LAMPIRAN
Lampiran 1
Daftar Perusahaan Indeks LQ-45 di Bursa Efek Indonesia
No Emiten Kode
Emiten
Sektor Industri Tanggal Listing
1 PT Astra Agro Lestari,Tbk AALI Pertanian 9 Desember 1997
2 PT Astra International,Tbk ASII Aneka Industri 4 April 1990
3 PT Bank Central Asia,Tbk BBCA Keuangan 31 Mei 2000
4 PT Bank Negara Indonesia (Persero)Tbk
BBNI Keuangan 25 November 1996
5 PT Bank Rakyat Indonesia (Persero),Tbk
BBRI Keuangan 10 November 2003
6 PT Bank Danamon Tbk BDMN Keuangan 6 desember 1989
7 PT Bank Mandiri (Persero) Tbk BMRI Keuangan 14 Juli 2003
8 PT Indofood CBP Sukses Makmur,Tbk
INDF Industri Barang Konsumsi
14 Juli 2004
9 PT Indocement Tunggal Prakarsa Tbk
INTP Industri Dasar dan Kimia
5 Desember 1989
10 PT Indo Tambangraya Megah Tbk ITMG Pertambangan 18 Desember 2007
11 PT Jasa Marga Tbk JSMR Infrastruktur,Uti litas dan Transportasi
12November 2007
12 PT Kalbe Farma Tbk KLBF Farmasi 30 Juli 2001
14 PT Perusahaan Gas Negara (Persero) Tbk
PGAS Infrastruktur,
Utilitas dan Transportasi
15 Desember 2003
15 PT Tambang Batubara Bukit Asam (Persero) Tbk
PTBA Pertambangan 23 Desember 2002
16 PT Semen Indonesia Tbk SMGR Perdagangan,
Jasa dan Investasi
8 Juli 1991
17 PT Telekomukasi Indonesia (Persero) Tbk
TLKM Infrastruktur,Uti litas,Transportas i
14 November 1995
18 PT United Tractors Tbk UNTR Perdagangan,
Jasa,dan Investasi
19 September 1989
19 PT Unilever Indonesia Tbk UNVR Industri Barang Konsumsi
Lampiran 2
Nilai Book to Market Value (BTM) , Price Earning Ratio (PER),
Dividend Yield (DY), Size, Price to Net Asset Value (PNAV), Cash Flow to
Price (CFTP) dan Return Saham Perusahaan LQ 45 di Bursa Efek Indonesia
Periode 2010-2013
Tahun Kode Emiten BTM PER DY SIZE PNAV CFTP RETURN AALI 0.175 20.460 3.170 31.351 5.533 0.071 1.479 ASII 0.223 15.370 0.860 32.690 2.682 0.019 4.222 BBCA 0.216 18.610 1.760 32.682 4.580 0.017 2.574 BBNI 0.458 17.620 1.700 31.901 2.158 0.111 4.969
BBRI 0.283 11.290 1.100 32.485 3.496 0.363 2.965 BDMN 0.385 16.640 2.100 31.622 2.906 -0.055 2.216 BMRI 0.304 14.810 2.160 32.643 3.569 0.280 3.177
INDF 0.392 14.500 2.730 31.388 1.722 0.161 3.038 INTP 0.223 18.210 1.650 31.704 4.482 0.058 1.424 2010 ITMG 0.113 31.290 2.370 31.680 8.858 0.038 4.170 JSMR 0.332 19.510 3.090 30.779 2.786 0.066 5.984
KLBF 0.163 25.660 2.150 30.642 3.520 0.062 8.562 LSIP 0.260 16.970 0.470 30.495 3.850 0.079 3.979 PGAS 0.129 17.190 3.490 32.306 7.103 0.089 1.235 PTBA 0.120 26.320 2.280 31.599 8.210 0.047 2.765 SMGR 0.214 15.430 3.240 31.657 4.617 0.060 2.091
Tahun Kode Emiten BTM PER DY SIZE PNAV CFTP RETURN
