Lampiran i
DATA VARIABEL PENELITIAN
Return Saham
NO. Nama Perusahaan Kode Tahun
2008 2009 2010 2011
1. Bank Artha Graha Internasional Tbk. INPC -0,500 0,520 0,408 -0,103
2. Bank Bukopin Tbk. BBKP -0,643 0,875 0,733 -0,108
3. Bank Bumi Artha Tbk. BNBA -0,778 1,217 0,233 -0,152 4. Bank Capital Indonesia Tbk. BACA -0,047 -0,030 0,041 0,569 5. Bank Central Asia Tbk. BBCA -0,555 0,492 0,320 0,250 6. Bank CIMB Niaga Tbk. BNGA -0,450 0,434 1,690 -0,361 7. Bank Danamon Indonesia Tbk. BDMN -0,613 0,468 0,253 -0,281 8. Bank Himpunan Saudara 1906 Tbk. SDRA -0,662 4,600 0,036 -0,241
9. Bank Kesawan Tbk. BKSW 0,340 0,104 0,405 -0,317
10. Bank Mandiri (Persero) Tbk. BMRI -0,421 1,321 0,383 0,038 11. Bank Mayapada Tbk. MAYA 0,740 0,000 -0,204 0,075
12. Bank Mega Tbk. MEGA 0,111 -0,343 0,380 0,102
Price Earning Ratio (PER)
NO. Nama Perusahaan Kode Tahun
2008 2009 2010 2011
1. Bank Artha Graha Internasional Tbk. INPC 13.44 15.57 10.97 8.24
2. Bank Bukopin Tbk. BBKP 3.10 5.93 8.12 6.17
3. Bank Bumi Artha Tbk. BNBA 5.02 10.89 14.04 7.53
4. Bank Capital Indonesia Tbk. BACA 12.61 19.71 19.87 11.12
5. Bank Central Asia Tbk. BBCA 13.87 17.57 18.61 18.31
6. Bank CIMB Niaga Tbk. BNGA 17.47 10.84 17.94 9.45
7. Bank Danamon Indonesia Tbk. BDMN 10.22 24.91 16.64 11.65
8. Bank Himpunan Saudara 1906 Tbk. SDRA 1.99 11.78 11.21 5.13
9. Bank Kesawan Tbk. BKSW 108.09 116.25 5.73 498.19
10. Bank Mandiri (Persero) Tbk. BMRI 7.97 13.77 14.81 12.62
11. Bank Mayapada Tbk. MAYA 105.04 104.69 53.44 24.54
12. Bank Mega Tbk. MEGA 11.34 13.61 10.61 12.63
13. Bank Negara Indonesia Tbk. BBNI 8.50 12.17 17.62 11.83
14. Bank Nusantara Parahyangan Tbk. BBNP 15.96 14.00 10.79 7.95
15. Bank OCBC NISP Tbk. NISP 12.84 13.34 30.80 10.10
16. Bank Pan Indonesia Tbk. PNBN 16.78 19.99 21.82 8.41
17. Bank Permata Tbk. BNLI 8.39 12.90 16.22 10.34
18. Bank Rakyat Indonesia Tbk. BBRI 9.47 12.91 11.29 10.89
19. Bank Victoria International Tbk. BVIC 9.24 11.49 5.84 4.01
Debt to Equity Ratio (DER
)
NO. Nama Perusahaan Kode Tahun
2008 2009 2010 2011
1. Bank Artha Graha Internasional Tbk. INPC 12.97 15.02 15.18 15.62
3. Bank Bukopin Tbk. BBKP 14.08 13.65 15.45 12.07
2. Bank Bumi Artha Tbk. BNBA 4.20 4.80 5.12 5.22
3. Bank Capital Indonesia Tbk. BACA 7.83 5.86 7.09 6.71
4. Bank Central Asia Tbk. BBCA 9.55 9.14 8.51 8.09
5. Bank CIMB Niaga Tbk. BNGA 10.09 8.55 9.43 8.08
6. Bank Danamon Indonesia Tbk. BDMN 9.09 5.23 5.40 4.49
7. Bank Himpunan Saudara 1906 Tbk. SDRA 8.86 8.48 7.25 9.75
8. Bank Kesawan Tbk. BKSW 14.97 12.15 13.54 3.03
10. Bank Mandiri (Persero) Tbk. BMRI 10.75 10.23 9.81 7.81
11. Bank Mayapada Tbk. MAYA 4.80 6.68 5.81 6.79
12. Bank Mega Tbk. MEGA 11.15 10.66 10.82 11.70
13. Bank Negara Indonesia Tbk. BBNI 12.07 10.88 6.50 6.90
14. Bank Nusantara Parahyangan Tbk. BBNP 9.87 9.55 9.25 10.28
15. Bank OCBC NISP Tbk. NISP 8.43 7.96 8.81 8.08
16. Bank Pan Indonesia Tbk. PNBN 7.02 6.16 7.81 6.85
17. Bank Permata Tbk. BNLI 11.59 10.57 8.31 10.09
18. Bank Rakyat Indonesia Tbk. BBRI 10.01 10.63 10.02 8.43
Price to Book Value
(
PBV
)
NO. Nama Perusahaan Kode Tahun
2008 2009 2010 2011
1 Bank Artha Graha Internasional Tbk. INPC 0.32 0.68 0.87 0.71
2 Bank Bukopin Tbk. BBKP 0.53 0.85 1.39 1.05
3 Bank Bumi Artha Tbk. BNBA 0.35 0.74 0.87 0.67
4 Bank Capital Indonesia Tbk. BACA 0.79 0.88 0.85 1.19
5 Bank Central Asia Tbk. BBCA 3.44 4.29 4.63 4.69
