Pengaruh Price Earning Ratio (PER), Economic Value Added (EVA), dan Market Value Added (MVA) terhadap Return Saham

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Lampiran i

Daftar Sampel Perusahaan

Daftar Sampel Perusahaan Pertambangan

No Kode Sampel

1 ADRO Adaro Energy, Tbk

2 ANTM Aneka Tambang (Persero), Tbk 3 ATPK ATPK Resources, Tbk

4 BORN Borneo Lumbung Energy & Metal, Tbk 5 BRAU Berau Coal Energy, Tbk

6 BUMI Bumi Resources, Tbk 7 BYAN Bayan Resources, Tbk 8 CITA Cita Mineral Investindo, Tbk 9 CTTH Citatah Industri Marmer, Tbk 10 DOID Delta Dunia Makmur, Tbk 11 ENRG Energi Media Persasa, Tbk 12 GTBO Garda tujuh Buana, Tbk 13 PKPK Perdana Karya Perkasa, Tbk 14 HRUM Harum Energy, Tbk

15 INDY Indika Energy, Tbk

16 ITMG Indo Tambang Raya Megah, Tbk 17 MITI Mitra Investindo, Tbk

18 PGAS Perusahaan Gas Negara (persero), Tbk 19 PTRO Petrosea, Tbk

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Lampiran ii

Data Variabel Penelitian Tahun 2009

No kode Sampel PER MVA

(dalam jutaan)

1 ADRO Adaro Energy, Tbk 12.67 57093117060

2 ANTM Aneka Tambang (Persero), Tbk 34.73 30884554025

3 ATPK ATPK Resources, Tbk -5.24 40558878

4 BORN Borneo Lumbung Energy & Metal, Tbk 14.20 1487680700

5 BRAU Berau Coal Energy, Tbk 15.90 3959905798

6 BUMI Bumi Resources, Tbk 26.19 253455000000

7 BYAN Bayan Resources, Tbk 138.19 2220116667

8 CITA Cita Mineral Investindo, Tbk 20.40 16387643 9 CTTH Citatah Industri Marmer, Tbk 5.01 54892917

10 DOID Delta Dunia Makmur, Tbk -14.57 25059489407

11 ENRG Energi Media Persasa, Tbk -1.61 7722138663

12 GTBO Garda tujuh Buana, Tbk -19.31 -240208000

13 PKPK Perdana Karya Perkasa, Tbk 5.63 315350

14 HRUM Harum Energy, Tbk 30.19 -18000

15 INDY Indika Energy, Tbk 15.97 4772560800

16 ITMG Indo Tambang Raya Megah, Tbk 11.32 23150336108

17 MITI Mitra Investindo, Tbk 126.19 2668829

18 PGAS Perusahaan Gas Negara (persero), Tbk 15.18 42932675850

19 PTRO Petrosea, Tbk 69.60 12419966562

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No Kode Sampel EVA

8 CITA Cita Mineral Investindo, Tbk -858024818 0.19 9 CTTH Citatah Industri Marmer, Tbk -2954001 0.36

10 DOID Delta Dunia Makmur, Tbk -4589 2.38

18 PGAS Perusahaan Gas Negara (persero), Tbk 4265521 1.10

19 PTRO Petrosea, Tbk 34649 1.91

(4)

No kode Sampel PER MVA

(dalam jutaan)

1 ADRO Adaro Energy, Tbk 36.95 60724407060

2 ANTM Aneka Tambang (Persero), Tbk 13.88 17355004025

3 ATPK ATPK Resources, Tbk -6.05 14419760

8 CITA Cita Mineral Investindo, Tbk 10.72 6953927 9 CTTH Citatah Industri Marmer, Tbk 6.93 64628917

10 DOID Delta Dunia Makmur, Tbk -68.90 23961819407

11 ENRG Energi Media Persasa, Tbk -80.75 6653080801

12 GTBO Garda tujuh Buana, Tbk 184.56 -246652000

14 HRUM Harum Energy, Tbk 29.49 986130000

(5)

