LAMPIRAN
1. DATA FREKUENSI PERDAGANGAN SAHAM PERUSAHAAN SAMPEL
No Nama Perusahaan 2010 2011 2012 2013 Total
Frekuensi
1 Holcim Indonesia Tbk. [S] 130.000 113.000 91.000 127.000 461.000
2 Indocement Tunggal Prakarsa Tbk. [S] 175.000 228.000 217.000 314.000 934.000
3 Semen Indonesia (Persero) Tbk. [S] 172.000 233.000 296.000 497.000 1.198.000
4 Arwana Citramulia Tbk. [S] 6.000 31.000 30.000 92.000 159.000
5 Asahimas Flat Glass Tbk. [S] 26.000 25.000 11.000 5.000 67.000
6 Intikeramik Alamasri Industri Tbk. [S] 127.000 5.000 2.000 3.000 137.000
7 Keramika Indonesia Assosiasi Tbk. [S] 311.000 34.000 71.000 27.000 443.000
8 Mulia Industrindo Tbk. 590 3.000 24.000 43.000 70.590
9 Surya Toto Indonesia Tbk. [S] 20 100 900 900 1.920
10 Alumindo Light Metal Industry Tbk. [S] 3.280 13.000 3.000 1.000 20.280
11 Betonjaya Manunggal Tbk. [S] 98.360 28.000 19.000 3.000 148.360
12 Citra Tubindo Tbk. [S] 20 30 20 20 90
13 Gunawan Dianjaya Steel Tbk. [S] 62.000 164.000 46.000 9.000 281.000
14 Indal Aluminium Industry Tbk. [S] 72.000 8.000 3.000 3.000 86.000
15 Jakarta Kyoei Steel Works Tbk. [S] 2.000 200 240 40 2.480
16 Jaya Pari Steel Tbk. [S] 82.000 141.000 145.000 114.000 482.000
17 Lion Metal Works Tbk. [S] 100 100 510 520 1.230
18 Lionmesh Prima Tbk. [S] 110 200 120 160 590
19 Pelangi Indah Canindo Tbk. 50 53.000 29.000 3.000 85.050
20 Pelat Timah Nusantara Tbk. [S] 218.000 227.000 131.000 126.000 702.000
22 Barito Pacific Tbk. [S] 93.000 55.000 60.000 31.000 239.000
23 Budi Acid Jaya Tbk. [S] 8.000 26.000 16.000 10.000 60.000
24 Duta Pertiwi Nusantara Tbk. [S] 480 6.000 1.000 11.000 18.480
25 Ekadharma International Tbk. [S] 13.000 91.000 100.000 20.000 224.000
26 Eterindo Wahanatama Tbk. [S] 71.000 40.000 24.000 10.000 145.000
27 Indo Acidatama Tbk. [S] 49.000 15.000 20.000 5.000 89.000
28 Intanwijaya Internasional Tbk. [S] 79.000 110.000 69.000 40.000 298.000
29 Sorini Agro Asia Corporindo Tbk. [S] 66.000 2.000 1.000 1.000 70.000
30 Unggul Indah Cahaya Tbk. [S] 150 100 150 120 520
31 Argha Karya Prima Industry Tbk. [S] 16.390 8.000 5.000 280 29.670
32 Asiaplast Industries Tbk. [S] 31.300 44.000 25.000 2.000 102.300
33 Berlina Tbk. [S] 16.000 17.000 37.000 8.000 78.000
34 Sekawan Intipratama Tbk. [S] 1.000 2.000 1.000 310 4.310
35 Siwani Makmur Tbk. 2.000 20 - - 2.020
36 Trias Sentosa Tbk. [S] 24.000 34.000 17.000 4.000 79.000
