Lampiran 1
Kriteria Pemilihan Sampel
Daftar Perusahaan Manufaktur di Bursa Efek Indonesia Kriteria
Lanjutan Lampiran 1
No. Daftar Perusahaan Manufaktur di Bursa Efek Indonesia Kriteria Sampel
Nama Perusahaan Kode IPO 1 2 3
37 Unggul Indah Cahaya, Tbk UNIC 06/11/1989 √ √ x
38 Alam Karya Unggul, Tbk AKKU 01/11/2004 √ √ x
39 Argha Karya Prima Industry, Tbk AKPI 18/12/1992 √ √ x
40 Asiaplast Industries, Tbk APLI 01/05/2000 √ √ x
41 Berlina, Tbk BRNA 06/11/1989 √ √ x
42 Titan Kimia Nusantara, Tbk FPNI 21/03/2002 √ √ x
43 Champion Pasific Indonesia, Tbk IGAR 05/11/1990 √ √ x
44 Impack Pratama Industri, Tbk IMPC 17/12/2014 √ x x
45 Indopoly Swakarsa Industry, Tbk IPOL 09/07/2010 √ √ x
46 Sekawan Inti Pratama, Tbk SIAP 17/10/2008 √ √ x
47 Siwani Makmur, Tbk SIMA 03/06/1994 √ √ x
48 Tunas Alfin, Tbk TPFA 12/02/2001 √ √ x
49 Trias Sentosa, Tbk TRST 02/07/1990 √ √ x
50 Yana Prima Hasta Persada, Tbk YPAS 15/03/2008 √ √ x
51 Charoen Pokphand Indonesia, Tbk CPIN 18/03/1991 √ √ √ 10
52 Japfa Comfeed Indonesia, Tbk JPFA 23/10/1989 √ √ √ 11
53 Malindo Feedmill, Tbk MAIN 10/02/2006 √ √ x
54 Siearad Produce, Tbk SIPD 27/12/1996 √ √ x
55 Sumalindo Lestari Jaya, Tbk SULI 21/03/1994 √ √ x
56 Tirta Mahakam Resources, Tbk TIRT 13/12/1999 √ √ x
57 Alkindo Natatama, Tbk ALDO 12/07/2011 √ x x
58 Dwi Aneka Jaya Kemasindo, Tbk DAJK 14/05/2014 √ x x
59 Fajar Surya Wisesa, Tbk FASW 01/12/1994 √ √ x
60 Indah Kiat Pulp & Paper, Tbk INKP 16/07/1990 √ √ x
61 Toba Pulp Lestari, Tbk INRU 18/06/1990 √ √ x
62 Kertas Basuki Rachmat Indonesia, Tbk KBRI 11/07/2008 √ √ x
63 Suparma, Tbk SPMA 16/11/1994 √ √ x
64 Pabrik Kertas Tjiwi Kimia, Tbk TKIM 03/04/1990 √ √ x
65 Grand Kartech Tbk KRAH 28/11/2013 √ x x
66 Astra International Tbk ASII 04/04/1990 √ √ √ 12
Lanjutan Lampiran 1
Lanjutan Lampiran 1
No. Daftar Perusahaan Manufaktur di Bursa Efek Indonesia Kriteria Sampel
Lanjutan Lampiran 1
No. Daftar Perusahaan Manufaktur di Bursa Efek Indonesia Kriteria Sampel
Nama Perusahaan Kode IPO 1 2 3
141 Mandom Indonesia Tbk TCID 23/09/1993 √ √ √ 32
142 Unilever Indonesia Tbk UNVR 11/01/1982 √ √ √ 33
143 Chitose Internasional Tbk CINT 27/06/2014 √ x x
144 Kedawung Setia Industrial Tbk KDSI 29/07/1996 √ √ x
145 Kedaung Indag Can Tbk KICI 28/10/1993 √ √ x
Lampiran 2
1 Indocemen Tunggal Prakasa, Tbk. INTP
2010.00 21.01 14.63 159.50 30.02
3 Semen Indonesia (Persero) Tbk SMGR
2010.00 30.26 28.51 94.50 49.96
7 Alumindo Ligh Metal Industry, Tbk ALMI
2010.00 19.78 197.39 4.80 49.31
2011.00 24.59 246.78 4.55 47.57
