LAMPIRAN
Tanggal Publikasi Laporan Keuangan Perusahaan Sampel
Tanggal publikasi
No Kode Nama Perusahaan
2001 2002
1 AALI Astra Agro Lestari Tbk 26/04/2002 28/03/2003
2 PTRO Petrosea 20/04/2002 31/03/2003
3 AQUA Aqua Golden Mississippi 24/04/2002 27/03/2003
4 MLBI Multi Bintang Indonesia 08/04/2002 28/03/2003
5 BATI BAT Indonesia 03/04/2002 18/03/2003
6 GGRM Gudang Garam 03/04/2002 29/03/2003
7 PBRX Pan Brothers Tex 29/04/2002 31/03/2003
8 BATA Sepatu Bata 26/04/2002 31/03/2003
9 LTLS Lautan Luas 29/04/2002 31/03/2003
10 DPNS Duta Pertiwi Nusantara 30/04/2002 28/03/2003
11 EKAD Ekadharma Tape Industries 30/04/2002 31/03/2003
12 DYNA Dynaplast 30/04/2002 31/03/2003
13 IGAR Igar Jaya 31/03/2002 31/03/2003
14 SMSM Selamat Sempurna 31/03/2002 31/03/2003
15 TURI Tunas Ridean 30/04/2002 28/03/2003
16 MRAT Mustika Ratu 10/05/2002 19/03/2003
17 UNVR Unilever Indonesia 22/03/2002 25/02/2003
18 BLTA Berlian Laju Tanker 30/04/2002 31/03/2003
19 RIGS Rig Tenders Indonesia 25/04/2002 31/03/2003
20 ISAT Indonesian Satellite Corporation 30/04/2002 31/03/2003
21 RALS Ramayana Lestari Sentosa 30/04/2002 31/03/2003
22 TGKA Tigaraksa Satria 29/04/2002 31/03/2003
23 ASBI Asuransi Bintang 29/04/2002 31/03/2003
24 ASDM Asuransi Dayin Mitra 26/04/2002 26/04/2003
25 ASRM Asuransi Ramayana 19/04/2002 31/03/2003
26 MREI Maskapai Reasuransi Indonesia 09/04/2002 29/03/2003
27 POOL Pool Asuransi Indonesia 28/05/2002 28/05/2003
28 ANTM Aneka Tambang 15/04/2002 31/03/2003
29 DLTA Delta Djakarta 31/03/2002 31/03/2003
30 FAST Fast Food Indonesia 30/04/2002 01/04/2003
31 INDF Indofood 24/03/2002 24/03/2003
32 HMSP HM Sampoerna 27/03/2002 27/03/2003
33 ERTX Eratex Djaja Ltd 26/04/2002 03/04/2003
34 INCI Intan Wijaya International 31/03/2002 31/03/2003
35 LION Lion Metal Works 28/03/2002 28/03/2003
36 TBMS Tembaga Mulia Semanan 31/03/2002 31/03/2003
37 KOMI Komatsu Indonesia 19/04/2002 19/04/2002
38 IKBI Sumi Indo Kabel (Iki Indah Kabel Indonesia) 30/04/2002 31/03/2003 39 SCCO Supreme Cable Manufacturing Corporation 29/03/2002 29/03/2003
40 MTDL Metrodata Electronics 30/04/2002 31/03/2003
41 AUTO Astra Autoparts 29/04/2002 24/03/2003
42 GDYR Goodyear Indonesia 31/03/2002 31/03/2003
43 HEXA Hexaindo Adiperkasa 31/03/2002 31/03/2003
44 INTA Intraco Penta 30/04/2002 31/03/2003
45 BYSB Bayer Indonesia 23/04/2002 28/03/2003
46 DNKS Dankos Laboratories 24/04/2002 31/03/2003
47 MERK Merck Indonesia 22/03/2002 22/03/2003
48 TSPC Tempo Scan Pasific 26/04/2002 31/03/2003
49 CMPP Centris Multi Persada Pratama 30/04/2002 30/04/2002
50 SMDR Samudra Indonesia 29/04/2002 01/04/2003
51 TLKM Telekomunikasi Indonesia 03/04/2002 03/04/2003
52 BHIT Bhakti Investama 03/04/2002 03/04/2003
Return dan PER
NO KODE RETURN PER
1 AALI -.00101 15.64
2 PTRO .00033 1.35
3 AQUA -.00128 9.59
4 MLBI -.00043 3.89
5 BATI .00019 3.67
6 GGRM -.00129 7.97
7 PBRX -.00176 4.03
8 BATA -.00167 2.87
9 LTLS -.00328 3.82
10 DPNS -.00273 4.67
11 EKAD -.00023 3.37
12 DYNA .00078 4.43
13 IGAR .00074 8.50
14 SMSM -.00045 8.56
