Lampiran 1
Populasi dan Sampel Penelitian
No
Nama Bank
Kode
Saham
Kriteria
Sampel
Lampiran 2
Tabulasi Data Variabel Penelitian
Nama Bank
Tahun
Bank Rakyat Indonesia Agroniaga
Tbk
Bank MNC Internasional Tbk
2010
0,51
12,55
84,96
4,34
94,6
2011
-1,64
10,12
84,93
6,25
114,63
2012
0,09
11,21
79,48
5,78
99,68
2013
-0,93
13,09
80,14
4,88
107,77
2014
-0,82
17,79
80,35
5,88
108,54
Bank Capital Indonesia Tbk
2010
0,74
29,29
50,6
1,03
91,75
2011
0,84
21,58
44,24
0,81
92,82
2012
1,32
18
59,06
2,11
86,85
2013
1,59
20,13
63,35
0,37
86,36
2014
1,33
16,43
58,13
0,34
87,81
Bank Ekonomi Raharja Tbk
2010
1,78
19,05
62,44
0,35
76,32
2011
1,49
16,37
70,06
0,74
81
2012
1,02
14,21
81,82
0,28
90,02
2013
1,19
13,1
83,07
0,92
94,13
2014
0,3
13,41
84,74
2,27
97,97
Bank Central Asia Tbk
2010
3,5
13,5
55,2
0,6
65,1
Bank Negara Indonesia Tbk
2010
2,49
18,63
70,15
4,28
75,99
2011
2,94
17,63
70,37
3,61
72,58
2012
2,92
16,67
77,52
2,84
70,99
2013
3,36
15,09
85,3
2,17
67,12
2014
3,49
16,22
87,81
1,96
69,78
Bank Nusantara Parahyangan Tbk
2010
1,5
12,76
80,41
0,63
85,17
2011
1,53
13,45
84,92
0,78
85,77
2012
1,57
12,17
84,94
0,58
85,18
2013
1,58
15,75
84,44
0,45
86,35
Lanjutan Lampiran 2
Bank Rakyat Indonesia Tbk
2010
4,64
13,76
75,17
2,78
70,86
2011
4,93
14,96
76,2
2,3
66,69
2012
5,15
16,96
79,65
1,78
59,93
2013
5,03
16,99
88,54
1,55
60,58
2014
4,74
18,31
81,68
1,69
65,37
Bank Tabungan Negara Tbk
2010
2,05
16,74
108,42
2,66
82,39
2011
2,03
15,62
102,57
2,23
81,75
2012
1,94
17,69
100,9
3,12
80,74
2013
1,79
15,03
104,42
3,04
82,19
2014
1,12
16,74
108,41
2,79
89,19
Bank Mutiara Indonesia Tbk
2010
2,53
11,16
70,86
24,84
81,75
2011
2,17
9,41
83,9
6,24
87,22
2012
1,06
10,09
82,81
3,9
92,96
2013
-7,58
14,03
96,31
12,28
173,8
2014
-4,96
13,58
71,13
2,24
135,91
Bank Danamon Indonesia Tbk
2010
2,79
16,00
93,80
3,00
81,10
Bank Jawa Barat dan Banten
2010
3,15
22,85
71,54
1,86
76,6
2011
2,65
18,36
79,25
1,21
80,02
2012
2,46
18,11
74,09
2,07
79,31
2013
2,61
16,51
96,47
2,83
79,41
2014
1,94
16,39
93,18
4,15
85,94
Bank QNB Kesawan Indonesia Tbk
2010
0,17
9,92
71,65
1,91
95,57
2011
0,46
46,49
75,48
1,56
96,67
2012
-0,81
27,76
87,37
0,73
111,53
2013
0,07
18,73
113,3
0,23
100,82
2014
1,05
15,1
93,47
0,31
88,97
PT Bank Mandiri (Persero) Tbk
2010
3,5
13,36
65,44
2,21
66,43
2011
3,37
15,34
71,65
2,18
67,22
2012
3,55
15,48
77,66
1,74
63,93
2013
3,66
14,93
82,97
1,6
62,41
Lanjutan Lampiran 2
Bank Bumi Arta Tbk
2010
1,52
24,64
54,18
2,25
85,15
2011
2,11
19,96
67,53
1,07
86,68
2012
2,47
19,18
77,95
0,63
78,71
2013
2,05
16,99
83,96
0,21
82,33
2014
1,52
15,07
79,45
0,25
87,41
Bank CIMB Niaga Tbk
2010
2,75
13,47
88,04
2,59
76,8
2011
2,85
13,16
94,41
2,64
76,1
2012
3,18
15,16
95,04
2,29
71,7
2013
2,76
15,36
94,49
2,23
73,79
2014
1,44
15,58
99,46
3,9
87,86
Bank MayBank Indonesia Tbk
Lanjutan Lampiran 2
Bank Artha Graha Internasional Tbk
2010
0,76
13,65
91,75
2
76,13
2011
0,72
12,65
92,43
1,85
82,21
2012
0,66
15,76
93,03
0,8
87,42
2013
1,39
17,31
85,27
1,76
88,87
2014
0,78
16,45
91,62
1,69
87,62
Bank Mayapada Internasional Tbk
2010
1,22
20,4
73,38
3,27
90,17
2011
2,07
14,68
