79 LAMPIRAN I
Sampel Perusahaan LQ45 di Bursa Efek Indonesia Tahun 2009-2011
NO. NAMA PERUSAHAAN KODE
1. PT Astra Agro Lestari Tbk. AALI
2. PTAdaro Energy Tbk. ADRO
3. PT Aneka Tambang (Persero) Tbk. ANTM
4. PT Astra Internasional Tbk. ASII
5. PT Bank Central Asia Tbk. BBCA
6. PT Bank Negara Indonesia (Persero) Tbk. BBNI 7. PT Bank Rakyat Indonesia (persero) Tbk. BBRI
8. PT Bank Danamon Indonesia Tbk. BDMN
9. PT Bank Mandiri (Persero) Tbk. BMRI
10. PT Bakrie & Brothers Tbk. BNBR
11 PT Energi Mega Persada Tbk. ENRG
12 PT Gudang Garam Tbk. GGRM
13 PT Vale Indonesia Tbk. INCO
14 PT Indofood Sukses Makmur Tbk INDF
15 PT Indika Energy Tbk. INDY
16 PT Indocement Tunggal Raksasa Tbk. INTP
17. PT Indosat Tbk. ISAT
18. PT Indo Tambangraya Megah Tbk. ITMG
19. PT Jasa Marg (Persero) Tbk. JSMR
20. PT Kalbe Farma Tbk. KLBF
21. PT Lippo Karawaci Tbk. LPKR
22. PP London Sumatera Indonesia tbk. LSIP
23. PT Medco Energi International Tbk. MEDC
24. PT Perusahaan Gas Negara (Persero) Tbk. PGAS 25. PT Tambang Batubara Bukit Asam (Persero) Tbk. PTBA
26. PT Holcim Indonesia Tbk. SMCB
27. PT Semen Gresik (Persero) Tbk. SMGR
28. PT Timah (Persero) Tbk. TINS
29. PT Telekomunikasi Indonesia (Persero) Tbk. TLKM
30. PT Bakrie Sumatera Plantations Tbk. UNSP
31. PT United Traktors Tbk. UNTR
32. PT Unilever Indonesia Tbk. UNVR
LAMPIRAN II
DATA MENTAH PERUSAHAAN LQ45 2009-2011
UNTR 2009 1,147 13.51 0.76 0.4421 2.5227 2010 1,164 20.44 0.84 0.3311 0.5354 2011 1,572 17.19 0.69 0.3737 0.1071
UNVR 2009 399 27.7 1.02 0.0675 0.4166
83 LAMPIRAN III
DATA OLAH MENTAH
Descriptives
Model Variables
Entered
Variables
Removed Method
dimension0
1 Vol. Perd. Saham, PER, DER, EPSa
. Enter
a. All requested variables entered. b. Dependent Variable: Return Saham
Model Summaryb
the Estimate Durbin-Watson
dimension0
1 .170a .029 -.014 .8344635 2.377
a. Predictors: (Constant), Vol. Perd. Saham, PER, DER, EPS b. Dependent Variable: Return Saham
ANOVAb
a. Predictors: (Constant), Vol. Perd. Saham, PER, DER, EPS b. Dependent Variable: Return Saham
Coefficient Correlationsa
Covariances Vol. Perd. a. Dependent Variable: Return Saham
Coefficientsa
Model Unstandardized
Coefficients
85 Coefficient Correlationsa
Model Vol. Perd.
Saham PER DER EPS
1 Correlations Vol. Perd. Saham
1.000 .038 .096 .343
PER .038 1.000 .089 .091
DER .096 .089 1.000 .184
EPS .343 .091 .184 1.000
Covariances Vol. Perd. Saham
.028 3.230E-5 .000 6.091E-6
PER 3.230E-5 2.662E-5 1.386E-5 5.035E-8
DER .000 1.386E-5 .001 5.960E-7
EPS 6.091E-6 5.035E-8 5.960E-7 1.140E-8 a. Dependent Variable: Return Saham
Collinearity Diagnosticsa Model Dimension
Eigenval ue
Condition Index
Variance Proportions
(Constant) EPS PER DER
Vol. Perd. Saham d
i m e n s i o n 0 1
dim ensi on1
1 3.044 1.000 .02 .02 .03 .03 .03
2 .793 1.960 .00 .51 .00 .13 .05
3 .616 2.224 .00 .05 .14 .61 .09
4 .437 2.638 .00 .03 .60 .03 .33
5 .110 5.253 .98 .38 .23 .20 .51
87
Normal Parametersa,b Mean .0000000
Std. Deviation .81670691 Most Extreme Differences Absolute .192
Positive .192
Negative -.123
Kolmogorov-Smirnov Z 1.884
Asymp. Sig. (2-tailed) .002
a. Test distribution is Normal. b. Calculated from data.
Regression
a. Predictors: (Constant), LnVOLUME, LnDER, LnPER, LnEPS c. Dependent Variable: LnRETURN
ANOVAb
Model Sum of Squares df Mean Square F Sig. 1 Regression 7.674 4 1.919 1.827 .134a
Residual 67.190 64 1.050
Total 74.864 68
a. Predictors: (Constant), LnVOLUME, LnDER, LnPER, LnEPS b. Dependent Variable: LnRETURN
Coefficient Correlationsa
Model LnVOLUME LnDER LnPER LnEPS
1 Correlations LnVOLUM E
a. Dependent Variable: LnRETURN
Collinearity Diagnosticsa Model Dimension
Eigenval a. Dependent Variable: LnRETURN
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N Predicted Value -1.6929 .1489 -.6523 .33594 69 Std. Predicted Value -3.098 2.385 .000 1.000 69 Standard Error of Predicted Value .143 .568 .266 .073 69 Adjusted Predicted Value -1.8803 .1374 -.6559 .35213 69
Residual -2.88862 2.17478 .00000 .99403 69
Std. Residual -2.819 2.123 .000 .970 69
Stud. Residual -2.918 2.186 .002 1.003 69
Deleted Residual -3.09440 2.30642 .00365 1.06256 69 Stud. Deleted Residual -3.109 2.254 -.003 1.020 69
Mahal. Distance .333 19.927 3.942 3.052 69
Cook's Distance .000 .121 .014 .020 69
NPar Tests
One-Sample Kolmogorov-Smirnov Test
Unstandardize d Residual
N 69
Normal Parametersa,b Mean .0000000
Std. Deviation .99402770 Most Extreme
Differences
Absolute .097
Positive .061
Negative -.097
Kolmogorov-Smirnov Z .805
Asymp. Sig. (2-tailed) .535
