LAMPIRAN 1
Daftar Perusahaan Manufaktur yang terdaftar di BEI (2011-2013)
No. Nama Perusahaan Kode
Perusahaan
1. Indocement Tunggal Prakarsa Tbk INTP
2. Holcim Indonesia Tbk SMCB
3. Semen Gresik Tbk SMGR
4. Semen Baturaja Persero Tbk SMBR
5. Asahimas Flat Glass Tbk AMFG
6. Arwana Citra Mulia Tbk ARNA
7. Inti Keramik Alam Asri Industri Tbk IKAI 8. Keramika Indonesia Assosiasi Tbk KIAS
9. Mulia Industrindo Tbk MLIA
10. Surya Toto Indonesia Tbk TOTO
11. Alaska Industrindo Tbk ALKA
12. Alumindo Light Metal Industry Tbk ALMI
13. Beton Jaya Manunggal Tbk BTON
14. Citra Turbindo Tbk CTBN
15. Gunawan Dianjaya Steel Tbk GDST
16. Indal Aluminium Industry Tbk INAI
17. Itamaraya Tbk ITMA
18. Jakarta Kyoei Steel Work LTD Tbk JKSW
19. Jaya Pari Steel Tbk JPRS
20. Krakatau Steel Tbk KRAS
21. Lion Metal Works Tbk LION
22. Lionmesh Prima Tbk LMSH
23. Hanson International Tbk MYRX
24. Pelat Timah Nusantara Tbk NIKL
25. Pelangi Indah Canindo Tbk PICO
26. Tembaga Mulia Semanan Tbk TBMS
27. Steel Pipe Industry of Indonesia Tbk ISSP
28. Barito Pasific Tbk BRPT
29. Budi Acid Jaya Tbk BUDI
30. Duta Pertiwi Nusantara DPNS
31. Ekadharma International Tbk EKAD
32. Eterindo Wahanatama Tbk ETWA
33. Intan Wijaya International Tbk INCI
34. Sorini Agro Asia Corporindo Tbk SOBI
35. Indo Acitama Tbk SRSN
36. Chandra Asri Petrochemical TPIA
37. Unggul Indah Cahaya Tbk UNIC
38. Alam Karya Unggul Tbk AKKU
40. Asiaplast Industries Tbk APLI
41. Berlina Tbk BRNA
42. Titan Kimia Nudantara Tbk FPNI
43. Champion Pasific Indonesia Tbk IGAR
44. Indopoly Swakarsa Industry Tbk IPOL
45. Sekawan Intipratama Tbk SIAP
46. Siwani Makmur Tbk SIMA
47. Trias Sentosa Tbk TRST
48. Yana Prima Hasta Persada Tbk YPAS
49. Charoen Pokphand Indonesia Tbk CPIN
50. Japfa Comfeed Indonesia Tbk JPFA
51. Malindo Feedmill Tbk MAIN
52. Muktibreeder Adirama Indonesia Tbk MBAI
53. Siearad Produce Tbk SIPD
54. Sumalindo Lestari Jaya Tbk SULI
55. Tirta Mahakam Resources Tbk TIRT
56. Alkindo Naratama Tbk ALDO
57. Fajar Surya Wisesa Tbk FASW
58. Indah Kiat Pulp & Paper Tbk INKP
59. Toba Pulp Lestari Tbk INRU
60. Kertas Basuki Rachmat Indonesia Tbk KBRI 61. Surabaya Agung Industri Pulp & Paper Tbk SAIP
62. Suparma Tbk SPMA
63. Pabrik Kertas Tjiwi Kimia Tbk TKIM
64. Grand Kartech Tbk KRAH
65. Astra International Tbk ASII
66. Astra Auto Part Tbk AUTO
67. Indo Kordsa Tbk BRAM
68. Goodyear Indonesia Tbk GDYR
69. Gajah Tunggal Tbk GJTL
70. Indomobil Sukses International Tbk IMAS
71. Indospiring Tbk INDS
72. Multi Prima Sejahtera Tbk LPIN
73. Multistrada Arah Sarana Tbk MASA
74. Nippres Tbk NIPS
75. Prima Alloy Steel Universal Tbk PRAS
76. Selamat Sempurna Tbk SMSM
77. Polychem Indonesia Tbk ADMG
78. Argo Pantes Tbk ARGO