37 Yanaprima Hastapersada Tbk. [S] 2.000 3.000 2.000 1.000 8.000
38 Charoen Pokphand Indonesia Tbk. [S] 154.000 408.000 237.000 389.000 1.118.000
39 JAPFA Comfeed Indonesia Tbk. [S] 128.000 97.000 56.000 179.000 460.000
40 Malindo Feedmill Tbk. 12.000 109.000 242.000 247.000 610.000
41 Sierad Produce Tbk. 88.000 121.000 54.000 58.000 321.000
42 Sumalindo Lestari Jaya Tbk. 144.000 39.000 49.000 - 232.000
43 Tirta Mahakam Resources Tbk. [S] 186.000 9.000 115.000 14.000 324.000
44 Fajar Surya Wisesa Tbk. 42.000 69.000 5.000 65.000 181.000
45 Indah Kiat Pulp & Paper Tbk. 86.000 64.000 40.000 176.000 366.000
46 Kertas Basuki Rachmat Indonesia Tbk. [S] 138.000 23.000 37.000 6.000 204.000
47 Pabrik Kertas Tjiwi Kimia Tbk. 34.000 21.000 9.000 8.000 72.000
48 Suparma Tbk. 61.000 69.000 263.000 207.000 600.000
50 Toba Pulp Lestari Tbk. [S] 2.780 1.000 270 160 4.210
51 Astra International Tbk. [S] 383.000 532.000 610.000 669.000 2.194.000
52 Astra Otoparts Tbk. [S] 24.000 35.000 13.000 29.000 101.000
53 Gajah Tunggal Tbk. [S] 207.000 165.000 81.000 141.000 594.000
54 Goodyear Indonesia Tbk. [S] 1.000 300 300 300 1.900
55 Indo Kordsa Tbk. [S] 130 200 300 100 730
56 Indomobil Sukses Internasional Tbk. 13.000 61.000 143.000 38.000 255.000
57 Indospring Tbk. [S] 730 76.000 30.000 12.000 118.730
58 Multi Prima Sejahtera Tbk. [S] 7.710 12.000 21.000 2.000 42.710
59 Multistrada Arah Sarana Tbk. [S] 79.000 49.000 33.000 10.000 171.000
60 Nipress Tbk. [S] 4.110 1.000 1.000 8.000 14.110
61 Prima Alloy Steel Universal Tbk. 32.000 44.000 77.000 137.000 290.000
62 Selamat Sempurna Tbk. [S] 145.000 48.000 37.000 56.000 286.000
63 Apac Citra Centertex Tbk. 64.000 19.000 19.000 1.000 103.000
64 Argo Pantes Tbk. 4 20 240 10 274
65 Asia Pacific Fibers Tbk. 57.000 135.000 58.000 30.000 280.000
66 Century Textile Industry (PS) Tbk. 10 300 280 40 630
67 Century Textile Industry (Seri B) Tbk. - - - - -
68 Eratex Djaja Tbk. 10 200 3.400 530 4.140
69 Ever Shine Textile Industry Tbk. [S] 670 200 80 20 970
70 Indo-Rama Synthetics Tbk. [S] 4.000 13.000 3748 290 21.038
71 Nusantara Inti Corpora Tbk. [S] 290 500 500 1.000 2.290
72 Pan Brothers Tbk. [S] 41.000 75.000 21.000 21.000 158.000
73 Panasia Filament Inti Tbk. *) - - - - -
74 Panasia Indo Resources Tbk. [S] 10 10 100 40 160
75 Polychem Indonesia Tbk. 128.000 165.000 145.000 410.000 848.000
