Pengaruh Analisis Price Earning Ratio, Price Book Value dan Market Value Added Terhadap Expected Return Saham.

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Lampiran i

Daftar Sampel Perusahaan

Daftar Sampel Perusahaan Manufaktur

No Kode Populasi

1 GJTL PT Gajah Tunggal Tbk

2 IMAS PT Indomobil Sukses International Tbk

3 ADMG PT Polychem Indonesia Tbk

4 VOKS PT Voksel Electric Tbk

5 CEKA PT Cahaya Kalbar Tbk

6 INDF PT Indofood Sukses Makmur Tbk

7 MYOR PT Mayora Indah Tbk

8 PSDN PT Prashida Aneka Niaga Tbk

9 SKLT PT Sekar Laut Tbk

10 ULTJ PT Ultrajaya Milk Industry and Trading Company Tbk

11 GGRM PT Gudang Garam Tbk

12 HMSP PT Hanjaya Mandala Sampoerna Tbk

13 DVLA PT Darya Varia Laboratoria Tbk

14 KAEF PT Kimia Farma Tbk

15 KLBF PT Kalbe Farma Tbk

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Lampiran ii

Data Variabel Penelitian (PER) Tahun 2009,2010 dan 2011

No Kode Sampel 2009 2010 2011

1 _GJTL _{PT Gajah Tunggal Tbk} 1.64 9.65 9.32

2

IMAS

PT Indomobil Sukses Internasional Tbk

19 UNVR PT Unilever Indonesia Tbk

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6

PT Ultrajaya Milk Industry and Trading Company Tbk

27.39 32.63 21.68

11 GGRM PT Gudang Garam Tbk 12.00 18.56 23.34

12

HMSP

PT Hanjaya Mandala Sampoerna Tbk

Data Variabel Penelitian (PBV) 2009,2010 dan 2011

No Kode Sampel 2009 2010 2011

1 _GJTL _{PT Gajah Tunggal Tbk} 0.55 2.27 2.46

2

IMAS

1.96 6.17 3.37

3 ADMG PT Polychem Indonesia Tbk 0.48 0.67 0.89

4 VOKS PT Voksel Electric Tbk 0.91 0.97 1.48

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6

1.41 2.69 2.21

12

HMSP

-0.283 7.837 0.910

3 ADMG PT Polychem Indonesia Tbk 1.127 0.617 1.960

4 VOKS PT Voksel Electric Tbk 0.281 0.098 0.822

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Data Variabel Penelitian (Return Saham) 2009, 2010,2011

Data Variabel Penelitian (MVA) 2009 (dalam jutaan)

No Kode Sampel 2009

1 _GJTL _{PT Gajah Tunggal Tbk} -1226875

2

IMAS

-0.183 1.017 0.102

12

HMSP

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3 ADMG PT Polychem Indonesia Tbk -1493749

4 VOKS PT Voksel Electric Tbk -363360

5 CEKA PT Cahaya Kalbar Tbk -145170

6

INDF PT Indofood Sukses Makmur Tbk

37959557

7 MYOR PT Mayora Indah Tbk -54892

8 PSDN PT Prashida Aneka Niaga Tbk -719999

9 SKLT PT Sekar Laut Tbk -69059

10

ULTJ

-448916

11 GGRM PT Gudang Garam Tbk 6063256

12

HMSP

-240700

13 DVLA PT Darya Varia Laboratoria Tbk -267760

14 KAEF PT Kimia Farma Tbk -403635

15 KLBF PT Kalbe Farma Tbk 5162800

16 MERK PT Merck Tbk -6400

17 PYFA PT Pyridam Farma Tbk 46262

18 TSPC PT Tempo Scan Pacific Tbk -33740

19 UNVR PT Unilever Indonesia Tbk 5614450

20 MRAT PT Mustika Ratu Tbk 254995

No Kode Sampel 2010

1 _GJTL _{PT Gajah Tunggal Tbk} 10739700

2 IMAS

PT Indomobil Sukses Internasional

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Tbk

3 ADMG PT Polychem Indonesia Tbk -1280884

6

INDF PT Indofood Sukses Makmur Tbk

28927707

7 MYOR PT Mayora Indah Tbk 1110858

10

ULTJ

-226776

12

HMSP

-16050

16 MERK PT Merck Tbk 20060

18 TSPC PT Tempo Scan Pacific Tbk 383760

No Kode Sampel 2011

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2

IMAS

7777480

3 ADMG PT Polychem Indonesia Tbk 1069091

6

INDF PT Indofood Sukses Makmur Tbk 16808957

7 MYOR PT Mayora Indah Tbk 1226858

10

ULTJ

-262316

12

HMSP

-165300

16 MERK PT Merck Tbk -6500

18 TSPC PT Tempo Scan Pacific Tbk 162000

Lampiran iii

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Tabel 4.1 Statistik Deskriptif Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

PER 60 1.64 37.17 15.5078 8.41555

MVA 60 -1493749 37959557 3537505.92 8146624.499

PBV 60 .48 32.23 4.0852 6.51469

ReturnSaham 60 -.283 7.837 .96705 1.358830

Valid N (listwise) 60

Lampiran iv

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Tabel 4.2

Hasil Uji Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 60

Normal Parametersa,,b Mean .0000000

Std. Deviation 1.34778995

Most Extreme Differences Absolute .203

Positive .203

Negative -.161

Kolmogorov-Smirnov Z 1.569

Asymp. Sig. (2-tailed) .015

a. Test distribution is Normal. b. Calculated from data.

Tabel 4.3

Hasil Uji Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 25

Normal Parametersa,,b Mean .0000000

Std. Deviation 0.86597760

Most Extreme Differences Absolute .105

Positive .075

Negative -.105

Kolmogorov-Smirnov Z .527

Asymp. Sig. (2-tailed) .944

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Lampiran v

Tabel 5.1 Uji Multikolineritas

Model

Collinearity Statistics

Tolerance VIF

1 (Constant)

PER .359 2.782

PBV .767 1.303

MVA .306 3.272

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Lampiran vi

Gambar 6.1

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Lampiran vii

Hasil Output Uji Autokorelasi

Tabel 7.1

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Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate Durbin-Watson

1 .495a .245 .137 .92577 1.681

a. Predictors: (Constant), LNPBV, LNMVA, LNPER

b .Dependent Variable: LNRETURNSAHAM

Tabel 7.2

Pedoman untuk memberikan Interpretasi Koefisien Korelasi

Interval koefisien Tingkat hubungan

0.000-0.199 Sangat rendah

0.200-0.399 Rendah

0.400-0.599 Sedang

0.600-0.799 Kuat

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Lampiran viii

Hasil Uji Hipotesis

Tabel 8.1

Hasil Uji Simultan (Uji-F)

ANOVAb

Model Sum of Squares Df Mean Square F Sig.

1 Regression 5.842 3 1.947 2.272 .110a

Residual 17.998 21 .857

Total 23.840 24

a. Predictors: (Constant), LNPBV, LNMVA, LNPER

b.Dependent Variable: LNRETURNSAHAM

Tabel 8.2

Hasil Uji Parsial (Uji-t) Coefficientsa

Model

Unstandardized Coefficients

Standardized