Lampiran 1 : Perusahaan Manufaktur Go-Public di Bursa Efek Indonesa
PURPOSIVE SAMPLING
Tahun Penelitian 2006 – 2009
No Kode Perusahaan Perusahaan yang Menerbitkan Laporan Keuangan dan data harga saham secara lengkap 2006-2009 Sampel yang Terpilih berdasar purposive sampling1 AALI Astra Agro Lestari, Tbk Y Ya
2 ADES Ades Alfindo Putrasetia Y Ya
3 ADMG GT Petrochem Industries X Tidak
4 ADRO Adaro Energy X Tidak
5 AISA Tigapilar Sejahtera Food Y Ya
6 AKKU Aneka Kemasindo Y Ya
7 AKPI Argha Karya Prima X Tidak
8 ALMI Alumindo Light Metal Industry Y Ya
9 AMFG Asahimas Flat Glass Y Ya
10 ANTM Aneka Tambang Y Ya
11 APLI Asiaplast Industries Y Ya
12 AQUA Aqua Golden Missisipi Y Ya
13 ARGO Argo Pantes X Tidak
14 ARNA Arwana Citramulia Y Ya
15 ARTI Arona Binasehati X Tidak
16 ASGR Astra Graphia Y Ya
17 ASIA Asia Grain International Tbk X Tidak
18 ASII Astra International Tbk Y Ya
19 ATPK Anugrah Tambak Perkasindo X Tidak
20 AUTO Astra Otoparts Y Ya
21 BATA Sepatu Bata Y Ya
22 BATI BAT Indonesia Tbk X Tidak
23 BIMA Primarindo Asia Infrastructure X Tidak
24 BISI Bisi Internasional X Tidak
25 BRAM Branta Mulia X Tidak
26 BRNA Berlina Y Ya
27 BRPT Barito Pacific Timber Y Ya
28 BTEK Bumi Teknokultura Unggul Y Ya
29 BTON Beton Jaya Manunggal Tbk Y Ya
31 BUMI Bumi Resources Y Ya
32 CEKA Cahaya Kalbar Y Ya
33 CITA CIPTA PANELUTAMA Tbk Y Ya
34 CLPI Colorpak Indonesia Tbk Y Ya
35 CNKO Central Korporindo Y Ya
36 CNTX Centex Tbk (SP) X Tidak
37 CPDW Cipendawa Agroindustri Y Ya
38 CPIN Charoen Pokphand Indonesia Tbk Y Ya
39 CPRO Central Proteinaprima Y Ya
40 CTBN Citra Tubindo Y Ya
41 CTTH Citatah Y Ya
42 DAVO Davomas Abadi Tbk Y Ya
43 DLTA Delta Jakarta Y Ya
44 DOID Daeyu Orchid Indonesia Y Ya
45 DPNS Duta Pertiwi Nusantara X Tidak
46 DSFI Dharma Sasmudera Fishing Ind Y Ya
47 DSUC Daya Sakti Unggul Corp. Tbk X Tidak
48 DVLA Darya Varia Laboratoria Y Ya
49 DYNA Dynaplast Y Ya
50 EKAD Ekadharma tape industries Y Ya
51 ENRG Energi Mega Persada Y Ya
52 ERTX Eratax Djaja Tbk X Tidak
53 ESTI Ever Shine Tex Y Ya
54 ETWA Eterindo Wahanatama X Tidak
55 FAST Fast Food Indonesia Y Ya
56 FASW Fajar Surya Wisesa Y Ya
57 FISH FKS Multi Agro Y Ya
58 FMII Fortune Mate Indonesia,Tbk Y Ya
59 FPNI Fatrapolindo Nusa Industri X Tidak
60 GDYR Goodyear Indonesia Y Ya
61 GEMA Gema Graha Sarana Y Ya
62 GGRM Gudang Garam Y Ya
63 GJTL Gajah Tunggal Y Ya
64 GZCO Gozco Plantations X Tidak
65 HDTX Panasia Indosyntec Y Ya
66 HEXA Hexindo Adiperkasa Y Ya
67 HMSP HM Sampoerna Y Ya
68 IGAR Kageo Igar Jaya X Tidak
69 IIKP Inti Agri Resources X Tidak
71 IKBI Sumi Indo Kabel X Tidak 72 IMAS Indomobil Sukses International Y Ya
73 INAF Indofarma Y Ya
74 INAI Indal Aluminium Industry X Tidak
75 INCI Intan Wijaya X Tidak
76 INCO INCO X Tidak
77 INDF Indofood Sukses Makmur Y Ya
78 INDR Indorama Synthetic Y Ya
79 INDS Indospring Y Ya
80 INKP Indak Kiat Pulp & Paper Y Ya
81 INRU Toba Pulp Lestari Tbk X Tidak
82 INTD Inter Delta Y Ya
83 INTP Indocement Tunggal Prakasa Y Ya
84 ITMA Itamaraya Gold Industri Tbk. X Tidak
85 ITMG Indo Tambangraya Megah Tbk X Tidak
86 JECC Jembo Cable Company Y Ya
87 JIJP Jasuindo Jasa Perkasa X Tidak
88 JKSW Jakarta Kyoei Steel Works Y Ya
89 JPFA Japfa Comfeed Indonesia Tbk Y Ya
90 JPRS Jaya Pari Steel Y Ya
91 KAEF Kimia Farma Y Ya
92 KARW Karwell Indonesia X Tidak
93 KBLI GT Kabel Indonesia X Tidak
94 KBLM Kabelindo Murni Tbk X Tidak
95 KBLV First Media Tbk X Tidak
96 KDSI Kedawung Setia Industri Y Ya
97 KIAS Keramika Indonesia Assosiasi Tbk X Tidak
98 KICI Kedaung Indah Can Y Ya
99 KKGI Resource Alam Indonesia X Tidak
100 KLBF Kalbe Farma Y Ya
101 LAPD Leyand International Tbk X Tidak
102 LION Lion Metal Y Ya
103 LMPI Langgeng Makmur Y Ya
104 LMSH Lionmesh Prima Tbk X Tidak
105 LPIN Multi Prima Sejahtera Y Ya
106 LSIP London Sumatera Indonesia X Tidak
107 MAIN Malindo Feedmill Tbk Y Ya
108 MASA Multistrada Arah Sarana X Tidak
109 MBAI Multibreeder Adirama Ind Y Ya
111 MERK Merck Y Ya
112 MLBI Multi Bintang Indonesia Y Ya
113 MLIA Mulia Industriondo Y Ya
114 MRAT Mustika Ratu Y Ya
115 MYOR Mayora Indah Y Ya
116 MYRX Hasnon International X Tidak
117 MYTX Apac Citra Centertex X Tidak
118 NIPS Nipress Y Ya
119 PAFI Panasia Filament Inti Y Ya
120 PBRX Pan Brothers Y Ya
121 PICO Pelangi Indah Canindo Y Ya
122 PKPK Perdana Karya Perkasa Tbk X Tidak
