Pengaruh Kebijakan Dividen, Leverage, dan Likuiditas terhadap Harga Saham dengan Beta Saham sebagai Variabel Moderating pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia

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L

A

M

P

I

R

A

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Lampiran i

No Kode Perusahaan

kriteria

1 2 3 4 Sampel

1 INTP

Indocement Tunggal

Prakasa Tbk ₁

Inti Keramik Alam Asri

Industri Tbk - -

7 KIAS

Keramika Indonesia

Assosiasi Tbk -

8 MLIA Mulia Industrindo Tbk -

9 TOTO Surya Toto Indonesia Tbk -

10 ALKA Alaska Industrindo Tbk -

11 ALMI

Alumindo Light Metal

Industry Tbk ₄

12 BTON

Beton Jaya Manunggal

Tbk - -

13 CTBN Citra Turbindo Tbk -

14 GDST

Gunawan Dianjaya Steel

Tbk -

15 INAI

Indal Aluminium Industry

Tbk -

16 ITMA Itamaraya Tbk - - -

17 JKSW

Jakarta Kyoei Steel Work

LTD Tbk - -

Pelat Timah Nusantara

Tbk -

24 PICO

Pelangi Indah Canindo

Tbk -

25 TBMS

Tembaga Mulia Semanan

Tbk - -

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27 BUDI Budi Acid Jaya Tbk - - -

28 DPNS Duta Pertiwi Nusantara -

29 EKAD

Ekadharma International

Tbk - -

30 ETWA

Eterindo Wahanatama

Tbk -

31 INCI

Intan Wijaya

International Tbk -

32 SOBI

Sorini Agro Asia

Corporindo - -

33 SRSN Indo Acitama Tbk -

34 TPIA

Chandra Asri

Petrochemical Tbk -

35 UNIC

Unggul Indah Cahaya

Tbk -

36 AKKU Alam Karya Unggul Tbk -

37 AKPI

Argha Karya Prima

Industry Tbk -

38 APLI Asiaplast Industries Tbk - -

39 BRNA Berlina Tbk -

40 FPNI

Titan Kimia Nusantara

Tbk - - -

41 IGAR

Champion Pasific

Indonesi Tbk -

42 IPOL

Indopoly Swakarsa

Industry Tbk -

43 SIAP Sekawan Intipratama Tbk -

44 SIMA Siwani Makmur Tbk -

45 TRST Trias Sentosa Tbk 5

46 YPAS

Yana Prima Hasta

Persada Tbk -

47 CPIN

Charoen Pokphand

Indonesia Tbk ₆

48 JPFA

Japfa Comfeed Indonesia

Tbk -

49 MAIN Malindo Feedmill Tbk - -

50 MBAI

Multibreeder Adirama

Indonesia Tbk - - -

51 SIPD Sierad Produce Tbk -

52 SULI

Sumalindo Lestari Jaya

Tbk -

53 TIRT

Tirta Mahakam

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54 ALDO Alkindo Naratama Tbk -

55 FASW Fajar Surya Wisesa Tbk -

56 INKP

Indah Kiat Pulp&paper

Tbk -

57 INRU Toba Pulp Lestari Tbk - -

58 KBRI

Kertas Basuki Rachmat

Indonesia Tbk -

59 SAIP

Surabaya Agung Industri

Pulp&Kertas Tbk - - -

60 SPMA Suparma Tbk -

61 TKIM

Pabrik Kertas Tjiwi

Kimia Tbk -

Indomobil Sukses

International Tbk -

68 INDS Indospring Tbk 9

69 LPIN

Multi Prima Sejahtera

Tbk -

70 MASA

Multistrada Arah Sarana

Tbk -

71 NIPS Nippres Tbk -

72 PRAS

Prima alloy steel

Universal Tbk -

Ever Shine Textile

Industry Tbk -

Pan Asia Filament Inti

Tbk - - -

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85 POLY Asia Pasific Fibers Tbk -

