Data Setelah Dilakukan Transformasi

(1)

LAMPIRAN 1.1

Hasil Uji Normalitas

On e -S a m p le Ko lm o g o ro v-S m irn o v Te s t

VAR00

001

VAR00 002

VAR00 003

VAR00 004

VAR00 005

VAR00 006

VAR00 007

VAR00 008

VAR00 009

VAR00 010

VAR00 011

VAR00 012

VAR00 013

VAR00 014

VAR000 15

N 40 40 40 40 40 40 40 40 40 40 40 40 40 40 40

Normal Parametersa ,,b

Mean 601.396 601.043 602.141 602.579 603.268 602.355 604.158 604.398 604.590 603.884 600.530 601.554 602.947 604.109 605.985 Std.

Deviation

133.932 134.569 132.992 132.986 132.720 132.143 130.668 130.534 127.710 128.049 126.466 125.062 122.266 122.320 122.793 Most

Extreme Differences

Absolute .244 .247 .263 .258 .259 .243 .238 .249 .227 .220 .217 .215 .208 .206 .220

Positive .139 .146 .142 .137 .131 .138 .132 .130 .118 .124 .115 .120 .117 .117 .119

Negative -.244 -.247 -.263 -.258 -.259 -.243 -.238 -.249 -.227 -.220 -.217 -.215 -.208 -.206 -.220 Kolmogorov-Smirnov Z 1.544 1.562 1.663 1.632 1.639 1.537 1.504 1.575 1.434 1.393 1.370 1.361 1.316 1.301 1.394 Asymp. Sig. (2-tailed) *.017 *.015 *.008 *.010 *.009 *.018 *.022 *.014 *.033 *.041 *.047 *.049 .063 .068 *.041

*Data tidak normal

VAR000

16

VAR000 17

VAR000 18

VAR000 19

VAR000 20

VAR000 21

VAR000 22

VAR000 23

VAR000 24

VAR000 25

VAR000 26

VAR000 27

VAR000 28

VAR000 29

VAR000 30

N 40 40 40 40 40 40 40 40 40 40 40 40 40 40 40

Normal Parametersa ,,b

Mean 607.778 607.208 605.058 603.037 604.712 606.078 604.587 605.540 604.812 605.198 606.075 606.612 607.773 610.212 612.176 Std.

Deviation

123.478 123.309 125.278 127.599 125.853 127.424 127.224 126.032 126.792 124.954 124.127 124.660 121.919 123.669 123.246

Most Extreme Differences

Absolute .202 .209 .185 .194 .201 .211 .220 .212 .214 .221 .198 .212 .195 .207 .204

Positive .124 .123 .119 .138 .143 .142 .141 .143 .141 .148 .139 .139 .143 .139 .145

Negative -.202 -.209 -.185 -.194 -.201 -.211 -.220 -.212 -.214 -.221 -.198 -.212 -.195 -.207 -.204 Kolmogorov-Smirnov Z 1.281 1.321 1.170 1.229 1.269 1.332 1.389 1.338 1.351 1.399 1.253 1.340 1.233 1.307 1.290

Asymp. Sig. (2-tailed) .075 .061 .130 .098 .080 .058 *.042 .056 .052 *.040 .086 .055 .095 .066 .072

(2)

LAMPIRAN 1.2

Data Setelah Dilakukan Transformasi

-1 -2 -3 -4 -5 -6 -7 -8 -9 -10 -11 -12 -13 -14 -15

20.040 20.052 19.861 19.490 19.602 19.488 19.567 19.760 19.643 19.525 19.474 18.569 390.826 393.971 18.876

16.848 17.012 16.774 16.957 16.810 16.586 17.044 16.784 16.967 17.182 17.562 16.785 455.668 464.327 17.044

19.456 19.372 19.438 19.511 19.770 19.411 19.475 19.457 19.094 19.005 18.930 18.345 409.237 403.836 18.557

19.395 19.235 18.804 18.906 18.922 18.635 18.462 18.650 18.557 18.451 18.601 18.155 403.384 394.108 19.096