79. Centex Tbk CNTX
80. Eratex Djaya Tbk ERTX
81. Ever Shine Textile Industry Tbk ESTI
82. Pan Asia Indosyntec Tbk HDTX
84. Karwell Indonesia Tbk KARW
85. Apac Citra Centertex Tbk MYTX
86. Pan Asia Filament Inti PAFI
87. Pan Brothers Tbk PBRX
88. Asia Pasific Fibers Tbk POLY
89. Ricky Putra Globalindo Tbk RICY
90. Sunson textile Manufacturer Tbk SSTM
91. Nusantara Inti Corpora Tbk UNIT
92. Unitex Tbk UNTX
93. Trisula International Tbk TRIS
94. Sri Rejeki Isman Tbk SRIL
95. Sepatu Bata Tbk BATA
96. Primarindo Asia Infrastructure Tbk BIMA
97. Surya Intrindo Makmur Tbk SIMM
98. Sumi Indo Kabel Tbk IKBI
99. Jembo Cable Company Tbk JECC
100. KMI Wire and Cable Tbk KBLI
101. Kabelindo Murni Tbk KBLM
102. Supreme Cable Manufacturing and Commerce Tbk SCCO
103. Voksel Electric Tbk VOKS
104. Sat Nusa Persada Tbk PTSN
105. Akasha Wira International Tbk ADES
106. Tiga Pilar Sejahtera Food Tbk AISA
107. Cahaya Kalbar Tbk CEKA
108. Davomas Abadi Tbk DAVO
109. Delta Djakarta Tbk DLTA
110. Indofood CBP Sukses Makmur Tbk ICBP
111. Indofood Sukses Makmur Tbk INDF
112. Multi Bintang Indonesia Tbk MLBI
113. Mayora Indah Tbk MYOR
114. Prashida Aneka Niaga Tbk PSDN
115. Nippon Indosari Corporindo Tbk ROTI
116. Sekar Laut Tbk SKLT
117. Siantar Top Tbk STTP
118. Ultrajaya Milk Industry and Trading Company Tbk ULTJ
119. Tri Banyan Tirta Tbk ALTO
120. Sekar Bumi Tbk SKBM
121. Gudang Garam Tbk GGRM
122. Hanjaya Mandala Sampoerna Tbk HMSP
123. Bentoel International Investama Tbk RMBA
124. Wismilak Inti Makmur Tbk WIMM
125. Darya varia laboratoria Tbk DVLA
126. Indofarma Tbk INAF
128. Kalbe Farma Tbk KLBF
129. Merck Tbk MERK
130. Pyridam Farma Tbk PYFA
131. Schering Plough Indonesia Tbk SCPI
132. Taisho Pharmaceutical Indonesia Tbk SQBI
133. Tempo Scan Pacific Tbk TSPC
134. Industri Jamu dan farmasi Sido Muncul Tbk SIDO
135. Martina Berto Tbk MBTO
136. Mustika Ratu Tbk MRAT
137. Mandom Indonesia Tbk TCID
138. Unilever Indonesia Tbk UNVR
139. Kedawung Setia Industrial Tbk KDSI
140. Kedaung Indag Can Tbk KICI
141. Langgeng Makmur Industry Tbk LMPI
LAMPIRAN 2 Daftar Pemilihan Sampel
Daftar perusahaan manufaktur yang menjadi populasi :
No. Kode Populasi Kriteria Sampel
1 2 3
1. INTP Indocement Tunggal Prakarsa Tbk 1 2. SMCB Holcim Indonesia Tbk
3. SMGR Semen Gresik Tbk 2
4. SMBR Semen Baturaja Persero Tbk
5. AMFG Asahimas Flat Glass Tbk 3 6. ARNA Arwana Citra Mulia Tbk
7. IKAI Inti Keramik Alam Asri Industri Tbk 8. KIAS Keramika Indonesia Assosiasi Tbk 9. MLIA Mulia Industrindo Tbk 10. TOTO Surya Toto Indonesia Tbk 11. ALKA Alaska Industrindo Tbk
12. ALMI Alumindo Light Metal Industry Tbk 4 13. BTON Beton Jaya Manunggal Tbk
14. CTBN Citra Turbindo Tbk