123 POLY Polysindo Eka Perkasa Y Ya
124 PRAS Prima Alloy Steel Y Ya
125 PROD Sara Lee Body Care Indonesia Tbk X Tidak
126 PSDN Prashida Aneka Niaga Tbk Y Ya
127 PTBA Bukit Asam X Tidak
128 PTRO Petrosea Y Ya
129 PTSN Sat Nusapersada Tbk X Tidak
130 PYFA Pyridam Farma Y Ya
131 RDTX Roda Vivatex Y Ya
132 RICY Ricky Putra Globalindo X Tidak
133 RMBA Bentoel International Investama Y Ya
134 RUIS Radiant Utama Interinsco Y Ya
135 SAIP Surabaya Agung Industry Y Ya
136 SCCO SUCACO Y Ya
137 SCPI Schering Plough Indonesia Y Ya
138 SGRO Sampurna Agro X Tidak
139 SIMA Siwani Makmur X Tidak
140 SIMM Surya Intrindo Makmur X Tidak
141 SIPD Sierad Produce Y Ya
142 SKBM Sekar Bumi Tbk X Tidak
143 SKLT Sekar Laut Y Ya
144 SMAR SMART Y Ya
145 SMCB Semen Cibinong X Tidak
146 SMGR Semen Gresik Y Ya
147 SMSM Selamat Sempurna Y Ya
148 SOBI Sorini Corporation Y Ya
149 SPMA Suparma Y Ya
151 SQBI Squibb Indonesia X Tidak
152 SQMI Sanex Qianjiang motor Y Ya
153 SRSN Sarasa Nugraha X Tidak
154 SSTM Sunson Textile Manufacture X Tidak
155 STTP Siantar TOP Y Ya
156 SUDI Surya Dumai Industry Tbk X Tidak
157 SUGI Sugi Samapersada Tbk X Tidak
158 SULI Sumalindo Lestari Jaya Y Ya
159 TALF Tunas Alfin Tbk (A) X Tidak
160 TBLA Tunas Baru Lampung Y Ya
161 TBMS Tembaga Mulia Semanan Y Ya
162 TCID Mandom Indonesia Y Ya
163 TEJA Texmaco Jaya Tbk X Tidak
164 TFCO FIFICO Y Ya
165 TINS Timah Y Ya
166 TIRA Tira Austenite Tbk X Tidak
167 TIRT Tirta Mahakam PI Y Ya
168 TKIM Pabrik Kerta Tjiwi Kimia X Tidak
169 TMPO Tempo Inti Media Y Ya
170 TOTO Surya Toto Indonesia Y Ya
171 TPIA Tri Polyta Indonesia X Tidak
172 TRST Trias Sentosa Y Ya
173 TSPC Tempo Scan Pacific X Tidak
174 ULTJ Ultrajaya Milk Industry andTrading Y Ya
175 UNIC Unggul Indah Cahaya Y Ya
176 UNSP Bakrie Sumatera Plantations Y Ya
177 UNTX Tira Austenite Tbk X Tidak
178 UNVR Unilever Indonesia Y Ya
179 VOKS Voksel Electric Y Ya
180 WAPO Wahana Phonix Mandiri Y Ya
181 YPAS PT Yanaprima Hastapersada Tbk X Tidak
Total 117 117
Lampiran 2 : Data Return On Assets Perusahaan Manufaktur Tahun 2006-2008 Return on Assets (%)
No Kode Perusahaan 2006 2007 2008
1 AALI Astra Agro Lestari, Tbk 0.2250 0.3690 0.4040 2 ADES Ades Waters Indonesia Tbk -0.5540 -1.0620 -0.0810 3 AISA Tiga Pilar Sejahtera Food Tbk 0.0400 0.0310 0.0140 4 AKKU Aneka Kemasindo 0.0200 -0.0010 -0.1890 5 ALMI Alumindo Light Metal Industry 0.0660 0.0230 0.0030 6 AMFG Asahimas Flat Glass -0.0100 0.0870 0.1140
7 ANTM Aneka Tambang 0.2130 0.4260 0.1340
8 APLI Asiaplast Industries 0.0000 -0.0160 -0.0170 9 AQUA Aqua Golden Missisippi Tbk 0.0620 0.0740 0.0820 10 ARNA Arwana Citramulia 0.0580 0.0680 0.0730
11 ASGR Astra Graphia 0.0960 0.1150 0.0740
12 ASII Astra International Tbk 0.0690 0.1090 0.1110
13 AUTO Astra Otoparts 0.1320 0.1420 0.1650
14 BATA Sepatu Bata 0.0740 0.1050 0.3930
15 BRNA Berlina -0.0120 0.0260 0.0480
16 BRPT Barito Pacific Timber 0.0040 0.0030 -0.1970 17 BTEK Bumi Teknokultura Unggul -0.1100 -0.0810 -0.1020 18 BTON Beton Jaya Manunggal Tbk 0.0240 0.1960 0.2960
19 BUDI Budi Acid Jaya 0.0230 0.0310 0.0190
20 BUMI Bumi Resources 0.0880 0.2800 0.1210
21 CEKA Cahaya Kalbar Tbk 0.0530 0.0410 0.1440 22 CITA Cipta Panelutama Tbk 0.0620 0.1200 0.2170 23 CLPI Colorpak Indonesia Tbk 0.0600 0.0600 0.0770 24 CNKO Central Korporindo 0.0010 0.0010 0.0030 25 CPDW Cipendawa Agroindustri -0.0900 -0.1080 0.1810 26 CPIN Charoen Pokphand Indonesia Tbk 0.0540 0.0390 0.0490 27 CPRO Central Proteinaprima 0.0590 0.0460 -0.0430
28 CTBN Citra Tubindo 0.1340 0.1370 0.1030
29 CTTH Citatah -0.1070 -0.0660 0.0200
30 DAVO Davomas Abadi Tbk 0.0720 0.0540 -0.1390 31 DLTA Delta Djakarta Tbk 0.0750 0.0790 0.1200 32 DOID Daeyu Orchid Indonesia 0.0020 0.0050 0.0100 33 DSFI Dharma Sasmudera Fishing Ind -0.2040 0.0070 -0.2930 34 DVLA Darya Varia Laboratoria Tbk 0.0950 0.0890 0.1110
35 DYNA Dynaplast -0.0060 0.0010 0.0000
36 EKAD Ekadharma tape industries 0.0770 0.0500 0.0330 37 ENRG Energi Mega Persada 0.0210 0.0130 0.0460 38 ESTI Ever Shine Tex -0.0970 -0.0280 -0.0420 39 FAST Fast Food Indonesia 0.1430 0.1640 0.1590 40 FASW Fajar Surya Wisesa 0.0300 0.0320 0.0100
41 FISH FKS Multi Agro 0.0420 0.0470 0.0610 42 FMII Fortune Mate Indonesia,Tbk 0.0340 0.0160 -0.0850 43 GDYR Goodyear Indonesia 0.0550 0.0720 0.7930 44 GEMA Gema Graha Sarana 0.0270 0.0250 -0.0180
45 GGRM Gudang Garam Tbk 0.0460 0.0600 0.0780
