DAFTAR HARGA SAHAM EMITEN
Kode Harga Saham
2009 2010 2011 2012 2013 2014
BATA 360 676 550 600 1060 1105 BIMA 900 900 900 900 700 700 CNTX 2650 2650 8000 6700 7800 17500 ERTX 85 59 200 325 280 630
ESTI 51 100 160 160 190 193 FMII 90 90 103 245 385 449 INDR 470 1700 1980 1420 1000 770 KARW 180 145 145 670 185 488 MYRX 50 200 295 285 570 695 MYTX 52 68 225 375 305 128 PBRX 135 1600 440 470 420 505 RDTX 1400 2100 2700 3500 4900 5250
RICY 195 181 184 174 173 174
SRSN 67 60 54 50 50 50
TFCO 310 510 500 620 500 900
RETURN SAHAM
Kode Return Saham
2010 2011 2012 2013 2014 BATA 0.88 -0.19 0.09 0.77 0.04 BIMA 0.00 0.00 0.00 -0.22 0.00 CNTX 0.00 2.02 -0.16 0.16 1.24 ERTX -0.31 2.39 0.63 -0.14 1.25 ESTI 0.96 0.60 0.00 0.19 0.02 FMII 0.00 0.14 1.38 0.57 0.17 INDR 2.62 0.16 -0.28 -0.30 -0.23 KARW -0.19 0.00 3.62 -0.72 1.64 MYRX 3.00 0.48 -0.03 1.00 0.22 MYTX 0.31 2.31 0.67 -0.19 -0.58
HARGA INDEKS
Kode Harga Indeks
2009 2010 2011 2012 2013 2014 BATA 18.31 25.97 28.47 28.64 21.26 24.29 BIMA 18.31 25.97 28.47 28.64 21.26 24.29 CNTX 18.31 25.97 28.47 28.64 21.26 24.29 ERTX 18.31 25.97 28.47 28.64 21.26 24.29 ESTI 18.31 25.97 28.47 28.64 21.26 24.29 FMII 18.31 25.97 28.47 28.64 21.26 24.29 INDR 18.31 25.97 28.47 28.64 21.26 24.29 KARW 18.31 25.97 28.47 28.64 21.26 24.29 MYRX 18.31 25.97 28.47 28.64 21.26 24.29 MYTX 18.31 25.97 28.47 28.64 21.26 24.29 PBRX 18.31 25.97 28.47 28.64 21.26 24.29 RDTX 18.31 25.97 28.47 28.64 21.26 24.29 RICY 18.31 25.97 28.47 28.64 21.26 24.29 SRSN 18.31 25.97 28.47 28.64 21.26 24.29 TFCO 18.31 25.97 28.47 28.64 21.26 24.29
EBIT
Kode EBIT
2009 2010 2011 2012 2013 2014
BATA 71678 84567 78631 99147 63758 98926 BIMA 31336 12505 4713 9138 -13095 13252 CNTX -49161 -10493 33467 -35221 -1357 3553 ERTX -22883 -49360 87043 3806 10767 27967
ESTI 15002 6265 8341 -30478 -79446 -88773
FMII 11234 -6769 350 4824 -2605 4385
INDR 18056 278082 377543 35246 49331 97478 KARW -7108 -10165 44995 53905 -59296 -31133 MYRX 13946 34265 107945 28153 13105 1748 MYTX -23322 -185825 -141495 -156063 -22623 -190105
PBRX 35217 44218 90344 109338 156388 160609 RDTX 118742 190011 133487 148149 231714 262811
RICY 4871 14241 15688 23519 7466 22627
PERUBAHAN EBIT
Kode Perubahan EBIT
2010 2011 2012 2013 2014
BATA 17.98 -7.02 26.09 -35.69 55.16 BIMA -60.09 -62.31 93.89 -243.30 -201.20 CNTX -78.66 -418.95 -205.24 -96.15 -361.83 ERTX 115.71 -276.34 -95.63 182.90 159.75
ESTI -58.24 33.14 -465.40 160.67 11.74 FMII -160.25 -105.17 1278.29 -154.00 -268.33 INDR 1440.11 35.77 -90.66 39.96 97.60 KARW 43.01 -542.65 19.80 -210.00 -47.50 MYRX 145.70 215.03 -73.92 -53.45 -86.66 MYTX 696.78 -23.86 10.30 -85.50 740.32 PBRX 25.56 104.31 21.02 43.03 2.70 RDTX 60.02 -29.75 10.98 56.41 13.42
