LAMPIRAN 1
Daftar Sampel Perusahaan Perbankan
No
Kode
Emiten
Nama Emiten
Tanggal IPO
1
AGRO
Bank Rakyat Indonesia Agro Niaga Tbk
08-Aug-2003
2
BABP
Bank ICB Bumi Putra Tbk
15-Jul-2002
3
BACA
Bank Capital Indonesia Tbk
08-Oct-2007
4
BAEK
Bank Ekonomi Raharja Tbk
08-Jan-2008
5
BBCA
Bank Central Asia Tbk
31-May-2000
6
BBKP
Bank Bukopin Tbk
10-Jul-2006
7
BBNI
Bank Negara Indonesia (Persero) Tbk
25-Nov-1996
8
BBNP
Bank Nusantara Parahyangan Tbk
10-Jan-2001
9
BBRI
Bank Rakyat Indonesia (Persero) Tbk
10-Nov-2003
10
BBTN
Bank Tabungan Negara (Persero) Tbk
17-Dec-2009
11
BCIC
Bank Mutiara Tbk
25-Jun-1997
12
BDMN
Bank Danamon Indonesia Tbk
06-Dec-1989
13
BEKS
Bank Pundi Indonesia Tbk
13-Jul-2001
14
BJBR
Bank Jabar Banten Tbk
08-Jul-2010
15
BKSW
Bank Kesawan Tbk
21-Nov-2002
16
BMRI
Bank Mandiri (Persero) Tbk
14-Jul-2003
17
BNBA
Bank Bumi Arta Tbk
31-Dec-1999
18
BNGA
Bank CIMB Niaga Tbk
29-Nov-1989
19
BNII
Bank Internasional Indonesia Tbk
21-Nov-1989
20
BNLI
Bank Permata Tbk
15-Jan-1990
21
BSIM
Bank Sinar Mas Tbk
13-Dec-2010
22
BSWD
Bank Swadesi Tbk
01-May-2002
23
BTPN
Bank Tabungan Pensiunan Nasional
Tbk
12-Mar-2008
24
BVIC
Bank Victoria International Tbk
30-Jun-1999
25
INPC
Bank Artha Graha International Tbk
29-Aug-1990
26
MAYA
Bank Mayapada International Tbk
29-Aug-1997
27
MCOR
Bank Windu Kentjana International Tbk
03-Jul-2007
28
MEGA
Bank Mega Tbk
17-Apr-2000
29
NISP
Bank NISP OCBC Tbk
20-Oct-1994
LAMPIRAN 2
Data Variabel Penelitian
Data Variabel ROE Tahun 2011-2013
(dalam jutaan rupiah, kecuali ROE)
No
Kode
Emiten Tahun NOPAT Total Ekuitas
ROE= NOPAT/Total
Ekuitas
1 AGRO 2011 32.856.381 347.616.163 0,094519141
2 2012 33.026.578 371.924.556 0,088799133
3 2013 52.439.708 836.906.513 0,062658979
4 BABP 2011 -95.326.879 623.093.081 -0,152989789
5 2012 1.036.435 713.839.761 0,001451915
13 BBCA 2011 10.817.798 42.027.340 0,257399065
14 2012 11.718.460 51.897.942 0,225798164
22 BBNP 2011 68.145.768 582.910.554 0,116906046
23 2012 85.429.831 661.259.661 0,129192564
24 2013 105.234.027 1.052.398.335 0,099994483
25 BBRI 2011 15.087.996 49.820.329 0,302848181
33 2013 -1.136.045 1.375.050 -0,826184502
46 BMRI 2011 12.695.885 62.654.408 0,202633548
47 2012 16.043.618 75.755.589 0,211781312
70 BVIC 2011 187.402.442 1.212.113.645 0,15460798
71 2012 205.571.047 1.469.192.278 0,139921132
72 2013 262.636.430 1.644.776.036 0,159679144
Data Variabel EVA Tahun 2011-2013
(dalam jutaan rupiah kecuali ROE)
74 2012 133.349 1.937.327 0,068831436
75 2013 225.937 2.611.823 0,086505479
76 MAYA 2011 171.275.436 1.663.595.794 0,102954959
77 2012 263.289.326 1.845.739.034 0,142647103
Total ekuitas x (ROE-Biaya Ekuitas) 1
AGRO 2011 347.616.163 0,094519141 0,078644068 5518431,91 2
2012 371.924.556 0,088799133 0,061689189 10082853,7
3
2013 836.906.513 0,062658979 0,085254237 -18910118,45 4
BABP 2011 623.093.081 -0,152989789 -0,108625 -27643393,08 5
2012 713.839.761 0,001451915 0,001583333 -93811,28825 6
2013 763.877.334 -0,107007232 -0,169318182 47597922,33 7
BACA 2011 608.788 0,045675999 0,057830189 -7399,324906 8
2012 657.788 0,072537048 0,070469799 1359,812081
9
10
BAEK 2011 2.542.772 0,095390778 0,044390244 129682,7307 11
2012 2.683.102 0,071434481 0,040677966 82522,8678
12
2013 2.966.188 0,081331662 0,052941176 84211,51765
13
BBCA 2011 42.027.340 0,257399065 0,0555 8485280,63
14
2012 51.897.942 0,225798164 0,049740933 9137007,963
15