76 Ricky Putra Globalindo Tbk. [S] 26.000 115.000 424.000 12.000 577.000
78 Tifico Fiber Indonesia Tbk. [S] 530 300 180 10 1020
79 Unitex Tbk. [S] - 1 - 20 21
80 Primarindo Asia Infrastructure Tbk. 1 - 1 2 4
81 Sepatu Bata Tbk. [S] 50 100 40 4.000 4.190
82 Jembo Cable Company Tbk. [S] 42.000 3.000 48.000 5.000 98.000
83 Kabelindo Murni Tbk. [S] 610 1.000 10.000 2.000 13.610
84 Sumi Indo Kabel Tbk. 180 100 110 120 510
85 Voksel Electric Tbk. [S] 400 1.000 3.000 15.000 19.400
86 Sat Nusapersada Tbk. [S] 14.000 5.000 4.000 2.000 25.000
87 Akasha Wira International Tbk. [S] 53.000 34.000 44.000 91.000 222.000
88 Wilmar Cahaya Indonesia Tbk. 250 200 43.000 - 43.450
89 Davomas Abadi Tbk. 44.000 73.000 6.000 - 123.000
90 Delta Djakarta Tbk. 220 300 250 300 1.070
91 Indofood Sukses Makmur Tbk. [S] 364.000 335.000 274.000 217.000 1.190.000
92 Mayora Indah Tbk. [S] 34.000 38.000 38.000 20.000 130.000
93 Multi Bintang Indonesia Tbk. 320 200 280 290 1.090
94 Prasidha Aneka Niaga Tbk. [S] 20 200 1.000 1.000 2.220
95 Sekar Laut Tbk. [S] 30 20 20 20 90
96 Siantar Top Tbk. [S] 3.000 500 1.000 1.000 2.220
97 Tiga Pilar Sejahtera Food Tbk. [S] 69.000 163.000 142.000 155.000 529.000
98 Ultrajaya Milk Industry & Trading Co. Tbk. [S] 54.000 65.000 61.000 73.000 253.000
99 Bentoel Internasional Investama Tbk. 15.000 33.000 32.000 4.000 84.000
100 Gudang Garam Tbk. 114.000 185.000 228.000 272.000 799.000
101 HM Sampoerna Tbk. 11.000 5.000 3.000 2.000 21.000
102 Darya-Varia Laboratoria Tbk. [S] 6.000 1.000 6.000 6.000 19.000
103 Indofarma (Persero) Tbk. [S] 67.000 185.000 91.000 72.000 335.000
104 Kalbe Farma Tbk. [S] 249.000 259.000 431.000 823.000 2.011.000
106 Merck Tbk. [S] 140 200 120 240 700
107 Merck Sharp Dohme Pharma Tbk. 30 40 30 10 110
108 Pyridam Farma Tbk. [S] 184.000 187.000 51.000 89.000 511.000
109 Taisho Pharmaceutical Indonesia Tbk. [S] 10 20 120 50 200
110 Tempo Scan Pacific Tbk. [S] 30.000 13.000 16.000 27.000 86.000
111 Mandom Indonesia Tbk. [S] 320 400 320 240 1280
112 Mustika Ratu Tbk. [S] 85.000 106.000 131.000 7.000 329.000
113 Unilever Indonesia Tbk. [S] 127.000 175.000 225.000 285.000 812.000
114 Kedaung Indah Can Tbk. [S] 640 40 7.000 21.000 28.680
115 Kedawung Setia Industrial Tbk. [S] 21.000 15.000 24.000 11.000 71.000
2. Data Sampel Penelitian
No Nama Perusahaan Ket.
