LAMPIRAN
Daftar Populasi dan Sampel Penelitian
No Kode Perusahaan
Kriteria Sam
pel
1 2 3 4 5
1 ADES PT Akasha Wira International Tbk. √ √ √ √ -
2 ADMG PT Polychem Indonesia Tbk. √ √ √ √ -
3 AKKU PT Alam Karya Unggul Tbk. √ √ √ - -
4 AKPI PT Argha Karya Prima Industry Tbk. √ √ √ √ -
5 ALKA PT Alakasa Industrindo Tbk. √ √ √ √ -
6 ALMI PT Alumindo Light Metal Industry Tbk. √ √ √ √ -
7 AMFG PT Asahimas Flat Glass Tbk. √ √ √ √ √ 1
8 APLI PT Asiaplast Industries Tbk. √ √ √ √ -
9 ALDO PT Alkindo Naratama Tbk. √ √ √ √ -
10 AISA PT Tiga Pilar Sejahtera Food Tbk. √ √ √ √ -
11 ALTO PT Tri Banyan Tirta Tbk. - - - - -
12 ARGO PT Argo Pantes Tbk. √ √ √ - -
13 ARNA PT Arwana Citramulia Tbk. - - - - -
14 ASII PT Astra International Tbk. √ √ √ √ -
15 AUTO PT Astra International Tbk. √ √ √ √ √ 2
16 BATA PT Sepatu Bata Tbk. √ √ √ √ -
18 BRNA PT Berlina Tbk. √ √ √ √ -
19 BRPT PT Barito Pacific Tbk. √ √ √ - -
20 BTON PT Betonjaya Manunggal Tbk. √ √ √ √ -
21 BUDI PT Budi Starch & Sweetener Tbk. √ √ √ √ -
22 CEKA PT Wilmar Cahaya Indonesia Tbk √ √ √ √ -
23 CNTX PT Century Textile Industry (CENTEX) Tbk. √ √ √ - -
24 CPIN PT Charoen Pokphand Indonesia Tbk. √ √ √ √ -
25 CTBN PT Citra Tubindo Tbk. √ √ √ √ -
26 DAVO PT Davomas Abadi Tbk. √ √ √ - -
27 DLTA PT Delta Djakarta Tbk. √ √ √ √ -
28 DNET PT Dyviacom Intrabumi Tbk. √ √ √ √ -
29 DPNS PT Duta Pertiwi Nusantara Tbk. √ √ √ - -
30 DVLA PT Duta Pertiwi Nusantara Tbk. √ √ √ √ -
31 ERTX PT Eratex Djaja Tbk. √ √ √ - -
32 ESTI PT Ever Shine Tex Tbk. √ √ √ - -
33 FASW PT Fajar Surya Wisesa Tbk. √ √ √ √ -
34 GDYR PT Goodyear Indonesia Tbk. √ √ √ √ √ 3
35 GGRM PT Gudang Garam Tbk. √ √ √ √ √ 4
36 GJTL PT Gajah Tunggal Tbk. √ √ √ √ √ 5
37 HEXA PT Hexindo Adiperkasa Tbk. √ √ √ √ -
39 ICBP PT Indofood Sukses Makmur Tbk. √ √ √ √ -
40 IGAR PT Champion Pacific Indonesia Tbk. √ √ √ √ -
41 IKAI PT Intikeramik Alamasri Industri Tbk. √ √ √ - -
42 IKBI PT Sumi Indo Kabel Tbk. √ √ √ - -
43 IMAS PT Indomobil Sukses Internasional Tbk. √ √ √ √ -
44 INAF PT Indofarma (Persero) Tbk. √ √ √ √ -
45 INAI PT Indal Aluminium Industry Tbk. √ √ √ √ -
46 INCI PT Intanwijaya Internasional Tbk. √ √ √ - -
47 INDF PT Indofood Sukses Makmur Tbk. √ √ √ √ -
48 INDR PT Indorama Synthetics Tbk. √ √ √ √ -
49 INDS PT Indospring Tbk. √ √ √ √ -
50 INRU PT Toba Pulp Lestari Tbk. √ √ √ - -
51 INTA PT Intraco Penta Tbk. √ √ √ √ -
52 INTP PT Indocement Tunggal Prakarsa Tbk. √ √ √ √ -
53 IPOL PT Indopoly Swakarsa Industry Tbk. √ √ √ √ -
54 JECC PT Jembo Cable Company Tbk. √ √ √ √ -
55 JPFA PT JAPFA Tbk. √ √ √ √ -
56 KAEF PT Kimia Farma (Persero) Tbk. √ √ √ √ -
57 KBLI PT KMI Wire and Cable Tbk. √ √ √ √ -
58 KBLM PT Kabelindo Murni Tbk. √ √ √ √ √ 6
60 KBRI PT Kertas Basuki Rachmat Indonesia Tbk. √ √ √ - -
61 KDSI PT Kedawung Setia Industrial Tbk. √ √ √ √ -
62 KICI PT Kedaung Indah Can Tbk. √ √ √ √ -
63 KLBF PT Kalbe Farma Tbk. √ √ √ √ -
64 LMPI PT Kalbe Farma Tbk. √ √ √ √ -
65 LPIN PT Multi Prima Sejahtera Tbk. √ √ √ √ -
66 MAIN PT Malindo Feedmill Tbk. √ √ √ √ -
67 MASA PT Multistrada Arah Sarana Tbk. √ √ √ √ -