86 RICY

Ricky Putra Globalindo

Tbk - -

87 SSTM

Sunson Textile

Manufacturer Tbk -

88 TFCO

Tifico Fiber Indonesia

Tbk -

89 TRIS Trisula International Tbk -

90 UNIT

Nusantara Inti Corpora

Tbk -

91 UNTX Unitex Tbk -

92 BATA Sepatu Bata Tbk -

93 BIMA

Primarindo Asia

Infrastructure -

94 SIMM

Surya Intrindo Makmur

Tbk - - -

95 IKBI Sumi Indo Kabel Tbk -

96 JECC

Jembo Cable Company

Tbk -

Akasha Wira

International Tbk

102 AISA

Tiga Pilar Sejahtera Food

Tbk - -

Indofood CBP Sukses

Makmur Tbk -

108 INDF

Indofood Sukses Makmur

Tbk ₁₂

109 MLBI

Multi Bintang Indonesia

Tbk -

110 MYOR Mayora Indah Tbk 13

111 PSDN Prashida Aneka Niaga -

112 ROTI

Nippon Indosari

Corporindo Tbk -

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114 SKLT Sekar Laut Tbk -

115 STTP Siantar Top Tbk -

116 GGRM Gudang Garam Tbk 14

117 HMSP

Hanjaya Mandala

Sampoerna Tbk -

118 RMBA

Bentoel International

Investama Tbk -

119 WIIM

Wismilak Inti Makmur

Tbk - -

120 DVLA

Darya Varia Laboratoria

Tbk - -

Merck Sharp Dohme

Pharma Tbk -

127 SQBB

Taisho Pharmaceutical

Indonesia Tbk -

Kedawung Setia

Industrial Tbk -

134 KICI Kedaung Indag Can Tbk -

135 LMPI

Langgeng Makmur

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Data Dividen Payout Ratio 2012-2014

NO KODE NAMA PERUSAHAAN

dividen payout ratio

2012 2013 2014

1 AISA Tiga Pilar Sejahtera Tbk 0.09005 0.0754 0.0768

2 ALMI

Alumindo Light Metal Industry

Tbk 11.039 0.2358 63.291

3 AMFG Asahimas Flat Glass Tbk 0.103 0.1002 0.1026

4 ASII Astra International Tbk 0.1392 0.1333 0.1333

5 CPIN

Chareon Pokphand Indonesia

Tbk 0.256 0.2987 0.4299

6 GDYR Goodyear Indonesia Tbk 0.1625 0.2336 0.4285

7 GGRM Gudang Garam Tbk 0.4793 0.3022 0.2867

8 INDF

Indofood CBP Sukses Makmur

Tbk 0.4716 0.6491 0.3212

9 INTP

Indocement Tunggal Prakarsa

Tbk 0.2266 0.3306 0.6284

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Data Debt to Equity Ratio 2012-2014

Debt to Equity Ratio (DER)

2012 2013 2014

1 AISA Tiga Pilar Sejahtera Tbk 0.90 1.13 1.05

2 ALMI

Tbk 2.201 3.187 4.011

Tbk 0.74 1.05 1.08

9 INTP Indocement Tunggal Prakarsa Tbk 0.008 0.007 0.005

10 INDS Indospring Tbk 0.465 0.253 0.249

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Data Current Ratio 2012-2014

Current Ratio

2012 2013 2014

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Data Harga Saham 2012-2014

Harga Saham

2012 2013 2014

1 AISA Tiga Pilar Sejahtera Tbk 1080 1430 2095

2 ALMI

Tbk 630 600 268

3 AMFG Asahimas Flat Glass Tbk 8300 7000 8050

4 ASII Astra International Tbk 7550 6800 7425

5 CPIN

Chareon Pokphand Indonesia

Tbk 3500 3375 3780

6 GDYR Goodyear Indonesia Tbk 12300 19000 16000

7 GGRM Gudang Garam Tbk 56000 42000 60700

8 INDF

Tbk 5850 6600 6750

9 INTP

Indocement Tunggal Prakarsa

Tbk 22650 20000 25000

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Data Beta Saham 2012-2014

Beta Saham

2012 2013 2014

9 INTP Indocement Tunggal Prakarsa Tbk 0.957 1.069 1.043

10 INDS Indospring Tbk 2.087 1.292 0.911

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Hasil Ouput SPSS

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

HARGA SAHAM 57 250.00 189000.00 19544.5484 37575.32476

DIVIDEND PAYOUT

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Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate

1 .443a .196 .151 1.49839

a. Predictors: (Constant), CR, DER, DPR

b. Dependent Variable: Ln_Harga Saham

ANOVAb

Model Sum of Squares Df Mean Square F Sig.

1 Regression 29.031 3 9.677 4.310 .009a

Residual 118.995 53 2.245

Total 148.026 56

a. Predictors: (Constant), CR, DER, DPR

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Coefficientsa

Model

Unstandardized Coefficients

Standardized

Coefficients

t Sig.

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Uji Signifikansi Beta Saham dalam Memoderasi Hubungan Antara

Kebijakan Dividen Terhadap Harga Saham

Coefficientsa

Model

Standardized

Coefficients

t Sig.

a. Dependent Variable: Ln_Harga Saham

Uji Signifikansi Beta Saham dalam Memoderasi Hubungan Antara Leverage

Terhadap Harga Saham

Coefficientsa

Model

Standardized

Coefficients

t Sig.

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Uji Signifikansi Beta Saham dalam Memoderasi Hubungan Antara

Likuiditas Terhadap Harga Saham

Coefficientsa

Model

Standardized

Coefficients

T Sig.