RICY 192.36 10.16 49.92 -68.26 203.07 SRSN -61.16 138.42 -23.81 26.81 -8.60 TFCO -147.14 136.19 -68.71 -265.69 -47.15
NET SALES
Kode NET SALES
2009 2010 2011 2012 2013 2014
BATA 598,466 644,189 678,592 751,449 902,459 1,008,728 BIMA 242,228 321,452 184,387 243,531 192,832 286688 CNTX 256,818 249,049 369,054 275,300 373,350 427,986 ERTX 247,105 233,110 259,371 467,537 682,043 676,927 ESTI 539,809 615,069 713,716 729,405 589,732 587,167 FMII 16,959 11,034 23,783 37,314 50,721 44,485 INDR 4,605,512 5,538,867 7,078,076 7,204,322 9,077,758 9,029,558 KARW 70,551 39,220 25,104 30,442 32,374 32,227 MYRX 288,196 109,046 183,463 117,924 170,002 135,409 MYTX 1,487,923 1,723,963 1,957,035 1,519,059 1,900,302 2,129,058
PBRX 1,593,602 1,428,090 2,170,707 2,698,805 4,168,411 4,209,950 RDTX 236,066 260,802 295,908 329,558 418,119 431,415
PERUBAHAN NET SALES
Kode Perubahan NET SALES
2010 2011 2012 2013 2014 BATA 7.64 5.34 10.74 20.10 11.78 BIMA 32.71 -42.64 32.08 -20.82 48.67 CNTX -3.03 48.19 -25.40 35.62 14.63 ERTX -5.66 11.27 80.26 45.88 -0.75 ESTI 13.94 16.04 2.20 -19.15 -0.43 FMII -34.94 115.54 56.89 35.93 -12.29 INDR 20.27 27.79 1.78 26.00 -0.53 KARW -44.41 -35.99 21.26 6.35 -0.45 MYRX -62.16 68.24 -35.72 44.16 -20.35 MYTX 15.86 13.52 -22.38 25.10 12.04
PBRX -10.39 52.00 24.33 54.45 1.00 RDTX 10.48 13.46 11.37 26.87 3.18 RICY 14.25 6.22 21.67 -65.77 361.75 SRSN -2.74 12.97 -0.83 2.13 20.52 TFCO 15.88 35.88 -4.61 4.93 -4.07
DOL
Kode DOL
2010 2011 2012 2013 2014
BATA 2010 2011 2012 2013 2014 BIMA 2.35 -1.31 2.43 -1.78 4.68 CNTX -1.84 1.46 2.93 11.69 -4.13 ERTX 26.00 -8.69 8.08 -2.70 -24.73
ESTI -20.43 -24.53 -1.19 3.99 -212.97 FMII -4.18 2.07 -211.72 -8.39 -26.99 INDR 4.59 -0.91 22.47 -4.29 21.82 KARW 71.06 1.29 -50.83 1.54 -183.81 MYRX -0.97 15.08 0.93 -33.09 104.60 MYTX -2.34 3.15 2.07 -1.21 4.26
PBRX 43.92 -1.76 -0.46 -3.41 61.50 RDTX -2.46 2.01 0.86 0.79 2.71
EAT
Kode EAT
2009 2010 2011 2012 2013 2014
BATA 52,981 60,975 81,128 100,164 65,392 103,213 BIMA 12,339 9,153 2,437 2,623 (10,024) 10,048 CNTX (49,161) (10,493) 33,467 (35,221) (1,357) 3,553 ERTX (25,372) (48,091) 84,605 6,196 8,593 27,961
ESTI 7,687 1,488 4,426 (41,505) (79,840) (79,459) FMII (9,007) (5,786) (536) 969 (7,958) 2,424 INDR 106,796 232,323 399,983 9,314 19,571 50,255 KARW (6,949) (10,891) 56,456 54,064 (59,371) (30,133)
MYRX 13,946 33,681 101,903 28,153 245 1,371
MYTX 13,186 104,974 (120,510) (126,172) (49,787) (158,271) PBRX 33,282 35,695 72,121 90,413 128,214 125,699 RDTX 102,549 170,900 113,960 124,818 198,230 232,637 RICY 3,572 10,882 12,210 16,978 4,840 15,112 SRSN 25,380 9,830 23,988 16,956 15,994 14,456 TFCO (162,245) 97,107 269,546 78,188 (112,534) 57,442