68 MBTO PT Martina Berto Tbk. √ √ √ √ -
69 MERK PT Merck Tbk. - - - - -
70 MLBI PT Multi Bintang Indonesia Tbk. √ √ √ √ √ 7
71 MLIA PT Mulia Industrindo Tbk. √ √ √ - -
72 MRAT PT Mustika Ratu Tbk. √ √ √ √ -
73 MYOR PT Mayora Indah Tbk. √ √ √ √ -
74 NIPS PT Nipress Tbk. √ √ √ √ -
75 PICO PT Pelangi Indah Canindo Tbk. √ √ √ √ -
76 POLY PT Asia Pacific Fibers Tbk. √ √ √ - -
77 PRAS PT Prima Alloy Steel Universal Tbk. √ √ √ √ -
78 PSDN PT Prasidha Aneka Niaga Tbk. √ √ √ √ -
79 PTS PT Prasidha Aneka Niaga Tbk. √ √ √ - -
81 RDTX PT Roda Vivatex Tbk. √ √ √ √ -
82 RICY PT Ricky Putra Globalindo Tbk. √ √ √ √ -
83 RMBA PT Bentoel Internasional Investama Tbk. √ √ √ - -
84 ROTI PT Nippon Indosari Corpindo Tbk. √ √ √ √ -
85 SCCO PT Supreme Cable Manufacturing & Commerce Tbk. √ √ √ √ √ 8
86 SCPI PT Merck Sharp & Dohme Indonesia Tbk. √ √ √ - -
87 SIPD PT Sierad Produce Tbk. √ √ √ √ -
88 SKBM PT Sekar Bumi Tbk. - - - - -
89 SKLT PT Sekar Laut Tbk. √ √ √ √ -
90 SMBR PT Semen Baturaja (Persero) Tbk. √ √ √ √ -
91 SMCB PT Holcim Indonesia Tbk. √ √ √ √ √ 9
92 SMGR PT Semen Indonesia (Persero) Tbk. √ √ √ √ -
93 SMSM PT Selamat Sempurna Tbk. √ √ √ √ -
94 SOBI PT Sorini Agro Asia Corporindo Tbk. √ √ √ - -
95 SPMA PT Suparma Tbk. √ √ √ √ -
96 STTP PT Siantar Top Tbk. √ √ √ √ -
97 SULI PT SLJ Global Tbk. √ √ √ - -
98 TCID PT Mandom Indonesia Tbk. √ √ √ √ √ 10
99 TIRA PT Tira Austenite Tbk. √ √ √ √ -
100 TIRT PT Tirta Mahakam Resources Tbk. √ √ √ - -
102 TPIA PT Chandra Asri Petrochemical Tbk. √ √ √ - -
103 TSPC PT Tempo Scan Pacific Tbk. √ √ √ √ √ 11
104 ULTJ PT Ultrajaya Milk Industry & Trading Company Tbk. √ √ √ √ -
105 UNVR PT Unilever Indonesia Tbk. √ √ √ √ -
106 VOKS PT Voksel Electric Tbk. √ √ √ √ -
107 WIIM Wismilak Inti Makmur Tbk. √ √ √ √ -
Data Arus Kas Tahun 2010 – 2012
NO KODE 2010
Rp ( Rupiah )
2011 Rp ( Rupiah )
2012 Rp ( Rupiah )
1 AMFG 541.102.000.000 586.851.000.000 648.021.000.000
2 AUTO 485.564.000.000 365.399.000.000 651.750.000.000
3 GDYR 12.513.738.000 12.720.231.000 8.723.246.000
4 GGRM 1.249.249.000 1.094.895.000 571.449.000.000
5 GJTL 843.368.000.000 586.720.000.000 904.547.000.000
6 KBLM 16.419.138.784 14.993.308.349 7.320.204.639
7 MLBI 206.585.000.000 248.409.000.000 99.129.000.000
8 SCCO 101.232.899.220 289.192.960.770 260.477.920.280
9 SMCB 1.070.427.000 1.127.482.000 555.785.000.000
10 TCID 129.104.545.843 89.862.335.910 134.940.399.040
Data Return On Equity (ROE) Tahun 2010 – 2012
Data Nilai Perusahaan Tahun 2010-2012
NO KODE 2010
1 AMFG 18.117.772.624 23.893.298.121 11.504.608.591
2 AUTO 18.005.241.349 20.638.006.298 19.083.450.141
3 GDYR 8.595.504.810 7.940.435.577 7.183.605.750
4 GGRM 427.514.042.418 505.166.266.979 1.038.814.574.376
5 GJTL 355.892.644.528 243.766.133.733 134.039.516.560
7 MLBI 421.345.853.235 162.728.578.958 684.701.672.838
8 SCCO 1.940.303.452 8.586.715.189 2.884.477.137
9 SMCB 258.628.229.323 152.430.522.989 210.887.787.177
10 TCID 54.796.963.516 939.601.581 6.731.957.349
11 TSPC 19.476.025.102 15.246.638.544 34.222.155.293
Data Harga Saham Tahun 2010-2012
NO KODE 2010
Rp ( Rupiah )
