
Value 8.171 31.200 11.652 4.020 84
Adjusted Predicted Value -33.4273 36.0815 1.1566 17.74158 84
Residual -65.49150 183.77025 .00000 38.19642 84
Std. Residual -1.641 4.604 .000 .957 84
Stud. Residual -1.714 4.755 .002 .995 84
Deleted Residual -71.47581 196.02855 .21026 41.42304 84
Stud. Deleted Residual -1.737 5.636 .019 1.068 84
Mahal. Distance 2.490 49.720 6.917 7.433 84
Cook's Distance .000 .189 .011 .027 84
Centered Leverage Value .030 .599 .083 .090 84
Regression (Sesudah Transformasi)
Notes
Output Created 11-AUG-2015 21:46:57
Comments
Input
Data C:\Users\SONY\Documents\
skripsi final.sav
Active Dataset DataSet1
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
File 84
Missing Value Handling
Definition of Missing User-defined missing values are treated as missing.
Cases Used
Statistics are based on cases
with no missing values for
any variable used.
Syntax
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS BCOV R ANOVA
COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT RSt
/METHOD=ENTER CARt
NPLt BOPOt ROAt LDRt SBt
IFt
Processor Time 00:00:00.45
Elapsed Time 00:00:00.41
Notes
Resources Additional Memory Required
for Residual Plots 864 bytes
Variables Created or
Modified
PRE_2 Unstandardized Predicted
Value
RES_3 Unstandardized Residual
[DataSet1] C:\Users\SONY\Documents\skripsi final.sav
Variables Entered/Removeda
Model Variables
Entered
BOPOt, SBtb
. Enter
a. Dependent Variable: RSt
b. All requested variables entered.
Model Summaryb
Model
1
R .537a
R Square .288
Adjusted R Square .081
Std. Error of the Estimate 1.03381
Change Statistics
R Square Change .288
F Change 1.388
df1 7
df2 24
Sig. F Change .255
a. Predictors: (Constant), IFt, ROAt, LDRt, CARt, NPLt,
BOPOt, SBt
b. Dependent Variable: RSt
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 10.387 7 1.484 1.388 .255b
Residual 25.650 24 1.069
Total 36.037 31
a. Dependent Variable: RSt
b. Predictors: (Constant), IFt, ROAt, LDRt, CARt, NPLt, BOPOt, SBt
Coefficientsa
Model
1
(Constant) CARt NPLt BOPOt ROAt
Unstandardized Coefficients B -32.325 -.185 -.254 6.365 .945
Std. Error 23.945 .839 .321 3.403 .679
Standardized Coefficients Beta -.048 -.203 .962 .657
t -1.350 -.221 -.791 1.870 1.391
Sig. .190 .827 .437 .074 .177
Correlations
Zero-order -.157 .131 .160 -.059
Partial -.045 -.159 .357 .273
Part -.038 -.136 .322 .240
Collinearity Statistics Tolerance .641 .449 .112 .133
Coefficientsa
Model
1
LDRt SBt IFt
Unstandardized Coefficients
B .544 7.016 -4.523
Std. Error .329 11.774 4.935
Standardized Coefficients Beta .333 .568 -.877
t 1.653 .596 -.916
Collinearity Statistics
Tolerance .731 .033 .032
VIF 1.368 30.654 30.911
a. Dependent Variable: RSt
Coefficient Correlationsa
LDRt -.045 .077 .108 .025 -.031 .488
CARt -.365 .315 .025 .704 .017 1.105
NPLt -.068 -.043 -.031 .017 .103 -.572
BOPOt -4.236 2.007 .488 1.105 -.572 11.580
SBt -57.057 2.473 .278 .777 .199 9.627
Coefficient Correlationsa
Model SBt
a. Dependent Variable: RSt
Collinearity Diagnosticsa
Model
Variance Proportions
(Constant) .00 .00 .00 .00 .00 .00
CARt .00 .00 .00 .00 .28 .52
BOPOt .00 .00 .00 .00 .00 .01
ROAt .00 .03 .14 .00 .02 .01
LDRt .00 .00 .00 .41 .31 .05
SBt .00 .00 .00 .00 .00 .00
IFt .00 .00 .00 .01 .02 .01
Collinearity Diagnosticsa
Model
1
Dimension
7 8
Eigenvalue .000 3.176E-005
Condition Index 226.867 444.410
Variance Proportions
(Constant) .05 .95
CARt .11 .09
NPLt .24 .05
BOPOt .52 .47
ROAt .32 .47
LDRt .14 .09
SBt .25 .75
IFt .24 .73
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 1.6540 4.1783 2.9804 .57884 32
Std. Predicted Value -2.292 2.069 .000 1.000 32
Standard Error of Predicted
Value .340 1.011 .499 .135 32
Adjusted Predicted Value 1.2245 4.7100 3.0283 .68387 32
Residual -1.66083 1.75177 .00000 .90963 32
Std. Residual -1.607 1.694 .000 .880 32
Stud. Residual -1.744 1.845 -.005 .991 32
Deleted Residual -2.16607 2.07621 -.04788 1.22270 32
Stud. Deleted Residual -1.827 1.949 -.003 1.016 32
Mahal. Distance 2.379 28.690 6.781 5.208 32
Cook's Distance .000 .525 .051 .093 32
Centered Leverage Value .077 .925 .219 .168 32
DATASET ACTIVATE DataSet1.
SAVE OUTFILE='C:\Users\SONY\Documents\skripsi final.sav' /COMPRESSED.
DATASET ACTIVATE DataSet1.