2013 63.966.678 0,222869773 0,0603125 10398248,73
16
BBKP 2011 4.374.094 0,16951579 0,163224138 27520,27762 17
2012 4.996.742 0,167052652 0,155671642 56867,96925
18
2013 6.213.369 0,150421132 0,187983871 -233391,1564
19
BBNI 2011 37.843.024 0,153481868 0,082105263 2701106,556 20
2012 43.525.291 0,16193716 0,096305732 2856626,969
21
2013 47.683.505 0,189959631 0,123037975 3191059,119
22
BBNP 2011 582.910.554 0,116906046 0,126153846 -5390640,351 23
2012 661.259.661 0,129192564 0,157692308 -18845730,93 24
2013
1.052.398.33
5 0,099994483 0,12027027 -21338205,18 25
BBRI 2011 49.820.329 0,302848181 0,093171852 10446143,69 26
2012 64.881.779 0,288022004 0,09525283 12507206,92
27
2013 79.327.422 0,269192285 0,11934069 11887340,75
28
BBTN 2011 7.321.643 0,152788247 0,109200344 319135,0662 29
2012 10.278.871 0,132695702 0,091358025 424904,6494
30
2013 11.556.753 0,135173002 0,170114943 -403815,3724 31
BCIC 2011 1.001.898 0,259951612 0,00771 252720,3664
32
2012 1.243.946 0,117042862 0,000004 145590,0242
33
2013 1.375.050 -0,826184502 -0,000034 -1135998,248
34
BDMN 2011 2.583.6501 0,133494586 0,092385366 1062118,403 35
2012 28.733.311 0,143288325 0,068618033 2145524,724
36
2013 31.552.983 0,131820183 0,111703311 634747,3188
37
BEKS 2011 463.241 -0,317875577 -0,186724138 -60754,72362 38
2012 654.184 0,071638866 0,04 20697,64
39
2013 717.916 0,134099254 0,106547619 19779,75952
40
BJBR 2011 5.387.099 0,178703788 0,109054945 375205,2145 41
42
2013 6.718.265 0,204872389 0,159089888 307578,976
43
BKSW 2011 892.573 0,006926044 0,002619718 3843,710169
44
2012 863.068 -0,03417923 -0,009614286 -21201,21766
45
2013 1.513.028 0,00221873 0,0014 1238,7608
46
BMRI 2011 62.654.408 0,202633548 0,078419259 7782572,735 47
2012 75.755.589 0,211781312 0,073420994 10481567,32
48
2013 88.790.596 0,212071265 0,099383439 10005619,18
49
BNBA 2011 476.131 0,089521581 0,132733813 -20574,68309 50
2012 522.505 0,109309959 0,14377907 -18010,28285
51
2013 564.402 0,099569101 0,154968153 -31267,33541
52
BNGA 2011 18.369.491 0,172947634 0,103909836 1268189,202 53
2012 22.651.912 0,187615995 0,142745763 1016396,545
54
2013 25.886.687 0,165959862 0,185217391 -498513,6357 55
BNII 2011 7.954.003 0,084372108 0,028571429 443838,7714 56
2012 9.667.493 0,12527767 0,0525 703577,6175
57
2013 12.408.401 0,126552648 0,083870968 529611,4
58
BNLI 2011 9.136.208 0,12662562 0,096385542 276279,6386 59
2012 12.495.534 0,109489678 0,105633803 48181,22535
60
2013 14.126.644 0,12217148 0,128571429 -90409,8
61
BSIM 2011 1.294.968 0,086990567 0,050518519 47230,13511 62
2012 1.825.608 0,12483841 0,102478261 40820,86713
63
2013 2.754.260 0,080275646 0,074458333 16022,39083
64
BSWD 2011 346.488 0,138740736 0,091666667 16310,6
65
2012 373.769 0,147139008 0,040384615 39901,48269
66
2013 454.861 0,179164624 0,144615385 15715,10154
67
BTPN 2011 5.617.198 0,249245798 0,072647059 991990,0865 68
2012 7.733.927 0,255883719 0,068888889 1446204,362
69
2013 9.907.865 0,215091849 0,084883721 1290084,552
70
BVIC 2011
1.212.113.64
5 0,15460798 0,273255814 -143814658,7 71
2012
1.469.192.27
8 0,139921132 0,262941176 -180740099 72
2013
1.644.776.03
73
INPC 2011
1.154.341.09
4 0,087002444 0,121979167 -40375068,7 74
2012 1.937.327 0,068831436 0,141363636 -140518,5895
75
2013 2.611.823 0,086505479 0,18967033 -269448,3295
76
MAYA 2011
1.663.595.79
4 0,102954959 0,03997114 104779615,7 77
2012