82,1
2,51
83,38
2012
2,41
10,93
80,58
3,02
80,19
2013
2,53
14,07
85,61
1,04
78,58
2014
1,98
10,44
81,25
1,46
84,27
Bank Windu Kentjana Tbk
2010
1,11
17,12
81,29
2,08
91,21
Bank OCBC NISP Tbk
2010
1,29
17,61
80
1,99
83,25
Bank Woori Saudara Indonesia Tbk
2010
2,78
19,69
100,2
1,78
79,3
2011
3,02
13,38
81,7
1,65
80,03
2012
3,57
42,52
118,1
0,65
42,41
2013
5,14
27,91
140,72
0,48
33,28
Lampiran 3
Statstik Deskriptif
ROA? C CAR? LDR? NPL? BOPO? Mean 1.819677 1.000000 16.73961 82.16974 2.741226 82.72529 Median 1.790000 1.000000 15.74000 83.88000 2.040000 82.73000 Maximum 5.150000 1.000000 46.49000 140.7200 50.96000 173.8000 Minimum -12.90000 1.000000 9.410000 40.22000 0.140000 33.28000 Std. Dev. 2.022613 0.000000 5.197701 13.75387 4.682649 16.56784 Skewness -3.445863 NA 2.905917 0.035254 7.898978 1.531396 Kurtosis 23.45119 NA 15.24193 5.180181 76.94373 11.17176
Jarque-Bera 3007.950 NA 1186.024 30.72978 36923.91 491.8563 Probability 0.000000 NA 0.000000 0.000000 0.000000 0.000000
Sum 282.0500 155.0000 2594.640 12736.31 424.8900 12822.42 Sum Sq. Dev. 630.0085 0.000000 4160.478 29132.02 3376.789 42271.95
Lampiran 4
Analisis
Common Effect Model
(CEM)
Dependent Variable: ROA? Method: Pooled Least Squares Date: 01/12/17 Time: 16:54 Sample: 2010 2014
Included observations: 5 Cross-sections included: 31
Total pool (balanced) observations: 155
Variable Coefficient Std. Error t-Statistic Prob.
C 11.63443 0.546256 21.29848 0.0000 CAR? -0.053779 0.011160 -4.818955 0.0000 LDR? -0.003968 0.004127 -0.961548 0.3378 NPL? -0.086393 0.014304 -6.039702 0.0000 BOPO? -0.100956 0.004009 -25.18514 0.0000
Lampiran 5
Analisis
Fixed Effect Model
(FEM)
Dependent Variable: ROA? Method: Pooled Least Squares Date: 01/12/17 Time: 16:56 Sample: 2010 2014
Included observations: 5 Cross-sections included: 31
Total pool (balanced) observations: 155
Variable Coefficient Std. Error t-Statistic Prob.
C 11.88033 0.819151 14.50323 0.0000 CAR? -0.054697 0.013632 -4.012343 0.0001 LDR? -0.003907 0.006948 -0.562377 0.5749 NPL? -0.100725 0.017722 -5.683743 0.0000 BOPO? -0.103328 0.005937 -17.40314 0.0000 Fixed Effects (Cross)
_AGRO--C 0.419800 _BABP--C -0.009043 _BACA--C -0.045492 _BAEK--C -0.419596 _BBCA--C -0.593676 _BBKP--C -0.165482 _BBNI--C 0.052719 _BBNP--C -0.297290 _BBRI--C 1.104464 _BBTN--C 0.091885 _BCIC--C 0.528114 _BDMN--C 0.263125 _BEKS--C 0.317944 _BJBR--C 0.551324 _BKSW--C 0.238598 _BMRI--C -0.320466 _BNBA--C 0.160041 _BNGA--C 0.136805 _BNII--C -0.129188 _BNLI--C -0.129188 _BSIM--C 0.141829 _BSWD--C 0.406981 _BTPN--C -0.201946 _BVIC--C 0.103750 _INPC--C -0.944784 _MAYA--C 0.084738 _MCOR--C -0.061976 _MEGA--C -0.085092 _NISP--C -0.497333 _PNBN--C -0.231832 _SDRA--C -0.469735
Effects Specification
Cross-section fixed (dummy variables)
Lampiran 6
Analisis Perbandingan
Common Effect Model
dan
Fixed Effect Model
(Chow)
Redundant Fixed Effects Tests Pool: VALENTINO
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 1.833271 (30,120) 0.0116 Cross-section Chi-square 58.478950 30 0.0014
Cross-section fixed effects test equation: Dependent Variable: ROA?