2012.00 2.37 220.06 3.25 44.16
2013.00 3.97 318.67 3.00 23.58
Lanjutan Lampiran 2
10 Charoen Pokphand Indonesia, Tbk CPIN
2010 35.87 32.90 18.40 29.48
2011 52.71 59.32 21.50 29.17
2012 32.79 51.03 36.50 28.05
2013 25.41 58.00 33.75 29.87
2014 15.96 90.64 37.80 16.82
11 Japfa Comfeed Indonesia, Tbk JPFA
2010 31.30 100.21 31.50 78.83
2011 17.74 118.38 7.65 25.17
2012 22.56 130.12 12.30 21.28
2013 12.21 184.40 12.20 87.50
2014 7.27 197.36 9.50 32.26
12 Astra International Tbk ASII
2010 28.97 92.30 545.50 45.08
14 Goodyear Indonesia Tbk GDYR
2010 16.04 176.23 125.00 15.40
2011 4.57 177.27 95.50 28.65
2012 12.66 135.00 123.00 17.47
2013 8.24 97.50 190.00 21.63
Lanjutan Lampiran 2
16 Selamat Sempurna, Tbk SMSM
2010 15.45 46.73 10.70 91.35
19 Supreme Cable Manufacturing and
Commerce Tbk SCCO
2010 14.23 170.14 19.50 30.41
21 Indofood Sukses Makmur Tbk INDF
2010 15.83 90.22 48.75 39.58
2011 15.47 69.52 46.00 50.00
2012 14.00 73.96 58.50 49.87
2013 8.90 103.51 66.00 49.82
Lanjutan Lampiran 2
No. Emiten Kede Saham Tahun ROE (%) DER (%) HARGA SAHAM (Rp) DPR (%)
22 Multi Bintang Indonesia Tbk
MLBI
2010 93.99 141.23 2749.50 101.23
2011 95.68 130.23 3590.00 100.00
2012 137.46 249.26 7400.00 67.70
2013 118.63 80.49 12000.00 82.91
2014 143.53 302.86 119.50 36.60
23 Nippon Indosari Corporindo Tbk ROTI 2010 21.91 24.77 26.50 23.16
2011 21.22 38.92 6.65 77.39
2012 22.37 80.76 13.80 25.00
2013 20.07 131.50 10.20 51.25
2014 19.64 123.19 13.85 14.84
24 Sekar Laut Tbk SKLT 2010 4.09 68.53 1.40 28.57
2011 4.86 74.32 1.40 23.12
2012 6.15 92.88 1.80 26.02
2013 8.19 116.25 1.80 24.15
2014 10.75 116.20 3.00 20.96
25 Gudang Garam Tbk GGRM 2010 19.77 44.19 400.00 40.84
2011 20.20 59.21 620.50 39.31
2012 15.29 56.02 563.00 38.35
2013 14.90 72.59 420.00 35.56
2014 16.24 75.21 607.00 28.67
26 Hanjaya Mandala Sampoerna Tbk HMSP 2010 62.87 100.92 255.20 99.98
2011 79.05 89.93 390.00 95.11
2012 74.73 97.22 599.00 57.29
2013 76.43 93.60 624.00 98.46
2014 75.43 110.26 686.50 86.44
27 Darya Varia Laboratoria Tbk DVLA 2010 17.31 33.33 11.70 80.81
2011 16.61 27.53 11.50 82.67
2012 17.69 27.70 16.90 25.94
2013 13.75 30.10 22.00 30.80
Lanjutan Lampiran 2
No. Emiten Kede Saham Tahun ROE (%) DER (%) HARGA SAHAM (Rp) DPR (%)
28 Kimia Farma Tbk KAEF 2010 12.45 48.76 1.59 20.02
2011 13.71 43.25 3.40 20.01
2012 14.27 44.04 7.40 85.40
2013 13.28 52.18 5.90 25.01
2014 13.06 63.88 14.65 88.66
29 Kalbe Farma Tbk KLBF 2010 23.28 21.84 32.50 51.09
2011 23.37 26.99 6.80 60.13
2012 24.08 27.76 10.60 51.35
2013 23.18 33.12 12.50 92.68