19.456 19.372 19.438 19.511 19.770 19.411 19.475 19.457 19.094 19.005 18.930 18.345 409.237 403.836 18.557

20.671 20.578 20.726 20.835 21.015 20.770 20.617 20.247 20.319 19.936 20.051 19.523 359.642 367.221 19.932

19.498 19.377 19.582 19.455 19.525 19.327 18.948 18.996 19.017 18.780 18.522 18.222 411.281 411.585 18.690

18.524 18.215 18.250 18.493 18.594 18.526 18.867 18.991 19.515 19.196 19.238 19.090 387.479 397.669 18.942

14.141 14.785 15.097 15.668 15.866 16.074 15.114 15.036 14.562 14.992 14.935 13.794 548.114 532.478 14.736

14.356 13.941 13.916 14.333 14.319 14.904 15.276 15.775 15.979 16.395 15.188 14.502 543.587 527.276 15.046

13.219 13.956 14.274 14.930 14.234 14.343 14.190 14.166 14.587 14.319 15.094 14.804 502.809 500.311 16.505

15.011 14.747 14.179 14.866 14.926 14.177 14.211 14.805 14.736 14.609 14.769 13.969 546.271 547.492 14.207

14.886 13.915 14.275 14.127 14.179 14.274 14.251 15.073 15.456 15.787 15.874 15.895 521.636 525.583 14.562

14.035 13.593 13.604 13.759 13.768 13.755 14.158 13.828 13.770 13.537 13.576 12.807 568.618 559.783 13.849

15.705 16.120 14.933 14.923 14.438 14.810 14.860 14.354 14.405 14.817 14.622 14.045 534.169 540.748 14.469

14.439 14.314 14.507 14.406 14.344 14.111 14.010 13.828 13.635 13.405 13.466 12.912 566.764 574.193 13.409

8.148 7.841 7.974 8.167 8.435 8.306 8.700 8.634 8.319 8.593 8.361 7.732 684.525 689.378 7.987

8.328 8.287 8.218 7.865 8.593 8.013 8.601 8.194 8.140 7.758 8.883 7.896 672.409 678.877 8.622

8.358 7.526 8.152 8.117 8.714 7.879 7.791 7.734 9.068 8.860 8.938 7.550 681.295 680.683 8.566

8.836 9.146 9.140 9.316 8.921 8.478 9.009 9.482 9.480 9.409 9.406 8.289 676.311 679.011 9.100

8.036 8.183 7.753 7.675 7.758 8.556 8.749 8.902 8.761 8.410 8.463 7.323 682.292 684.504 8.598

9.802 9.165 8.924 9.262 9.658 8.997 9.073 9.059 9.226 9.334 9.149 8.499 668.732 667.866 9.327

8.358 7.526 8.152 8.117 8.714 7.879 7.791 7.734 9.068 8.860 8.938 7.550 681.295 680.683 8.566

8.052 8.078 8.441 8.844 9.425 8.882 8.827 9.474 9.841 9.577 9.026 7.746 676.752 681.495 8.965

(3)

8.845 8.671 8.718 8.129 8.346 8.199 8.606 8.396 8.645 8.450 8.059 7.404 681.581 680.888 8.833

6.343 5.740 6.694 6.950 7.448 7.729 7.986 8.754 9.519 8.534 8.855 7.860 657.876 660.637 9.732

7.788 8.248 8.923 8.312 8.840 8.515 9.602 9.541 9.732 9.385 10.325 9.719 615.717 628.552 10.144

5.897 5.888 5.768 5.819 5.790 5.369 5.819 6.703 6.746 7.256 7.234 6.272 686.856 686.310 8.978

9.053 7.992 8.412 8.613 9.703 9.261 9.442 9.365 10.485 10.517 11.687 10.360 652.733 653.116 10.190

6.106 6.149 7.775 8.230 9.333 9.319 8.943 9.865 10.061 10.423 13.194 11.965 574.153 604.710 11.879

5.823 5.875 5.888 6.346 6.311 6.181 6.221 6.102 6.093 5.853 6.789 5.076 699.384 699.971 7.687

