LAMPIRAN
Lampiran 1
Sampel Perusahaan yang Melakukan Bond Rating
No Kode Emiten Tanggal
Pengumuman
Peringkat Bond Rating 1 IDKM Indosiar Karya Media Tbk 03 Juli 2008 BB+
2 ASGR Astra Graphia Tbk 25 Juli 2008 A
3 MNCN Media Nusantara Citra Tbk 23 Oktober 2009 A 4 BUVA Bukit Uluwatu Villa Tbk 07 November 2011 BBB+
5 LTLS Lautan Luas 15 Februari 2012 A-
6 MPPA Matahari Putra Prima Tbk 14 Maret 2012 A+ 7 SCMA Surya Citra Media Tbk 05 April 2012 A+ 8 BMTR Global Mediacom Tbk 05 Juli 2012 A+ 9 INTA Intraco Penta Tbk 03 Agustus 2012 A 10 MAPI Mitra Adiperkasa Tbk 13 November 2012 AA- 11 AKRA Akr Corporindo Tbk 19 November 2012 AA- 12 PJAA Pembangunan Jaya Ancol 26 November 2012 A-
Lampiran 2
Harga dan Volume Perdagangan Saham Sektor Perdagangan, Jasa dan Investasi Sebelum dan Sesudah Pengumuman Bond Rating
IDKM
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 70.00 70.00 0 257,5
2 75.00 62.00 250 0
3 77.00 67.00 70 75
4 69.00 68.00 0 1,190,000
5 71.00 67.00 237,5 300
6 72.00 61.00 0 0
7 80.00 59.00 5 0
8 70.00 61.00 0 290
9 63.00 60.00 0 0
10 73.00 61.00 12,5 1,140,000
11 72.00 61.00 0 300
13 76.00 66.00 645 37,5
14 77.00 66.00 775 2,5
15 76.00 61.00 0 0
16 75.00 67.00 0 1,100,000
17 74.00 63.00 0 1,525,000
18 77.00 67.00 1,250,000 502,5
19 77.00 68.00 900 50
20 76.00 68.00 500 43,25
ASGR
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 450.00 295.00 886,5 1,822,500
2 440.00 310.00 310,5 624,5
3 435.00 350.00 656,5 239
4 420.00 355.00 189 466
5 425.00 375.00 673,5 69,5
6 430.00 390.00 310 194
7 440.00 390.00 286,5 328,5
8 445.00 410.00 284,5 362,5
9 460.00 415.00 593,5 445
10 455.00 420.00 1,323,000 246
11 445.00 415.00 943 14
12 450.00 415.00 594 122
13 445.00 420.00 687,5 545,5
14 455.00 420.00 543 248,5
15 460.00 415.00 262,5 81,5
16 455.00 415.00 1,459,000 5
17 480.00 415.00 107 75,5
18 500.00 415.00 265 457
19 500.00 405.00 287 326
MNCN
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 235.00 225.00 25,883,500 24,911,000
2 235.00 225.00 10,571,000 17,134,000
3 250.00 230.00 8,569,000 54,961,500
4 255.00 235.00 18,746,000 95,065,000
5 265.00 196.00 1,486,500 2,529,500
6 265.00 196.00 9,868,500 6,962,500
7 270.00 200.00 4,101,500 25,019,000
8 270.00 200.00 4,189,500 2,267,000
9 270.00 215.00 2,900,500 3,465,500
10 265.00 210.00 1,486,000 4,337,000
11 270.00 205.00 3,641,000 2,236,000
12 265.00 215.00 7,187,500 9,198,000
13 275.00 205.00 1,198,500 7,187,000
14 270.00 205.00 2,762,000 3,493,500
15 210.00 16,329,000
16 280.00 205.00 4,704,500 7,962,000
17 280.00 198.00 12,492,500 8,816,500
18 280.00 210.00 2,201,500 27,769,000
19 280.00 220.00 23,196,000 4,251,000
20 280.00 225.00 21,176,000 5,200,00
BUVA
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 415.00 395.00 1,397,500 184,5
2 415.00 395.00 529,5 0
3 415.00 395.00 1,290,500 282,5
4 415.00 400.00 172,5 246,5
5 420.00 395.00 2,984,500 141
6 430.00 395.00 4,496,500 658,5
7 410.00 390.00 570 181
8 420.00 390.00 190 103
9 425.00 395.00 1,150,500 200,5
11 405.00 390.00 92,5 189
12 410.00 400.00 3,071,000 167
13 410.00 405.00 1,802,000 266
14 410.00 400.00 3 364,5
15 400.00 405.00 24,5 836
16 410.00 405.00 70 252,5
17 400.00 400.00 36,5 343