46 GJTL Gajah Tunggal 0.0160 0.0110 -0.0720
47 HDTX Panasia Indosyntec 0.0000 0.0010 -0.0910 48 HEXA Hexindo Adiperkasa 0.0320 0.0360 0.1390 49 HMSP H.M Sampoerna Tbk 0.2790 0.2310 0.2410 50 IMAS Indomobil Sukses International 0.0000 0.0000 0.0040
51 INAF Indofarma Tbk 0.0220 0.0100 0.0050
52 INDF Indofood Sukses Mandiri Tbk 0.0410 0.0330 0.0260 53 INDR Indorama Synthetic 0.0030 0.0040 0.0120
54 INDS Indospring 0.0040 0.0170 0.0350
55 INKP Indak Kiat Pulp & Paper -0.0350 0.0170 0.0340
56 INTD Inter Delta 0.0180 0.0170 -0.0720
57 INTP Indocement Tunggal Prakasa 0.0620 0.0980 0.1550 58 JECC Jembo Cable Company 0.0020 0.0490 0.0000 59 JKSW Jakarta Kyoei Steel Works 0.0230 -0.1210 -0.1000 60 JPFA Japfa Comfeed Indonesia Tbk 0.0660 0.0450 0.0470
61 JPRS Jaya Pari Steel 0.1430 0.1560 0.1230
62 KAEF Kimia Farma Tbk 0.0350 0.0370 0.0380
63 KDSI Kedawung Setia Industrial Tbk 0.0160 0.0280 0.0120 64 KICI Kedaung Indah Can Tbk -0.1070 0.2000 0.0350
65 KLBF Kalbe Farma Tbk 0.1460 0.1370 0.1240
66 LION Lion Metal 0.1120 0.1160 0.1500
67 LMPI Langgeng Makmur Plastic I Tbk 0.0060 0.0230 0.0050 68 LPIN Multi Prima Sejahtera -0.0090 0.1300 0.0260 69 MAIN Malindo Feedmill Tbk 0.1370 0.0550 0.0050 70 MBAI Multibreeder Adirama Ind 0.1620 0.1130 0.0390
71 MEDC Medco Energi 0.0210 0.0030 0.1410
72 MERK Merck Tbk 0.3070 0.2690 0.2640
73 MLBI Multi Bintang Indonesia Tbk 0.1210 0.1350 0.2360 74 MLIA Mulia Industriondo -0.1350 -0.2890 -0.2030
75 MRAT Mustika Ratu Tbk 0.0310 0.0350 0.0630
76 MYOR Mayora Indah Tbk 0.0610 0.0750 0.0670
77 NIPS Nipress 0.0360 0.0210 0.0060
78 PAFI Panasia Filament Inti -0.0650 -0.0920 -0.2510
79 PBRX Pan Brothers 0.0180 0.0300 -0.0430
80 PICO Pelangi Indah Canindo 0.0070 0.0200 0.0220 81 POLY Polysindo Eka Perkasa -0.0090 -0.1890 -0.4640 82 PRAS Prima Alloy Steel -0.0050 0.0060 -0.0270 83 PSDN Prasidha Aneka Niaga Tbk 0.0420 -0.0310 0.0310
85 PYFA Pyridam Farma Tbk 0.0240 0.0210 0.0200
86 RDTX Roda Vivatex 0.0660 0.0600 0.0980
87 RMBA Bentoel International Inv. Tbk 0.0620 0.0630 0.0540 88 RUIS Radiant Utama Interinsco 0.0850 0.0870 0.0480 89 SAIP Surabaya Agung Industry 0.0080 0.0770 -0.1720
90 SCCO SUCACO 0.0770 0.0420 0.0100
91 SCPI Schering Plough Indonesia Tbk -0.0200 0.0230 0.0350
92 SIPD Sierad Produce 0.0370 0.0160 0.0190
93 SKLT Sekar Laut Tbk 0.0490 0.0310 0.0210
94 SMAR SMART 0.1180 0.1230 0.1040
95 SMGR Semen Gresik 0.1730 0.2080 0.2380
96 SMSM Selamat Sempurna 0.0920 0.0960 0.0980
97 SOBI Sorini Corporation 0.0440 0.1120 0.1280
98 SPMA Suparma 0.0170 0.0180 -0.0090
99 SQBB Bristol-Myers Squibb Indonesia 0.2080 0.2290 0.3190 100 SQMI Sanex Qianjiang motor -0.1120 0.9040 0.4590
101 STTP Siantar Top Tbk 0.0300 0.0310 0.0080
102 SULI Sumalindo Lestari Jaya -0.0350 0.0150 -0.1210 103 TBLA Tunas Baru Lampung 0.0260 0.0390 0.0220 104 TBMS Tembaga Mulia Semanan 0.0250 -0.0020 -0.0260 105 TCID Mandom Indonesia Tbk 0.1490 0.1530 0.1260
106 TFCO FIFICO 0.1840 0.0000 0.3110
107 TINS Timah 0.0600 0.3550 0.2320
108 TIRT Tirta Mahakam PI 0.0020 0.0010 -0.1200 109 TMPO Tempo Inti Media -0.0570 0.0220 0.0240 110 TOTO Surya Toto Indonesia 0.0880 0.0610 0.0610
111 TRST Trias Sentosa 0.0130 0.0080 0.0270
112 ULTJ Ultra Jaya Milk Tbk 0.0120 0.0220 0.1750 113 UNIC Unggul Indah Cahaya 0.0040 0.0130 0.0130 114 UNSP Bakrie Sumatera Plantations 0.0970 0.0480 0.0370 115 UNVR Unilever Indonesia Tbk 0.3720 0.3680 0.3700
116 VOKS Voksel Electric 0.0760 0.0670 0.0040
117 WAPO Wahana Phonix Mandiri 0.0050 0.0010 -0.0020 Sumber : Indonesian Capital Market Directory 2009
Lampiran 3 : Data Return On Equity Perusahaan Manufaktur Tahun 2006-2008 Return on Equity (%)
No Kode Perusahaan 2006 2007 2008
1 AALI Astra Agro Lestari, Tbk 0.2863 0.4858 0.5103 2 ADES Ades Waters Indonesia Tbk 59.4400 -230.7600 -0.2930 3 AISA Tiga Pilar Sejahtera Food Tbk 1.3684 1.4414 0.7417
4 AKKU Aneka Kemasindo 0.1429 0.1398 0.0363
5 ALMI Alumindo Light Metal Industry 0.1816 0.0716 0.0115 6 AMFG Asahimas Flat Glass -0.0015 1.1769 1.5230
7 ANTM Aneka Tambang 3.6268 5.8558 1.6966
8 APLI Asiaplast Industries -0.0566 -0.0239 -0.0134 9 AQUA Aqua Golden Missisippi Tbk -0.0246 -0.0518 1.0280 10 ARNA Arwana Citramulia 0.2158 0.4362 0.9519
11 ASGR Astra Graphia 0.1892 0.1152 0.0737
12 ASII Astra International Tbk 0.1818 0.2593 0.2727