9.688 9.554 9.304 9.569 9.712 10.079 9.992 9.688 9.654 8.760 9.207 8.487 657.098 662.811 9.113

5.476 4.221 3.587 4.720 4.617 3.995 3.703 2.612 4.074 3.210 3.196 0.000 745.982 746.600 2.355

4.668 3.920 4.070 4.568 4.514 3.170 2.719 3.599 4.444 3.804 4.069 2.031 726.356 725.921 5.102

3.898 4.131 3.732 4.200 3.957 1.329 3.324 3.152 3.680 3.198 2.514 0.000 750.082 751.569 0.032

0.071 0.071 0.000 0.045 3.519 2.609 3.202 2.686 3.037 0.063 3.081 0.063 738.454 726.810 4.686

2.817 1.156 1.598 2.545 2.459 0.000 0.000 0.032 0.032 1.314 0.000 0.000 748.878 749.603 2.844

5.476 4.221 3.587 4.720 4.617 3.995 3.703 2.612 4.074 3.210 3.196 0.000 745.982 746.600 2.355

(4)

Data Setelah Dilakukan Transformasi (

Sambungan)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

403.836 411.281 411.585 406.303 406.281 403.384 18.895 390.990 374.789 19.129 382.193 371.439 387.479 397.669 396.816 459.115 463.221 456.266 400.125 402.108 404.834 18.815 406.040 406.116 18.650 392.876 400.126 414.581 413.874 411.694 406.303 406.281 403.384 394.108 390.990 374.789 19.172 382.193 371.439 19.026 397.669 396.816 394.450 392.123 400.125 383.545 382.193 371.439 387.479 397.669 396.816 18.886 392.123 400.125 18.637 404.834 397.130 406.040 406.116 401.630 406.303 406.281 403.384 394.108 390.990 374.789 19.172 382.193 371.439 19.026 397.669 396.816 394.450 392.123 400.125 358.828 345.358 340.977 350.197 368.427 367.773 19.604 367.610 361.192 19.485 370.807 373.070 391.064 390.826 393.971 403.384 394.108 390.990 374.789 383.545 382.193 19.485 387.479 397.669 18.779 384.450 392.123 400.125 402.108 404.834 392.123 400.125 402.108 404.834 397.130 406.040 18.574 401.630 392.876 18.690 414.581 413.874 411.694 419.432 414.680 534.169 540.748 546.271 547.492 554.796 560.458 13.468 572.343 570.962 13.427 566.764 574.193 575.827 562.622 568.100 548.114 532.478 538.493 538.618 534.169 540.748 14.313 547.492 553.796 13.747 569.725 572.343 570.963 569.157 566.764 525.583 543.587 527.276 529.249 545.610 548.114 14.787 538.493 538.618 14.672 540.748 546.271 547.492 553.796 560.458 569.725 572.343 570.963 569.157 566.764 574.193 13.240 562.622 566.100 13.824 556.616 558.081 565.491 563.794 565.466 529.249 545.610 548.114 532.478 538.493 538.618 14.729 540.748 546.271 14.211 553.796 560.458 569.725 572.343 570.963 572.532 572.215 548.295 540.891 525.370 549.419 14.500 548.713 550.998 14.374 546.994 524.470 516.731 502.809 500.311 553.796 560.458 569.725 572.343 570.963 569.157 13.578 574.193 575.827 13.669 566.100 558.358 556.616 558.081 565.491 566.100 558.358 556.616 558.081 565.491 563.794 13.625 569.937 573.373 13.245 577.441 578.550 581.072 577.404 580.776

673.536 672.409 678.877 681.292 680.683 682.254 8.296 684.504 681.706 8.204 677.806 673.385 670.066 663.205 667.710

682.254 682.292 684.504 681.706 682.141 677.806 8.817 670.066 663.205 9.041 672.162 661.912 658.793 660.314 670.838

684.504 681.706 682.141 677.806 673.385 670.066 9.376 667.710 672.162 9.356 658.793 660.314 670.838 675.878 676.752

673.416 674.980 670.356 664.572 669.786 675.044 8.266 690.261 690.171 7.993 672.759 668.971 673.978 675.983 685.111