18 390.00 415.00 179 1,174,500
19 380.00 415.00 6,5 784,5
20 385.00 405.00 3,5 3,5
LTLS
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 880.00 860.00 327 230,5
2 880.00 860.00 175,5 948,5
3 880.00 860.00 146,5 90
4 890.00 850.00 589 307,5
5 890.00 850.00 1,361,500 878
6 880.00 850.00 2,477,000 766
7 890.00 860.00 584 358
8 890.00 870.00 1,374,500 633,5
9 900.00 850.00 905,5 474
10 910.00 870.00 772,5 263
11 910.00 870.00 862 319,5
12 920.00 850.00 1,232,500 195,5
13 940.00 870.00 1,259,000 469,5
14 940.00 890.00 1,667,500 883
15 1,000.00 910.00 14,309,500 2,077,000
16 1,040.00 930.00 112,265,500 4,223,000
17 930.00 890.00 79,071,000 406,5
18 930.00 890.00 0 342,5
19 920.00 880.00 1,289,500 601,5
MPPA
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 1,760.00 1,660.00 8,177,000 2,079,500
2 1,760.00 1,640.00 0 4,692,000
3 1,760.00 1,680.00 4,886,500 2,773,000
4 1,760.00 1,730.00 3,223,000 1,339,000
5 1,770.00 1,730.00 8,660,500 7,398,000
6 1,780.00 1,810.00 6,119,000 1,454,000
7 1,780.00 1,810.00 6,043,000 1,454,000
8 1,780.00 1,860.00 9,156,500 2,903,500
9 1,800.00 1,820.00 5,015,000 0
10 1,780.00 1,820.00 21,788,500 6,721,000
11 1,760.00 1,890.00 77,587,500 1,754,500
12 1,670.00 1,890.00 14,221,500 1,881,500
13 1,700.00 1,910.00 15,667,500 5,759,000
14 1,780.00 1,880.00 0 6,126,500
15 1,780.00 1,870.00 4,031,500 25,547,500
16 1,800.00 1,810.00 20,936,500 5,491,000
17 1,790.00 1,810.00 15,018,500 8,297,500
18 1,860.00 1,780.00 6,393,500 6,433,000
19 1,870.00 1,830.00 18,162,000 11,350,500
20 1,880.00 1,870.00 8,445,000 7,533,000
SCMA
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 1,650.00 1,680.00 30 5,882,500
2 1,680.00 1,680.00 0 5
3 1,680.00 1,700.00 20 197,5
4 1,610.00 1,700.00 2,792,500 1,337,500
5 1,700.00 1,680.00 6,562,500 480
6 1,720.00 1,680.00 22,5 1,007,500
8 1,720.00 1,640.00 112,5 637,5
9 1,710.00 1,640.00 0 2,267,500
10 1,710.00 1,650.00 135 47,5
11 1,710.00 1,650.00 175 210
12 1,720.00 1,630.00 327,5 1,080,000
13 1,740.00 1,620.00 490 225
14 1,760.00 1,600.00 420 492,5
15 1,730.00 1,630.00 305 12,5
16 1,730.00 1,630.00 262,5 12,5
17 1,710.00 1,630.00 125 77,5
18 1,710.00 1,640.00 172,5 12,5
19 1,760.00 1,640.00 365 0
20 1,740.00 1,630.00 94,5 65,5
BMTR
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 1,650.00 1,750.00 19,661,000 12,674,500
2 1,600.00 1,740.00 27,631,500 20,984,500
3 1,540.00 1,740.00 30,875,000 18,887,000
4 1,520.00 1,730.00 18,059,500 16,767,500
5 1,480.00 1,740.00 17,561,000 10,589,500
6 1,510.00 1,750.00 20,474,500 13,711,500
7 1,480.00 1,740.00 8,799,500 26,299,500
8 1,480.00 1,730.00 9,061,000 24,637,500
9 1,480.00 1,740.00 6,447,500 32,894,000
10 1,490.00 1,700.00 22,166,000 26,179,000
11 1,510.00 1,690.00 38,756,500 44,963,000
12 1,510.00 1,650.00 49,269,500 20,439,000
13 1,430.00 1,640.00 50,360,000 25,868,500
14 1,330.00 1,600.00 11,211,000 26,419,500
15 1,320.00 1,560.00 46,598,500 38,221,500
16 1,360.00 1,520.00 45,329,500 23,954,500
17 1,290.00 1,510.00 12,312,000 18,343,500
18 1,300.00 1,560.00 29,976,000 24,149,500
19 1,280.00 1,650.00 17,436,500 18,799,000
INTA
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 680.00 600.00 6,498,500 5,813,500
