S.ASET DER DAR LDER LDAR EAR ROA ROE RETURN

LAMPIRAN

DATA PENELITIAN

S.ASET DER DAR LDER LDAR EAR ROA ROE RETURN

BABP

_{0.92 2.43 1.51 1.87 -3.00 1.48 0.46 3.70 1.88}

BAEK

_{2.19 2.02 1.50 2.33 1.24 1.56 1.11 4.76 1.41}

BBCA

_{0.00 2.14 1.50 1.49 -4.61 1.54 1.30 5.52 1.44}

BBKP

_{1.13 2.74 1.51 1.85 -3.51 1.41 1.01 5.14 1.74}

BBNI

_{1.01 1.87 1.50 1.54 -4.61 1.59 1.17 4.82 1.54}

BBRI

_{0.95 2.30 1.51 1.60 -4.61 1.51 1.32 5.75 1.72}

BBTN

_{1.12 2.26 1.51 1.50 -4.61 1.52 1.10 4.96 1.52}

BDMN

_{1.00 1.85 1.49 1.57 -3.91 1.59 1.29 5.25 1.52}

BEKS

_{1.48 1.63 1.49 2.15 -0.09 1.63 0.00 0.00 1.88}

BJBR

_{1.67 2.01 1.49 1.87 -2.53 1.56 1.23 5.18 1.57}

BJTM

_{1.52 1.83 1.50 2.07 -0.97 1.60 1.43 5.73 1.57}

BMRI

_{2.44 0.00 1.50 1.64 4.79 2.60 1.17 -3.91 1.94}

BNGA

_{0.75 2.24 1.50 1.50 -4.61 1.52 1.27 5.49 2.01}

BNII

_{1.10 2.20 1.50 1.56 -4.61 1.53 0.86 4.27 1.98}

BTPN

_{0.86 1.69 1.50 1.01 0.00 1.63 1.28 5.00 1.99}

INPC

_{2.21 2.72 1.51 2.41 1.44 1.42 2.19 11.28 1.47}

MEGA

_{1.23 2.38 1.51 1.39 0.00 1.49 1.20 5.38 1.36}

NISP

_{1.03 2.03 1.50 1.67 -3.91 1.56 0.93 4.27 1.88}

PNBN

_{1.02 1.96 1.50 1.72 -3.51 1.57 1.10 4.68 1.48}

SDRA

_{1.19 1.98 1.50 1.87 -2.53 1.57 1.20 5.01 1.76}

BABP

_{1.04 2.37 1.51 1.87 -3.00 1.49 0.00 0.00 1.32}

BAEK

_{2.18 -0.12 1.50 2.30 3.02 1.93 1.00 2.30 1.69}

BBCA

_{0.00 2.09 1.50 1.48 -4.61 1.55 1.32 5.55 1.71}

BBKP

_{1.06 2.49 1.51 1.75 -3.91 1.47 1.09 5.13 1.54}

BBNI

_{0.96 1.93 1.50 1.65 -3.91 1.58 1.21 5.03 0.00}

BBRI

_{0.94 2.13 1.50 1.49 -4.61 1.54 1.35 5.71 1.73}

BBTN

_{1.04 2.41 1.51 1.54 -4.61 1.48 1.08 5.03 1.72}

BDMN

_{0.95 1.50 1.48 1.55 -3.91 1.65 1.28 4.89 1.72}

BEKS

_{1.40 2.48 1.51 2.31 0.62 1.47 0.00 0.00 1.73}

BJBR

_{1.57 2.17 1.50 1.93 -2.30 1.52 1.19 5.19 1.65}

BJTM

_{1.46 1.89 1.50 2.07 -1.02 1.59 1.37 5.58 1.47}

BMRI

_{0.88 2.06 1.50 1.66 -3.91 1.55 0.00 0.00 1.75}

BNGA

_{0.76 2.09 1.50 1.52 -4.61 1.55 1.30 5.46 1.77}

BNII

_{1.06 2.39 1.51 1.64 -4.61 1.49 0.86 4.44 1.81}

BTPN

_{0.84 2.28 1.50 1.20 0.00 1.50 1.34 5.81 1.89}

INPC

_{2.20 2.75 1.51 2.45 1.84 1.41 2.19 11.37 0.85}

PNBN

_{1.03 2.22 1.61 1.44 -3.00 1.03 0.04 3.26 1.73}

SDRA

_{1.15 2.28 1.59 1.43 -3.22 0.97 -0.02 3.35 1.58}

BABP

_{0.54 2.24 1.59 1.20 -3.91 0.98 0.00 -1.47 1.85}

BAEK

_{0.81 2.13 1.59 1.39 -3.22 1.02 -2.04 2.37 1.54}

BBCA

_{0.98 2.02 1.59 0.65 -4.61 1.05 0.33 3.54 1.59}

BBKP

_{0.80 -4.61 0.00 1.43 -3.51 0.89 -0.43 3.22 0.99}