677.806 673.385 670.066 663.205 667.710 672.162 9.445 658.793 660.314 8.866 675.878 676.752 681.495 675.259 678.082

682.366 679.369 676.025 681.160 680.894 680.631 7.985 681.058 681.581 8.280 677.613 674.393 677.110 686.420 678.193

684.504 681.706 682.141 677.806 673.385 670.066 9.376 667.710 672.162 9.356 658.793 660.314 670.838 675.878 676.752

690.646 698.858 704.244 698.897 692.587 696.514 6.342 708.959 689.049 6.678 707.682 713.178 714.623 710.207 714.045

677.110 686.420 678.193 682.398 676.100 684.525 7.858 691.844 673.401 8.713 672.409 678.877 681.295 680.683 682.254

645.694 641.428 615.717 628.552 652.733 653.116 9.967 658.080 656.712 9.579 645.018 650.249 657.793 662.422 675.292

(5)

651.787 658.080 656.712 657.701 645.018 650.249 9.661 662.422 675.292 9.051 663.853 657.098 662.811 672.582 662.722

679.193 673.886 674.103 657.876 660.637 660.923 9.336 645.694 641.428 11.564 628.552 652.733 653.116 651.787 658.080

656.712 657.701 645.018 650.249 657.973 662.422 8.708 667.526 663.853 9.610 662.811 672.582 662.722 674.972 683.115

622.636 584.218 569.457 574.088 603.629 600.231 12.048 622.900 645.506 9.869 649.690 661.170 641.238 654.015 641.276

686.310 675.026 662.020 679.193 673.886 674.103 9.656 660.637 660.923 9.246 645.694 641.428 615.717 628.552 652.733

674.792 683.115 695.658 700.333 697.566 694.535 8.401 685.900 689.071 8.282 687.180 691.461 679.280 679.908 700.124

755.629 750.303 752.302 748.462 748.878 749.603 1.891 754.242 751.121 1.327 748.160 740.889 742.684 751.009 746.965

735.042 742.789 753.134 753.876 750.664 752.221 2.552 733.906 731.879 0.063 754.492 756.988 752.298 766.919 760.000

752.302 748.462 748.878 749.603 747.544 754.242 0.000 747.688 748.160 2.926 742.648 751.009 746.627 746.965 743.055

727.690 728.077 727.414 731.656 736.551 742.688 3.524 735.883 737.557 3.702 731.754 726.356 725.921 729.595 730.008

751.121 747.688 748.160 740.889 742.648 751.009 2.120 746.965 743.055 2.193 748.278 739.647 739.791 739.827 744.444

755.629 750.303 752.302 748.462 748.878 749.603 1.891 754.242 751.121 1.327 748.160 740.889 742.648 751.009 746.627

(6)

LAMPIRAN 1.3

Hasil Uji Normalitas Data Setelah Dilakukan Transformasi

VAR00

001

VAR00 002

VAR00 003

VAR0 0004

VAR0 0005

VAR00 006

VAR00 007

VAR00 008

VAR00 009

VAR00 010

VAR00 011

VAR0 0012

VAR000 13

VAR000 14

VAR00 015

N 40 40 40 40 40 40 40 40 40 40 40 40 40 40 40

Normal Parametersa,,b

Mean 10.672 10.397 10.425 10.65

6

10.85 1

10.511 10.670 10.719 11.033 10.795 11.017 9.912 602.947 604.109 11.003

Std.

Deviation

5.700 5.898 5.891 5.743 5.640 5.884 5.735 5.761 5.483 5.694 5.584 6.157 122.266 122.320 5.413

Most Extreme Differences

Absolute .162 .158 .175 .175 .180 .155 .149 .159 .145 .135 .139 .116 .208 .206 .135

Positive .162 .158 .175 .175 .180 .155 .149 .159 .145 .135 .139 .116 .117 .117 .135

Negative -.097 -.106 -.105 -.106 -.097 -.109 -.120 -.105 -.090 -.086 -.091 -.087 -.208 -.206 -.094

Kolmogorov-Smirnov Z 1.024 .998 1.110 1.107 1.139 .982 .942 1.005 .919 .852 .876 .732 1.316 1.301 .852

