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
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
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
Data Variabel Penelitian Tahun 2010
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
4 BORN Borneo Lumbung Energy & Metal, Tbk 26.17 4204490700
5 BRAU Berau Coal Energy, Tbk 28.72 5409645020
6 BUMI Bumi Resources, Tbk 22.49 2958620000000
7 BYAN Bayan Resources, Tbk 80.99 14705666667
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
13 PKPK Perdana Karya Perkasa, Tbk 13.37 616304590
14 HRUM Harum Energy, Tbk 29.49 986130000
15 INDY Indika Energy, Tbk 31.84 30777685800
16 ITMG Indo Tambang Raya Megah, Tbk 31.29 26846686108
17 MITI Mitra Investindo, Tbk 46.24 227860839
18 PGAS Perusahaan Gas Negara (persero), Tbk 17.19 44920175850
19 PTRO Petrosea, Tbk 6.91 5166562
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
19 PTRO Petrosea, Tbk 18827 1.63
Data Variabel Penelitian Tahun 2011
4 BORN Borneo Lumbung Energy & Metal, Tbk 32.50 12224960700
5 BRAU Berau Coal Energy, Tbk 9.30 15263595020
6 BUMI Bumi Resources, Tbk 15.88 94832701730
7 BYAN Bayan Resources, Tbk 30.79 665666667
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
13 PKPK Perdana Karya Perkasa, Tbk 7.68 141075020
14 HRUM Harum Energy, Tbk 11.15 13801611810
15 INDY Indika Energy, Tbk 9.69 5925985800
16 ITMG Indo Tambang Raya Megah, Tbk 10.25 20561736108
17 MITI Mitra Investindo, Tbk 20.56 164473839
18 PGAS Perusahaan Gas Negara (persero), Tbk 12.01 34075650
19 PTRO Petrosea, Tbk 8.62 1294562
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
19 PTRO Petrosea, Tbk 1294562 0.28
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
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.
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.
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
Lampiran vi
Hasil Output Uji Heteroskedastisitas Gambar 6.1
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
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