Method: Panel Least Squares Date: 01/12/17 Time: 16:57 Sample: 2010 2014
Included observations: 5 Cross-sections included: 31
Total pool (balanced) observations: 155
Variable Coefficient Std. Error t-Statistic Prob.
C 11.63443 0.546256 21.29848 0.0000 CAR? -0.053779 0.011160 -4.818955 0.0000 LDR? -0.003968 0.004127 -0.961548 0.3378 NPL? -0.086393 0.014304 -6.039702 0.0000 BOPO? -0.100956 0.004009 -25.18514 0.0000
Lampiran 7
Analisis
Random Effect Model
(REM)
Dependent Variable: ROA?
Method: Pooled EGLS (Cross-section random effects) Date: 01/12/17 Time: 16:58
Sample: 2010 2014 Included observations: 5 Cross-sections included: 31
Total pool (balanced) observations: 155
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C 11.67768 0.598022 19.52717 0.0000 CAR? -0.055243 0.011465 -4.818310 0.0000 LDR? -0.003769 0.004682 -0.805039 0.4221 NPL? -0.091279 0.014780 -6.175845 0.0000 BOPO? -0.101219 0.004353 -23.25033 0.0000 Random Effects (Cross)
_AGRO--C 0.189971 _BABP--C -0.040332 _BACA--C -0.017269 _BAEK--C -0.199543 _BBCA--C -0.255392 _BBKP--C -0.081885 _BBNI--C 0.036343 _BBNP--C -0.138875 _BBRI--C 0.554973 _BBTN--C 0.042089 _BCIC--C 0.188908 _BDMN--C 0.131655 _BEKS--C 0.056069 _BJBR--C 0.270585 _BKSW--C 0.108510 _BMRI--C -0.132752 _BNBA--C 0.085684 _BNGA--C 0.070300 _BNII--C -0.061648 _BNLI--C -0.061648 _BSIM--C 0.065538 _BSWD--C 0.214202 _BTPN--C -0.060288 _BVIC--C 0.050162 _INPC--C -0.453852 _MAYA--C 0.041921 _MCOR--C -0.033918 _MEGA--C -0.035807 _NISP--C -0.230732 _PNBN--C -0.107602 _SDRA--C -0.195366
Effects Specification
S.D. Rho
Lanjutan Lampiran 7
Weighted Statistics
R-squared 0.867996 Mean dependent var 1.308551 Adjusted R-squared 0.864476 S.D. dependent var 1.719959 S.E. of regression 0.633178 Sum squared resid 60.13717 F-statistic 246.5829 Durbin-Watson stat 1.165468 Prob(F-statistic) 0.000000
Unweighted Statistics
Lampiran 8
Analisis Perbandingan
Fixed Effect Model
dan
Random Effect Model
(HAUSMAN)
Correlated Random Effects - Hausman Test Pool: VALENTINO
Test cross-section random effects
Test Summary
Chi-Sq.
Statistic Chi-Sq. d.f. Prob.
Cross-section random 2.931325 4 0.5694
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
CAR? -0.054697 -0.055243 0.000054 0.9410 LDR? -0.003907 -0.003769 0.000026 0.9785 NPL? -0.100725 -0.091279 0.000096 0.3340 BOPO? -0.103328 -0.101219 0.000016 0.6013
Cross-section random effects test equation: Dependent Variable: ROA?
Method: Panel Least Squares Date: 01/12/17 Time: 16:58 Sample: 2010 2014
Included observations: 5 Cross-sections included: 31
Total pool (balanced) observations: 155
Variable Coefficient Std. Error t-Statistic Prob.
C 11.88033 0.819151 14.50323 0.0000 CAR? -0.054697 0.013632 -4.012343 0.0001 LDR? -0.003907 0.006948 -0.562377 0.5749 NPL? -0.100725 0.017722 -5.683743 0.0000 BOPO? -0.103328 0.005937 -17.40314 0.0000
Effects Specification
Cross-section fixed (dummy variables)