15. GDST Gunawan Dianjaya Steel Tbk 16. INAI Indal Aluminium Industry Tbk
17. ITMA Itamaraya Tbk
18. JKSW Jakarta Kyoei Steel Work LTD Tbk
19. JPRS Jaya Pari Steel Tbk
20. KRAS Krakatau Steel Tbk
21. LION Lion Metal Works Tbk
22. LMSH Lionmesh Prima Tbk
23. MYRX Hanson International Tbk 24. NIKL Pelat Timah Nusantara Tbk 25. PICO Pelangi Indah Canindo Tbk 26. TBMS Tembaga Mulia Semanan Tbk 27. ISSP Steel Pipe Industry of Indonesia Tbk
28. BRPT Barito Pasific Tbk
29. BUDI Budi Acid Jaya Tbk
30. DPNS Duta Pertiwi Nusantara 31. EKAD Ekadharma International Tbk 32. ETWA Eterindo Wahanatama Tbk 33. INCI Intan Wijaya International Tbk 34. SOBI Sorini Agro Asia Corporindo Tbk
35. SRSN Indo Acitama Tbk
37. UNIC Unggul Indah Cahaya Tbk 38. AKKU Alam Karya Unggul Tbk 39. AKPI Argha Karya Prima Industry Tbk 40. APLI Asiaplast Industries Tbk
41. BRNA Berlina Tbk
42. FPNI Titan Kimia Nudantara Tbk 43. IGAR Champion Pasific Indonesia Tbk 44. IPOL Indopoly Swakarsa Industry Tbk 45. SIAP Sekawan Intipratama Tbk
46. SIMA Siwani Makmur Tbk
47. TRST Trias Sentosa Tbk
48. YPAS Yana Prima Hasta Persada Tbk
49. CPIN Charoen Pokphand Indonesia Tbk 5 50. JPFA Japfa Comfeed Indonesia Tbk
51. MAIN Malindo Feedmill Tbk 6
52. MBAI Muktibreeder Adirama Indonesia Tbk
53. SIPD Siearad Produce Tbk
54. SULI Sumalindo Lestari Jaya Tbk 55. TIRT Tirta Mahakam Resources Tbk 56. ALDO Alkindo Naratama Tbk 57. FASW Fajar Surya Wisesa Tbk 58. INKP Indah Kiat Pulp & Paper Tbk 59. INRU Toba Pulp Lestari Tbk 60. KBRI Kertas Basuki Rachmat Indonesia Tbk 61. SAIP Surabaya Agung Industri Pulp &
Paper Tbk
62. SPMA Suparma Tbk
63. TKIM Pabrik Kertas Tjiwi Kimia Tbk
64. KRAH Grand Kartech Tbk
65. ASII Astra International Tbk 7
66. AUTO Astra Auto Part Tbk
67. BRAM Indo Kordsa Tbk
68. GDYR Goodyear Indonesia Tbk
69. GJTL Gajah Tunggal Tbk
70. IMAS Indomobil Sukses International Tbk
71. INDS Indospiring Tbk
72. LPIN Multi Prima Sejahtera Tbk 73. MASA Multistrada Arah Sarana Tbk
74. NIPS Nippres Tbk
75. PRAS Prima Alloy Steel Universal Tbk 76. SMSM Selamat Sempurna Tbk 77. ADMG Polychem Indonesia Tbk
78. ARGO Argo Pantes Tbk
79. CNTX Centex Tbk
81. ESTI Ever Shine Textile Industry Tbk 82. HDTX Pan Asia Indosyntec Tbk 83. INDR Indo Rama Synthetic Tbk 84. KARW Karwell Indonesia Tbk 85. MYTX Apac Citra Centertex Tbk 86. PAFI Pan Asia Filament Inti
87. PBRX Pan Brothers Tbk
88. POLY Asia Pasific Fibers Tbk 89. RICY Ricky Putra Globalindo Tbk 90. SSTM Sunson textile Manufacturer Tbk 91. UNIT Nusantara Inti Corpora Tbk
92. UNTX Unitex Tbk
93. TRIS Trisula International Tbk 94. SRIL Sri Rejeki Isman Tbk
95. BATA Sepatu Bata Tbk
96. BIMA Primarindo Asia Infrastructure Tbk 97. SIMM Surya Intrindo Makmur Tbk
98. IKBI Sumi Indo Kabel Tbk