PERUBAHAN EAT
Kode Perubahan EAT
2010 2011 2012 2013 2014
BATA 15.09 33.05 23.46 -34.72 57.84 BIMA -25.82 -73.37 7.63 -482.16 -200.24 CNTX -78.66 -418.95 -205.24 -96.15 -361.83 ERTX 89.54 -275.93 -92.68 38.69 225.39
DFL
Kode DFL
2010 2011 2012 2013 2014 BATA 0.84 -4.71 0.90 0.97 1.05 BIMA 0.43 1.18 0.08 1.98 1.00 CNTX 1.00 1.00 1.00 1.00 1.00 ERTX 0.77 1.00 0.97 0.21 1.41 ESTI 1.38 5.96 2.23 0.57 -0.04 FMII 0.22 0.86 -0.22 5.98 0.49 INDR 0.08 2.02 1.08 2.76 1.61 KARW 1.32 1.14 -0.21 1.00 1.04 MYRX 0.97 0.94 0.98 1.85 -5.30 MYTX 1.00 9.00 0.46 0.71 0.29
PBRX 0.28 0.98 1.21 0.97 -0.73 RDTX 1.11 1.12 0.87 1.04 1.29
RICY 1.06 1.20 0.78 1.05 1.05 SRSN 1.00 1.04 1.23 -0.21 1.12 TFCO 1.09 1.30 1.03 0.92 3.20
TOTAL ASSETS
Kode Total Assets
2009 2010 2011 2012 2013 2014
BATA 416,679 484,253 516,649 574,108 680,685 774,891 BIMA 94,881 87,275 91,526 100,101 111,282 104,058 CNTX 358,537 314,859 331,204 301,276 371,585 382,809 ERTX 97,776 115,327 171,870 433,415 545,316 575,740 ESTI 518,857 583,253 636,930 778,092 881,536 866,099 FMII 307,232 347,820 351,808 355,112 429,979 459,446 INDR 5,123,263 5,078,561 6,107,213 6,653,020 8,796,268 9,217,073 KARW 101,933 73,648 13,173 549,107 674,051 667,338 MYRX 901 133,216 861,975 1,116,299 5,335,863 5,414,788 MYTX 1,803,398 1,882,934 1,848,395 1,803,323 2,095,467 204,104
SIZE
Kode SIZE
2010 2011 2012 2013 2014
BATA 13.09 13.16 13.26 13.43 13.56 BIMA 11.38 11.42 11.51 11.62 11.55 CNTX 12.66 12.71 12.62 12.83 12.86 ERTX 11.66 12.05 12.98 13.21 13.26 ESTI 13.28 13.36 13.56 13.69 13.67 FMII 12.76 12.77 12.78 12.97 13.04 INDR 15.44 15.62 15.71 15.99 16.04 KARW 11.21 9.49 13.22 13.42 13.41 MYRX 11.80 13.67 13.93 15.49 15.50 MYTX 14.45 14.43 14.41 14.56 12.23 PBRX 13.70 14.23 14.51 14.87 15.33 RDTX 13.66 13.89 14.00 14.25 14.31 RICY 13.33 13.37 13.64 13.68 13.97 SRSN 12.80 12.80 12.90 11.74 13.05 TFCO 14.39 15.07 15.13 15.28 15.26
NPM
Kode NPM (%)
2009 2010 2011 2012 2013 2014
BATA 29.00 9.47 8.34 9.23 4.92 7.02 BIMA 5.09 3.89 1.32 1.08 -5.20 0.04 CNTX -0.19 -4.21 9.07 -12.79 -0.36 0.83 ERTX -0.10 -0.21 32.62 1.33 1.26 4.13 ESTI 1.00 0.24 0.62 -5.69 -13.54 -13.53 FMII -0.53 -52.44 -2.25 2.60 -15.69 5.45 INDR 4.00 4.19 5.65 0.13 0.22 0.56 KARW -0.10 -25.75 182.34 182.85 -178.86 -116.79 MYRX 0.05 31.00 55.54 23.87 0.14 1.01 MYTX 1.00 -13.54 -6.16 -8.31 -2.62 -7.43
PBRX 2.00 2.50 3.32 3.35 3.08 2.99 RDTX 43.00 65.53 38.51 37.87 47.41 53.92
63 CNTX 2014 -24.73 1.00 12.86 0.83 0.018
64 ERTX 2014 -212.97 1.41 13.26 4.13 0.003
65 ESTI 2014 -26.99 -0.04 13.67 -13.53 0.393
66 FMII 2014 21.82 0.49 13.04 5.45 -0.022