1.845.739.03
4 0,142647103 0,023122455 220611309,1 78
2013
2.412.324.12
1 0,159742837 0,040287273 288165539,2 79
MCOR 2011 557.634 0,064942238 0,05106383 7739,07234
80
2012 755.665 0,124500936 0,11795122 4949,391707
81
2013 1.035.379 0,075630276 0,142519685 -69255,88898
82
MEGA 2011 4876.388 0,220112099 0,089714286 635870,3337 83
2012 6.262.821 0,219934755 0,062857143 983748,9657
84
2013 6.118.505 0,085769318 0,036585366 300932,2561
85
NISP 2011 6.590.379 0,114204965 0,100814815 88246,16156 86
2012 8.951.476 0,102268721 0,07758 221000,4919
87
2013 13.496.552 0,084667625 0,104626016 -269369,469
88
PNBN 2011 15.888.131 0,129223192 0,097423077 505244,3914 89
2012 17.647.765 0,129100484 0,132560606 -61063,42402 90
2013 19.958.433 0,122979344 0,142151515 -382646,491
91
SDRA 2011 473.174 0,190295747 0,176727273 6420,249455
92
2012 537.907 0,220935961 0,081444444 75033,46322
93
LAMPIRAN 3
Data Variabel EVA, ROE, DAN EPS
No
4 BABP 2011 -27643393,08 -0,152989789 -17,37614358 160
5 2012 -93811,28825 0,001451915 0,188920938 120
6 2013 47597922,33 -0,107007232 -14,89960569 88
7 BACA 2011 -7399,324906 0,045675999 6,135701677 106
8 2012 1359,812081 0,072537048 10,48659341 149
9 2013 -26840,66316 0,077755712 11,01719556 133
10 BAEK 2011 129682,7307 0,095390778 90,84531835 2050
11 2012 82522,8678 0,071434481 71,78501873 1770
12 2013 84211,51765 0,081331662 90,35393258 1700
13 BBCA 2011 8485280,63 0,257399065 438,7669033 8000
14 2012 9137007,963 0,225798164 479,1650311 9650
15 2013 10398248,73 0,222869773 578,2291219 9600
16 BBKP 2011 27520,27762 0,16951579 93,20905091 580
17 2012 56867,96925 0,167052652 104,7326223 670
18 2013 -233391,1564 0,150421132 109,9555294 620
19 BBNI 2011 2701106,556 0,153481868 311,4660017 3800
20 2012 2856626,969 0,16193716 377,9687902 3925
21 2013 3191059,119 0,189959631 485,7325719 3950
22 BBNP 2011 -5390640,351 0,116906046 163,6101826 1300
23 2012 -18845730,93 0,129192564 205,1072379 1300
24 2013 -21338205,18 0,099994483 155,4800475 1480
25 BBRI 2011 10446143,69 0,302848181 611,6176578 6750
26 2012 12507206,92 0,288022004 757,5248287 7950
28 BBTN 2011 319135,0662 0,152788247 126,6026483 1163
29 2012 424904,6494 0,132695702 131,707416 1620
30 2013 -403815,3724 0,135173002 147,8758993 870
31 BCIC 2011 252720,3664 0,259951612 0,385123265 50
32 2012 145590,0242 0,117042862 0,21529314 50
33 2013 -1135998,248 -0,826184502 -1,679883891 50
34 BDMN 2011 1062118,403 0,133494586 359,8740609 4100
35 2012 2145524,724 0,143288325 429,5855593 6100
36 2013 634747,3188 0,131820183 433,9858097 3775
37 BEKS 2011 -60754,72362 -0,317875577 -15,90548715 116
38 2012 20697,64 0,071638866 4,357508136 120
39 2013 19779,75952 0,134099254 8,951371455 84
40 BJBR 2011 375205,2145 0,178703788 1685,980736 910
41 2012 577397,9 0,198591409 123,0717822 1200
42 2013 307578,976 0,204872389 141,9541048 890
43 BKSW 2011 3843,710169 0,006926044 1,736029205 710
44 2012 -21201,21766 -0,03417923 -8,283909014 700
45 2013 1238,7608 0,00221873 0,545144527 450
46 BMRI 2011 7782572,735 0,202633548 544,1171302 6750
47 2012 10481567,32 0,211781312 687,5934513 9050
48 2013 10005619,18 0,212071265 807,0087001 7850
49 BNBA 2011 -20574,68309 0,089521581 18,45194805 139
50 2012 -18010,28285 0,109309959 24,72510823 172
51 2013 -31267,33541 0,099569101 24,32770563 157
52 BNGA 2011 1268189,202 0,172947634 126,4159803 1220
53 2012 1016396,545 0,187615995 169,1083124 1180