Asymp. Sig. (2-tailed) .246 .272 .170 .172 .150 .290 .338 .265 .367 .462 .427 .657 .063 .068 .462

VAR000

16

VAR000 17

VAR000 18

VAR000 19

VAR00 020

VAR000 21

VAR00 022

VAR000 23

VAR000 24

VAR00 025

VAR000 26

VAR000 27

VAR000 28

VAR000 29

VAR000 30

N 40 40 40 40 40 40 40 40 40 40 40 40 40 40 40

Normal Parametersa,b

Mean 607.778 607.208 605.058 603.037 604.712 606.078 10.697 605.540 604.812 10.557 606.075 606.612 607.773 610.212 612.176

Std.

Deviation

123.478 123.309 125.278 127.599 125.853 127.424 5.738 126.032 126.792 5.800 124.127 124.660 121.919 123.669 123.246 Most Extreme

Differences

Absolute .202 .209 .185 .194 .201 .211 .126 .212 .214 .122 .198 .212 .195 .207 .204

Positive .124 .123 .119 .138 .143 .142 .126 .143 .141 .122 .139 .139 .143 .139 .145

Negative -.202 -.209 -.185 -.194 -.201 -.211 -.115 -.212 -.214 -.118 -.198 -.212 -.195 -.207 -.204

Kolmogorov-Smirnov Z 1.281 1.321 1.170 1.229 1.269 1.332 .795 1.338 1.351 .773 1.253 1.340 1.233 1.307 1.290

Asymp. Sig. (2-tailed) .075 .061 .130 .098 .080 .058 .553 .056 .052 .589 .086 .055 .095 .066 .072

(7)

LAMPIRAN 2.1

Hasil Uji

Paired Sampel T-Test

P a ire d S a m p le s Te s t

_{Paired Differences}

t df

Sig. (2-tailed)

95% Confidence Interval of the Difference

Mean

Std. Deviation

Std. Error

Mean Lower Upper

Pair 1 2008a -

2008b

-24.325533 26.468007 6.834010 -38.983027 -9.668040 -3.559 14 .003

Pair 2 2009a -

2009b

34.804333 19.077620 4.925820 24.239500 45.369167 7.066 14 .000

Pair 3 2010a -

2010b

-4.786467 10.269216 2.651500 -10.473369 .900435 -1.805 14 .093

Pair 4 2011a -

2011b

2.137200 9.070965 2.342113 -2.886133 7.160533 .913 14 .377

Pair 5 2012a -

2012b

12.374067 11.688999 3.018086 5.900915 18.847218 4.100 14 .001

Pair 6 2008a1 -

2008b1

45.950000 24.754819 6.391667 32.241238 59.658762 7.189 14 .000

Pair 7 2009a1 -

2009b1

-25.619400 28.258725 7.296371 -41.268560 -9.970240 -3.511 14 .003

Pair 8 2010a1 -

2010b1

7.226933 10.934749 2.823340 1.171471 13.282396 2.560 14 .023

Pair 9 2011a1 -

2011b1

32.049733 29.146501 7.525594 15.908939 48.190528 4.259 14 .001

Pair 10 2012a1 -

2012b1

-17.166267 12.791210 3.302676 -24.249803 -10.082731 -5.198 14 .000

Pair 11 2008a2 -

2008b2

-9.110067 20.295722 5.240333 -20.349463 2.129329 -1.738 14 .104

Pair 12 2009a2 -

2009b2

-7.852333 31.737696 8.194638 -25.428084 9.723417 -.958 14 .354

Pair 13 2010a2 -

2010b2

8.750067 9.555712 2.467274 3.458290 14.041843 3.546 14 .003

Pair 14 2011a2 -

2011b2

-1.372800 24.550254 6.338848 -14.968278 12.222678 -.217 14 .832

Pair 15 2012a2 -

2012b2

-17.166267 12.791210 3.302676 -24.249803 -10.082731 -5.198 14 .000

Pair 16 2008a3 -

2009a3

-141.136200 11.442280 2.954384 -147.472724 -134.799676 -47.772 14 .000

Pair 17 2010a3 -

2011a3

-36.179067 16.473287 4.253384 -45.301669 -27.056464 -8.506 14 .000

Pair 18 2012a3 -

2008b3

346.075933 5.515991 1.424223 343.021280 349.130587 242.993 14 .000

Pair 19 2009b3 -

2010b3

(8)

