DATA AWAL PERUSAHAAN SAMPEL
1 EMTK Elang Mahkota Teknologi Tbk 26,44 10 4.314.284.667.000 1 2 PTPP PT PP (PERSERO) Tbk 56,37 21,46 5.444.073.889.824 4 3 BIPI Benakat Petrolium Energy Tbk 2,81 38,24 4.697.479.956.890 36 4 TOWR Sarana Meara Nusantara Tbk 1,76 11 7.411.393.000.000 50 5 ROTI Nippon Indosari Corporindo Tbk 15,31 15 568.265.341.826 17 6 GOLD PT Golden Retailindo Tbk 14,67 13,78 70.005.131.296 497 SKYB Skybee Tbk 15,08 40,17 323.419.685.093 49
8 BJBR Bank Jabar Banten 49,12 25,25 43.445.700.000.000 50 9 IPOL Indopoly Swakarsa Industry Tbk 15,30 35,71 2.219.000.000.000 12 10 GREN PT Evergreen Invesco Tbk 6,80 18,94 553.949.522.077 70 11 BUVA Bukit Uluwatu Villa Tbk 9,58 30 882.189.671.228 19 12 BRAU Berau Coal Energy Tbk 27,31 9,74 8.696.060.000.000 11 13 HRUM Harum Energi Tbk 14,98 20,19 3.470.000.000.000 5 14 ICBP Indofood CBP Sukses Makmur Tbk 1,08 19,48 13.361.313.000.000 10 15 TBIG Tower Bersama Infrastructure Tbk 6,05 21,36 5.176.442.000.000 19 16 KRAS Krakatau Steel Tbk 39,03 20 12.287.724.000.000 49 17 APLN Agung Podomoro Land Tbk 6,28 30 7.564.619.668.057 12
18 BORN Borneo Lumbung Energi Dan
Metal Tbk 4,69 25 8.523.960.000.000 9
19 MIDI Midi utama Indonesia Tbk 3,41 15 1.114.803.473.543 49 20 BRMS Bumi Resource Mineral Tbk 7,35 18,16 20.096.121.017.000 10 21 BSIM Bank Sinar Mas Tbk 21,31 22,26 11.232.179.000.000 70 22 MFMI Multifiling Mitra Indonesia Tbk 18,47 34 138.543.216.810 70 23 MBSS Mitrabahtera Segara Sejati Tbk 17,03 10 2.801.281.301.681 11 24 SRAJ Sejahteraraya Anugrahjaya Tbk 19,89 13,55 1.236.394.210.907 67 25 HDFA HD Finance Tbk 38,63 19,06 1.241.206.000.000 15 26 BULL Buana Listya Tama Tbk 6,05 21,89 2.148.518.426.000 7 27 SIMP Salim Ivomas Pratama Tbk 18,82 20 26.574.461.000.000 14 28 TIFA Tifa Finance Tbk 22,06 25,75 1.014.126.818.000 55 29 ALDO Alkindo Naratama Tbk 22,46 27,27 164.523.000.000 11 30 SDMU Sidomulyo Selaras Tbk 18,50 15,21 197.859.899.299 7 31 PTIS Indo Straits Tbk 26,48 18,18 553.251.564.900 5 32 STAR Star Petrcohem Tbk 3,16 35,37 718.569.181.860 35
33 SMRU SMR Utama Tbk 8,91 6,67 385.026.021.483 8
41 TELE Tifone Mobile Tbk 3,54 25,66 1.358.617.000.000 5 42 ESSA Surya Eka Perkasa Tbk 5,84 5,26 732.670.249.794 49 43 BEST Bekasi Fajar industrial Estate Tbk 22,62 25,23 2.285.757.285.247 68 44 RANC Supra Boga Lestari Tbk 15,02 20 570.082.177.769 34 45 TRIS Trisula international Tbk 7,54 30 366.248.271.960 7 46 KOBX Kobexindo Tractors Tbk 9,76 12 1.320.000.000.000 15 47 TOBA Toba Bara Sejahtera Tbk 4,91 10,47 2.615.265.000.000 12 48 MSKY MNC Sky Vision Tbk 24,91 19,88 4.939.425.000.000 1 49 ALTO Tri Banyan Tirta Tbk 15,10 19,35 326.619.954.340 50 50 GAMA Gading Development Tbk 8,56 40 1.233.713.600.734 70 51 BJTM BPD Jawa Timur Tbk 50,90 20,2 29.112.193.000.000 2 52 IBST Inti Bangun Sejahtera Tbk 6,33 15 2.155.203.153.294 50 53 NIRO Nirvana Development Tbk 8,73 15,31 2.764.294.056.049 70 54 PALM Provident Agro Tbk 5,86 13,38 3.287.234.441.000 4 55 NELY Pelayaran Nelly Dwi Putri Tbk 35,68 14,89 115.233.803.056 22 56 TAXI Express Transindo Utama Tbk 31,40 49 1.782.787.661.000 5 57 ASSA Adi Sarana Armada Tbk 12,90 40 2.108.998.307.963 26 58 WIIM Wismilak Inti Makmur Tbk 7,92 30 1.207.251.153.900 23 59 WSKT Waskita Karya (Persero) Tbk 51,96 24,77 8.366.244.088.038 17
