LAMPIRAN 1.1
Data Perusahaan Index Kompas 100 yang Melakukan Bond Rating
NO KODE NAMA PERUSAHAAN
1 BDMN PT. Bank Danamon Indonesia Tbk.
2 BMRI PT. Bank Mandiri Tbk.
3 BSDE PT. Bumi Serpong Damai Tbk.
4 INDF PT. Indofood sukses Makmur Tbk.
5 ISAT PT. Indosat Tbk.
6 JSMR PT. Jasa Marga Tbk.
7 MEDC PT. Medco Energi International Tbk.
LAMPIRAN 1.2
Data Saham Index Kompas 100 6 Hari Sebelum Pengumuman Bond rating
KODE PERUSAHAAN TAHUN t-6 t-5 t-4 t-3 t-2 t-1
BDMN 2010 727616 731808 739807 742682 745456 741900
BMRI 2010 849048 843936 832847 834812 834689 849802
BSDE 2010 840623 845647 849048 843936 832847 834812
INDF 2010 706798 706225 711382 709798 699311 704559
ISAT 2010 790055 805252 819990 819089 824043 823411
JSMR 2010 601299 648978 653552 675337 655818 657625
MEDC 2010 823411 835407 840623 845647 849048 843936
SMRA 2010 683461 696995 702759 706798 706225 711382
BDMN 2011 938112 932659 944334 956099 947608 942947
BMRI 2011 754968 770416 745083 793331 793949 800147
BSDE 2011 871647 877327 863130 833952 793731 787553
INDF 2011 879778 880228 876559 872990 880306 880250
ISAT 2011 800147 802722 754911 735725 741448 777718
JSMR 2011 884249 875822 879803 894911 903846 909795
MEDC 2011 862984 879778 880228 876559 872990 880306
SMRA 2011 879778 880228 876559 872990 880306 880250
BDMN 2012 880797 882165 883743 905082 908145 919655
BMRI 2012 940428 929193 937040 925594 936154 945090
BSDE 2012 929327 923231 927366 932092 926711 929789
INDF 2012 908416 906113 917378 920272 923415 927437
ISAT 2012 900460 911804 908127 905565 904877 903805
JSMR 2012 864192 879517 888696 869026 880523 896746
MEDC 2012 908416 906113 917378 920272 923415 927437
SMRA 2012 926788 929709 928126 933602 929091 932135
BDMN 2013 981551 990004 989557 992952 995568 984672
BMRI 2013 917592 927225 938797 945981 939049 936368
BSDE 2013 1078737 1083067 1089969 1074750 1075169 1068318
INDF 2013 1051076 1033588 1047779 1059081 1078978 1081600
ISAT 2013 1052222 1049317 1067712 1072221 1077408 1071319
JSMR 2013 987490 956794 939249 936221 979198 1002754
MEDC 2013 943701 947816 917592 927225 938797 945981
SMRA 2013 1049317 1067712 1072221 1077408 1071319 1065991
BDMN 2014 1114731 1116027 1112019 1122352 1119892 1105857
BMRI 2014 1132697 1127260 1134554 1116792 1120713 1118483
BSDE 2014 1021342 1031568 1061383 1060820 1066548 1056975
ISAT 2014 990910 995317 1008454 1015606 1014703 1012481
JSMR 2014 1086748 1087040 1084532 1088681 1061772 1065962
MEDC 2014 1118843 1116696 1081855 1070235 1084442 1092561
SMRA 2014 1114312 1114736 1116027 1112019 1122352 1119892
LAMPIRAN 1.3
Data Saham Index Kompas 100 6 Hari Setelah Pengumuman Bond rating
KODE PERUSAHAAN KODE t0 t1 t2 t3 t4 t5
BDMN 2010 747720 748719 737914 736502 731893 745669
BMRI 2010 852172 846490 838490 845129 841720 843013
BSDE 2010 834689 849802 852172 846490 838588 845129
INDF 2010 715647 712956 713443 684379 675911 656820
ISAT 2010 835407 840623 845647 849048 843936 832847
JSMR 2010 677676 680047 661251 668685 670075 665050
MEDC 2010 832847 834812 834689 859802 852172 846490
SMRA 2010 709798 669311 704559 715674 712956 713443
BDMN 2011 958738 954841 944803 940700 893721 878271