Pair 20 2011b3 - 2012b3

-93.434133 14.599642 3.769611 -101.519146 -85.349121 -24.786 14 .000

Pair 21 2008a4 -

2009a4

-145.234600 33.698525 8.700922 -163.896221 -126.572979 -16.692 14 .000

Pair 22 2010a4 -

2011a4

26.025400 18.105912 4.674926 15.998680 36.052120 5.567 14 .000

Pair 23 2012a4 -

2008b4

349.400467 12.779752 3.299718 342.323276 356.477658 105.888 14 .000

Pair 24 2009b4 -

2010b4

-122.342000 11.448622 2.956021 -128.682035 -116.001965 -41.387 14 .000

Pair 25 2011b4 -

2012b4

-69.036867 10.907297 2.816252 -75.077126 -62.996607 -24.514 14 .000

Pair 26 2008a5 -

2009a5

-225.009067 16.860492 4.353360 -234.346096 -215.672037 -51.686 14 .000

Pair 27 2010a5 -

2011a5

18.745800 47.139601 12.171393 -7.359241 44.850841 1.540 14 .146

Pair 28 2012a5 -

2008b5

379.664867 14.025422 3.621348 371.897847 387.431887 104.841 14 .000

Pair 29 2009b5 -

2010b5

-141.439133 21.644126 5.588489 -153.425251 -129.453016 -25.309 14 .000

Pair 30 2011b5 -

2012b5

-123.114733 32.243580 8.325256 -140.970633 -105.258834 -14.788 14 .000

Pair 31 2008a6 -

2009a6

-141.908867 15.918925 4.110249 -150.724473 -133.093260 -34.526 14 .000

Pair 32 2010a6 -

2011a6

-28.403867 9.358193 2.416275 -33.586261 -23.221472 -11.755 14 .000

Pair 33 2012a6 -

2008b6

345.587733 11.926882 3.079508 338.982846 352.192620 112.222 14 .000

Pair 34 2009b6 -

2010b6

-106.445200 11.128157 2.873278 -112.607768 -100.282632 -37.047 14 .000

Pair 35 2011b6 -

2012b6

-90.470067 17.395327 4.491454 -100.103278 -80.836855 -20.143 14 .000

Pair 36 2008a7 -

2009a7

-162.459733 26.387574 6.813242 -177.072685 -147.846782 -23.845 14 .000

Pair 37 2010a7 -

2011a7

11.711733 12.108219 3.126329 5.006425 18.417041 3.746 14 .002

Pair 38 2012a7 -

2008b7

330.850600 14.392755 3.716193 322.880158 338.821042 89.029 14 .000

Pair 39 2009b7 -

2010b7

-133.916467 8.156684 2.106047 -138.433488 -129.399446 -63.587 14 .000

Pair 40 2011b7 -

2012b7

-49.958933 12.736689 3.288599 -57.012276 -42.905590 -15.192 14 .000

(9)

LAMPIRAN 2.2

Hasil Uji

Paired Sampel T-Test Portofolio Saham

Paired Samples Test

_{Paired Differences}

t df

Sig. (2-tailed)

95% Confidence Interval of the Difference

Mean

Std. Deviation

Std. Error

Mean Lower Upper

Pair 1 2008a -

2008b

-4.831367 28.800045 2.629072 -10.037192 .374459 -1.838 119 .069

Pair 2 2009a -

2009b

-9.001792 32.118219 2.931979 -14.807403 -3.196181 -3.070 119 .003

Pair 3 2010a -

2010b

-3.387000 16.950479 1.547360 -6.450927 -.323073 -2.189 119 .031

Pair 4 2011a -

2011b

15.000875 40.203320 3.670044 7.733821 22.267929 4.087 119 .000

Pair 5 2012a -

2012b