65
Lampiran 1
Populasi Perusahaan Perbankan Yang Terdaftar Di Bursa Efek Indonesia
Tahun 2010-2014
NO
Nama Perusahaan
1 Bank Rakyat Indonesia Agroniaga, Tbk 2 Bank Artha Graha Internasional, Tbk 3 Bank Bukopin, Tbk
4 Bank Bumi Arta 5 Bank Capital Indonesia 6 Bank Central Asia, Tbk 7 Bank CIMB Niaga, Tbk 8 Bank Danamaon Indonesia, Tbk 9 Bank Himpunan Saudara 1906, Tbk 10 Bank MNC Internasional, Tbk 11 Bank Dinar Indonesia, Tbk 12 Bank Internasional Indonesia, Tbk 13 Bank QNB Indonesia, Tbk 14 Bank Mandiri (Persero), Tbk 15 Bank Mayapada Internasional, Tbk 16 Bank Mega, Tbk
17 Bank Mutiara, Tbk
18 Bank Negara Indonesia (Persero), Tbk 19 Bank Nusantara Parahyangan, Tbk 20 Bank OCBC NISP, Tbk
21 Bank Pan Indonesia, Tbk 22 Bank Permata, Tbk
23 Bank Rakyat Indonesia (Persero), Tbk 24 Bank Tabungan Negara (Persero), Tbk 25 Bank Tabungan Pensiunan Nasional, Tbk 26 Bank Victoria International, Tbk
27 Bank Windu Kentjanan International, Tbk 28 Bank of India Indonesia, Tbk
29 Bank Pundi Indonesia, Tbk 30 Bank Agris, Tbk
31 Bank Ekonomi Raharja, Tbk 32 Bank Ina Perdana, Tbk 33 Bank Maspion Indonesia, Tbk 34 Bank Mestika Dharma, Tbk 35 Bank Mitraniaga, Tbk 36 Bank Nationalnobu, Tbk 37 Bank Panin syariah, Tbk 38 Bank Sinarmas, Tbk 39 Bank Yudha Bhakti, Tbk
40 Bank Jawa Barat dan Banten, Tbk 41 BPD Jawa Timur, Tbk
Enterprise Risk Management
Tahun 2010-2014
No
Kode
Emiten
ERM
2010
2011
2012
2013
2014
67
Ukuran Perusahaan (
Size
)
Tahun 2010-2014
NO
Kode
Perusahaan
Ukuran Perusahaan ( Ln Total Aset)
2010
2011
2012
2013
2014
1 AGRO 28,74747 28,87834 29,02727 29,26496 29,48497 2 INPC 30,46793 30,58515 30,65432 30,6845 30,78602 3 BBKP 31,49152 31,67728 31,81597 31,87174 32,00111 4 BNBA 28,60972 28,71722 28,8792 29,02875 29,27099 5 BACA 29,1124 29,17752 29,3655 29,59659 29,85586 6 BBCA 33,41306 33,5762 33,72458 33,83821 33,94534 7 BNGA 32,59842 32,74782 32,91631 33,01948 33,08275 8 BDMN 32,40346 32,58638 32,67954 32,84724 32,90765 9 SDRA 28,80844 29,25751 29,66193 29,73893 30,43031 10 BABP 29,78974 29,6189 29,63709 29,731 29,87492 11 BNII 31,95024 32,18405 32,38265 32,57656 32,59609 12 BKSW 28,58268 28,91029 29,16681 30,03327 30,66785 13 BMRI 33,73977 33,94437 34,08562 34,2283 34,38217 14 MAYA 29,94375 30,19219 30,47401 30,80974 31,21936 15 MEGA 31,57448 31,75669 31,80877 31,82786 31,83045 16 BCIC 30,00908 30,20569 30,35494 30,3104 30,1712 17 BBNI 33,14679 33,33166 33,44008 33,58855 33,66309 18 BBNP 29,29533 29,51399 29,73662 29,93221 29,87904 19 NISP 31,42595 31,7226 32,00226 32,21113 32,26694 20 PNBN 32,32189 32,45736 32,63358 32,73123 32,78189 21 BNLI 31,93256 32,24934 32,5123 32,74201 32,85327 22 BBRI 33,63448 33,78141 33,94337 34,07066 34,31807 23 BBTN 31,85619 32,12102 32,34728 32,50752 32,60483 24 BTPN 31,17265 31,47372 31,71008 31,87472 31,94871 25 BVIC 29,96365 30,09937 30,29498 30,58442 30,58348 26 MCOR 29,10212 29,49557 29,50205 29,70003 29,91034 27 BSWD 28,0821 28,36339 28,56358 28,91223 29,27949 28 BEKS 28,07699 29,42161 29,67003 29,82858 29,83312