2014 21.61 26.56 18.30 43.18
30 Merck Indonesia Tbk MERK 2010 32.72 19.77 965.00 84.18
2011 46.78 18.25 1325.00 80.14
2012 25.87 36.64 1520.00 74.17
2013 34.25 36.06 1890.00 79.80
2014 32.78 29.42 1600.00 80.24
31 Tempo Scan Pasific Tbk TSPC 2010 18.71 35.73 17.10 64.22
2011 19.25 39.54 25.50 59.52
2012 18.94 38.17 37.25 53.57
2013 16.53 40.00 32.50 53.19
2014 14.14 35.34 28.65 49.61
32 Mandom Indonesia Tbk TCID 2010 13.86 10.41 72.00 51.99
2011 13.72 10.82 77.00 53.16
2012 13.71 15.02 110.00 49.47
2013 13.54 23.92 119.00 46.48
2014 13.58 44.39 175.25 44.98
33 Unilever Indonesia Tbk UNVR 2010 83.72 115.00 165.00 100.00
2011 113.13 184.77 188.00 100.06
2012 121.94 202.01 208.50 99.96
2013 125.81 213.73 260.00 99.93
Lampiran 3
Analisis Deskritptif
Descriptive Statistics
Lampiran 4
Uji Asumsi Klasik
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual N 156 Normal Parametersa,,b Mean .0000000 Std. Deviation 21.91270430 Most Extreme Differences Absolute .073 Positive .073 Negative -.044 Kolmogorov-Smirnov Z .915 Asymp. Sig. (2-tailed) .373 a. Test distribution is Normal.
b. Calculated from data.
2. Uji Heteroskedastisitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig. B Std. Error Beta
3. Uji Multikolonearitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics B Std. Error Beta Tolerance VIF 1 (Constant) 41.633 3.762 11.065 .000
ROE .563 .127 .367 4.446 .000 .731 1.368 DER -.102 .036 -.203 -2.848 .005 .981 1.020 HARGA_SAHAM .006 .003 .143 1.734 .085 .729 1.371 a. Dependent Variable: DPR
4. Uji Autokorelasi
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the
Estimate Durbin-Watson 1 .148a .022 -.005 21.89470449 2.034 a. Predictors: (Constant), Auto, DER, ROE, HARGA_SAHAM
Lampiran 5
Pengujian Hipotesis
1. Uji Simultan (Uji F)
ANOVAb
Model Sum of Squares df Mean Square F Sig. 1 Regression 24101.271 3 8033.757 16.407 .000a
Residual 74425.825 152 489.644 Total 98527.095 155
a. Predictors: (Constant), HARGA_SAHAM, DER, ROE b. Dependent Variable: DPR
2. Uji Parsial (Uji t)
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics B Std. Error Beta Tolerance VIF 1 (Constant) 41.633 3.762 11.065 .000
ROE .563 .127 .367 4.446 .000 .731 1.368 DER -.102 .036 -.203 -2.848 .005 .981 1.020 HARGA_SAHAM .006 .003 .143 1.734 .085 .729 1.371 a. Dependent Variable: DPR
3. Uji Koefisien Determinasi (R
2)
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the
Estimate Durbin-Watson 1 .495a .245 .230 2.2127891505E1 1.720 a. Predictors: (Constant), HARGA_SAHAM, DER, ROE