99. JECC Jembo Cable Company Tbk 100. KBLI KMI Wire and Cable Tbk 101. KBLM Kabelindo Murni Tbk 102. SCCO Supreme Cable Manufacturing and
Commerce Tbk
103. VOKS Voksel Electric Tbk
104. PTSN Sat Nusa Persada Tbk 105. ADES Akasha Wira International Tbk
106. AISA Tiga Pilar Sejahtera Food Tbk 8
107. CEKA Cahaya Kalbar Tbk
108. DAVO Davomas Abadi Tbk
109. DLTA Delta Djakarta Tbk
110. ICBP Indofood CBP Sukses Makmur Tbk
111. INDF Indofood Sukses Makmur Tbk 9 112. MLBI Multi Bintang Indonesia Tbk
113. MYOR Mayora Indah Tbk
114. PSDN Prashida Aneka Niaga Tbk 115. ROTI Nippon Indosari Corporindo Tbk
116. SKLT Sekar Laut Tbk
117. STTP Siantar Top Tbk
118. ULTJ Ultrajaya Milk Industry and Trading Company Tbk
119. ALTO Tri Banyan Tirta Tbk
120. SKBM Sekar Bumi Tbk
121. GGRM Gudang Garam Tbk 10
122. HMSP Hanjaya Mandala Sampoerna Tbk 123. RMBA Bentoel International Investama Tbk
124. WIMM Wismilak Inti Makmur Tbk 125. DVLA Darya varia laboratoria Tbk
126. INAF Indofarma Tbk
127. KAEF Kimia farma Tbk
128. KLBF Kalbe Farma Tbk
129. MERK Merck Tbk
130. PYFA Pyridam Farma Tbk
131. SCPI Schering Plough Indonesia Tbk 132. SQBI Taisho Pharmaceutical Indonesia Tbk 133. TSPC Tempo Scan Pacific Tbk 134. SIDO Industri Jamu dan Farmasi Sido
Muncul Tbk
135. MBTO Martina Berto Tbk
136. MRAT Mustika Ratu Tbk
137. TCID Mandom Indonesia Tbk
138. UNVR Unilever Indonesia Tbk 11 139. KDSI Kedawung Setia Industrial Tbk
140. KICI Kedaung Indag Can Tbk 141. LMPI Langgeng Makmur Industry Tbk
LAMPIRAN 3
Daftar Perusahaan Manufaktur yang menjadi sampel
Sumber : www.idx.co.id Diolah oleh Peneliti (2015)
No. Kode Nama Perusahaan
1. INTP Indocement Tunggal Prakarsa Tbk 2. SMGR Semen Gresik Tbk
3. AMFG Asahimas Flat Glass Tbk
4. ALMI Alumindo Light Metal Industry Tbk 5. CPIN Charoen Pokphand Indonesia Tbk 6. MAIN Malindo Feedmill Tbk
7. ASII Astra International Tbk 8. AISA Tiga Pilar Sejahtera Food Tbk 9. INDF Indofood Sukses Makmur Tbk 10. GGRM Gudang Garam Tbk
LAMPIRAN 4
Daftar Nilai DER, DPR, PBV dan Return Saham pada Perusahaan yang dijadikan Sampel
No. Perusahaan Tahun DER DPR PBV Return Saham 1. INTP 2011 0.96 8.56 0.79 1.31 2012 2.47 28.11 0.54 5.49 2013 0.25 10.3 1.33 1.22 2. SMGR 2011 1.02 45.07 3.95 2.68 2012 1.43 29.24 5.7 1.95 2013 1.59 39.31 4.86 1.61 3. AMFG 2011 1.70 49.93 1.28 3.80 2012 0.35 29.99 3.99 1.72 2013 2.15 20.64 3.94 2.55 4. ALMI 2011 0.35 50.00 4.65 2.89 2012 0.90 52.06 6.01 2.90 2013 2.20 22.17 1.55 1.48 5. CPIN 2011 0.27 44.16 0.34 3.08 2012 1.03 10.02 1.47 0.96 2013 1.51 45.03 3.43 2.84 6. MAIN 2011 1.56 28.1 7.32 1.26 2012 1.74 38.35 4.07 1.42 2013 0.37 49.81 1.50 3.16 7. ASII 2011 1.64 34.80 4.26 2.00 2012 0.46 20.15 5.90 1.52 2013 1.13 45.00 5.18 2.32 8. AISA 2011 3.19 48.06 6.05 3.04 2012 0.28 8.01 1.78 0.59 2013 1.02 23.58 0.28 3.33 9. INDF 2011 1.58 10.26 1.10 1.14 2012 1.73 45.04 2.59 3.18 2013 2.04 29.80 5.56 1.36 10. GGRM 2011 0.46 35.56 2.75 1.90 2012 1.57 49.80 1.51 2.15 2013 0.41 66.13 3.20 4.50 11. UNVR 2011 1.85 14.05 6.24 0.63 2012 2.02 45.00 3.85 2.88 2013 2.14 48.90 7.01 2.70 Sumber : www.idx.co.id
