Lampiran 1: Data Rasio Keuangan Perusahaan Sektor Index LQ-45 BEI
Gambaran EVA, EPS, DOL, MVA, dan
Return
Saham Sebelum Transformasi
Data Perusahaan Sektor Index LQ-45
Periode 2010-2012
Tahun Kode
AALI 702.129,13 1.280,70 0,97 34.052.145,75 18,81
ADRO 434.416,39 69,01 4,93 62.987.790,78 49,15
AKRA -253.983,61 81,97 -0,28 4.272.321,23 71,06
ASII 5.545.447,79 3.548,60 0,88 -272.265.021,00 44,27
ASRI 41.310,23 16,26 2,01 3.367.445,62 184,79
BBCA -2.652.234,69 343,92 -1,93 122.445.172,80 34,28
BBNI -6.035.899,20 219,95 4,08 38.752.107,24 108,41
BBRI -6.729.262,80 930,10 1,93 55.604.253,82 40,28
BDMN -5.872.575,99 342,57 -3,74 31.722.391,23 27,99
BMRI -4.947.557,43 439,04 2,11 101.950.464,00 41,33
CPIN 586.715,32 64,80 2,55 -14.412.038,22 323,29
EXCL 730.598,44 339,83 2,36 33.479.308,70 180,05
GGRM -288.171,47 2.154,93 1,16 55.763.811,48 89,69
INDF 1.207.553,23 336,30 4,91 26.018.652,00 41,07
INTP 1.534.204,17 876,05 2,24 45.635.381,55 18,34
ITMG 1.235.420,49 1.622,11 -0,02 50.873.718,70 63,37
JSMR 2.294.450,35 175,51 1,88 15.549.968,00 95,07
KLBF 435.347,90 126,66 1,62 6.138.286,40 176,92
LSIP 227.714,14 757,25 3,02 -5.235.901,97 57,54
MAPI 28.227,41 121,13 -0,15 2.971.366,80 334,68
MLPL -73.072,58 366,30 0,97 -3.286.222,50 112,33
PGAS 3.242.923,56 257,38 -0,23 93.402.001,80 17,42
PTBA 255.264,99 871,86 2,66 46.510.433,28 36,07
SMCB 393.544,13 108,11 -1,03 10.419.074,58 46,64
SMGR 4.205.978,18 612,53 -4,83 44.049.964,24 29,23
TLKM 4.648.778,91 572,27 -0,67 115.853.270,40 -12,46
UNTR 890.366,48 1.164,13 -0,25 67.258.241,00 57,36
Tahun Kode
AALI 806.494,53 1.586,65 0,57 25.749.974,25 -13,38
ADRO 835.809,41 158,62 1,72 34.469.073,18 -27,65
AKRA -1.789,89 133,75 1,40 8.110.125,70 87,87
ASII 5.445.916,96 5.273,25 0,90 -458.806.791,36 71,96
ASRI 157.009,22 33,74 1,28 5.973.099,51 58,01
BBCA -2.403.141,68 436,84 1,47 153.657.635,04 27,45
BBNI -7.056.046,63 321,26 3,66 32.691.401,88 -0,33
BBRI -5.916.714,01 620,07 3,24 115.527.294,12 30,9
BDMN -7.340.929,66 359,85 0,89 13.326.256,71 -24,04
BMRI -7.839.115,35 534,83 1,62 93.897.111,00 7,24
CPIN 671.586,63 42,00 0,29 29.066.274,90 19,13
EXCL 639.060,98 332,23 -0,03 24.899.054,42 -12,17
GGRM -63.221,94 2.576,86 1,57 94.834.402,52 57,63
INDF 1.537.639,77 571,43 0,94 8.779.297,60 -2,05
INTP 1.580.843,56 978,35 0,44 47.028.087,90 8,74
ITMG 1.368.828,40 4.424,39 3,75 33.873.117,30 -19,24
JSMR 2.445.719,28 194,35 1,27 19.319.752,00 24,93
KLBF 516.062,61 151,61 1,83 1.950.967,60 19,24
LSIP 59.226,65 306,40 1,68 9.512.217,22 -8,56
MAPI 100.370,29 215,78 3,03 6.754.872,00 93,83
MLPL -32.545,57 19,82 -0,69 -9.093.828,15 -9,34