13 AUTO Astra Otoparts 0.1513 0.2012 0.2133
14 BATA Sepatu Bata 0.1053 0.1683 0.5788
15 BRNA Berlina -0.0340 0.0637 0.1160
16 BRPT Barito Pacific Timber 0.0066 0.0048 -0.4982 17 BTEK Bumi Teknokultura Unggul -0.1132 -0.0814 -0.1023 18 BTON Beton Jaya Manunggal Tbk 0.0315 0.2647 0.3818
19 BUDI Budi Acid Jaya 0.0917 0.0735 0.0533
20 BUMI Bumi Resources 0.3282 0.3270 0.4372
21 CEKA Cahaya Kalbar Tbk 0.0773 0.1142 0.1134 22 CITA Cipta Panelutama Tbk 0.1304 0.2069 0.2368 23 CLPI Colorpak Indonesia Tbk 0.1231 0.1370 0.2222 24 CNKO Central Korporindo 0.2251 0.2436 0.2903 25 CPDW Cipendawa Agroindustri -0.2822 -0.5289 -0.4340 26 CPIN Charoen Pokphand Indonesia Tbk 0.2018 0.1735 0.1924 27 CPRO Central Proteinaprima 0.2407 0.0043 0.0130
28 CTBN Citra Tubindo 0.2852 0.2597 0.2130
29 CTTH Citatah 0.1180 0.1750 0.1933
30 DAVO Davomas Abadi Tbk 0.2008 0.1757 -0.7582 31 DLTA Delta Djakarta Tbk 0.0982 0.1026 0.1615 32 DOID Daeyu Orchid Indonesia 0.0144 0.0353 0.0087 33 DSFI Dharma Sasmudera Fishing Ind -0.4779 0.0112 -0.6198 34 DVLA Darya Varia Laboratoria Tbk 0.1286 0.1082 0.1398
35 DYNA Dynaplast -0.7619 7.5714 -0.3958
36 EKAD Ekadharma tape industries 0.0996 0.0696 0.0780 37 ENRG Energi Mega Persada 0.1107 0.0346 -0.0094
38 ESTI Ever Shine Tex 0.1798 -0.0565 -0.0884
39 FAST Fast Food Indonesia 0.2396 0.2732 0.2588 40 FASW Fajar Surya Wisesa 0.0869 0.0941 0.0283
41 FISH FKS Multi Agro 0.1096 0.2551 0.2083 42 FMII Fortune Mate Indonesia,Tbk 0.0309 0.0303 -0.1871 43 GDYR Goodyear Indonesia 0.0284 0.0517 0.0369 44 GEMA Gema Graha Sarana 0.1358 0.1433 -0.1098
45 GGRM Gudang Garam Tbk 0.0766 0.1023 0.1211
46 GJTL Gajah Tunggal 0.0553 0.0381 -0.3790
47 HDTX Panasia Indosyntec 0.0565 0.0789 0.0365 48 HEXA Hexindo Adiperkasa 0.1127 0.1312 0.4160 49 HMSP H.M Sampoerna Tbk 0.6200 0.4494 0.4840 50 IMAS Indomobil Sukses International -0.0304 0.0248 0.0215
51 INAF Indofarma Tbk 0.0536 0.0377 0.0168
52 INDF Indofood Sukses Mandiri Tbk 0.1340 0.1375 0.1217 53 INDR Indorama Synthetic 0.0085 0.0097 0.0304
54 INDS Indospring 0.0290 0.1266 0.2936
55 INKP Indak Kiat Pulp & Paper -0.0998 0.0471 0.0941
56 INTD Inter Delta -0.0148 -0.0121 0.0746
57 INTP Indocement Tunggal Prakasa 0.0983 0.1563 0.2054 58 JECC Jembo Cable Company -0.2500 -0.2892 0.3226 59 JKSW Jakarta Kyoei Steel Works -0.0169 0.0900 0.0716 60 JPFA Japfa Comfeed Indonesia Tbk 0.3987 0.2282 0.2426
61 JPRS Jaya Pari Steel 0.1508 0.1900 0.1815
62 KAEF Kimia Farma Tbk 0.0505 0.0573 0.0580
63 KDSI Kedawung Setia Industrial Tbk 0.0449 0.0676 0.0263 64 KICI Kedaung Indah Can Tbk -0.2542 0.2540 0.0455
65 KLBF Kalbe Farma Tbk 0.2260 0.2087 0.1952
66 LION Lion Metal 0.1400 0.1471 0.1891
67 LMPI Langgeng Makmur Plastic I Tbk 0.0079 0.0308 0.0076 68 LPIN Multi Prima Sejahtera -0.0153 0.2317 0.2469 69 MAIN Malindo Feedmill Tbk 0.2733 0.1489 0.1304 70 MBAI Multibreeder Adirama Ind 0.2355 0.0225 0.0023
71 MEDC Medco Energi 0.0712 0.0125 0.3822
72 MERK Merck Tbk 0.3686 0.3179 0.3028
73 MLBI Multi Bintang Indonesia Tbk 0.0204 -0.3425 -14.6000 74 MLIA Mulia Industriondo 0.1304 0.2413 0.1530
75 MRAT Mustika Ratu Tbk 0.0344 0.0398 0.0734
76 MYOR Mayora Indah Tbk 0.0970 0.1312 0.1574
77 NIPS Nipress 0.0879 0.0632 0.0163
78 PAFI Panasia Filament Inti 0.2118 0.2715 0.4272
79 PBRX Pan Brothers 0.0847 0.1761 -0.4184
80 PICO Pelangi Indah Canindo 0.0345 0.0652 0.0861 81 POLY Polysindo Eka Perkasa -0.4071 -1.5393 1.5688 82 PRAS Prima Alloy Steel -0.0236 0.0231 -0.1304 83 PSDN Prasidha Aneka Niaga Tbk 0.1304 -0.1071 0.0968
85 PYFA Pyridam Farma Tbk 0.0308 0.0299 0.0290
86 RDTX Roda Vivatex 0.1032 0.0936 0.1323
87 RMBA Bentoel International Inv. Tbk 0.1226 0.1576 0.1382 88 RUIS Radiant Utama Interinsco 0.1867 0.2000 0.1485 89 SAIP Surabaya Agung Industry -0.0083 -0.2865 0.3793
90 SCCO SUCACO 0.1672 0.1538 0.0309
91 SCPI Schering Plough Indonesia Tbk 0.8385 0.7488 1.1111
92 SIPD Sierad Produce 0.0416 0.0209 0.0261
93 SKLT Sekar Laut Tbk 0.1970 0.0596 0.0424
94 SMAR SMART 0.1190 0.2803 0.2267
95 SMGR Semen Gresik 0.2356 0.2678 0.3128
96 SMSM Selamat Sempurna 0.1463 0.1660 0.1667
97 SOBI Sorini Corporation 0.0782 0.2132 0.2610
98 SPMA Suparma 0.0512 0.0399 -0.0211
99 SQBB Bristol-Myers Squibb Indonesia 1.4286 1.3978 0.3627 100 SQMI Sanex Qianjiang motor 0.3282 0.3270 0.4372
101 STTP Siantar Top Tbk 0.1429 0.1398 0.0363