Return On Asset
(ROA)
Tahun 2010-2014
NO
Kode
Perusahaan
Return On Asset
2010
2011
2012
2013
2014
1 AGRO 0,46 0,95 0,82 1,01 0,97
2 INPC 0,49 0,52 0,65 1,07 0,47
3 BBKP 1,04 1,30 1,27 1,35 0,92
4 BNBA 1,05 1,45 1,64 1,38 1,01
5 BACA 0,52 0,58 0,83 0,98 0,81
6 BBCA 2,61 2,83 2,65 2,87 2,99
7 BNGA 1,78 1,90 2,15 1,96 1,01
8 BDMN 2,52 2,40 2,64 2,26 1,37
9 SDRA 1,85 1,77 1,68 2,45 0,84
10 BABP 0,32 -1,64 0,01 -1,00 -0,58
11 BNII 0,71 0,71 1,05 1,12 0,50
12 BKSW 0,04 0,17 -0,65 0,03 0,58
13 BMRI 2,08 2,30 2,52 2,57 2,42
14 MAYA 0,76 1,32 1,53 1,60 1,21
15 MEGA 1,85 1,73 2,11 0,79 0,90
16 BCIC 2,02 1,98 0,96 -7,79 -5,22
17 BBNI 1,65 1,94 2,11 2,34 2,60
18 BBNP 0,97 1,03 1,04 1,05 1,02
19 NISP 0,94 1,26 1,15 1,17 1,29
20 PNBN 1,33 1,65 1,53 1,50 1,50
21 BNLI 1,37 1,14 1,04 1,04 0,86
22 BBRI 2,83 3,22 3,39 3,41 3,02
23 BBTN 1,34 1,26 1,22 1,19 0,77
24 BTPN 2,42 3,00 3,35 3,06 2,47
25 BVIC 1,04 1,58 1,44 1,27 0,55
26 MCOR 0,64 0,56 1,45 0,99 0,54
27 BSWD 2,23 2,31 2,16 2,25 2,04
69
Sales Growth
Tahun 2010-2014
NO
Kode
Perusahaan
Sales Growth
2010
2011
2012
2013
2014
1 AGRO -3,125 -4,03226 1,960784 29,3956 35,45648 2 INPC -5,68862 9,396825 -43,5287 108,1192 15,65432 3 BBKP 5,50303 20,7261 10,20175 16,33851 19,32898 4 BNBA 8,26087 11,64659 19,06475 25,37764 33,01205 5 BACA 45,04132 21,08262 11,05882 21,18644 42,83217 6 BBCA 2,716375 13,41899 8,055381 2,71986 49,68532 7 BNGA 7,710299 23,42936 10,89544 12,70689 7,642864 8 BDMN -3,04303 19,69781 14,43753 7,644268 8,570675 9 SDRA 30,61798 32,68817 38,24959 25,67409 -59,8881 10 BABP 10,34063 -1,4333 -15,66 -49,7347 117,4142 11 BNII 7,681582 19,71748 13,82498 16,43055 13,68897 12 BKSW 5,627706 24,18033 23,76238 76,53333 116,1631 13 BMRI 12,69333 19,56334 17,14965 18,67982 21,51327 14 MAYA 14,66809 28,29132 26,78311 35,53387 55,01906 15 MEGA 7,925725 29,14394 6,4013 -11,9102 27,83845 16 BCIC 4,123711 39,72772 20,46058 15 -18,798 17 BBNI 9,080954 9,247818 10,0979 15,22311 22,81288 18 BBNP 11,27451 40,08811 21,22642 24,51362 16,77083 19 NISP -1,31988 26,88172 -46,9616 175,3702 22,43136 20 PNBN 14,65289 26,29374 10,54247 7,563593 18,64667 21 BNLI -0,99198 28,80507 16,28918 30,25772 32,91799 22 BBRI 29,93472 7,535885 7,526882 -9,57759 60,97054 23 BBTN 16,54712 15,47159 16,38572 22,97125 18,66286 24 BTPN 44,00401 33,37979 25,07837 18,45238 14,89906 25 BVIC 32,95019 -9,12584 27,06131 42,01331 -11,4821 26 MCOR 43,44569 40,46997 15,79926 9,309791 35,24229 27 BSWD 4,761905 9,090909 13,54167 39,90826 55,7377 28 BEKS -26,2887 314,6853 168,8027 8,657465 4,157044