15 TURI -.00082 3.95
16 MRAT -.00383 3.68
17 UNVR -.00067 14.07
18 BLTA -.00125 8.07
19 RIGS -.00037 1.79
20 ISAT -.00189 6.74
21 RALS -.00194 11.70
22 TGKA -.00120 7.69
23 ASBI -.00183 3.80
24 ASDM -.00183 1.70
25 ASRM -.00036 2.66
26 MREI .00038 1.29
27 POOL .00000 8.03
28 ANTM -.00070 2.75
29 DLTA -.00061 2.73
30 FAST .00152 13.35
31 INDF -.00070 7.67
32 HMSP -.00142 15.07
33 ERTX -.00278 6.28
34 INCI -.00141 2.31
35 LION .00078 2.66
36 TBMS .00013 3.79
37 KOMI .00056 5.62
38 IKBI -.00052 13.93
39 SCCO .00042 15.25
40 MTDL -.00380 2.25
41 AUTO -.00186 3.59
42 GDYR .00005 17.13
43 HEXA -.00203 1.36
44 INTA -.00124 2.86
45 BYSB .00117 19.00
46 DNKS -.00203 6.96
47 MERK -.00041 4.17
48 TSPC -.00070 4.31
49 CMPP .00048 6.05
50 SMDR -.00164 5.47
51 TLKM -.00013 7.59
52 BHIT .00035 13.98
PER dan Faktor Fundamental
NO KODE PER DPO GROWTH RISK BV Res_1 Abs u Res_2
1 PTRO 1.35 17.46 602.8402 414.6714 5275 -3.26687 3.26687 .87518
2 AQUA 9.59 17.13 2435.931 1171.374 12528 4.80040 4.80040 2.24054
3 MLBI 3.89 82.61 4142.533 1232.217 13855 -2.89655 2.89655 .56476
4 BATI 3.67 46.55 1234.408 424.0531 6109 -1.87476 1.87476 -.47515
5 GGRM 7.97 27.65 1143.855 52.36729 4261 4.16932 4.16932 2.41670
6 PBRX 4.03 21.22 205.6535 25.57994 795 -.28641 .28641 -1.72452
7 BATA 2.87 30.72 4517.560 577.0878 10903 .50842 .50842 -.34236
8 LTLS 3.82 24.69 40.93764 17.32051 500 -.78953 .78953 -1.31617
9 DPNS 4.67 29.18 144.6458 86.55827 876 -.24292 .24292 -1.93745
10 EKAD 3.37 67.35 171.5436 81.98984 1040 -3.38848 3.38848 .89650
11 DYNA 4.43 45.19 101.8061 7.81025 838 -1.10371 1.10371 -1.14840
12 IGAR 8.50 26.15 35.30348 150.8078 100 3.44526 3.44526 1.19836
13 SMSM 8.56 42.78 194.7716 37.63420 1275 3.16158 3.16158 .92730
14 TURI 3.95 19.32 70.91267 17.89786 260 -.38402 .38402 -1.64990
15 UNVR 14.07 30.11 2053.039 3390.541 2265 2.03315 2.03315 -2.76765
16 BLTA 8.07 5.68 151.7846 120.2373 2109 4.29683 4.29683 2.22680
17 RIGS 1.79 29.51 1426.616 713.1832 7542 -3.44767 3.44767 .96714 18 ISAT 6.74 40.00 1507.627 95.19629 10372 2.80200 2.80200 .81366
19 RALS 11.70 44.00 184.4788 40.10403 840 6.20537 6.20537 3.97243
20 TGKA 7.69 115.37 320.2345 169.0158 3575 -1.42845 1.42845 -1.60068
21 ASDM 1.70 14.46 247.4728 75.74519 1858 -2.32843 2.32843 .29444
22 ASRM 2.66 24.35 225.7501 85.86035 1464 -1.92006 1.92006 -.20224
23 MREI 1.29 23.83 52.59981 44.41096 846 -3.32169 3.32169 1.18448
24 POOL 8.03 25.70 139.9104 126.4292 1410 3.20744 3.20744 .98666
25 ANTM 2.75 32.26 258.1085 64.86139 1560 -2.13612 2.13612 -.01768
26 DLTA 2.73 14.36 2772.110 707.6386 16027 -.27552 .27552 -1.74087
27 INDF 7.67 30.67 164.3144 395.8118 389 1.86638 1.86638 -.62768
28 INCI 2.31 28.58 189.6953 13.00000 1107 -2.33441 2.33441 .25197
29 LION 2.66 26.61 198.3675 48.52147 1649 -1.94644 1.94644 -.17774
30 TBMS 3.79 9.47 473.8466 427.5898 4874 -.58624 .58624 -1.80212
31 KOMI 5.62 27.24 255.8416 118.7322 1441 .83354 .83354 -1.33165
32 SCCO 15.25 45.75 508.0431 1183.186 969 6.93978 6.93978 3.62484