2 690.00 610.00 7,339,500 8,361,000
3 700.00 630.00 12,663,000 11,057,000
4 710.00 640.00 3,117,000 3,049,000
5 710.00 640.00 3,818,500 6,112,500
6 690.00 640.00 2,648,500 3,855,500
7 700.00 640.00 1,344,000 0
8 700.00 640.00 9,422,500 0
9 700.00 640.00 4,538,500 0
10 720.00 640.00 5,147,500 0
11 730.00 640.00 6,571,500 4,529,000
12 730.00 640.00 13,232,000 5,910,500
13 730.00 660.00 26,034,500 2,300,000
14 700.00 650.00 4,950,500 9,233,000
15 710.00 660.00 5,824,000 4,530,000
16 720.00 670.00 6,243,500 7,605,000
17 730.00 680.00 4,971,000 12,262,000
18 740.00 670.00 10,844,500 6,021,000
19 730.00 680.00 4,245,500 8,707,000
20 700.00 650.00 4,950,500 9,233,000
MAPI
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 6,600.00 6,700.00 3,362,000 4,147,500
2 6,500.00 6,850.00 1,445,500 2,626,500
3 6,500.00 7,000.00 8,257,500 1,720,000
5 6,150.00 7,250.00 7,377,000 2,393,500
6 6,050.00 7,200.00 6,845,500 3,602,000
7 6,250.00 7,150.00 9,825,500 3,661,000
8 6,400.00 7,100.00 3,756,500 1,927,500
9 6,550.00 7,000.00 1,218,500 2,436,000
10 6,600.00 6,850.00 2,239,000 1,175,000
11 6,600.00 7,000.00 448 3,767,000
12 6,600.00 7,050.00 0 4,512,500
13 6,600.00 6,850.00 2,450,000 3,197,000
14 6,700.00 6,800.00 1,236,500 1,567,000
15 6,600.00 6,800.00 2,577,000 2,965,500
16 6,650.00 6,800.00 4,186,500 7,540,000
17 6,700.00 6,600.00 1,577,000 3,399,000
18 6,850.00 6,550.00 4,768,000 0
19 6,850.00 6,550.00 2,815,500 3,443,500
20 6,400.00 7,100.00 3,756,500 1,927,500
AKRA
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 4,625.00 4,000.00 0 3,950.67
2 4,625.00 4,175.00 8,543,500 4,123.51
3 4,675.00 4,275.00 11,105,500 4,222.27
4 4,625.00 4,175.00 17,175,500 4,123.51
5 4,550.00 4,200.00 9,094,500 4,148.20
6 4,450.00 4,175.00 4,254,000 4,123.51
7 4,450.00 4,200.00 13,734,500 4,148.20
8 4,350.00 4,175.00 8,258,500 4,123.51
9 4,325.00 4,200.00 6,559,500 4,148.20
10 4,350.00 4,175.00 7,418,500 4,123.51
11 4,400.00 4,300.00 10,709,500 4,246.97
12 4,450.00 4,300.00 6,107,500 4,246.97
13 4,475.00 4,250.00 5,771,500 4,197.58
14 4,475.00 4,375.00 9,512,500 4,321.04
15 4,450.00 4,375.00 0 4,321.04
16 4,450.00 4,350.00 10,107,500 4,296.35
17 4,450.00 4,400.00 12,074,500 4,345.73
19 4,475.00 4,425.00 6,231,000 4,370.42
20 4,475.00 4,250.00 5,771,500 4,197.58
PJAA
Harga Saham Volume Perdagangan Saham
No. Sebelum Sesudah Sebelum Sesudah
1 870.00 840.00 78 7,5
2 860.00 840.00 107,5 8
3 840.00 830.00 31 172
4 870.00 850.00 10,5 32,5
5 870.00 840.00 14,5 81,5
6 870.00 850.00 0 26
7 870.00 850.00 137,5 13,5
8 870.00 850.00 27 201
9 880.00 860.00 3,5 26
10 860.00 850.00 12 40
11 850.00 850.00 2 46
12 860.00 850.00 16,5 56,5
13 870.00 850.00 8,5 125,5
14 870.00 850.00 3,5 190
15 880.00 850.00 60,5 82
16 880.00 850.00 206 39
17 880.00 870.00 45 395
18 880.00 870.00 117 73,5
19 880.00 880.00 6,5 1,421,000
Lampiran 3 Hasil Analisis Regresi
Hasil Analisis Regresi Pengumuman Bond Rating Terhadap Volume Perdagangan Saham Sektor Perdagangan
Model Summaryb
Model Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .260 13.007 1 37 .001 .705
b. Dependent Variable: Bond Rating Sektor Perdagangan
ANOVAb
Model Sum of Squares Df Mean Square F Sig.