BMRI 2011 802722 754910 736725 741448 777718 773076
BSDE 2011 813881 817113 816792 808131 810542 807298
INDF 2011 880533 888378 879257 879252 878722 874402
ISAT 2011 723076 779653 799880 826576 836072 832997
JSMR 2011 901623 897448 902996 920214 917579 903724
MEDC 2011 880250 880553 888378 879257 879252 878722
SMRA 2011 880533 888378 879257 879252 878722 874402
BDMN 2012 916442 907031 908846 909758 904592 906105
BMRI 2012 938976 944223 942655 949215 959067 950275
BSDE 2012 913131 928848 933709 926788 929709 928126
INDF 2012 938266 951100 928162 935743 931656 929327
ISAT 2012 907474 908416 906113 917378 920272 923415
JSMR 2012 880350 859847 864057 864024 864686 841572
MEDC 2012 938266 951100 928162 935743 931656 929327
SMRA 2012 935636 941586 941350 938328 925328 930231
BDMN 2013 999898 1011431 1006359 977406 885488 895631
BMRI 2013 950281 957236 964535 974025 966063 972727
BSDE 2013 1069311 1063129 1075614 1078065 1067517 1081508
INDF 2013 1078737 1078067 1089969 1074750 1075169 1068318
SMRA 2013 1052950 1060279 1057625 1061890 1064091 1055076
BDMN 2014 1107096 1103475 1119384 1123625 1133366 1129388
BMRI 2014 1116696 1081855 1070235 1084442 1092561 1073131
BSDE 2014 1074533 1074923 1033573 1047502 1058803 1059117
INDF 2014 1061383 1060820 1066548 1056975 1074533 1074923
ISAT 2014 1018282 1013147 1024041 1065447 1064615 1046950
JSMR 2014 1073391 1070905 1071996 1058737 1075472 1080799
MEDC 2014 1073131 1081665 1073770 1060822 1064208 1073484
SMRA 2014 1105857 1107096 1103475 1119384 1123625 1133366
LAMPIRAN 1.4
Data Return Saham 5 Hari Sebelum Pengumuman Bond rating
KODE
PERUSAHAAN KODE
DATA RETURN SAHAM SEBELUM
PENGUMUMAN BOND RATING
BDMN 2013 0.008612 -0.00045 0.003431 0.002635 -0.01094 BMRI 2013 0.010498 0.01248 0.007652 -0.00733 -0.00286 BSDE 2013 0.004014 0.006373 -0.01396 0.00039 -0.00637 INDF 2013 -0.01664 0.01373 0.010787 0.018787 0.00243 ISAT 2013 -0.00276 0.01753 0.004223 0.004838 -0.00565 JSMR 2013 -0.03108 -0.01834 -0.00322 0.015905 0.024056 MEDC 2013 0.00436 -0.03189 0.010498 0.04248 0.007652 SMRA 2013 0.01753 0.004223 0.004838 -0.00565 -0.00497 BDMN 2014 0.001163 -0.00359 0.009292 -0.00219 -0.01253 BMRI 2014 -0.0048 0.006471 -0.01566 0.003511 -0.00199 BSDE 2014 0.010012 0.028903 -0.00053 0.0054 -0.00898 INDF 2014 0.004396 -0.00493 0.006399 -0.00238 0.010012 ISAT 2014 0.004447 0.013199 0.007092 -0.00089 -0.00219 JSMR 2014 0.000269 -0.00231 0.003826 -0.02472 0.003946 MEDC 2014 -0.00192 -0.0312 -0.01074 0.013275 0.007487 SMRA 2014 0.000381 0.001158 -0.00359 0.009292 -0.00219
Rata-Rata Return Saham 0.004827 0.000131 0.002236 0.000675 0.003425
LAMPIRAN 1.5
Data Return Saham 5 Hari Setelah Pengumuman Bond rating
KODE
PERUSAHAAN KODE
DATA RETURN SAHAM SEBELUM PENGUMUMAN BOND RATING
t-0 t1 t2 t3 t4 t5