AALI 0.247 13.680 4.590 31.162 4.055 0.093 -1.283 ASII 0.253 14.030 2.680 32.995 2.816 0.044 2.785 BBCA 0.213 18.310 1.960 32.905 4.646 0.191 2.116 BBNI 0.534 11.830 1.640 31.882 1.854 0.219 0.262
BBRI 0.299 10.890 1.810 32.736 3.309 0.097 2.545 BDMN 0.657 11.650 2.550 31.292 1.506 -0.225 -2.483 BMRI 0.398 12.620 1.560 32.680 2.487 0.131 0.736 INDF 0.783 8.050 3.800 31.330 1.278 0.123 -0.137
INTP 0.251 17.430 1.720 31.770 3.989 0.062 1.028 2011 ITMG 0.224 8.740 3.020 31.408 4.456 0.123 -1.855 JSMR 0.324 21.610 1.880 30.983 3.091 0.063 1.895 KLBF 0.189 22.430 2.790 30.688 3.262 0.069 0.630
LSIP 0.380 7.340 4.440 30.362 2.629 0.113 -1.433 PGAS 0.223 12.490 4.240 31.974 4.479 0.108 -2.168 PTBA 0.204 12.950 4.630 31.319 4.897 0.090 -2.030 SMGR 0.215 17.150 2.890 31.849 3.176 0.065 2.154
TLKM 0.429 9.180 5.260 32.262 1.966 0.298 -0.950 UNTR 0.280 16.760 3.110 32.219 3.574 0.106 1.260 UNVR 0.026 34.450 2.900 32.597 38.969 0.038 1.320
Tahun Kode Emiten BTM PER DY SIZE PNAV CFTP RETURN
AALI 0.302 12.640 3.480 31.066 3.313 0.084 -0.496 ASII 0.292 13.700 2.840 33.360 3.426 0.029 0.527 BBCA 0.231 18.860 1.260 33.034 4.197 0.125 1.248 BBNI 0.631 9.580 3.060 31.855 1.569 0.102 -0.115 BBRI 0.378 9.180 3.240 32.765 2.616 -0.012 0.489
BDMN 0.531 13.270 2.220 31.613 1.866 -0.059 3.048 BMRI 0.405 11.630 2.460 32.863 2.445 0.047 1.710 INDF 0.665 10.540 3.160 31.570 1.505 0.144 2.104
INTP 0.235 17.350 2.000 32.046 4.256 0.069 2.581 2012 ITMG 0.206 11.380 7.530 31.480 4.843 0.085 0.977 JSMR 0.264 24.120 1.730 31.244 3.786 0.052 2.281 KLBF 0.114 30.380 1.790 31.537 6.740 0.028 3.973
LSIP 0.400 13.980 2.870 30.384 2.499 0.090 0.940 PGAS 0.204 12.610 4.410 32.345 4.897 0.101 3.414 PTBA 0.244 15.330 4.770 31.180 4.091 0.064 -0.640 SMGR 0.193 19.090 2.320 32.174 5.176 0.060 3.005 TLKM 0.367 9.920 4.820 32.512 1.966 0.212 2.380
Tahun Kode Emiten BTM PER DY SIZE PNAV CFTP RETURN AALI 0.260 32.540 2.690 31.308 3.850 0.080 2.767 ASII 0.404 15.330 3.180 33.249 2.593 0.077 -0.756 BBCA 0.270 17.130 1.720 33.088 3.663 -0.018 0.726
BBNI 0.647 8.450 3.690 31.920 1.529 -0.069 1.112 BBRI 0.444 8.690 3.550 32.808 2.232 0.025 0.993 BDMN 0.872 9.030 3.350 31.210 1.135 0.099 -2.890 BMRI 0.485 10.730 2.980 32.831 2.042 0.070 0.235 INDF 0.662 22.610 2.150 31.691 1.510 0.120 1.272
INTP 0.312 15.300 4.500 31.930 3.204 0.074 -0.525 2013 ITMG 0.138 11.280 6.980 31.103 2.723 0.060 -2.209 JSMR 0.338 23.550 1.660 31.101 2.957 0.065 -0.967
KLBF 0.134 32.170 1.360 31.702 6.893 0.016 1.718 LSIP 0.502 22.300 2.380 30.209 1.991 0.095 0.575 PGAS 0.308 10.920 4.700 32.318 3.242 0.093 0.144 PTBA 0.321 14.170 4.530 30.788 3.112 0.087 -2.400
Lampiran 3
STATISTIK DESKRIPTIF
Descriptive Statistics
N Minimum Maximum Mean Std.