IFR
Website Tk. Info Frekuensi
Saham
1 Holcim Indonesia Tbk. [S] 1 19 461000
2 Indocement Tunggal Prakarsa Tbk. [S] 1 26 934000
3 Semen Indonesia (Persero) Tbk. [S] 1 24 1198000
4 Arwana Citramulia Tbk. [S] 1 24 159000
5 Asahimas Flat Glass Tbk. [S] 1 20 67000
6 Intikeramik Alamasri Industri Tbk. [S] 1 18 137000
7 Keramika Indonesia Assosiasi Tbk. [S] 1 17 443000
8 Mulia Industrindo Tbk. 1 16 70590
9 Surya Toto Indonesia Tbk. [S] 0 6 1920
10 Alumindo Light Metal Industry Tbk. [S] 1 16 20280
11 Betonjaya Manunggal Tbk. [S] 1 18 148360
12 Citra Tubindo Tbk. [S] 1 15 90
13 Gunawan Dianjaya Steel Tbk. [S] 1 16 281000
14 Indal Aluminium Industry Tbk. [S] 1 18 86000
15 Jakarta Kyoei Steel Works Tbk. [S] 0 www.steelindonesia.com 5 2480
16 Jaya Pari Steel Tbk. [S] 1 17 482000
17 Lion Metal Works Tbk. [S] 0 7 1230
18 Lionmesh Prima Tbk. [S] 1 www.lionmesh.com 16 590
19 Pelangi Indah Canindo Tbk. 1 15 85050
20 Pelat Timah Nusantara Tbk. [S] 1 18 702000
21 Tembaga Mulia Semanan Tbk. 1 16 200
22 Barito Pacific Tbk. [S] 1 21 239000
23 Budi Acid Jaya Tbk. [S] 1 16 60000
24 Duta Pertiwi Nusantara Tbk. [S] 1 18 18480
25 Ekadharma International Tbk. [S] 1 19 224000
27 Indo Acidatama Tbk. [S] 1 13 89000
28 Intanwijaya Internasional Tbk. [S] 0 6 298000
29 Sorini Agro Asia Corporindo Tbk. [S] 1 15 70000
30 Unggul Indah Cahaya Tbk. [S] 1 25 520
31 Argha Karya Prima Industry Tbk. [S] 1 14 29670
32 Asiaplast Industries Tbk. [S] 1 15 102300
33 Berlina Tbk. [S] 1 19 78000
34 Sekawan Intipratama Tbk. [S] 1 13 4310
35 Siwani Makmur Tbk. 0 None 0 2020
36 Trias Sentosa Tbk. [S] 1 9 79000
37 Yanaprima Hastapersada Tbk. [S] 1 16 8000
38 Charoen Pokphand Indonesia Tbk. [S] 1 17 1188000
39 JAPFA Comfeed Indonesia Tbk. [S] 1 17 460000
40 Malindo Feedmill Tbk. 1 21 610000
41 Sierad Produce Tbk. 1 21 321000
42 Sumalindo Lestari Jaya Tbk. 0 0 232000
43 Tirta Mahakam Resources Tbk. [S] 1 9 324000
44 Fajar Surya Wisesa Tbk. 1 20 181000
45 Indah Kiat Pulp & Paper Tbk. 1 17 366000
46 Kertas Basuki Rachmat Indonesia Tbk. [S] 1 13 204000
47 Pabrik Kertas Tjiwi Kimia Tbk. 1 17 72000
48 Suparma Tbk. 0 7 600000
49 Surabaya Agung Industri Pulp & Kertas Tbk. [S] 0 6 7130
50 Toba Pulp Lestari Tbk. [S] 1 17 4210
51 Astra International Tbk. [S] 1 26 2194000
52 Astra Otoparts Tbk. [S] 1 27 101000
53 Gajah Tunggal Tbk. [S] 1 20 594000
54 Goodyear Indonesia Tbk. [S] 1 22 1900
55 Indo Kordsa Tbk. [S] 1 16 730
57 Indospring Tbk. [S] 1 www.indospring.co.id 17 118730
58 Multi Prima Sejahtera Tbk. [S] 0 None 0 42710
59 Multistrada Arah Sarana Tbk. [S] 1 12 171000
60 Nipress Tbk. [S] 1 18 14110
61 Prima Alloy Steel Universal Tbk. 0 4 290000
62 Selamat Sempurna Tbk. [S] 0 5 286000
63 Apac Citra Centertex Tbk. 0 5 103000
64 Argo Pantes Tbk. 1 15 274
65 Asia Pacific Fibers Tbk. 1 18 280000
66 Century Textile Industry (PS) Tbk. 0 www.toray.co.id 6 630
67 Century Textile Industry (Seri B) Tbk. 0 None 0 0
68 Eratex Djaja Tbk. 1 14 4140