Leverage
Tahun 2010-2014
NO
Kode
Perusahaan
Debt Equity Ratio
2010
2011
2012
2013
2014
1 AGRO 4,87 7,41 6,96 4,92 7,21
2 INPC 17,62 22,13 19,76 15,76 20,26
3 BBKP 11,26 11,56 12,41 12,91 10,71
4 BNBA 5,93 7,82 7,85 9,69 12,60
5 BACA 8,46 5,72 9,27 11,18 13,62
6 BBCA 1,86 1,74 1,76 1,85 1,48
7 BNGA 2,87 4,89 6,39 8,43 9,86
8 BDMN 2,10 2,98 2,37 4,26 3,79
9 SDRA 4,29 9,14 4,61 3,75 4,75
10 BABP 10,83 11,60 7,37 10,25 6,56
11 BNII 1,56 3,72 4,70 6,82 9,22
12 BKSW 3,74 1,08 1,55 3,48 5,22
13 BMRI 3,02 3,14 2,99 3,55 2,80
14 MAYA 2,12 2,58 1,47 2,28 5,15
15 MEGA 4,72 4,52 4,88 4,27 4,33
16 BCIC 7,13 8,64 9,97 9,41 8,31
17 BBNI 3,01 3,72 4,24 4,65 3,16
18 BBNP 9,41 11,18 14,10 9,01 5,38
19 NISP 4,08 7,07 5,42 6,01 5,71
20 PNBN 3,52 5,86 8,73 9,16 5,38
21 BNLI 4,11 7,58 8,55 11,39 9,50
22 BBRI 2,87 2,55 2,87 3,09 2,48
23 BBTN 4,38 7,73 6,83 13,15 10,50
24 BTPN 2,05 2,15 1,69 2,40 2,76
25 BVIC 15,48 12,66 16,84 21,36 20,65
26 MCOR 6,87 8,43 7,61 9,26 7,13
27 BSWD 2,43 3,36 1,62 5,63 4,91
71
Nilai Perusahaan (Tobins Q)
Tahun 2010-2014
NO
Kode
Perusahaan
Tobins Q
2010
2011
2012
2013
2014
1 AGRO 1,0957852 1,021808 1,038329 1,006558 0,977405 2 INPC 0,991462404 0,982327 0,951568 0,932375 0,927711 3 BBKP 1,022526269 1,003394 0,998408 0,981062 0,999064 4 BNBA 0,97747764 0,94664 0,958196 0,9491 0,953316 5 BACA 0,980139577 1,022518 0,979174 0,951156 0,960438 6 BBCA 1,376374997 1,401241 1,384237 1,343236 1,435321 7 BNGA 1,218710086 1,07185 1,023894 0,986309 0,967249 8 BDMN 1,244394156 1,092077 1,1597 1,023166 1,050686 9 SDRA 1,083567468 1,006229 1,131083 1,177823 0,922966 10 BABP 1,002408776 0,993519 1,026689 0,994896 1,001706 11 BNII 1,479193664 1,162749 1,111409 1,045443 0,995117 12 BKSW 1,18023166 1,448097 1,337985 1,111391 1,061121 13 BMRI 1,206856762 1,169 1,173967 1,126237 1,10629 14 MAYA 1,256199762 1,209577 1,498713 1,293887 1,100119 15 MEGA 1,109155087 1,125273 1,089347 1,12055 1,102494 16 BCIC 1,058359607 1,030574 1,010456 1,001945 1,030228 17 BBNI 1,154437588 1,108048 1,074357 1,06528 1,123858 18 BBNP 0,998439985 0,992789 0,98473 0,993851 1,043268 19 NISP 1,118093311 1,015706 1,050496 1,004854 1,005235 20 PNBN 1,127247127 1,021688 0,982324 0,974241 1,026319 21 BNLI 1,10872028 1,029869 1,01104 0,995115 1,003298 22 BBRI 1,224947261 1,247449 1,190176 1,156077 1,232905 23 BBTN 1,112504314 1,036585 1,041029 0,981263 1,002772 24 BTPN 1,306439185 1,288242 1,382831 1,214664 1,143677 25 BVIC 0,987846676 0,968074 0,950955 0,957051 0,959426 26 MCOR 1,008463482 1,021877 0,999957 0,963127 0,997816 27 BSWD 1,125732484 1,081442 1,380181 1,0287 1,074033 28 BEKS 1,449034571 1,10016 1,081187 1,019597 1,023866