No kode Sampel EVA

8 CITA Cita Mineral Investindo, Tbk 1257537830 -0.57 9 CTTH Citatah Industri Marmer, Tbk 3579763 0.06

10 DOID Delta Dunia Makmur, Tbk -10986 -0.05

18 PGAS Perusahaan Gas Negara (persero), Tbk 1909794 0.17

(6)

8 CITA Cita Mineral Investindo, Tbk 5.04 -274073

9 CTTH Citatah Industri Marmer, Tbk 9.59 19420917

10 DOID Delta Dunia Makmur, Tbk -14.57 -324889723

11 ENRG Energi Media Persasa, Tbk -166.31 -4039273885

12 GTBO Garda tujuh Buana, Tbk 12.52 96840000

14 HRUM Harum Energy, Tbk 11.15 13801611810

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No kode Sampel EVA

4 BORN Borneo Lumbung Energy & Metal, Tbk 12224960700 -0.38

5 BRAU Berau Coal Energy, Tbk 15263595020 -0.19

6 BUMI Bumi Resources, Tbk 94832701730 -0.16

7 BYAN Bayan Resources, Tbk 665666667 0.00

8 CITA Cita Mineral Investindo, Tbk -274073 -0.01 9 CTTH Citatah Industri Marmer, Tbk 19420917 -0.01

10 DOID Delta Dunia Makmur, Tbk -324889723 0.04

11 ENRG Energi Media Persasa, Tbk -4039273885 0.44

12 GTBO Garda tujuh Buana, Tbk 96840000 8.35

13 PKPK Perdana Karya Perkasa, Tbk 141075020 0.05

14 HRUM Harum Energy, Tbk 13801611810 6.61

15 INDY Indika Energy, Tbk 5925985800 -0.54

16 ITMG Indo Tambang Raya Megah, Tbk 20561736108 -0.19

17 MITI Mitra Investindo, Tbk 164473839 -0.02

18 PGAS Perusahaan Gas Negara (persero), Tbk 34075650 -0.28

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Lampiran iii

Hasil Output Statistik Deskriptif Tabel 3.1

Statistik Deskriptif

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

EVA 60 -4039273885 94832701730 3.63E9 1.326E10

MVA 60 -4039273885 3.E12 6.42E10 3.817E11

PER 60 -166.31 184.56 16.4745 45.47462

ReturnSaham 60 -.80 8.35 .8771 1.69896

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Lampiran iv

Hasil Output Uji Normalitas

Tabel 4.1

Std. Deviation 1.66513417

Most

Kolmogorov-Smirnov Z 1.429

Asymp. Sig. (2-tailed) .034

a. Test distribution is Normal.

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Hasil Output Uji Normalitas

Std. Deviation 1.31706532

Most Extreme Differences

Absolute .104

Positive .104

Negative -.063

Kolmogorov-Smirnov Z .531

Asymp. Sig. (2-tailed) .941

a. Test distribution is Normal.

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Lampiran v

Hasil Output Uji Multikolinearitas Tabel 5.1

Coefficientsa

Model

Collinearity Statistics

Tolerance VIF

1 (Constant)

LnEVA .885 1.130

LnMVA .820 1.219

LnPER .743 1.346

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Lampiran vi

Hasil Output Uji Heteroskedastisitas Gambar 6.1

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Lampira vii

Hasil Output Uji Autokorelasi

Tabel 7.1

a. Predictors: (Constant), LnPER, LnEVA, LnMVA

b. Dependent Variable: LnReturnSaham

Tabel 7.2

Pedoman untuk memberikan Interpretasi Koefisien Korelasi Interval koefisien Tingkat hubungan

0.000-0.199 Sangat rendah

0.200-0.399 Rendah

0.400-0.599 Sedang

0.600-0.799 Kuat

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Lampiran viii

Hasil Output Uji Hipotesis

Tabel 8.1

Hasil Uji Simultan (Uji-F)

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 9.429 3 3.143 1.594 .219a

Residual 43.367 22 1.971

Total 52.795 25

a. Predictors: (Constant), LnPER, LnEVA, LnMVA

b. Dependent Variable: LnReturnSaham

Tabel 8.2