DATA HASIL TRANSFORMASI
No. KODE NAMA PERUSAHAAN LNAGE LNPPS LNSIZE LNUNDERPRICING
1 EMTK Elang Mahkota Teknologi Tbk 3,27 2,30 29,09
0,33
2 PTPP PT PP (PERSERO) Tbk 4,03 3,07 29,33
1,27
3 BIPI Benakat Petrolium Energy Tbk 1,03 3,64 29,18
3,60
4 TOWR Sarana Meara Nusantara Tbk 0,57 2,40 29,63
3,90
5 ROTI Nippon Indosari Corporindo Tbk 2,73 2,71 27,07
2,83
6 GOLD PT Golden Retailindo Tbk 2,69 2,62 24,97
3,88
7 SKYB Skybee Tbk 2,71 3,69 26,50
3,90
8 BJBR Bank Jabar Banten 3,89 3,23 31,40
3,91
9 IPOL Indopoly Swakarsa Industry Tbk 2,73 3,58 28,43
2,48
10 GREN PT Evergreen Invesco Tbk 1,92 2,94 27,04
4,24
11 BUVA Bukit Uluwatu Villa Tbk 2,26 3,40 27,51
2,96
12 BRAU Berau Coal Energy Tbk 3,31 2,28 29,79
2,42
13 HRUM Harum Energi Tbk 2,71 3,00 28,88
1,57
14 ICBP Indofood CBP Sukses Makmur Tbk 0,08 2,97 30,22
2,33
15 TBIG Tower Bersama Infrastructure Tbk 1,80 3,06 29,28
2,92
16 KRAS Krakatau Steel Tbk 3,66 3,00 30,14
3,90
17 APLN Agung Podomoro Land Tbk 1,84 3,40 29,65
2,51
18 BORN Borneo Lumbung Energi Dan Metal Tbk 1,55 3,22 29,77
2,24
19 MIDI Midi utama Indonesia Tbk 1,23 2,71 27,74
3,89
20 BRMS Bumi Resource Mineral Tbk 1,99 2,90 30,63
2,33
21 BSIM Bank Sinar Mas Tbk 3,06 3,10 30,05
4,25
22 MFMI Multifiling Mitra Indonesia Tbk 2,92 3,53 25,65
4,25
23 MBSS Mitrabahtera Segara Sejati Tbk 2,83 2,30 28,66
2,42
24 SRAJ Sejahteraraya Anugrahjaya Tbk 2,99 2,61 27,84
4,20
25 HDFA HD Finance Tbk 3,65 2,95 27,85
2,71
26 BULL Buana Listya Tama Tbk 1,80 3,09 28,40
1,96
27 SIMP Salim Ivomas Pratama Tbk 2,93 3,00 30,91
2,61
28 TIFA Tifa Finance Tbk 3,09 3,25 27,65
4,01
29 ALDO Alkindo Naratama Tbk 3,11 3,31 25,83
2,41
30 SDMU Sidomulyo Selaras Tbk 2,92 2,72 26,01
1,90
31 PTIS Indo Straits Tbk 3,28 2,90 27,04
1,66
32 STAR Star Petrcohem Tbk 1,15 3,57 27,30
3,56
33 SMRU SMR Utama Tbk 2,19 1,90 26,68
2,12
34 SUPR Solusi Tunas Pratama Tbk 1,65 2,81 28,68
2,00
35 ARII Atlas Resources Tbk 1,56 3,27 28,46
0,98
36 GEMS Golden Energy Mines Tbk 2,69 1,10 28,83
2,20
37 VIVA PT Visi Media Asia Tbk 1,95 2,38 28,51
3,91
38 ABMM ABM Investama Tbk 1,70 2,44 29,92
0,69
40 PADI Minna Padi Investama Tbk 2,61 3,14 26,75
3,67
41 TELE Tifone Mobile Tbk 1,26 3,25 27,94
1,58
42 ESSA Surya Eka Perkasa Tbk 1,76 1,66 27,32
3,90
43 BEST Bekasi Fajar industrial Estate Tbk 3,12 3,23 28,46
4,21
44 RANC Supra Boga Lestari Tbk 2,71 3,00 27,07
3,53
45 TRIS Trisula international Tbk 2,02 3,40 26,63
1,90
46 KOBX Kobexindo Tractors Tbk 2,28 2,48 27,91
2,71