LAMPIRAN 5 Hasil Output SPSS
Tests of Normality
Kolmogorov-Smirnova Shapiro-Wilk Statistic Df Sig. Statistic df Sig.
DER .144 33 .079 .941 33 .071
DPR .166 33 .022 .937 33 .056
PBV .150 33 .056 .943 33 .083
Yield .095 33 .200* .947 33 .108 *. This is a lower bound of the true significance.
Model Summaryb Model R R Square Adjusted R
Square
Std. Error of the Estimate
Durbin-Watson
1 .780a .609 .568 .72469 2.231
a. Predictors: (Constant), PBV, DPR, DER b. Dependent Variable: Yield
Coefficientsa Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Toleranc e VIF 1 (Constant) .851 .385 2.209 .035 DER .323 .176 .221 1.835 .077 .931 1.074 DPR .053 .008 .745 6.237 .000 .945 1.058 PBV -.229 .065 -.437 -3.534 .001 .882 1.134 a. Dependent Variable: Yield
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 .663a .440 .403 .85227
a. Predictors: (Constant), DPR, DER
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 17.135 2 8.567 11.795 .000b
Residual 21.791 30 .726
Total 38.925 32
a. Dependent Variable: Yield b. Predictors: (Constant), DPR, DER
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant) .506 .438 1.154 .258 DER .163 .200 .111 .812 .423 DPR .046 .010 .648 4.741 .000
a. Dependent Variable: Yield
Model Summary Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 .343a .118 .026 1.08832
a. Predictors: (Constant), DERxPBV, DER, PBV
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression 4.577 3 1.526 1.288 .297b
Residual 34.349 29 1.184
Total 38.925 32
a. Dependent Variable: Yield
b. Predictors: (Constant), DERxPBV, DER, PBV
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant) 1.771 .713 2.483 .019 DER .757 .500 .517 1.515 .141 PBV .047 .198 .089 .235 .816 DERxPBV -.129 .123 -.552 -1.052 .301 a. Dependent Variable: Yield
Coefficientsa
Model Unstandardized Coefficients Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant) 1.297 .532 2.436 .021 DPR .049 .016 .685 3.032 .005 PBV -.244 .163 -.466 -1.500 .144 DPRxPBV .001 .005 .122 .309 .760
a. Dependent Variable: Yield
Model Summary Model R R Square Adjusted R
Square Std. Error of the Estimate 1 .751a .565 .520 .76437 a. Predictors: (Constant), DPRxPBV, DPR, PBV ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 21.982 3 7.327 12.541 .000b
Residual 16.943 29 .584
Total 38.925 32
a. Dependent Variable: Yield