33 MTDL 2.25 20.58 62.90698 12.22020 156 -2.14283 2.14283 .10484
34 AUTO 3.59 0.19 218.0146 100.7588 1106 .14146 .14146 -1.78003
35 HEXA 1.36 0.35 903.7149 2001.310 1832 -6.49341 6.49341 2.85159
36 INTA 2.86 9.14 112.6762 260.1641 652 -1.55226 1.55226 -.65249
37 MERK 4.17 31.77 1787.424 784.8930 5692 -1.17605 1.17605 -1.12448
38 CMPP 6.05 40.36 27.54538 19.97498 1932 .71907 .71907 -1.59468
39 SMDR 5.47 23.84 802.9195 615.2758 5745 .19282 .19282 -2.38428
Regression Return dengan PER
Descriptive Statistics
-,0008500 ,0012154 52
6.6088 4.6739 52
RETURN PER
Mean Std. Deviation N
Correlations
1.000 .288
.288 1.000
. .019 Pearson Correlation
Sig. (1-tailed)
N
RETURN PER
Model Summaryb
.288a .083 .065 ,0011754 1.527
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-W atson
Predictors: (Constant), PER a.
Dependent Variable: RETURN b.
ANOVAb
,0000063 1 ,0000063 4.528 .038a
,0000691 50 ,0000014
,0000753 51
Regression
Squares df Mean Square F Sig.
Predictors: (Constant), PER a.
Dependent Variable: RETURN b.
Coefficientsa
-,00135 .000 -4.735 .000
,00007 .000 .288 2.128 .038
(Constant) PER Model 1
B Std. Error
Unstandardized
Dependent Variable: RETURN a.
Residuals Statisticsa
-,0012 ,00008 -,00085 ,00035 52
-,0028 ,00192 ,00000 ,00116 52
-1.138 2.651 .000 1.000 52
-2.348 1.637 .000 .990 52
Predicted Value Residual
Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: RETURN a.
Regression Standardized Residual
Dependent Variable: RETURN
Frequency
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: RETURN
Observed Cum Prob
1.00 .75
.50 .25 0.00
Expected Cum Prob
1.00
.75
.50
.25
0.00
Explore
Case Processing Summary
52 100.0% 0 .0% 52 100.0%
Unstandardized Residual
N Percent N Percent N Percent
Valid Missing Total
Cases
Descriptives
2.126704E-19 1.61E-04
-,0003240
-.371 .330
-.356 .650
Mean
Lower Bound Upper Bound 95% Confidence
Interval for Mean
5% Trimmed Mean Median
Variance Std. Deviation Minimum Maximum Range
Interquartile Range Skewness
Kurtosis Unstandardized Residual
Statistic Std. Error
Tests of Normality
.087 52 .200*
Unstandardized Residual
Statistic df Sig.
Kolmogorov-Smirnova
This is a lower bound of the true significance. *.
Lilliefors Significance Correction a.
Unstandardized Residual
Unstandardized Residual
.00200 Mean = 0.00000
N = 52.00
Normal Q-Q Plot of Unstandardized Residual
Observed Value
.003
Expected Normal
3
Detrended Normal Q-Q Plot of Unstandardized Residual
Observed Value
.002
Dev from Normal
.3
Regression PER dengan Faktor Fundamental
Descriptive Statistics
5.2036 3.4159 39
30.5687 21.3175 39
771.4806 1095.1473253 39
408.0008 660.0243942 39
3487.87 4110.11 39
PER DPO GROWTH RISK BV
Mean Std. Deviation N
Correlations
1.000 .246 .006 .350 -.086
.246 1.000 .159 -.029 .134
.006 .159 1.000 .513 .864
.350 -.029 .513 1.000 .294
-.086 .134 .864 .294 1.000
. .066 .485 .014 .301 Pearson Correlation
Sig. (1-tailed)
N
PER DPO GROWTH RISK BV
Variables Entered/Removedb
BV, DPO, RISK,
GROWTHa
. Enter
Removed Method
All requested variables entered. a.