Deviation
BTM 76 .021 .872 .31580 .171672
PER 76 7.340 37.170 16.96118 7.148579
DY 76 .470 7.530 2.96868 1.282111
SIZE 76 30.209 33.360 31.89208 .764721
PNAV 76 1.135 46.626 5.34717 8.276694
CFTP 76 -.225 .363 .08210 .081386
RETURN SAHAM 76 -2.890 8.562 1.25434 2.100708
Valid N (listwise) 76
Lampiran 4
UJI NORMALITAS
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 76
Normal Parametersa,b
Mean 0E-7
Std.
Deviation 1.67159633
Most Extreme Differences
Absolute .070
Positive .070
Negative -.051
Kolmogorov-Smirnov Z .612
Asymp. Sig. (2-tailed) .848
a. Test distribution is Normal.
Grafik Histogram
Lampiran 5
UJI MULTIKOLINEARITAS
Hasil Uji Multikolinearitas
Coefficients
aModel Unstandardized
Coefficients
Standardized
Coefficients
t Sig. Collinearity Statistics
B Std. Error Beta Tolerance VIF
1
(Constant) -5.056 10.173 -.497 .621
BTM -2.401 1.551 -.196 -1.548 .126 .571 1.751
PER .110 .052 .374 2.115 .038 .294 3.398
DY -.576 .189 -.352 -3.046 .003 .689 1.451
SIZE .223 .300 .081 .745 .459 .770 1.299
PNAV -.063 .038 -.250 -1.667 .100 .408 2.453
CFTP 1.628 2.566 .063 .634 .528 .928 1.077
a. Dependent Variable: RETURN SAHAM
Lampiran 6
UJI GLEJSER
Hasil Uji Glejser
Coefficients
aModel Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 9.021 6.124 1.473 .145
BTM -.095 .934 -.016 -.102 .919
PER .009 .031 .064 .300 .765
DY .066 .114 .080 .577 .566
SIZE -.246 .181 -.179 -1.363 .177
PNAV -.026 .023 -.208 -1.152 .253
CFTP -.775 1.545 -.060 -.501 .618
a. Dependent Variable: Absut
Lampiran 7
UJI AUTOKORELASI
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
Durbin-Watson
1 .606a .367 .312 1.742760 1.413
a. Predictors: (Constant), CFTP, BTM, DY, SIZE, PNAV, PER
Lampiran 8
Hasil Regresi
Hasil Uji Regresi Univariat
Coefficients
Model
Unstandardized Coefficients
Standardized
Coefficients
t
Sig.
Hasil Uji Regresi Bivariat
ANALISIS REGRESI LINEAR BERGANDA
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
T Sig.
B Std. Error Beta
1
(Constant) -5.056 10.173 -.497 .621
BTM -2.401 1.551 -.196 -1.548 .126
PER .110 .052 .374 2.115 .038
DY -.576 .189 -.352 -3.046 .003
SIZE .223 .300 .081 .745 .459
PNAV -.063 .038 -.250 -1.667 .100
CFTP 1.628 2.566 .063 .634 .528
a. Dependent Variable: RETURN SAHAM
Lampiran 9
Hasil Uji Hipotesis Secara Simultan (Uji F)
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression 121.405 6 20.234 6.662 .000b
Residual 209.568 69 3.037
Total 330.973 75
a. Dependent Variable: RETURN SAHAM
b. Predictors: (Constant), CFTP, BTM, DY, SIZE, PNAV, PER
Lampiran 10
KOEFISIEN DETERMINASI
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of
the Estimate
1 .606a .367 .312 1.742760
a. Predictors: (Constant), CFTP, BTM, DY, SIZE, PNAV, PER