102 SULI Sumalindo Lestari Jaya 0.0408 0.0446 0.0138 103 TBLA Tunas Baru Lampung -0.1280 0.0483 -0.8092 104 TBMS Tembaga Mulia Semanan 0.0613 0.1037 0.0709 105 TCID Mandom Indonesia Tbk 0.2087 -0.0189 -0.4133
106 TFCO FIFICO 0.1645 0.1647 0.1409
107 TINS Timah 1.1334 1.7691 0.8333
108 TIRT Tirta Mahakam PI 0.8219 0.4000 0.1316 109 TMPO Tempo Inti Media 0.0051 0.0040 0.5191 110 TOTO Surya Toto Indonesia 0.1048 0.0382 0.0238
111 TRST Trias Sentosa 0.2847 0.1767 0.1736
112 ULTJ Ultra Jaya Milk Tbk 0.0267 0.0183 0.0559 113 UNIC Unggul Indah Cahaya 0.0184 0.0361 0.2678 114 UNSP Bakrie Sumatera Plantations 0.0102 0.0276 0.0301 115 UNVR Unilever Indonesia Tbk 0.2695 0.0868 0.0704
116 VOKS Voksel Electric 0.1385 0.1748 0.0159
117 WAPO Wahana Phonix Mandiri 1.4058 1.3138 1.4356 Sumber : Indonesian Capital Market Directory 2009
Lampiran 4 : Data Price Earning Ratio Perusahaan Manufaktur Tahun 2006-2008 Price Earning Ratio (%)
No Kode Perusahaan 2006 2007 2008
1 AALI Astra Agro Lestari, Tbk 25.2000 22.3400 5.8700 2 ADES Ades Waters Indonesia Tbk -1.2900 -0.7900 -8.6500 3 AISA Tiga Pilar Sejahtera Food Tbk 1458.3300 49.7300 23.8400 4 AKKU Aneka Kemasindo 80.0000 -345.0000 -1.4200 5 ALMI Alumindo Light Metal Industry 3.1800 9.2200 66.0800 6 AMFG Asahimas Flat Glass -73.1300 9.0700 2.3000
7 ANTM Aneka Tambang 9.8300 8.3200 7.6000
8 APLI Asiaplast Industries -1.1500 -22.7800 -4.1600 9 AQUA Aqua Golden Missisippi Tbk 19.8300 7.5000 -3.5600 10 ARNA Arwana Citramulia 46.3400 21.8400 8.5300
11 ASGR Astra Graphia 7.4000 11.0400 4.3200
12 ASII Astra International Tbk 17.1200 16.8900 4.6500
13 AUTO Astra Otoparts 7.9900 5.6400 4.7700
14 BATA Sepatu Bata 9.0300 8.6500 1.6900
15 BRNA Berlina -9.7500 6.6000 1.5100
16 BRPT Barito Pacific Timber 213.3300 186.6700 -1.2300 17 BTEK Bumi Teknokultura Unggul -4.5600 -19.9400 -12.4500 18 BTON Beton Jaya Manunggal Tbk 44.0500 3.7900 2.9000
19 BUDI Budi Acid Jaya 9.1200 16.3200 14.4100
20 BUMI Bumi Resources 12.2900 12.1100 5.3200
21 CEKA Cahaya Kalbar Tbk 11.4800 9.6400 7.4700 22 CITA Cipta Panelutama Tbk 6.1200 3.3900 3.7400 23 CLPI Colorpak Indonesia Tbk 39.2000 47.5000 25.3800 24 CNKO Central Korporindo 23.8300 25.7900 4.2900 25 CPDW Cipendawa Agroindustri -2.6700 -1.9500 1.5100 26 CPIN Charoen Pokphand Indonesia Tbk 5.0900 17.6700 5.6500 27 CPRO Central Proteinaprima 2.5300 135.0700 18.8700
28 CTBN Citra Tubindo 6.4400 10.9300 11.5400
29 CTTH Citatah 5.6600 4.5500 1.5700
30 DAVO Davomas Abadi Tbk 18.4400 14.7100 0.0000 31 DLTA Delta Djakarta Tbk 8.4400 5.4100 3.8200 32 DOID Daeyu Orchid Indonesia 18.3300 58.4200 306.0000 33 DSFI Dharma Sasmudera Fishing Ind -1.5300 50.6500 -1.2900 34 DVLA Darya Varia Laboratoria Tbk 16.0600 17.9800 7.6200
35 DYNA Dynaplast -3.4000 -3.1300 -0.7400
36 EKAD Ekadharma tape industries 15.5200 16.2500 17.6000 37 ENRG Energi Mega Persada 36.0600 185.5500 -34.5700 38 ESTI Ever Shine Tex -2.3800 -10.5400 -4.5700 39 FAST Fast Food Indonesia 11.8200 10.6500 11.0300 40 FASW Fajar Surya Wisesa 28.0100 36.1600 103.0500
42 FMII Fortune Mate Indonesia,Tbk 29.4100 44.1700 -4.6300 43 GDYR Goodyear Indonesia 48.7500 44.1700 100.0000 44 GEMA Gema Graha Sarana 5.9500 6.7300 -7.7800
45 GGRM Gudang Garam Tbk 19.4700 11.3300 4.3500
46 GJTL Gajah Tunggal 15.6800 16.9000 -1.1200
47 HDTX Panasia Indosyntec 10.0100 8.1000 8.2900 48 HEXA Hexindo Adiperkasa 19.1500 12.5400 2.2700 49 HMSP H.M Sampoerna Tbk 12.0500 17.2900 9.1100 50 IMAS Indomobil Sukses International -9.8000 13.3300 4.6300
51 INAF Indofarma Tbk 20.3300 57.4200 30.8600
52 INDF Indofood Sukses Mandiri Tbk 17.3100 22.3900 7.7500 53 INDR Indorama Synthetic 17.3800 21.9500 4.0300
54 INDS Indospring 8.6200 5.4900 1.4100
55 INKP Indak Kiat Pulp & Paper -3.0800 5.3100 1.8300
56 INTD Inter Delta 6.5000 50.0000 -6.0300
57 INTP Indocement Tunggal Prakasa 35.7100 30.6900 9.7000 58 JECC Jembo Cable Company -0.9800 -8.7600 10.8000 59 JKSW Jakarta Kyoei Steel Works 3.9100 -1.0300 -0.4300 60 JPFA Japfa Comfeed Indonesia Tbk 2.3800 6.3600 2.1500
61 JPRS Jaya Pari Steel 8.8800 6.4100 2.5300
62 KAEF Kimia Farma Tbk 20.8300 32.4500 7.6200
63 KDSI Kedawung Setia Industrial Tbk 5.8300 7.6800 6.9500 64 KICI Kedaung Indah Can Tbk -0.9800 1.1800 4.5100
65 KLBF Kalbe Farma Tbk 17.7600 18.0000 5.5600
66 LION Lion Metal 5.5400 4.3200 4.2300