Dependent Variable: PER b.
Model Summaryb
.506a .256 .169 3.1142 2.165 Model
1
R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-W atson
Predictors: (Constant), BV, DPO, RISK, GROWTH a.
Dependent Variable: PER b.
ANOVAb
113.667 4 28.417 2.930 .035a
329.733 34 9.698
443.400 38
Regression
Squares df Mean Square F Sig.
Predictors: (Constant), BV, DPO, RISK, GROWTH a.
Dependent Variable: PER b.
Coefficientsa
3.401 1.008 3.374 .002
.0494 .024 .308 2.038 .049 .955 1.047
-.0008 .001 -.250 -.711 .482 .176 5.674
.0026 .001 .505 2.726 .010 .637 1.570
-.00005 .000 -.059 -.189 .851 .223 4.490
(Constant)
B Std. Error
Unstandardize dCoefficients
Beta Standardi
zed Coefficien
ts
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: PER
a.
Residuals Statisticsa
2.3616 12.0368 5.2036 1.7295 39
-6.4934 6.9398 1.025E-16 2.9457 39
-1.643 3.951 .000 1.000 39
-2.085 2.228 .000 .946 39
Predicted Value Residual
Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: PER a.
Regression Standardized Residual 2.00
Dependent Variable: PER
Frequency
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: PER
Observed Cum Prob
1.00 .75 .50 .25 0.00
Expected Cum Prob
1.00
.75
.50
.25
0.00
Regression Heteroskedastisitas
Descriptive Statistics
2.3242468 1.7699994 39
30.5687 21.3175 39
771.4806 1095.1473253 39
408.0008 660.0243942 39
3487.87 4110.11 39
ABSU DPO GROWTH RISK BV
Mean Std. Deviation N
Correlations
1.000 .052 -.016 .262 -.047
.052 1.000 .159 -.029 .134
-.016 .159 1.000 .513 .864
.262 -.029 .513 1.000 .294
-.047 .134 .864 .294 1.000
. .377 .463 .054 .388 Pearson Correlation
Sig. (1-tailed)
N
ABSU DPO GROWTH RISK BV
Variables Entered/Removed b
BV, DPO, RISK,
GROWTH a
. Enter
Removed Method
All requested variables entered. a.
Dependent Variable: ABSU b.
Model Summaryb
.333a .111 .006 1.7645270 2.059
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-W atson
Predictors: (Constant), BV, DPO, RISK, GROWTH a.
Dependent Variable: ABSU b.
ANOVAb
13.189 4 3.297 1.059 .392a
105.861 34 3.114
119.050 38
Regression
Squares df Mean Square F Sig.
Predictors: (Constant), BV, DPO, RISK, GROWTH a.
Dependent Variable: ABSU b.
Coefficientsa
1.877 .571 3.287 .002
,00847 .014 .102 .617 .542 .955 1.047
-,00053 .001 -.330 -.856 .398 .176 5.674
,00108 .001 .402 1.986 .055 .637 1.570
,000046 .000 .106 .309 .759 .223 4.490
(Constant)
B Std. Error
Unstandardized
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: ABSU a.
Collinearity Diagnosticsa
Index (Constant) DPO GROWTH RISK BV
Variance Proportions
Dependent Variable: ABSU a.
Residuals Statisticsa
.8507727 4.8008051 2.3242468 .5891392 39
-2.76765 3.9724343 -6.1E-16 1.6690755 39
-2.501 4.204 .000 1.000 39
-1.568 2.251 .000 .946 39
Predicted Value Residual
Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: ABSU a.
Regression Standardized Residual
2.25
Dependent Variable: ABSU
Frequency
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: ABSU
Observed Cum Prob
1.00 .75
.50 .25 0.00
Expected Cum Prob
1.00
.75
.50
.25
0.00
Explore
Case Processing Summary
39 75.0% 13 25.0% 52 100.0%
Unstandardized Residual
N Percent N Percent N Percent
Valid Missing Total
Cases
Descriptives
-6.7E-16 .2672660 -.5410517
.556 .378
-.258 .741
Mean
Lower Bound Upper Bound 95% Confidence
Interval for Mean
5% Trimmed Mean Median
Variance Std. Deviation Minimum Maximum Range
Interquartile Range Skewness
Kurtosis Unstandardized Residual
Statistic Std. Error
Extreme Values
19 3.97243
32 3.62484
35 2.85159
5 2.41670
2 2.24054
15 -2.76765
39 -2.38428
9 -1.93745
30 -1.80212
34 -1.78003
1 Unstandardized Residual
Case Number Value
Tests of Normality
.109 39 .200* .951 39 .153
Unstandardized Residual
Statistic df Sig. Statistic df Sig.