6 Bank CIMB Niaga Tbk. BNGA 1.27 1.52 3.32 1.67
7 Bank Danamon Indonesia Tbk. BDMN 1.48 2.42 2.60 1.52
8 Bank Himpunan Saudara 1906 Tbk. SDRA 0.37 1.66 1.71 1.08
9. Bank Kesawan Tbk. BKSW 2.48 2.60 3.66 2.83
10. Bank Mandiri (Persero) Tbk. BMRI 1.39 2.81 3.29 2.51
11. Bank Mayapada Tbk. MAYA 4.53 4.33 2.77 2.66
12. Bank Mega Tbk. MEGA 1.98 2.15 2.31 2.62
13. Bank Negara Indonesia Tbk. BBNI 0.67 1.58 2.18 1.87
14. Bank Nusantara Parahyangan Tbk. BBNP 1.41 1.11 0.99 0.93
15. Bank OCBC NISP Tbk. NISP 1.12 1.41 2.18 1.15
16. Bank Pan Indonesia Tbk. PNBN 1.48 1.70 2.24 1.18
17. Bank Permata Tbk. BNLI 0.88 1.28 2.04 1.34
18. Bank Rakyat Indonesia Tbk. BBRI 2.52 3.46 3.53 3.34
19. Bank Victoria International Tbk. BVIC 0.62 0.84 0.84 0.70
Lampiran ii
Daftar Perusahaan Perbankan yang Dijadikan Sampel
NO.
Nama Perusahaan
Kode
Listing Date
1.
Bank Artha Graha Internasional Tbk.
INPC
29 Agustus 1990
2.
Bank Bukopin Tbk.
BBKP
10 Juli 2006
3.
Bank Bumi Artha Tbk.
BNBA
31 Desember 1999
4.
Bank Capital Indonesia Tbk.
BACA
4 Oktober 2007
5.
Bank Central Asia Tbk.
BBCA
31 Mei 2000
6.
Bank CIMB Niaga Tbk.
BNGA
29 November 1989
7.
Bank Danamon Indonesia Tbk.
BDMN
6 Desember 1989
8.
Bank Himpunan Saudara 1906 Tbk.
SDRA
15 Desember 2006
9.
Bank Kesawan Tbk.
BKSW
21 November 2002
10.
Bank Mandiri (Persero) Tbk.
BMRI
14 Juli 2003
11.
Bank Mayapada Tbk.
MAYA
29 Agustus 1997
12.
Bank Mega Tbk.
MEGA
17 April 2000
13.
Bank Negara Indonesia Tbk.
BBNI
25 November 1996
14.
Bank Nusantara Parahyangan Tbk.
BBNP
10 Januari 2001
15.
Bank OCBC NISP Tbk.
NISP
20 Oktober 1994
16.
Bank Pan Indonesia Tbk.
PNBN
29 Desember 1982
17.
Bank Permata Tbk.
BNLI
15 Januari 1990
18.
Bank Rakyat Indonesia Tbk.
BBRI
11 November 2003
19.
Bank Victoria International Tbk.
BVIC
30 Juni 1999
Lampiran iii
Hasil Output Statistik Deskriptif
Tabel 3.1
Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Price Earning Ratio 76 1.99 498.19 24.4624 59.50749
Debt to Equity Ratio 76 3.03 15.62 9.2053 2.87559
Price to Book Value 76 .32 4.69 1.8411 1.12471
Return Saham 76 -.78 4.60 .1951 .74574
Valid N (listwise) 76
Lampiran iv
Hasil Output Uji Normalitas
Tabel 4.1
Hasil Uji Kolmogorov-Smirnov Sebelum Transformasi
One-Sample Kolmogorov-Smirnov Test
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 76
Normal Parametersa,,b Mean .0000000
Std. Deviation .72641673
Most Extreme Differences Absolute .158
Positive .158
Negative -.125
Kolmogorov-Smirnov Z 1.374
Asymp. Sig. (2-tailed) .046
a. Test distribution is Normal.
b. Calculated from data.
Normal Parametersa,,b Mean .0000000
Std. Deviation .51610384
a. Test distribution is Normal.
Lampiran v
Price Earning Ratio .886 1.128 Debt to Equity Ratio .924 1.082 Price to Book Value .923 1.084 a. Dependent Variable: Return Saham
Lampiran vi
Lampira vii
a. Predictors: (Constant), Price to Book Value, Debt to Equity Ratio, Price Earning Ratio
b. Dependent Variable: Return Saham
Tabel 7.2
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 2.336 3 .779 2.805 .046a
Residual 19.711 71 .278
Total 22.047 74
a. Predictors: (Constant), Price to Book Value, Debt to Equity Ratio, Price Earning Ratio
b. Dependent Variable: Return Saham
Tabel 8.2
1 (Constant) -.276 .249 -1.109 .271
Price Earning Ratio .000 .001 -.108 -.903 .369
Debt to Equity Ratio .015 .022 .081 .694 .490
Price to Book Value .160 .056 .333 2.849 .006
