Lampiran 1
Daftar Sampel Penelitian
No Kode Nama Reksadana Tanggal
Diluncurkan
1 BIIDINA AXA Citradinamis 05-08-1997
2 NISP Abeerdeen Indonesia Equity Fund 27-12-2007
3 000D1B BNI-AM Dana Berkembang 01-10-1996
4 0089763 BNP Paribas Ekuitas 16-01-2001
5 FOIP BNP Paribas Infrastruktur Plus 08-03-2007
6 MPPESON BNP Paribas Pesona 10-10-1997
7 FOSL BNP Paribas Solaris 15-05-2008
8 BAM SAH Batavia Dana Saham 16-12-1996
9 0086769 Batavia Dana Saham Optimal 19-10-2006 10 009955623 CIMB-Principal Equity Aggresive 01-07-2005
11 00D42C Dana Ekuitas Andalan 12-02-2004
12 RDEP Dana Ekuitas Prima 13-02-2006
13 0094532 Dana Pratama Ekuitas 12-02-2004
14 00D78A Dana Pratama Equity 12-02-2010
15 RDMW Danareksa Mawar 17-07-1996
16 00D68B Emco Growth Fund 11-03-2008
17 00D68D Emco Mantap 11-05-2005
18 FIPF First State IndoEquity Peka Fund 08-01-2010 19 0085100 First State IndoEquity Value Select Fund 11-03-2008 20 035600048431 First State IndoEquity Dividend Yield 11-08-2005 21 00998566 First State IndoEquity Sectoral Fund 24-12-2004
22 0086504 Grow-2-Prosper 28-03-2007
23 00D45E Lautandhana Equity 27-03-2007
24 00D454N Lautandhana Equity Progresif 16-07-2009
25 BIG-EQ MNC Dana Ekuitas 19-06-2008
26 035600055431 Mandiri Investa Atraktif 30-08-2005 27 008303 Mandiri Investa UGM Endowment Plus 15-07-2008
28 009882 Manulife Dana Saham 01-08-2003
29 035600022433 Manulife Saham Andalan 01-11-2007 30 0085209 Maybank GMT Dana Ekuitas 23-04-2007
31 00D61B Millenium Equity 17-03-2008
32 0091033 Panin Dana Maksima 01-04-1997
33 GR002PRIMASH Panin Dana Prima 27-12-2007
34 0099424 Pratama Saham 01-03-2006
35 0082982 RHB OSK Alpha Sectoral Navigator 18-08-2010
36 0091017 Rencana Cerdas 09-07-1999
37 SPEF Schroder 90 Plus 21-04-2010
38 006600829471 Schroder Dana Istimewa 27-12-2004
39 SDPT Schroder Dana Prestasi 29-05-1997
40 0090829 Schroder Dana Prestasi Plus 25-09-2000 41 SIEF Schroder Indo Equity Fund 31-08-2009
42
000D8O Simas Danamas Saham 05-10-2007(Lanjutan Lampiran 1)
44
000D2B Trim Kapital 20-03-199745
000D2L Trim Kapital Plus 26-05-2008(Lanjutan Lampiran 2)
Lampiran 3
Data Bulanan yang Sudah Diolah
Keterangan Inflasi Nilai Tukar Suku Bunga
BI Indeks Eido
Indeks
(Lanjutan Lampiran 3)
LAMPIRAN 4
DATA BULANAN TINGKAT PENGEMBALIAN REKSADANA
BULAN REKSADANA
1 2 3 4 5 6 7 8 9 10 11
(Lanjutan Lampiran 4)
Sep-12 0.05119 0.04212 0.05725 0.05272 0.06813 0.05166 0.06325 0.04902 0.04959 0.04393 0.04144 Oct-12 0.02612 0.01140 0.01747 0.01944 0.02315 0.01841 0.02789 0.01801 0.02093 0.02111 0.02422 Nov-12 -0.01563 -0.03067 -0.03575 -0.01730 -0.00303 -0.01104 0.00278 -0.00054 0.01084 -0.00568 0.00347 Dec-12 0.00236 0.01421 0.02402 0.01279 0.01433 0.01205 0.01556 0.00111 0.01449 -0.00392 -0.00894
Jan-13 0.03000 0.02641 0.04493 0.03526 0.02837 0.03132 0.01277 0.03575 0.04725 0.02522 0.03565 Feb-13 0.08123 0.06858 0.07550 0.07669 0.08213 0.07519 0.06471 0.08691 0.08794 0.07300 0.07228 Mar-13 0.02146 0.01183 0.01813 0.03122 0.03070 0.03439 0.05582 0.03162 0.04411 0.02670 0.04322 Apr-13 0.03015 0.02815 0.00756 0.01936 0.02432 0.01960 0.01791 0.05223 0.03959 0.02711 0.02432 May-13 -0.00431 -0.00289 0.05387 0.00387 -0.00826 0.00480 0.04270 0.03058 0.03611 0.02390 0.01714 Jun-13 -0.04409 -0.04844 -0.11246 -0.05902 -0.05249 -0.05992 -0.07470 -0.07342 -0.06703 -0.07170 -0.06443
(Lanjutan Lampiran 4)
Aug-14 -0.00359 0.00128 0.00561 0.00220 0.00766 0.00111 0.01509 0.01073 0.01486 0.01316 0.00630 Sep-14 0.00565 -0.00965 0.00084 -0.00335 -0.00851 -0.00623 -0.01934 -0.00181 -0.00522 -0.01565 -0.00761 Oct-14 -0.00361 0.00206 -0.00633 -0.00294 0.00781 0.00038 -0.00111 0.00059 -0.00297 0.01712 0.00732 Nov-14 0.02044 0.01692 0.03288 0.02353 0.02168 0.02136 0.01668 0.02189 0.02202 0.04997 0.01931 Dec-14 0.01727 -0.00219 0.00827 0.01674 0.01681 0.01568 0.01310 0.01461 0.01513 0.03908 0.02042 Jan-15 0.01347 0.00291 0.03881 0.00731 -0.01090 0.00528 -0.00214 0.01078 0.01293 -0.01793 0.00604 Feb-15 0.03281 0.03796 0.03260 0.02997 0.02730 0.02471 0.02279 0.02250 0.01982 0.03929 0.03378 Mar-15 0.01539 0.00672 -0.04428 0.00871 0.00711 0.01272 -0.02437 -0.01209 -0.02066 -0.01922 0.00558 Apr-15 -0.08845 -0.06043 -0.09141 -0.08955 -0.09771 -0.08334 -0.08663 -0.07760 -0.06850 -0.09408 -0.08751 May-15 0.04169 0.02657 0.03348 0.03659 0.01394 0.03113 0.01503 0.02630 0.01971 0.00583 0.04423