Kolmogorov-Smirnova Shapiro-Wilk
This is a lower bound of the true significance. *.
Lilliefors Significance Correction a.
Unstandardized Residual
Normal Q-Q Plot of Unstandardized Residual
Observed Value
6 4
2 0
-2 -4
Expected Normal
3
2
1
0
-1
-2
-3
Detrended Normal Q-Q Plot of Unstandardized Residual
Observed Value
5 4
3 2
1 0
-1 -2
-3
Dev from Normal
.6
.4
.2
0.0
-.2
-.4
39 N =
Unstandardized Resid 6
4
2
0
-2
EPS PER DPO Book Value
EPS's
Growth Risk
Kode 1999 2000 2001 2001 2001 2001 1999-2001 1999-2001
PTRO 553 346 1145 1.35 17.46 5275 602.8402 414.6714 AQUA 1356 2922 3648 9.59 17.13 12528 2435.931 1171.374 MLBI 2958 4448 5403 3.89 82.61 13855 4142.533 1232.217 BATI 1257 871 1718 3.67 46.55 6109 1234.408 424.0531 GGRM 1183 1166 1085 7.97 27.65 4261 1143.855 52.36729 PBRX 189 195 236 4.03 21.22 795 205.6535 25.57994 BATA 3877 4871 4882 2.87 30.72 10903 4517.56 577.0878 LTLS 33 33 63 3.82 24.69 500 40.93764 17.32051 DPNS 255 138 86 4.67 29.18 876 144.6458 86.55827 EKAD 277 136 134 3.37 67.35 1040 171.5436 81.98984 DYNA 97 98 111 4.43 45.19 838 101.8061 7.81025 IGAR 275 20 8 8.5 26.15 100 35.30348 150.8078 SMSM 155 227 210 8.56 42.78 1275 194.7716 37.6342 TURI 92 68 57 3.95 19.32 260 70.91267 17.89786 UNVR 6986 1066 1162 14.07 30.11 2265 2053.039 3390.541 BLTA 289 55 220 8.07 5.68 2109 151.7846 120.2373 RIGS 783 2189 1694 1.79 29.51 7542 1426.616 713.1832 ISAT 1540 1586 1403 6.74 40 10372 1507.627 95.19629 RALS 149 184 229 11.7 44 840 184.4788 40.10403 TGKA 347 182 520 7.69 115.37 3575 320.2345 169.0158 ASDM 338 236 190 1.7 14.46 1858 247.4728 75.74519 ASRM 222 158 328 2.66 24.35 1464 225.7501 85.86035 MREI 77 18 105 1.29 23.83 846 52.59981 44.41096 POOL 57 308 156 8.03 25.7 1410 139.9104 126.4292 ANTM 190 311 291 2.75 32.26 1560 258.1085 64.86139 DLTA 3561 2148 2785 2.73 14.36 16027 2772.11 707.6386 INDF 762 71 82 7.67 30.67 389 164.3144 395.8118 INCI 197 198 175 2.31 28.58 1107 189.6953 13 LION 147 236 225 2.66 26.61 1649 198.3675 48.52147 TBMS 259 389 1056 3.79 9.47 4874 473.8466 427.5898 KOMI 299 381 147 5.62 27.24 1441 255.8416 118.7322 SCCO 832 2388 66 15.25 45.75 969 508.0431 1183.186 MTDL 77 61 53 2.25 20.58 156 62.90698 12.2202 AUTO 214 142 341 3.59 0.19 1106 218.0146 100.7588 HEXA 3905 367 515 1.36 0.35 1832 903.7149 2001.31 INTA 508 32 88 2.86 9.14 652 112.6762 260.1641 MERK 1029 2204 2518 4.17 31.77 5692 1787.424 784.893 CMPP 11 38 50 6.05 40.36 1932 27.54538 19.97498 SMDR 1628 621 512 5.47 23.84 5745 802.9195 615.2758