1 Regression 107.079 1 107.079 13.007 .001a
Residual 304.588 37 8.232
Total 411.667 38
a. Predictors: (Constant), Volume Perdagangan
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) .976 .799 1.222 .229
Volume Perdagangan .007 .002 .510 3.607 .001
a. Dependent Variable: Bond Rating Sektor Perdagangan
Hasil Analisis Regresi Pengumuman Bond Rating Terhadap Harga Saham Sektor Perdagangan
Model Summaryb
Model
R R Square
Adjusted R
Square
Std. Error of the
Estimate
1 .426a .182 .160 3.01616
a. Predictors: (Constant), Harga Saham Sektor Perdagangan
Model Summaryb
Model Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .182 8.443 1 38 .006 .349
b. Dependent Variable: Bond Rating Sektor Perdagangan
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 76.805 1 76.805 8.443 .006a
Residual 345.695 38 9.097
Total 422.500 39
a. Predictors: (Constant), Harga Saham Sektor Perdagangan
Hasil Analisis Regresi Pengumuman Bond Rating Terhadap Volume Perdagangan Saham Sektor Jasa
Model Summaryb
Model
R R Square
Adjusted R
Square
Std. Error of the
Estimate
1 .759a .577 .566 1.80241
a. Predictors: (Constant), Volume Jasa
b. Dependent Variable: Bond rating Sektor Jasa Coefficientsa
Model Unstandardized
Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) 43.154 13.742 3.140 .003
Harga Saham
Sektor
Perdagangan
-.009 .003 -.426 -2.906 .006
Model Summaryb
Model Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .577 51.760 1 38 .000 .946
b. Dependent Variable: Bond rating Sektor Jasa
ANOVAb
Model Sum of Squares Df Mean Square F Sig.
1 Regression 168.151 1 168.151 51.760 .000a
Residual 123.449 38 3.249
Total 291.600 39
a. Predictors: (Constant), Volume Jasa
b. Dependent Variable: Bond rating Sektor Jasa
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
T Sig.
B Std. Error Beta
1 (Constant) 1.142 .358 3.190 .003
Volume Jasa 2.953E-7 .000 .759 7.194 .000
Hasil Analisis Regresi Pengumuman Bond Rating Terhadap Harga Saham Sektor Jasa
Model Summaryb
Model
R R Square
Adjusted R
Square
Std. Error of the
Estimate
1 .924a .854 .850 1.05772
a. Predictors: (Constant), Harga Saham Sektor Jasa
b. Dependent Variable: Bond rating Sektor Jasa
Model Summaryb
Model Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .854 222.642 1 38 .000 .576
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 249.087 1 249.087 222.642 .000a
Residual 42.513 38 1.119
Total 291.600 39
a. Predictors: (Constant), Harga Saham Sektor Jasa
b. Dependent Variable: Bond rating Sektor Jasa
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -43.415 .358 -14.027 .000
Harga Saham
Sektor Jasa
.102 .000 .924 14.921 .000
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -43.415 .358 -14.027 .000
Harga Saham
Sektor Jasa
.102 .000 .924 14.921 .000
Hasil Analisis Regresi Pengumuman Bond Rating Terhadap Volume Perdagangan Saham
Sektor Investasi
Model Summaryb
Model
R R Square
Adjusted R
Square
Std. Error of the
Estimate
1 .537a .288 .267 2.51887
a. Predictors: (Constant), Volume Investasi
b. Dependent Variable: Bond Rating Sektor Investasi
Model Summaryb
Model Change Statistics
Durbin-Watson R Square
1 .288 13.365 1 33 .001 .361
b. Dependent Variable: Bond Rating Sektor Investasi
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 84.796 1 84.796 13.365 .001a
Residual 209.376 33 6.345
Total 294.171 34
a. Predictors: (Constant), Volume Investasi
b. Dependent Variable: Bond Rating Sektor Investasi
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) 50.752 12.858 3.947 .000
Volume Investasi -.011 .003 -.537 -3.656 .001
a. Dependent Variable: Bond Rating Sektor Investasi
Model
R R Square
Adjusted R
Square
Std. Error of the
Estimate
1 .926a .858 .854 1.12396
a. Predictors: (Constant), Harga Saham Sektor Investasi
b. Dependent Variable: Bond Rating Sektor Investasi
Hasil Analisis Regresi Pengumuman Bond Rating Terhadap Harga Saham Sektor Investasi
Model Summaryb
Model Change Statistics
Durbin-Watson R Square
Change F Change df1 df2 Sig. F Change
1 .858 199.863 1 33 .000 1.351
b. Dependent Variable: Bond Rating Sektor Investasi
Model Sum of Squares df Mean Square F Sig.
1 Regression 252.483 1 252.483 199.863 .000a
Residual 41.688 33 1.263
Total 294.171 34
a. Predictors: (Constant), Harga Saham Sektor Investasi
b. Dependent Variable: Bond Rating Sektor Investasi
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) 5.686 .233 24.371 .000
Harga Saham
Sektor Investasi
-3.671E-6 .000 -.926 -14.137 .000