(Lanjutan Lampiran 4)
BULAN REKSADANA
12 13 14 15 16 17 18 19 20 21 22
(Lanjutan Lampiran 4)
(Lanjutan Lampiran 4)
(Lanjutan Lampiran 4)
BULAN REKSADANA
23 24 25 26 27 28 29 30 31 32 33
(Lanjutan Lampiran 4)
(Lanjutan Lampiran 4)
(Lanjutan Lampiran 4)
BULAN REKSADANA
34 35 36 37 38 39 40 41 42 43 44 45
(Lanjutan Lampiran 4)
(Lanjutan Lampiran 4)
Lampiran 5
HASIL VARIABEL X KE Z DENGAN METODE PLS
Dependent Variable: IHSG?
Variable
Coefficient Std. Error
t-Statistic
Prob.
C
0.022472
0.009130
2.461400
0.0143
INFLASI?
0.113996
0.082089
1.388688
0.1658
NILAI TUKAR?
0.117476
0.060617
1.938013
0.0534
SUKU BUNGA BI? -0.399973
0.161207 -2.481109
0.0136
INDEKS EIDO?
0.563669
0.017966
31.37355
0.0000
INDEKS N225?
0.052305
0.020736
2.522425
0.0121
R-squared
0.798054 Mean dependent var
0.004484
Adjusted R-squared
0.795201 S.D. dependent var
0.041882
S.E. of regression
0.018954 Akaike info criterion -5.077125
Sum squared resid
0.127170 Schwarz criterion
-5.012357
Log likelihood
919.8825 Hannan-Quinn criter. -5.051372
F-statistic
279.7881 Durbin-Watson stat
1.786431
Prob(F-statistic)
0.000000
HASIL VARIABEL Z KE Y DENGAN METODE PLS
Dependent Variable: RETURN Reksadana?
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-5.54E-05
0.000457 -0.121128
0.9036
IHSG?
1.084011
0.010868
99.74241
0.0000
(Lanjutan Lampiran 5)
S.E. of regression
0.023619 Akaike info criterion -4.652790
Sum squared resid
1.505099 Schwarz criterion
-4.648419
Log likelihood
6283.266 Hannan-Quinn criter. -4.651209
F-statistic
9948.548 Durbin-Watson stat
1.985552
Prob(F-statistic)
0.000000
Lampiran 6
HASIL VARIABEL X KE Z DENGAN METODE FEM
Dependent Variable: IHSG?Variable Coefficient Std. Error t-Statistic Prob.
HASIL VARIABEL Z KE Y DENGAN METODE FEM
Variable Coefficient Std. Error t-Statistic Prob.
(Lanjutan Lampiran 6)
_36--C -0.001200 _37--C 0.000695 _38--C -0.001737 _39--C 0.001891 _40--C 0.000173 _41--C 0.001970 _42--C -0.006232 _43--C 0.001916 _44--C -0.001154 _45--C -0.001749
Effects Specification
Cross-section fixed (dummy variables)
Lampiran 7
HASIL VARIABEL X KE Z DENGAN METODE REM
Dependent Variable: IHSG?Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C 0.022472 0.009195 2.443955 0.0150 INFLASI? 0.113996 0.082675 1.378846 0.1688 NILAI TUKAR? 0.117476 0.061049 1.924278 0.0551 SUKU BUNGA BI? -0.399973 0.162358 -2.463525 0.0142 INDEKS EIDO? 0.563669 0.018095 31.15120 0.0000 INDEKS N225? 0.052305 0.020884 2.504547 0.0127 Random Effects (Cross Adjusted R-squared 0.795201 S.D. dependent var 0.041882 S.E. of regression 0.018954 Sum squared resid 0.127170 F-statistic 279.7881 Durbin-Watson stat 1.786431 Prob(F-statistic) 0.000000
Unweighted Statistics
HASIL VARIABEL Z KE Y DENGAN METODE REM
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
(Lanjutan Lampiran 7)
_34--C 0.000351 _35--C 0.000151 _36--C -0.000191 _37--C 0.000111 _38--C -0.000276 _39--C 0.000301 _40--C 2.76E-05 _41--C 0.000313 _42--C -0.000991 _43--C 0.000305 _44--C -0.000183 _45--C -0.000278
Effects Specification
S.D. Rho
Cross-section random 0.001324 0.0031
Idiosyncratic random 0.023583 0.9969
Weighted Statistics
R-squared 0.787177 Mean dependent var 0.004408 Adjusted R-squared 0.787098 S.D. dependent var 0.051110 S.E. of regression 0.023583 Sum squared resid 1.500474 F-statistic 9979.210 Durbin-Watson stat 1.991672 Prob(F-statistic) 0.000000
Unweighted Statistics