67 INDR 2014 -183.81 1.61 16.04 0.56 0.158
68 KARW 2014 104.60 1.04 13.41 -116.79 0.001
69 MYRX 2014 4.26 -5.30 15.50 1.01 0.118
70 MYTX 2014 61.50 0.29 12.23 -7.43 0.026
71 PBRX 2014 2.71 -0.73 15.33 2.99 0.038
72 RDTX 2014 4.22 1.29 14.31 53.92 0.194
73 RICY 2014 0.56 1.05 13.97 1.27 -2.617
74 SRSN 2014 -0.42 1.12 13.05 3.06 -2.961
75 TFCO 2014 11.58 3.20 15.26 -1.64 0.436
Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
DOL 48 -26.99 28.74 1.5817 11.76112
DFL 48 -.22 2.02 .9148 .46692
Size 48 11.21 15.62 13.2048 1.12437
NPM 48 -25.75 32.62 2.4125 9.53460
Beta 48 -2.961 1.943 -.30875 1.410414
Valid N (listwise) 48
Analisis Regresi Berganda dan Uji Asumsi Klasik
Mean Std. Deviation N
Beta -.30875 1.410414 48
DOL 1.5817 11.76112 48
DFL .9148 .46692 48
Size 13.2048 1.12437 48
NPM 2.4125 9.53460 48
Variables Entered/Removeda
Model Variables
Entered
Variables
Removed
Method
1 NPM, Size, DOL, DFLb
. Enter
a. Dependent Variable: Beta
b. All requested variables entered.
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 .346a .120 .114 1.383609 1.776
a. Predictors: (Constant), NPM, Size, DOL, DFL
b. Dependent Variable: Beta
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 21.177 4 5.294 2.766 .002b
Residual 82.318 43 1.914
Total 103.496 47
a. Dependent Variable: Beta
b. Predictors: (Constant), NPM, Size, DOL, DFL
Coefficientsa
Model Unstandardized
Coefficients
Standardize d Coefficients
t Sig. Collinearity
Statistics
B Std. Error Beta Toleranc
e
VIF
1
(Constan t)
2.084 2.387 .873 .388
DFL .161 .447 .053 .360 .721 .935 1.069
Size -.186 .185 -.148 -1.003 .321 .939 1.065
NPM -.011 .021 -.076 -.531 .598 .994 1.006
a. Dependent Variable: Beta
Uji Normalitas-Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 48
Normal Parametersa,b
Mean .0000000
Std. Deviation 1.32342275
Most Extreme Differences
Absolute .186
Positive .113
Negative -.186
Asymp. Sig. (2-tailed) .072
a. Test distribution is Normal.
b. Calculated from data.
Uji Heteroskedastisitas-Uji Glejser
Variables Entered/Removeda
Model Variables
Entered
Variables
Removed
Method
1 NPM, Size, DOL, DFLb
. Enter
a. Dependent Variable: Abs
b. All requested variables entered.
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 .467a .218 .145 .73761
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 6.530 4 1.632 3.001 .029b
Residual 23.395 43 .544
Total 29.925 47
a. Dependent Variable: Abs
b. Predictors: (Constant), NPM, Size, DOL, DFL
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 3.223 1.273 2.533 .015
DOL .027 .092 .400 .296 .496
DFL .119 .238 .070 .501 .619
Size -.177 .099 -.249 -1.792 .080
NPM .003 .011 .030 .222 .825