47 TOBA Toba Bara Sejahtera Tbk 1,59 2,35 28,59
2,47
48 MSKY MNC Sky Vision Tbk 3,22 2,99 29,23
0,27
49 ALTO Tri Banyan Tirta Tbk 2,71 2,96 26,51
3,91
50 GAMA Gading Development Tbk 2,15 3,69 27,84
4,24
51 BJTM BPD Jawa Timur Tbk 3,93 3,01 31,00
0,84
52 IBST Inti Bangun Sejahtera Tbk 1,85 2,71 28,40
3,91
53 NIRO Nirvana Development Tbk 2,17 2,73 28,65
4,24
54 PALM Provident Agro Tbk 1,77 2,59 28,82
1,49
55 NELY Pelayaran Nelly Dwi Putri Tbk 3,57 2,70 25,47
3,09
56 TAXI Express Transindo Utama Tbk 3,45 3,89 28,21
1,68
57 ASSA Adi Sarana Armada Tbk 2,56 3,69 28,38
3,24
58 WIIM Wismilak Inti Makmur Tbk 2,07 3,40 27,82
3,14
HASIL REGRESI BERGANDA LNUNDERPRICING
(Menggunakan SPSS v 17)
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Underpricing 59 1.32 70 26.8265 22.80961
AGE 59 1.08 56.37 16.3339 13.40899
PPS 59 3 49 21.2143 9.59060
SIZE 59 70005131296 43445700000000 4866594854967 7.847E12
Valid N
(listwise)
59
Variables Entered/Removed
Model Variables Entered Variables Removed Method
1 LNPPS, LNSIZE, LNAGEa . Enter
a. All requested variables entered.
Model Summaryb
Model R R Square Adjusted R Square
Std. Error of the
Estimate Durbin-Watson
1 .298a .089 .039 1.08110198 1.946
a. Predictors: (Constant), LNPPS, LNSIZE, LNAGE
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 6.288 3 2.096 1.793 .159a
Residual 64.283 55 1.169
Total 70.571 58
a. Predictors: (Constant), LNPPS, LNSIZE, LNAGE
b. Dependent Variable: LNUNDERPRICING
Coefficientsa
Model
Unstandardized
Coefficients
Standardized
Coefficients
t Sig.
Collinearity
Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 7.954 2.958 2.689 .009
LNSIZE -.198 .098 -.260 -2.019 .048 .998 1.002
LNAGE -.111 .164 -.087 -.678 .500 .996 1.005
LNPPS .250 .276 .117 .907 .368 .994 1.006
a. Dependent Variable: LNUNDERPRICING
Collinearity Diagnosticsa
Model Dimension Eigenvalue
Condition
Index
Variance Proportions
(Constant) LNSIZE LNAGE LNPPS
1 1 3.894 1.000 .00 .00 .01 .00
2 .084 6.791 .00 .00 .97 .04
3 .020 13.876 .02 .03 .01 .92
4 .001 56.314 .98 .97 .01 .04
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 2.1016498 3.4247437 2.8083434 .32925024 59
Residual -2.27410007 1.81729913 .00000000 1.05277124 59
Std. Predicted Value -2.146 1.872 .000 1.000 59
Std. Residual -2.104 1.681 .000 .974 59
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 59
Normal Parametersa,,b Mean .0000000
Std. Deviation 22.57781709
Most Extreme Differences Absolute .203
Positive .203
Negative -.122
Kolmogorov-Smirnov Z 1.558
Asymp. Sig. (2-tailed) .016
a. Test distribution is Normal.
b. Calculated from data.
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 59
Normal Parametersa,,b Mean .0000000
Std. Deviation 1.05277124
Most Extreme Differences Absolute .077
Positive .074
Negative -.077
Kolmogorov-Smirnov Z .592
Asymp. Sig. (2-tailed) .874
a. Test distribution is Normal.
b. Calculated from data.
