Lampiran 1
Daftar Populasi Sampel Penelitian
No.
Kode
Nama Perusahaan
Kriteria
Sampel
Ke
1
2
3
1.
ASII
PT. Astra Internasional, Tbk.
√
√
√
1
2.
AUTO
PT. Astra Otoparts, Tbk.
√
√
√
2
3.
BRAM
PT. Indokordsa, Tbk.
√
√
√
3
4.
GDYR
PT. Goodyear Indonesia, Tbk.
√
√
√
4
5.
IMAS
PT. Indomobil Sukses Internasional, Tbk.
√
√
√
5
6.
INDS
PT. Indospring, Tbk.
√
√
√
6
7.
MASA
PT. Multistrada Arah Sarana, Tbk.
√
√
√
7
8.
NIPS
PT. Nipress, Tbk.
√
√
√
8
9.
SMSM
PT. Selamat Sempurna, Tbk.
√
√
√
9
10.
GJTL
PT. Gajah Tunggal, Tbk.
√
√
√
10
11.
LPIN
PT. Multi Prima Sejahtera, Tbk
√
√
√
11
12.
PRAS
PT. Prima Alloy Steel Universal, Tbk
√
√
√
12
Lampiran 2
Analisis Statistik Deskriptif
ROE
ROA
DER
PBV
PER
EPS
HARGA_SAHAM
Mean
9.995867 7.873964 1.057844 1.170837 20.01207 287.5015
2500.150
Median
8.894044 7.313857 0.948606 0.923580 12.71688 205.0000
2020.000
Maximum
36.75038 30.93355 2.712202 3.949893 173.3871 1501.440
7600.000
Minimum
-7.775063 -5.335255 0.252377 0.011283 -5.894128 -413.6100
111.0000
Std. Dev.
9.012680 7.216867 0.662621 0.938270 31.15112 331.4616
2195.434
Skewness
0.595172 1.150224 0.800323 0.965680 3.331693 1.372533
0.818076
Kurtosis
3.124556 4.432050 2.681045 3.215340 14.87307 5.488755
2.583062
Jarque-Bera 3.581077 18.35707 6.659508 9.441301 463.4263 34.32322
7.127079
Probability
0.166870 0.000103 0.035802 0.008909 0.000000 0.000000
0.028338
Sum
599.7520 472.4378 63.47065 70.25025 1200.724 17250.09
150009.0
Sum Sq.
Dev.
4792.476 3072.907 25.90491 51.94074 57253.14 6482141.
2.84E+08
d. Uji Autokorelasi
Dependent Variable: HARGA_SAHAM
Method: Least Squares
Date: 11/29/16 Time: 01:36
Sample: 1 60
Included observations: 60
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
943.2010
459.5256
2.052554
0.0451
ROE
55.81126
38.62262
1.445041
0.1543
ROA
-147.9176
43.28235
-3.417505
0.0012
DER
-1125.658
288.4823
-3.902001
0.0003
PBV
1851.731
232.5310
7.963372
0.0000
PER
28.19940
6.002523
4.697924
0.0000
EPS
2.163926
0.599914
3.607060
0.0007
R-squared
0.709080 Mean dependent var
2500.150
Adjusted R-squared
0.676145 S.D. dependent var
2195.434
S.E. of regression
1249.383 Akaike info criterion
17.20797
Sum squared resid
82730762 Schwarz criterion
17.45231
Log likelihood
-509.2390 Hannan-Quinn criter.
17.30354
F-statistic
21.53008 Durbin-Watson stat
1.124775
_SMSM--C
-1232.642
_GJTL--C
-165.0434
_LPIN--C
1297.573
_PRAS--C
-940.2037
Effects Specification
S.D.
Rho
Cross-section random
786.8008
0.5264
Idiosyncratic random
746.2572
0.4736
Weighted Statistics
R-squared
0.493310 Mean dependent var
976.2896
Adjusted R-squared
0.435949 S.D. dependent var
1161.314
S.E. of regression
872.1852 Sum squared resid
40317468
F-statistic
8.600080 Durbin-Watson stat
0.874102
Prob(F-statistic)
0.000002
Unweighted Statistics
R-squared
0.600159 Mean dependent var
2500.150
Lanjutan Lampiran 5
No. Emiten Tahun Laba Sesudah Pajak
Laba Sebelum
Pajak Ekuitas Total Aset Kewajiban PUC BVS ROE ROA DER PBV PER EPS
HARGA SAHAM
11 LPIN
2011 11.319 9.627 118.256 157.371 39.116 21 5631 9,57 6,12 0,33 0,39 4,13 533,00 2.200,00
2012 16.600 4.092 134.856 172.269 37.413 21 6422 12,31 2,38 0,28 0,49 4,03 781,00 3.150,00
2013 8.555 5.041 143.411 196.391 52.980 21 6829 5,97 2,57 0,37 0,73 12,41 403,00 5.000,00
2014 4.131 8.106 139.280 185.596 46.316 21 6632 2,97 4,37 0,33 0,93 65,96 94,00 6.200,00
2015 18.174 18.699 116.491 324.055 207.564 21 5547 15,60 5,77 1,78 0,97 173,39 31,00 5.375,00
12 PRAS
2011 1.354 (25.711) 139.797 481.912 342.115 588 238 0,97 -5,34 2,45 0,56 57,39 2,30 132,00
2012 15.565 9.977 280.294 577.350 297.056 588 477 5,55 1,73 1,06 0,53 9,62 26,50 255,00
2013 13.197 15.808 406.448 795.630 389.182 701 580 3,25 1,99 0,96 0,32 9,84 18,80 185,00
2014 11.341 15.015 685.822 1.286.828 601.006 701 978 1,65 1,17 0,88 0,21 10,85 18,80 204,00