BDMN 2012 -0.00349 -0.01027 0.002001 0.001003 -0.00568 0.001673 BMRI 2012 -0.00647 0.005588 -0.00166 0.006959 0.010379 -0.00917 BSDE 2012 -0.01792 0.017212 0.005233 -0.00741 0.003152 -0.0017 INDF 2012 0.011676 0.013678 -0.02412 0.008168 -0.00437 -0.0025 ISAT 2012 0.00406 0.001038 -0.00254 0.012432 0.003155 0.003415 JSMR 2012 -0.01828 -0.02329 0.004896 -3.8E-05 0.000766 -0.02673 MEDC 2012 0.011676 0.013678 -0.02412 0.008168 -0.00437 -0.0025 SMRA 2012 0.003756 0.006359 -0.00025 -0.00321 -0.01385 0.005299 BDMN 2013 0.015463 0.011534 -0.00501 -0.0287 -0.0635 -0.03268 BMRI 2013 0.014858 0.007319 0.007625 0.009839 -0.00817 0.006898 BSDE 2013 0.000929 -0.00578 0.011744 0.002279 -0.00978 0.013106 INDF 2013 -0.00265 -0.00062 0.01104 -0.01396 0.00039 -0.00637 ISAT 2013 -0.00497 -0.01223 0.00696 -0.0025 0.004033 0.002073 JSMR 2013 0.036981 -0.01074 -0.01265 -0.0366 0.002225 0.006308 MEDC 2013 -0.00733 -0.00286 0.014858 0.007319 0.007625 0.009839 SMRA 2013 -0.01223 0.00696 -0.0025 0.004033 0.002073 -0.00847 BDMN 2014 0.00112 -0.00327 0.014417 0.003789 0.008669 -0.00351 BMRI 2014 -0.0016 -0.0312 -0.01074 0.013275 0.007487 -0.01778 BSDE 2014 0.016612 0.000363 -0.03847 0.013477 0.010789 0.000297 INDF 2014 0.028903 -0.00053 0.0054 -0.00898 0.016612 0.000363 ISAT 2014 0.005729 -0.00504 0.010753 0.040434 -0.00078 -0.01659 JSMR 2014 0.006969 -0.00232 0.001019 -0.01237 0.015807 0.004953 MEDC 2014 -0.01778 0.007952 -0.0073 -0.01206 0.003192 0.008716 SMRA 2014 -0.01253 0.00112 -0.00327 0.014417 0.003789 0.008669 Rata-Rata Return Saham 0.002103 -0.00048 -0.00102 0.001828 -0.00124 -0.00349
LAMPIRAN 2.1
Hasil Statistik Deskriptif
Descriptive Statistics
N Mean Std.
Deviation Minimum Maximum
t-5 40 0.00483 0.01605 -0.03108 0.07929
t-4 40 0.00013 0.01650 -0.05956 0.02890
t-3 40 0.00224 0.01597 -0.03380 0.06476
t-2 40 0.00067 0.01419 -0.04823 0.04248
t-1 40 0.00343 0.01090 -0.01253 0.04892
t-0 40 0.00210 0.01800 -0.07026 0.03698
t1 40 -0.00048 0.02062 -0.05956 0.07824
t2 40 -0.00102 0.01565 -0.03847 0.05266
t3 40 0.00183 0.01619 -0.04074 0.04043
t4 40 -0.00124 0.01670 -0.06350 0.04892
LAMPIRAN 2.2
Hasil Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
t-5 t-4 t-3 t-2 t-1 t-0 t1 t2 t3 t4 t5
N 40 40 40 40 40 40 40 40 40 40 40
Normal Parametersa,,b
Mean 0.00483 0.00013 0.00224 0.00067 0.00343 0.00210 -0.00048 -0.00102 0.00183 -0.00124 -0.00349 Std.
Deviation
0.01605 0.01650 0.01597 0.01419 0.01090 0.01800 0.02062 0.01565 0.01619 0.01670 0.01112 Most Extreme
Differences
Absolute 0.15807 0.20461 0.17116 0.14973 0.14975 0.10792 0.20704 0.10735 0.09447 0.20442 0.11249 Positive 0.15807 0.12994 0.17116 0.11222 0.14975 0.10792 0.17446 0.10735 0.09447 0.15108 0.06527 Negative -0.13896 -0.20461 -0.14421 -0.14973 -0.08446 -0.10364 -0.20704 -0.09279 -0.09028 -0.20442 -0.11249 Kolmogorov-Smirnov Z 0.99974 1.29405 1.08254 0.94695 0.94712 0.68252 1.30946 0.67896 0.59746 1.29288 0.71143 Asymp. Sig. (2-tailed) 0.27028 0.07023 0.19176 0.33125 0.33104 0.74011 0.06481 0.74591 0.86762 0.07065 0.69213
LAMPIRAN 2.3
Hasil Uji Paired Sampel T Test Sebe;um Pengumuman Bond Rating
Paired Samples Test
Paired Differences
t df Sig.
(2-tailed)
95% Confidence Interval of the
Difference
Mean
Std. Deviation
Std. Error
Mean Lower Upper
LAMPIRAN 2.4
Hasil Uji Paired Sampel T Test Sebe;um Pengumuman Bond Rating
Paired Samples Test
Interval of the
Difference
Mean Lower Upper
Pair 1 t-0 - t1 0.00258 0.03181 0.00503 -0.00759 0.01276 .513 39 .611
Between Groups 3747.500 335 11.187 1.783 .000
Within Groups 652.500 104 6.274
