Lampiran 1
Daftar Populasi – Sampel Perusahaan Asuransi di Bursa Efek Indonesia Tahun 2008-2009
No
Kode
Saham Nama Emiten
Kriteria
Asuransi Bina Dana
Arta Tbk √ √ √ √ sampel 1
2 AHAP
Asuransi Harta Aman
Pratama Tbk √ √ √ √ sampel 2
3 AMAG
Asuransi Multi Arta
Guna Tbk √ √ √ √ sampel 3
4 ASBI
Asuransi Bintang
Tbk √ √ √ √ sampel 4
5 ASDM
Asuransi Dayin Mitra
Tbk √ √ √ √ sampel 5
6 ASJT
Asuransi Jaya Tania
Tbk √ √ √ √ sampel 6
7 ASRM
Asuransi Ramayana
Tbk √ √ √ √ sampel 7
8 LPGI
Lippo General
Insurance Tbk √ √ X √ -
9 MREI
Maskapai Reasuransi
Indonesia Tbk √ √ √ √ sampel 8
10 PNIN Panin Insurance Tbk √ √ √ √ sampel 9
11 PNLF Panin Financial Tbk √ √ √ √ sampel 10
Lampiran 2
Data Penelitian (Sebelum ditransformasi)
Lampiran 3
Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Suku_Bunga 50 5.77 9.25 7.0500 1.19624
Inflasi 50 2.78 11.06 5.7780 3.01091
Kurs 50 8779.49 10394.38 9.4635E3 559.16583
PER 50 1.58 32.83 6.3534 5.30418
ROI 50 .012 .131 .06696 .029052
DER 50 .37 5.67 1.4266 1.03968
Valid N (listwise) 50
Lampiran 4
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 50
Normal Parametersa Mean .0000000
Std. Deviation 2.48492615E2
Most Extreme Differences Absolute .087
Positive .087
Negative -.056
Kolmogorov-Smirnov Z .616
Asymp. Sig. (2-tailed) .842
Lampiran 5
Uji Heteroskedastisitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig. B Std. Error Beta
1 (Constant) -960.851 410.209 -2.342 .024
Suku_Bunga -76.428 35.040 -.582 -2.181 .035
Inflasi 28.905 12.498 .554 2.313 .026
Kurs .135 .047 .481 2.894 .006
PER -1.296 4.232 -.044 -.306 .761
ROI 2794.022 942.857 .517 2.963 .005
DER 45.427 22.388 .301 2.029 .049
Lampiran 6
Data Penelitian (Setelah ditransformasi)
Suku
Bunga Inflasi Kurs PER ROI DER
Harga Saham
1.88 1.33 9.08 1.58 -2.20 0.34 6.63
1.88 1.33 9.08 0.46 -2.39 -0.82 6.03
1.88 1.33 9.08 1.24 -2.43 -0.78 4.74
1.75 1.46 9.15 1.57 -2.03 0.64 7.51
1.75 1.46 9.15 1.82 -2.81 0.72 5.25
1.75 1.46 9.15 1.45 -2.16 -0.27 5.44
1.75 1.46 9.15 1.11 -2.58 0.75 6.19
1.75 1.46 9.15 1.60 -3.54 1.54 6.61
1.75 1.46 9.15 2.46 -2.76 0.17 6.13
1.75 1.46 9.15 1.85 -3.47 1.74 6.89
1.75 1.46 9.15 1.91 -2.07 0.35 7.44
1.75 1.46 9.15 0.49 -2.31 -0.92 6.25
1.75 1.46 9.15 1.21 -2.34 -0.87 4.91
Lampiran 7
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 50
Normal Parametersa Mean .0000000
Std. Deviation .59572613
Most Extreme Differences Absolute .098
Positive .098
Negative -.065
Kolmogorov-Smirnov Z .693
Asymp. Sig. (2-tailed) .723
Lampiran 8
Uji Heteroskedastisitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig. B Std. Error Beta
1 (Constant) -8.872 10.094 -.879 .384
LN_Suku_Bunga -.216 .528 -.103 -.409 .684
LN_Inflasi .134 .158 .197 .851 .399
LN_Kurs 1.101 1.156 .192 .952 .346
LN_PER .029 .091 .056 .323 .748
LN_ROI .201 .133 .314 1.513 .138
LN_DER -.013 .087 -.025 -.152 .880
Lampiran 9
Uji Autokolerasi
Runs Test
Unstandardized
Residual
Test Valuea -.08238
Cases < Test Value 25
Cases >= Test Value 25
Total Cases 50
Number of Runs 21
Z -1.429
Asymp. Sig. (2-tailed) .153
a. Median
Lampiran 10
Uji Multikolinieritas
Coefficientsa
Collinearity Statistics
B Std. Error Beta Tolerance VIF
Lampiran 11
Uji Koefisien Determinasi
Model Summaryb
Model R R Square
Adjusted R
Square
Std. Error of the
Estimate
1 .674a .455 .379 .64763
a. Predictors: (Constant), LN_DER, LN_Kurs, LN_PER, LN_Inflasi,
LN_ROI, LN_Suku_Bunga
b. Dependent Variable: LN_Harga_Saham
Lampiran 12
Uji F
a. Predictors: (Constant), LN_DER, LN_Kurs, LN_PER, LN_Inflasi, LN_ROI, LN_Suku_Bunga
Lampiran 13
Uji t
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig. B Std. Error Beta
1 (Constant) 18.166 19.093 .951 .347
LN_Suku_Bunga -1.456 .998 -.283 -1.459 .152
LN_Inflasi .027 .298 .016 .089 .929
LN_Kurs -.989 2.187 -.070 -.452 .653
LN_PER .238 .173 .184 1.377 .176
LN_ROI .385 .251 .245 1.533 .133
LN_DER .698 .165 .535 4.219 .000