PGAS 3.208.261,09 254,25 5,07 59.783.196,20 -25,21
PTBA 768.988,92 1.339,27 1,66 31.809.876,48 -20,9
SMCB 563.781,61 137,67 1,28 9.139.660,10 0,49
SMGR 4.172.166,01 667,72 0,55 53.305.129,96 24,66
TLKM 4.149.689,54 767,91 -0,54 81.147.024,00 -6,65
UNTR 949.848,23 1.571,92 1,13 70.782.531,50 14,16
Tahun Kode
AALI 474.864,34 1.558,13 0,78 21.660.565,50 -6,06
ADRO 828.889,39 115,41 5,35 21.895.376,58 -8,19
AKRA -44.670,42 196,26 0,62 11.864.100,57 40,66
ASII 4.062.733,58 554,79 0,53 217.863.431,48 5,62
ASRI 264.080,41 61,89 1,30 7.057.527,82 33,6
BBCA -3.472.642,91 482,60 0,45 170.734.692,24 15,18
BBNI -8.695.724,79 386,23 1,98 25.219.830,48 0,35
BBRI -7.674.993,42 757,28 4,01 105.501.086,24 6,3
BDMN -7.993.059,42 425,88 1,62 25.166.251,35 40,86
BMRI -8.722.977,12 696,71 1,89 111.342.462,00 22,95
CPIN 869.865,02 46,00 0,72 51.676.165,26 71,91
EXCL 739.281,46 321,81 -0,24 33.259.814,22 28,95
GGRM -317.210,80 2.114,62 -0,96 81.716.705,20 -7,98
INDF 1.160.052,63 554,84 -0,06 17.221.970,00 31,19
INTP 2.181.199,38 1.293,97 1,33 63.220.917,33 34,31
ITMG 1.153.685,84 3.650,71 -1,48 37.257.478,60 11,81
JSMR 3.824.772,36 225,93 0,23 27.272.216,00 32
KLBF 686.689,82 29,08 0,65 47.683.943,40 58,67
LSIP 124.912,12 164,53 3,39 9.413.079,03 5,15
MAPI 114.871,83 263,04 0,81 8.866.325,60 29,96
MLPL -277.331,46 33,12 3,30 -7.123.201,80 36,42
PGAS 3.534.657,79 364,80 1,65 88.741.962,14 51,27
PTBA 26.038,71 984,78 -0,38 26.285.713,92 -8,82
SMCB 468.423,58 180,27 1,12 13.804.511,35 38,48
SMGR 4.405.012,03 830,27 1,20 75.855.865,24 41,64
TLKM 8.936.685,48 912,10 2,22 115.470.028,80 34,56
UNTR 486.343,99 1.571,04 -2,65 41.181.624,50 -22,09
Gambaran EVA, EPS, DOL, MVA, dan
Return
Saham Setelah Transformasi
Data Perusahaan Sektor Index LQ-45
Periode 2010-2012
Tahun Kode
ITMG 14,03 7,39 17,74 4,15
JSMR 14,65 5,17 0,63 16,56 4,55
KLBF 12,98 4,84 0,48 15,63 5,18
LSIP 12,34 6,63 1,11 4,05
MAPI 10,25 4,8 14,9 5,81
MLPL 5,9 -0,03 4,72
PGAS 14,99 5,55 18,35 2,86
PTBA 12,45 6,77 0,98 17,66 3,59
SMCB 12,88 4,68 16,16 3,84
SMGR 15,25 6,42 17,6 3,38
ADRO 13,64 5,07 0,54 17,36
AKRA 4,9 0,34 15,91 4,48
Tahun Kode
INDF 14,25 6,35 -0,06 15,99
INTP 14,27 6,89 -0,82 17,67 2,17
ITMG 14,13 8,39 1,32 17,34
JSMR 14,71 5,27 0,24 16,78 3,22
KLBF 13,15 5,02 0,6 14,48 2,96
LSIP 10,99 5,72 0,52 16,07
MAPI 11,52 5,37 1,11 15,73 4,54
MLPL 2,99
PGAS 14,98 5,54 1,62 17,91
PTBA 13,55 7,2 0,51 17,28
SMCB 13,24 4,92 0,25 16,03 -0,71
SMGR 15,24 6,5 -0,6 17,79 3,21
TLKM 15,24 6,64 18,21
UNTR 13,76 7,36 0,12 18,08 2,65
Tahun Kode Emiten
EVA
(Rp) EPS (Rp) DOL (x)
MVA (Rp)
Return Saham