Hasil Pengujian Pemilihan Model Data Panel
Hasil Uji metode
Pooled Least Square
Dependent Variable: TOBINS_QMethod: Pooled Least Squares Sample: 2010 2014
Included observations: 5 Cross-sections included: 28
Total pool (balanced) observations: 140
Variable Coefficient Std. Error t-Statistic Prob. C 1.070398 0.169682 6.308245 0.0000 ERM 0.009852 0.077243 0.127551 0.8987 SIZE 0.005027 0.005676 0.885795 0.3773 LEVERAGE -0.020144 0.001855 -10.85791 0.0000 ROA -0.001175 0.006138 -0.191498 0.8484 SALES_GROWTH -0.000138 0.000197 -0.699977 0.4852 R-squared 0.516269
Adjusted R-squared 0.498220 F-statistic 28.60274 Prob(F-statistic) 0.000000
Hasil Uji
F ixed Effect Model
Dependent Variable: TOBINS_QMethod: Pooled Least Squares Sample: 2010 2014
Included observations: 5 Cross-sections included: 28
Total pool (balanced) observations: 140
Variable Coefficient Std. Error t-Statistic Prob. C 3.985515 0.604288 6.595386 0.0000 ERM 0.266228 0.161218 1.651355 0.1016 SIZE -0.091394 0.020054 -4.557442 0.0000 LEVERAGE -0.015809 0.003247 -4.869257 0.0000 ROA -0.002520 0.005520 -0.456577 0.6489 SALES_GROWTH -0.000144 0.000150 -0.958502 0.3400 R-squared 0.832990
73
Redundant Fixed Effects TestsPool: POOL
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 7.515408 (27,107) 0.0000 Cross-section Chi-square 148.886146 27 0.0000 R-squared 0.516269
Adjusted R-squared 0.498220 F-statistic 28.60274 Prob(F-statistic) 0.000000
Hasil Uji
Random Effect Model
Dependent Variable: TOBINS_Q?Method: Pooled EGLS (Cross-section random effects) Sample: 2010 2014
Included observations: 5 Cross-sections included: 28
Total pool (balanced) observations: 140
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob. C 1.516544 0.238623 6.355396 0.0000 ERM 0.090046 0.104248 0.863766 0.3893 SIZE -0.009312 0.007956 -1.170475 0.2439 LEVERAGE -0.022057 0.002130 -10.35394 0.0000 ROA -0.002934 0.005173 -0.567195 0.5715 SALES_GROWTH -0.000297 0.000140 -2.113418 0.0364 R-squared 0.433856
Adjusted R-squared 0.412732 S.E. of regression 0.065492 F-statistic 20.53781 Prob(F-statistic) 0.000000
Hasil Uji Hausman
Correlated Random Effects - Hausman Test Pool: POOL
Test cross-section random effects
Test Summary
Chi-Sq.
Statistic Chi-Sq. d.f. Prob. Cross-section random 26.226395 5 0.0001 R-squared 0.832990
Adjusted R-squared 0.783043 F-statistic 16.67747 Prob(F-statistic) 0.000000