67 LMPI Langgeng Makmur Plastic I Tbk 56.6700 13.3300 23.3300 68 LPIN Multi Prima Sejahtera -13.6400 1.8800 4.9100 69 MAIN Malindo Feedmill Tbk 6.1300 10.6000 66.6700 70 MBAI Multibreeder Adirama Ind 4.2200 35.8300 280.0000
71 MEDC Medco Energi 34.3600 278.4100 2.0300
72 MERK Merck Tbk 10.3500 13.1400 8.0600
73 MLBI Multi Bintang Indonesia Tbk 26.6700 -3.1200 -0.5000 74 MLIA Mulia Industriondo -0.4000 -0.4400 -0.3900 75 MRAT Mustika Ratu Tbk 15.2400 11.3500 2.9400
76 MYOR Mayora Indah Tbk 13.2800 9.4600 4.4500
77 NIPS Nipress 3.3800 5.7800 19.1000
78 PAFI Panasia Filament Inti 16.7100 36.3600 9.3100
79 PBRX Pan Brothers 17.2700 6.4500 -1.3100
80 PICO Pelangi Indah Canindo 42.3000 33.6700 18.8200 81 POLY Polysindo Eka Perkasa -1.9400 -2.5800 -1.0400 82 PRAS Prima Alloy Steel -19.1500 28.3000 -4.7600 83 PSDN Prasidha Aneka Niaga Tbk 12.5000 -8.5000 14.2900
84 PTRO Petrosea 10.6900 8.7500 19.0000
86 RDTX Roda Vivatex 7.3800 10.0800 6.1300 87 RMBA Bentoel International Inv. Tbk 13.1700 14.3600 14.6400 88 RUIS Radiant Utama Interinsco 12.3900 9.6400 10.7500 89 SAIP Surabaya Agung Industry 6.4500 2.6400 -1.5100
90 SCCO SUCACO 5.2900 5.5000 26.5700
91 SCPI Schering Plough Indonesia Tbk 29.1300 79.5500 17.0300
92 SIPD Sierad Produce 11.4700 29.6500 17.2400
93 SKLT Sekar Laut Tbk 42.5400 9.0300 14.5600
94 SMAR SMART 16.6700 17.4400 4.6700
95 SMGR Semen Gresik 16.6200 18.7300 9.8000
96 SMSM Selamat Sempurna 7.6100 7.6800 10.1600
97 SOBI Sorini Corporation 11.6900 11.9400 5.6900
98 SPMA Suparma 9.1300 11.7400 -8.7000
99 SQBB Bristol-Myers Squibb Indonesia 33.5100 84.3100 87.6100 100 SQMI Sanex Qianjiang motor 2.3200 1.9600 1.0700 101 STTP Siantar Top Tbk 33.5100 84.3100 87.6100 102 SULI Sumalindo Lestari Jaya 19.0700 31.0900 40.7600 103 TBLA Tunas Baru Lampung -48.6600 134.3800 -0.8700 104 TBMS Tembaga Mulia Semanan 12.4800 26.8400 12.4500 105 TCID Mandom Indonesia Tbk 2.2500 -50.9200 -2.9800
106 TFCO FIFICO 12.3700 13.6600 9.3200
107 TINS Timah 4.1600 13.9600 1.6500
108 TIRT Tirta Mahakam PI 14.0200 37.2100 69.5700 109 TMPO Tempo Inti Media 100.0000 117.0000 0.7500 110 TOTO Surya Toto Indonesia 8.3300 34.5000 22.5000
111 TRST Trias Sentosa 4.1000 7.0300 6.2600
112 ULTJ Ultra Jaya Milk Tbk 16.1100 29.0000 7.8600 113 UNIC Unggul Indah Cahaya 87.0000 65.0000 7.6200 114 UNSP Bakrie Sumatera Plantations 92.6600 32.3300 26.3300 115 UNVR Unilever Indonesia Tbk 13.1100 32.3500 5.6700 116 VOKS Voksel Electric 6.3700 12.5400 47.6200 117 WAPO Wahana Phonix Mandiri 14.7500 12.1000 5.6300 Sumber : Indonesian Capital Market Directory 2009
Lampiran 5 : Data Harga Saham Perusahaan Manufaktur Tahun 2007-2009 Harga Saham (Rp)
No Kode Perusahaan 2007 2008 2009
1 AALI Astra Agro Lestari, Tbk 10980.00 32610.00 12520.00 2 ADES Ades Waters Indonesia Tbk 934.00 456.00 413.00 3 AISA Tiga Pilar Sejahtera Food Tbk 145.60 718.00 371.00
4 AKKU Aneka Kemasindo 41.00 64.40 50.00
5 ALMI Alumindo Light Metal Industry 468.00 594.00 459.00 6 AMFG Asahimas Flat Glass 2835.00 3090.00 1410.00
7 ANTM Aneka Tambang 6238.00 4040.00 1132.00
8 APLI Asiaplast Industries 38.00 60.00 50.00
9 AQUA Aqua Golden Missisippi Tbk 129000.00 106000.00 128000.00 10 ARNA Arwana Citramulia 300.00 342.00 300.00
11 ASGR Astra Graphia 310.00 495.00 216.00
12 ASII Astra International Tbk 13870.00 27540.00 11060.00 13 AUTO Astra Otoparts 2700.00 3140.00 2965.00 14 BATA Sepatu Bata 14460.00 18620.00 22300.00
15 BRNA Berlina 814.00 786.00 501.00
16 BRPT Barito Pacific Timber 854.00 1290.00 965.00 17 BTEK Bumi Teknokultura Unggul 42.00 177.80 54.60 18 BTON Beton Jaya Manunggal Tbk 180.00 186.80 314.00
19 BUDI Budi Acid Jaya 184.20 280.00 130.00
20 BUMI Bumi Resources 1326.00 5445.00 858.00
21 CEKA Cahaya Kalbar Tbk 484.00 696.00 706.00 22 CITA Cipta Panelutama Tbk 560.00 660.00 800.00 23 CLPI Colorpak Indonesia Tbk 1570.00 1522.00 1632.00
24 CNKO Central Korporindo 63.40 150.60 50.00
25 CPDW Cipendawa Agroindustri 295.00 121.80 229.00 26 CPIN Charoen Pokphand Indonesia Tbk 815.00 934.00 501.00 27 CPRO Central Proteinaprima 184.00 256.00 50.00 28 CTBN Citra Tubindo 15480.00 30000.00 2890.00
29 CTTH Citatah 41.40 59.60 50.00
30 DAVO Davomas Abadi Tbk 738.00 294.00 61.80
31 DLTA Delta Djakarta Tbk 27700.00 12880.00 21440.00 32 DOID Daeyu Orchid Indonesia 584.00 1238.00 514.00 33 DSFI Dharma Sasmudera Fishing Ind 64.80 68.40 50.00 34 DVLA Darya Varia Laboratoria Tbk 1462.00 1666.00 834.00