BBNI

_{0.96 1.90 1.58 0.88 -4.61 1.09 0.14 3.19 1.46}

BBRI

_{0.49 2.01 1.59 0.62 -4.61 1.05 0.49 3.77 0.00}

BBTN

_{0.97 2.29 1.59 0.85 -4.61 0.96 -0.51 2.99 1.68}

BDMN

_{0.96 1.49 1.57 0.99 -3.91 1.20 0.32 3.07 1.69}

BEKS

_{0.34 2.37 1.59 0.67 0.00 0.94 0.00 1.18 1.26}

BJBR

_{0.85 2.33 1.58 1.62 -2.41 0.93 -0.07 3.39 1.63}

BJTM

_{0.67 1.46 1.57 0.86 -4.61 1.21 0.28 2.99 1.31}

BMRI

_{0.88 2.00 1.59 1.20 -3.91 1.06 0.29 3.46 1.66}

BNGA

_{0.00 2.05 1.59 0.00 0.00 1.04 0.16 3.34 1.52}

BNII

_{0.77 2.40 1.59 1.16 -4.61 0.93 -0.80 2.93 1.28}

BTPN

_{1.09 1.89 1.58 1.56 -2.30 1.09 0.48 3.65 1.84}

INPC

_{1.27 2.06 1.55 0.33 0.00 0.97 0.00 2.33 1.62}

MEGA

_{1.21 2.24 1.59 1.58 -2.53 0.98 0.14 3.50 0.00}

NISP

_{1.05 2.06 1.59 1.41 -3.00 1.04 -0.73 2.66 1.80}

PNBN

_{0.97 2.01 1.59 1.40 -3.00 1.06 -0.16 2.98 0.00}

SDRA

_{1.14 2.58 1.60 1.35 -3.91 0.86 -0.17 3.50 2.03}

BABP

_{0.11 2.27 1.59 1.44 -3.22 0.97 0.00 0.00 0.00}

BAEK

_{0.69 2.16 1.59 1.32 -3.51 1.01 -1.47 2.50 1.71}

BBCA

_{1.00 1.91 1.58 0.72 -4.61 1.09 0.31 3.42 1.39}

BBKP

_{0.90 2.32 1.59 1.35 -3.51 0.96 -0.36 3.12 0.00}

BBNI

_{1.60 1.96 1.50 1.44 -4.61 1.57 1.27 5.25 1.44}

BBRI

_{0.62 1.93 1.50 1.35 -4.61 1.58 1.37 5.60 1.33}

BBTN

_{0.90 2.34 1.51 1.15 0.00 1.50 1.06 4.91 1.79}

BDMN

_{0.91 1.58 1.49 1.38 -4.61 1.64 1.26 4.88 1.76}

BEKS

_{0.17 2.45 1.51 1.74 -3.91 1.48 0.86 4.49 1.74}

BJBR

_{0.83 2.20 1.49 1.89 -2.66 1.52 1.21 5.32 1.63}

BJTM

_{0.73 1.56 1.49 1.39 -4.61 1.64 1.29 4.97 0.95}

BMRI

_{0.85 1.98 1.50 1.60 -3.91 1.57 1.29 5.36 0.00}

BNGA

_{0.00 2.01 1.50 1.24 0.00 1.56 1.22 5.12 1.63}

BNII

_{0.72 2.34 1.51 1.55 -4.61 1.50 1.04 4.84 1.70}

BTPN

_{1.11 1.80 1.49 2.00 -1.47 1.60 1.34 5.37 1.65}

INPC

_{1.26 1.78 1.46 1.39 -4.61 1.57 0.74 3.79 1.65}

MEGA

_{1.20 2.23 1.50 1.83 -3.00 1.52 0.89 4.39 1.79}

NISP

_{1.01 1.83 1.50 1.28 -4.61 1.60 1.02 4.34 1.66}

PNBN

_{0.99 1.98 1.50 1.70 -3.51 1.57 1.12 4.77 1.35}

STATISTIK DESKRIPTIF

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

S.ASET 80 .00 2.44 1.0129 .47292

DER 80 -4.61 2.75 1.9798 .86720

DAR 80 .00 1.61 1.5105 .17621

LDER 80 .00 2.45 1.4837 .45096

LDAR 80 -4.61 4.79 -2.8828 2.08283

EAR 80 .86 2.60 1.3722 .30214

ROA 80 -2.04 2.19 .6623 .76609

ROE 80 -3.91 11.37 4.0135 2.16388

RETURN 80 .00 2.03 1.4603 .53767

Valid N (listwise) 80

REGRESI

Variables Entered/Removeda

Model Variables

Entered

Variables Removed

Method

1