69 Ever Shine Textile Industry Tbk. [S] 0 0 970
70 Indo-Rama Synthetics Tbk. [S] 1 16 21038
71 Nusantara Inti Corpora Tbk. [S] 1 www.nusantarainticorpora.com 10 2290
72 Pan Brothers Tbk. [S] 1 19 158000
73 Panasia Filament Inti Tbk. *) 0 0 0
74 Panasia Indo Resources Tbk. [S] 0 8 160
75 Polychem Indonesia Tbk. 1 20 848000
76 Ricky Putra Globalindo Tbk. [S] 1 15 577000
77 Sunson Textile Manufacturer Tbk. 0 None 0 63000
78 Tifico Fiber Indonesia Tbk. [S] 1 15 1020
79 Unitex Tbk. [S] 0 8 21
80 Primarindo Asia Infrastructure Tbk. 1 www.primarindo.co.id 15 4
81 Sepatu Bata Tbk. [S] 0 5 4190
82 Jembo Cable Company Tbk. [S] 1 17 98000
83 Kabelindo Murni Tbk. [S] 1 19 13610
84 Sumi Indo Kabel Tbk. 1 14 510
85 Voksel Electric Tbk. [S] 1 20 19400
87 Akasha Wira International Tbk. [S] 1 www.akashainternational.com 21 222000
88 Wilmar Cahaya Indonesia Tbk. 0 www.wilmarcahayaindonesia.com 6 43450
89 Davomas Abadi Tbk. 0 0 123000
90 Delta Djakarta Tbk. 1 15 1070
91 Indofood Sukses Makmur Tbk. [S] 1 24 1190000
92 Mayora Indah Tbk. [S] 0 8 130000
93 Multi Bintang Indonesia Tbk. 1 www.multibintang.co.id 18 1090
94 Prasidha Aneka Niaga Tbk. [S] 0 6 2220
95 Sekar Laut Tbk. [S] 0 11 90
96 Siantar Top Tbk. [S] 0 0 55000
97 Tiga Pilar Sejahtera Food Tbk. [S] 1 22 529000
98 Ultrajaya Milk Industry & Trading Co. Tbk. [S] 1 18 253000
99 Bentoel Internasional Investama Tbk. 0 8 84000
100 Gudang Garam Tbk. 1 23 79900
101 HM Sampoerna Tbk. 1 22 21000
102 Darya-Varia Laboratoria Tbk. [S] 1 20 19000
103 Indofarma (Persero) Tbk. [S] 1 16 335000
104 Kalbe Farma Tbk. [S] 1 22 2011000
105 Kimia Farma (Persero) Tbk. [S] 1 20 260000
106 Merck Tbk. [S] 1 23 700
107 Merck Sharp Dohme Pharma Tbk. 1 22 110
108 Pyridam Farma Tbk. [S] 1 15 511000
109 Taisho Pharmaceutical Indonesia Tbk. [S] 1 24 200
110 Tempo Scan Pacific Tbk. [S] 0 5 86000
111 Mandom Indonesia Tbk. [S] 1 20 1280
112 Mustika Ratu Tbk. [S] 1 22 329000
113 Unilever Indonesia Tbk. [S] 1 24 812000
114 Kedaung Indah Can Tbk. [S] 1 15 28680
115 Kedawung Setia Industrial Tbk. [S] 1 14 71000
3. Hasil Transformasi Data
Variabel
Frekuensi Perdagangan SahamNo Frekuensi SQRTFREK No Frekuensi SQRTFREK
1 461000 678.97 48 600000 774.6
2 934000 966.44 49 7130 84.44
3 1198000 1094.53 50 4210 64.88
4 159000 398.75 51 2194000 1481.22
5 67000 258.84 52 101000 317.8
6 137000 370.14 53 594000 770.71
7 443000 665.58 54 1900 43.59
8 70590 265.69 55 730 27.02
9 1920 43.82 56 255000 504.98
10 20280 142.41 57 118730 344.57
11 148360 385.18 58 42710 206.66
12 90 9.49 59 171000 413.52
13 281000 530.09 60 14110 118.79
14 86000 293.26 61 290000 538.52
15 2480 49.8 62 286000 534.79
16 482000 694.26 63 103000 320.94
17 1230 35.07 64 274 16.55
18 590 24.29 65 280000 529.15
19 85050 291.63 66 630 25.1
20 702000 837.85 67 0 0
21 200 14.14 68 4140 64.34
22 239000 488.88 69 970 31.14
23 60000 244.95 70 21038 145.04
24 18480 135.94 71 2290 47.85
25 224000 473.29 72 158000 397.49
26 145000 380.79 73 0 0
27 89000 298.33 74 160 12.65