35 DYNA Dynaplast 808.00 760.00 842.00
36 EKAD Ekadharma tape industries 129.80 134.00 144.60 37 ENRG Energi Mega Persada 644.00 1136.00 70.20
38 ESTI Ever Shine Tex 56.00 96.80 50.80
39 FAST Fast Food Indonesia 1900.00 2210.00 3000.00 40 FASW Fajar Surya Wisesa 1116.00 1758.00 1520.00
42 FMII Fortune Mate Indonesia,Tbk 52.00 67.20 103.00 43 GDYR Goodyear Indonesia 7970.00 21220.00 5350.00
44 GEMA Gema Graha Sarana 92.00 185.00 71.80
45 GGRM Gudang Garam Tbk 10720.00 7780.00 5700.00
46 GJTL Gajah Tunggal 832.00 383.00 220.00
47 HDTX Panasia Indosyntec 400.00 400.00 400.00 48 HEXA Hexindo Adiperkasa 4025.00 616.00 750.00 49 HMSP H.M Sampoerna Tbk 12950.00 13140.00 10500.00 50 IMAS Indomobil Sukses International 760.00 1150.00 736.00
51 INAF Indofarma Tbk 152.80 143.40 70.80
52 INDF Indofood Sukses Mandiri Tbk 1662.00 2335.00 956.00 53 INDR Indorama Synthetic 469.00 690.00 394.00
54 INDS Indospring 2230.00 1688.00 1338.00
55 INKP Indak Kiat Pulp & Paper 2250.00 924.00 1240.00
56 INTD Inter Delta 14330.00 574.00 574.00
57 INTP Indocement Tunggal Prakasa 13280.00 7520.00 4225.00 58 JECC Jembo Cable Company 176.40 394.00 185.00 59 JKSW Jakarta Kyoei Steel Works 79.40 243.00 77.80 60 JPFA Japfa Comfeed Indonesia Tbk 1582.00 472.00 883.00
61 JPRS Jaya Pari Steel 257.00 275.00 332.00
62 KAEF Kimia Farma Tbk 167.20 176.60 125.60
63 KDSI Kedawung Setia Industrial Tbk 216.00 171.00 126.50 64 KICI Kedaung Indah Can Tbk 140.00 71.80 142.80
65 KLBF Kalbe Farma Tbk 1226.00 984.00 650.00
66 LION Lion Metal 1880.00 2195.00 3600.00
67 LMPI Langgeng Makmur Plastic I Tbk 133.20 156.00 87.00 68 LPIN Multi Prima Sejahtera 1262.00 626.00 698.00 69 MAIN Malindo Feedmill Tbk 1118.00 1010.00 950.00 70 MBAI Multibreeder Adirama Ind 1112.00 3010.00 1722.00
71 MEDC Medco Energi 2635.00 3510.00 2295.00
72 MERK Merck Tbk 38970.00 48300.00 31700.00
73 MLBI Multi Bintang Indonesia Tbk 55500.00 44860.00 55300.00 74 MLIA Mulia Industriondo 365.00 340.00 266.00
75 MRAT Mustika Ratu Tbk 276.00 220.00 168.20
76 MYOR Mayora Indah Tbk 1352.00 1138.00 1014.00
77 NIPS Nipress 1540.00 1670.00 1550.00
78 PAFI Panasia Filament Inti 36.40 205.00 205.00
79 PBRX Pan Brothers 114.20 128.40 142.00
80 PICO Pelangi Indah Canindo 155.00 272.00 152.00 81 POLY Polysindo Eka Perkasa 1244.00 321.00 50.00 82 PRAS Prima Alloy Steel 105.60 107.80 57.60 83 PSDN Prasidha Aneka Niaga Tbk 64.20 65.80 105.00
84 PTRO Petrosea 8860.00 1890.00 9760.00
86 RDTX Roda Vivatex 1100.00 1500.00 1500.00 87 RMBA Bentoel International Inv. Tbk 300.00 436.00 490.00 88 RUIS Radiant Utama Interinsco 275.00 267.00 274.00 89 SAIP Surabaya Agung Industry 114.00 263.00 136.00
90 SCCO SUCACO 1700.00 101.80 1700.00
91 SCPI Schering Plough Indonesia Tbk 13480.00 21000.00 10080.00
92 SIPD Sierad Produce 50.00 50.00 50.00
93 SKLT Sekar Laut Tbk 213.00 68.00 90.00
94 SMAR SMART 2950.00 2960.00 2930.00
95 SMGR Semen Gresik 7650.00 7680.00 7720.00
96 SMSM Selamat Sempurna 1132.00 350.00 700.00 97 SOBI Sorini Corporation 1554.00 1075.00 1176.00
98 SPMA Suparma 221.00 209.00 210.00
99 SQBB Bristol-Myers Squibb Indonesia 9500.00 9500.00 9500.00 100 SQMI Sanex Qianjiang motor 60.20 109.20 700.00
101 STTP Siantar Top Tbk 325.00 335.00 140.00
102 SULI Sumalindo Lestari Jaya 148.80 210.60 210.60 103 TBLA Tunas Baru Lampung 435.00 440.00 431.00 104 TBMS Tembaga Mulia Semanan 2900.00 3190.00 431.00 105 TCID Mandom Indonesia Tbk 7450.00 7860.00 4700.00
106 TFCO FIFICO 288.00 340.00 161.20
107 TINS Timah 12420.00 28970.00 1076.00
108 TIRT Tirta Mahakam PI 69.80 78.00 78.00
109 TMPO Tempo Inti Media 74.20 65.00 72.60
110 TOTO Surya Toto Indonesia 6550.00 8940.00 8920.00
111 TRST Trias Sentosa 204.00 203.00 205.00
112 ULTJ Ultra Jaya Milk Tbk 325.00 541.00 726.00 113 UNIC Unggul Indah Cahaya 2810.00 2320.00 2715.00 114 UNSP Bakrie Sumatera Plantations 1098.00 495.00 316.00 115 UNVR Unilever Indonesia Tbk 5680.00 6870.00 7880.00
116 VOKS Voksel Electric 369.00 555.00 278.00
117 WAPO Wahana Phonix Mandiri 43.40 79.80 51.00 Sumber diolah dari: www.idx.co.id dan http:// finance.yahoo.com
Lampiran 6 :Hasil analysis statistik sebelum
memenuhi asumsi klasik
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation Skewness Kurtosis