54 2013 -498513,6357 0,165959862 170,9502606 920
55 BNII 2011 443838,7714 0,084372108 11,92402409 420
56 2012 703577,6175 0,12527767 21,51918054 400
57 2013 529611,4 0,126552648 25,75470708 310
58 BNLI 2011 276279,6386 0,12662562 128,086581 1328
60 2013 -90409,8 0,12217148 161,6742857 1260
61 BSIM 2011 47230,13511 0,086990567 12,40912095 270
62 2012 40820,86713 0,12483841 22,16337645 230
63 2013 16022,39083 0,080275646 16,85727356 240
64 BSWD 2011 16310,6 0,138740736 55,38248848 600
65 2012 39901,48269 0,147139008 63,359447 1560
66 2013 15715,10154 0,179164624 93,88824885 650
67 BTPN 2011 991990,0865 0,249245798 247,2299135 3400
68 2012 1446204,362 0,255883719 338,8674658 4950
69 2013 1290084,552 0,215091849 364,9145548 4300
70 BVIC 2011 -143814658,7 0,15460798 28,62124114 129
71 2012 -180740099 0,139921132 31,12664134 119
A 2011 104779615,7 0,102954959 441,1404743 1386
77 2012 220611309,1 0,142647103 85,15624881 3683
78 2013 288165539,2 0,159742837 110,7867363 2750
79 MCOR 2011 7739,07234 0,064942238 9,641640043 188
80 2012 4949,391707 0,124500936 21,97127511 205
81 2013 -69255,88898 0,075630276 13,24974619 127
82 MEGA 2011 635870,3337 0,220112099 294,472428 3500
83 2012 983748,9657 0,219934755 377,8908093 3150
84 2013 300932,2561 0,085769318 75,36693954 2050
85 NISP 2011 88246,16156 0,114204965 106,8958955 1080
86 2012 221000,4919 0,102268721 107,0959289 1500
87 2013 -269369,469 0,084667625 99,60957113 1230
88 PNBN 2011 505244,3914 0,129223192 85,2374725 780
89 2012 -61063,42402 0,129100484 94,58774443 660
90 2013 -382646,491 0,122979344 101,9004027 660
Keterangan:
Data outlier
92 2012 75033,46322 0,220935961 51,31390328 630
LAMPIRAN 4
Analisis Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
EVA 63 -498513.64 2701106.56 267219.0367 5.73508E5
ROE 63 -.03 .26 .1269 .06216
EPS 63 -8.28 429.59 97.9101 107.48143
MV 63 50.00 6100.00 1142.8889 1316.81055
Valid N (listwise) 63
One-Sample Kolmogorov-Smirnov Test
Unstandardi
zed Residual
N 63
Normal Parametersa,,b Mean .0000000
Std. Deviation 4.28623767
E2
Most Extreme Differences Absolute .171
Positive .171
Negative -.096
Kolmogorov-Smirnov Z 1.355
Asymp. Sig. (2-tailed) .051
a. Test distribution is Normal.
Uji Multikolinearitas
Coefficientsa
Model
Collinearity Statistics
Tolerance VIF
1 (Constant)
EVA .478 2.092
ROE .689 1.451
EPS .396 2.526
Uji Heteroskedastisitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Uji Autokorelasi
Model Summaryb
Model R R Square Adjusted R Square
Std. Error of the
Estimate
Durbin-Watson
1 .946a .894 .889 439.38587 1.964
a. Predictors: (Constant), EPS, ROE, EVA
b. Dependent Variable: MV
Analisis Regresi Linier Berganda
Coefficientsa
Model
Unstandardized Coefficients
Standardized
a. Dependent Variable: MV
Uji Statistik F
ANOVAb
Model Sum of Squares Df Mean Square F Sig.
1 Regression 9.612E7 3 3.204E7 165.953 .000a
Residual 1.139E7 59 193059.944
Total 1.075E8 62
a. Predictors: (Constant), EPS, ROE, EVA
Uji Statistik t
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 390.578 128.685 3.035 .004
EVA .001 .000 .224 3.647 .001 .478 2.092
ROE -3152.024 1081.438 -.149 -2.915 .005 .689 1.451
EPS 10.369 .825 .846 12.566 .000 .396 2.526
LAMPIRAN 5
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 30.83 54.29 47.00 2.564 93
Std. Predicted Value -6.308 2.844 .000 1.000 93
Standard Error of Predicted
Value