ROE, DAR, LDAR, EAR, S.ASET, LDER, ROA, DERb

. Enter

a. Dependent Variable: RETURN b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R

Square

Std. Error of the Estimate

Durbin-Watson

1 .388a .150 .055 .52277 2.258

a. Predictors: (Constant), ROE, DAR, LDAR, EAR, S.ASET, LDER, ROA, DER b. Dependent Variable: RETURN

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1

Regression 3.434 8 .429 2.071 .049b

Residual 19.403 71 .273

Total 22.838 79

a. Dependent Variable: RETURN

Coefficientsa

Model Unstandardized Coefficients Standardized

Coefficient Correlationsa

Model ROA DER

1

Correlations

ROE -.724 -.265

DAR .092 -.920

LDAR -.115 .123

EAR -.791 .286

S.ASET .026 .306

LDER .185 -.441

ROA 1.000 -.114

DER -.114 1.000

Covariances

ROE -.006 -.002

DAR .014 -.143

LDAR -.001 .001

EAR -.057 .021

S.ASET .001 .010

LDER .007 -.016

ROA .032 -.004

DER -.004 .033

a. Dependent Variable: RETURN

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) S.ASET DER DAR

1

1 7.647 1.000 .00 .00 .00 .00

2 .617 3.519 .00 .00 .00 .00

3 .369 4.553 .00 .06 .00 .00

4 .153 7.069 .00 .04 .10 .00

5 .109 8.392 .00 .06 .00 .00

6 .057 11.550 .01 .64 .04 .00

7 .041 13.729 .01 .10 .01 .00

8 .007 34.150 .09 .01 .06 .03

9 .001 81.121 .90 .08 .79 .96

Collinearity Diagnosticsa

Model Dimension Variance Proportions

LDER LDAR EAR ROA ROE

1

1 .00 .00 .00 .00 .00

2 .00 .11 .00 .09 .00

3 .01 .23 .00 .05 .02

4 .01 .22 .00 .00 .01

5 .00 .00 .01 .11 .41

6 .02 .38 .02 .06 .09

7 .64 .01 .01 .00 .01

8 .13 .01 .95 .68 .33

9 .20 .03 .01 .00 .13

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 1.0109 2.2522 1.4603 .20851 80

Std. Predicted Value -2.155 3.798 .000 1.000 80

Standard Error of Predicted

Value .080 .521 .158 .077 80

Adjusted Predicted Value .8050 5.3270 1.5193 .49290 80

Residual -1.51197 .85702 .00000 .49559 80

Std. Residual -2.892 1.639 .000 .948 80

Stud. Residual -2.934 1.728 -.011 .997 80

Deleted Residual -4.33750 1.04659 -.05907 .73305 80

Stud. Deleted Residual -3.108 1.753 -.021 1.026 80

Mahal. Distance .865 77.624 7.900 11.217 80

Cook's Distance .000 7.612 .108 .850 80

Centered Leverage Value .011 .983 .100 .142 80

a. Dependent Variable: RETURN

NPar Tests

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 80

Normal Parametersa,b Mean _{Std. Deviation .49559215} 0E-7 Most Extreme Differences

Absolute .213

Positive .102

Negative -.213

Kolmogorov-Smirnov Z 1.905

Asymp. Sig. (2-tailed) .501