Statistic Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Std. Error HGS 351 36.40000 1.29000E5 4.2393251E3 1.32954613E4 6.695 .130 53.616 .260 ROA 351 -1.06200 .90400 .0508917 .14092829 -.433 .130 17.688 .260 ROE 351 -230.76000 59.44000 -.3277689 12.77428594 -16.575 .130 306.126 .260 PER 351 -345.00000 1458.33000 22.0238746 87.98010443 12.620 .130 205.228 .260 Valid N (listwise) 351
One-Sample Kolmogorov-Smirnov Test
HGS ROA ROE PER
N 351 351 351 351 4.2393251E3 .0508917 -.3277689 22.0238746 Normal Parametersa 1.32954613E4 .14092829 12.77428594 87.98010443 .376 .194 .476 .327 .349 .145 .424 .313 Most Extreme Differences -.376 -.194 -.476 -.327 Kolmogorov-Smirnov Z 7.044 7.044 3.638 8.926
Asymp. Sig. (2-tailed) .000 .000 .000 .000
a. Test distribution is Normal.
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -1.3380370E4 2.2371068E4 4.2393251E3 2.81374934E3 351
Std. Predicted Value -6.262 6.444 .000 1.000 351
Standard Error of Predicted
Value 698.080 12650.360 999.290 972.105 351
Adjusted Predicted Value -1.7197496E4 2.5469051E4 4.1742666E3 3.21257945E3 351 Residual -2.22618691E4 1.24541984E5 .00000000 1.29943105E4 351
Std. Residual -1.706 9.543 .000 .996 351
Stud. Residual -1.821 9.557 .001 .999 351
Deleted Residual -2.53598516E4 1.24900273E5 65.05845530 1.31258796E4 351
Stud. Deleted Residual -1.827 11.118 .013 1.104 351
Mahal. Distance .004 327.876 2.991 22.922 351
Cook's Distance .000 .430 .003 .025 351
Centered Leverage Value .000 .937 .009 .065 351
Lampiran 7 : Hasil analysis statistik setelah memenuhi asumsi klasik
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation Skewness Kurtosis
Statistic Statistic Statistic Statistic Statistic
Statisti c Std. Error Statistic Std. Error LN_HGS 351 3.59457 11.76757 6.5297897 1.81378633 .545 .130 -.308 .260 LN_ROA 284 -6.90776 -.10093 -3.1172732 1.31685077 -.663 .145 .431 .288 LN_ROE 300 -6.07485 4.08497 -2.1122194 1.31758572 .238 .141 1.842 .281 LN_PER 294 -.28768 7.28505 2.5693218 1.09651410 .513 .142 1.127 .283 Valid N (listwise) 265
One-Sample Kolmogorov-Smirnov Test
LN_HGS LN_ROA LN_ROE LN_PER
N 351 284 300 294 -3.1172732 -2.1122194 2.5693218 2.5693218 Normal Parametersa 1.31685077 1.31758572 1.09651410 1.09651410 .063 .078 .074 .074 .039 .078 .074 .074 Most Extreme Differences -.063 -.058 -.038 -.038 Kolmogorov-Smirnov Z 1.075 1.063 1.346 1.274
Asymp. Sig. (2-tailed) .198 .208 .053 .078
Model Summary
b Change StatisticsModel R R Square Adjusted R Square Std. Error of the Estimate R Square Change F Change df1 df2 Sig. F Change Durbin-Watson
1 .540a .292 .284 1.44036824 .292 35.825 3 261 .000 2.073
a. Predictors: (Constant), LN_PER, LN_ROE, LN_ROA b. Dependent Variable: LN_HGS
ANOVA
bModel
Sum of Squares
Df
Mean Square
F
Sig.
Regression
222.975 3 74.325 35.825 .000aResidual
541.486 261 2.0751
Total
764.461 264a. Predictors: (Constant), LN_PER, LN_ROE, LN_ROA
b. Dependent Variable: LN_HGS
Coefficientsa Unstandardized Coefficients Standardized Coefficients 95% ConfidenceInterval for B Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part Tolerance VIF (Consta nt) 8.223 .272 30.256 .000 7.688 8.758 LN_RO A .660 .079 .507 8.362 .000 .504 .815 .490 .460 .436 .739 1.353 LN_RO E .209 .089 .151 2.348 .020 .034 .384 .278 .144 .122 .654 1.528 1 LN_PE R .410 .096 .257 4.290 .000 .222 .598 .005 .257 .224 .754 1.325 a. Dependent Variable: LN_HGS
Residuals Statistics
aMinimum Maximum Mean Std. Deviation N
Predicted Value 3.9936497 9.2687559 6.7732031 .91902226 265
Standard Error of Predicted Value .090 .442 .164 .066 265
Adjusted Predicted Value 3.8940344 9.3125172 6.7725694 .92143470 265
Residual -3.50583363 3.56228542 .00000000 1.43216095 265
Std. Residual -2.434 2.473 .000 .994 265
Stud. Residual -2.471 2.500 .000 1.002 265
Deleted Residual -3.61354971 3.64075708 .00063374 1.45413254 265
Stud. Deleted Residual -2.496 2.525 .001 1.005 265
Mahal. Distance .025 23.906 2.989 3.604 265
Cook's Distance .000 .047 .004 .007 265
Centered Leverage Value .000 .091 .011 .014 265
Lampiran 5. Jadual Penelitian
Oktober - Desember 2009 Januari - Februari2010 Maret – April 2010 Mei – Juni 2010
Juli - Agustus
2010 September 2010 Minggu
ke II - X
Minggu
ke I - VIII Minggu ke- Minggu ke- Minggu ke- Minggu ke- No Uraian
Kegiatan Penelitian
II X I VIII II IV VI VIII II IV VI VIII II IV VI VIII I II III IV
1 Penyusunan Proposal