28 298000 545.89 75 848000 920.87
29 70000 264.58 76 577000 759.61
30 520 22.8 77 63000 251
31 29670 172.25 78 1020 31.94
32 102300 319.84 79 21 4.58
33 78000 279.28 80 4 2
34 4310 65.65 81 4190 64.73
35 2020 44.94 82 98000 313.05
36 79000 281.07 83 13610 116.66
37 8000 89.44 84 510 22.58
38 1188000 1089.95 85 19400 139.28
39 460000 678.23 86 25000 158.11
40 610000 781.02 87 222000 471.17
41 321000 566.57 88 43450 208.45
42 232000 481.66 89 123000 350.71
43 324000 569.21 90 1070 32.71
44 181000 425.44 91 1190000 1090.87
45 366000 604.98 92 130000 360.56
46 204000 451.66 93 1090 33.02
95 90 9.49
96 55000 234.52
97 529000 727.32
98 253000 502.99
99 84000 289.83
100 79900 282.67
101 21000 144.91
102 19000 137.84
103 335000 578.79
104 2011000 1418.1
105 260000 509.9
106 700 26.46
107 110 10.49
108 511000 714.84
109 200 14.14
110 86000 293.26
111 1280 35.78
112 329000 573.59
113 812000 901.11
114 28680 169.35
115 71000 266.46
4. HASIL PENGOLAHAN SPSS
Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Info 116 0 27 14.73 6.910
Ifr 116 0 1 .76 .430
SQRTFREK 116 .00 1481.22 344.2271 319.10948
Valid N (listwise) 116
Sumber : Output statistik, Maret 2015
Statistik Deskriptif Perusahaan IFR
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Info 88 9 27 18.03 3.740
SQRTFREK 88 2.00 1481.22 387.3419 335.51246
Valid N (listwise) 88
Sumber : Output statistik, Maret 2015
Hasil Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 116
Normal Parametersa,b Mean 0E-7
Std. Deviation 297.63334532
Most Extreme Differences
Absolute .081
Positive .081
Negative -.064
Kolmogorov-Smirnov Z .869
Asymp. Sig. (2-tailed) .437
a. Test distribution is Normal.
b. Calculated from data.
Hasil Uji Heteroskedastisitas Spearman’s rho
Correlations
info Ifr Unstandardi
zed Residual
Spearman's
rho
Info
Correlation Coefficient 1.000 .741** -.030
Sig. (2-tailed) . .000 .753
N 116 116 116
Ifr
Correlation Coefficient .741** 1.000 -.038
Sig. (2-tailed) .000 . .686
N 116 116 116
Unstandardized
Residual
Correlation Coefficient -.030 -.038 1.000
Sig. (2-tailed) .753 .686 .
N 116 116 116
**. Correlation is significant at the 0.01 level (2-tailed).
Sumber : Output statistik, Maret 2015
Hasil Uji Autokorelasi
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
Durbin-Watson
1 .361a .130 .115 300.25572 1.891
a. Predictors: (Constant), ifr, info
b. Dependent Variable: SQRTFREK
Hasil Uji Multikolinearitas
Coefficientsa
Model Unstandardized
Coefficients
Standardize
d
Coefficients
T Sig. Collinearity
Statistics
B Std. Error Beta Toleranc
e
VIF
1
(Constant) 105.870 65.938 1.606 .111
Info 23.606 7.708 .511 3.062 .003 .276 3.619
Ifr -144.238 123.930 -.194 -1.164 .247 .276 3.619
a. Dependent Variable: SQRTFREK
Sumber : Output statistik, Maret 2015
Analisis Regresi
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 105.870 65.938 1.606 .111
Ifr -144.238 1123.930 -.194 -1.164 .247
Info 23.606 7.708 .511 3.062 .003
a. Dependent Variable: SQRTFREK