2011 Rp ( Rupiah )
2012 Rp ( Rupiah )
1 AMFG 3,701 6,704 7,174
2 AUTO 2,041 2,907 3,686
3 GDYR 11,417 9,530 12,474
4 GGRM 33,388 36,170 58,354
5 GJTL 1,349 2,633 2,648
6 KBLM 115 107 140
7 MLBI 166,606 286,544 605,448
8 SCCO 1,449 2,088 4,124
9 SMCB 2,001 1,884 2,719
10 TCID 61,556 7,295 9,039
Statistik Deskriptif Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
NilaiPerusahaan 33 105652095 1038814574376 147776877492.58 238168127231.884
ArusKasBersih 33 1070427000 1651451019395 352678487994.79 429067672580.389
ROE 33 1.71 137.46 24.8842 28.29646
Hasil Uji Normalitas One-Sample Kolmogorov-Smirnov Test
NilaiPerusahaan ArusKasBersih ROE
Unstandardized Residual
N 33 33 33 33
Normal Parameters(a,b) Mean 147776877492.58 352678487994.79 24.8842 -.0000180
Std. Deviation
238168127231.884 429067672580.389 28.29646 215216237707.92920 000 Most Extreme
Differences
Absolute
.289 .206 .367 .266
Positive .289 .179 .367 .266
Negative -.268 -.206 -.212 -.214
Kolmogorov-Smirnov Z 1.662 1.185 2.110 1.530
Asymp. Sig. (2-tailed) .008 .121 .000 .019
a Test distribution is Normal. b Calculated from data.
Regression Standardized Residual
4
Dependent Variable: NilaiPerusahaan
Mean =-6.25E-17 Std. Dev. =0.968
Observed Cum Prob
1.0 0.8
0.6 0.4
0.2 0.0
Expect
ed
Cum
Prob
1.0
0.8
0.6
0.4
0.2
0.0
Normal P-P Plot of Regression Standardized Residual
Hasil Uji Multikolinearitas
1 (Constant) 598149952
26.346
6202682
6025.494 .964 .343
ArusKasBersih -.005 .092 -.008 -.051 .960 .998 1.002
ROE 360094182
8.416
1390231
823.297 .428 2.590 .015 .998 1.002
Regression Standardized Predicted Value
4
Hasil Uji Heterokedastisitas Coefficients(a)
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) 142024810
273.874
455404419
80.047 3.119 .004
ArusKasBersih .005 .067 .014 .077 .939
ROE 22587113.2
70
102155381
2.012 .004 .022 .983
Hasil Uji Autokorelasi
Model Summary(b
a
Predictors: (Constant), ROE, ArusKasBersih b Dependent Variable: NilaiPerusahaan
Analisis Hasil Regresi Coefficients(a)
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 601825369
65.046
ROE 358442197
8.087
139435250
4.766
.425 2.571 .015 .998 1.002
a Dependent Variable: NilaiPerusahaan
Hasil Analisis Koefisien Korelasi dan Koefisien Determinasi Model Summary(b)
Model R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-Watson 1
.426(a) .181 .127 222579717886.
939 1.975
a Predictors: (Constant), ROE, ArusKasBersih
b Dependent Variable: NilaiPerusahaan
Model R R Square
Adjusted R Square
Std. Error of
the Estimate Durbin-Watson 1
.426(a) .181 .127 222579717886.
Hasil Uji t Coefficients(a)
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 60182536
965.046
62159651
891.416 .968 .341
ArusKasBer
sih -.004 .092 -.008 -.049 .961 .998 1.002
ROE 35844219
78.087
13943525
04.766 .425 2.571 .015 .998 1.002
Hasil Uji F ANOVA(b)
Model
Sum of
Squares Df Mean Square F Sig.
1 Regression 3289178940
9243720000 0000.000
2
1644589470462 18600000000.0 00
3.320 .050(a)
Residual 1486251924 4388800000 00000.000
30
4954173081462 9300000000.00 0
Total 1815169818
5313170000 00000.000
32