2012
GGRM 7,66 18,22
INDF 13,96 6,32 16,66 3,44
INTP 14,6 7,17 0,29 17,96 3,54
ITMG 13,96 8,2 17,43 2,47
JSMR 15,16 5,42 -1,47 17,12 3,47
KLBF 13,44 3,37 -0,43 17,68 4,07
LSIP 11,74 5,1 1,22 16,06 1,64
MAPI 11,65 5,57 -0,21 16 3,4
MLPL 3,5 1,19 3,6
PGAS 15,08 5,9 0,5 18,3 3,94
PTBA 10,17 6,89 17,08
SMCB 13,06 5,19 0,11 16,44 3,65
SMGR 15,3 6,72 0,18 18,14 3,73
TLKM 16,01 6,82 0,8 18,56 3,54
UNTR 13,09 7,36 17,53
Lampiran 2: Hasil Olah Data (
Output
) SPSS 18
Deskriptif Statistik Variabel Penelitian
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
EVA 84 -8722977,12 8936685,48 119859,5268 3,51464E6
EPS 84 16,26 5273,25 740,5963 960,58150
DOL 84 -4,83 5,35 1,1850 1,76098
MVA 84 -4,59E8 2,18E8 3,8550E7 7,98651E7
Return 84 -27,65 334,68 40,0864 62,13955
Valid N (listwise) 84
Uji Normalitas
(Uji
Kolmogorov-Smirnov
)
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 84
Normal Parametersa,b Mean ,0000000
Std. Deviation 58,74913747
Most Extreme Differences Absolute ,200
Positive ,200
Negative -,086
Kolmogorov-Smirnov Z 1,829
Asymp. Sig. (2-tailed) ,002
a. Test distribution is Normal.
b. Calculated from data.
Hasil Uji Normalitas Setelah Transformasi Data
(Uji
Kolmogorov-Smirnov
)
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 33
Normal Parametersa,b Mean ,0000000
Std. Deviation 1,06348347
Most Extreme Differences Absolute ,217
Positive ,105
Negative -,217
Kolmogorov-Smirnov Z 1,248
Asymp. Sig. (2-tailed) ,089
a. Test distribution is Normal.
Uji Multikolinieritas
Coefficientsa
Model Collinearity Statistics Tolerance VIF
1 (Constant)
EVA ,926 1,080
EPS ,790 1,266
DOL ,960 1,041
MVA ,805 1,242
a. Dependent Variable: Return
Uji Autokorelasi
Model Summaryb Model
a. Predictors: (Constant), Ln_MVA, Ln_DOL, Ln_EPS, Ln_EVA b. Dependent Variable: Ln_Return
Hasil Uji Heteroskedastisitas Sebelum Transformasi Data (Uji
Glejser
)
Coefficientsa Model
Unstandardized Coefficients
Standardized
a. Dependent Variable: absut
Hasil Uji Heteroskedastisitas Setelah Transformasi Data (Uji
Glejser
)
Coefficientsa Model
Unstandardized Coefficients
Standardized
a. Dependent Variable: absut
Analisis Linier Berganda
Coefficientsa Model
Unstandardized Coefficients
Standardized
Uji F (Secara Simultan)
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 5,688 4 1,422 1,100 ,376a
Residual 36,192 28 1,293
Total 41,880 32
a. Predictors: (Constant), Ln_MVA, Ln_DOL, Ln_EPS, Ln_EVA
b. Dependent Variable: Ln_Return
Uji t (Secara Parsial)
Coefficientsa Model
Unstandardized Coefficients
Standardized
a. Dependent Variable: Ln_Return
Koefisien Determinasi
ሺ܀
ሻ
Model Summary
