Lampiran i Daftar Perusahaan Manufaktur yang Menjadi Sampel
38. PT. Sekar Laut Tbk SKLT Sampel 19 47. PT. Ultrajaya Milk Industry & Trading
Company Tbk. ULTJ Sampel 26 Daftar Sampel Perusahaan yang Memenuhi kriteria
NO. Nama Perusahaan Kode
22. PT. Mayora Indah Tbk MYOR 23. PT. Polychem Indonesia Tbk ADMG 24. PT. Suparma Tbk SPMA 25. PT. Sekar Laut Tbk SKLT 26. PT. Selamat Sempurna Tbk SMSM 27. PT. Trias Sentosa Tbk TRST 28. PT. Tempo Scan Pacifik Tbk TSPC 29. Pt. Ultrajaya Milk Industry & Trading Company
Tbk ULTJ
30. PT. Voksel electric Tbk VOKS
Lampiran iii Data Variabel Penelitian (sebelum Transformasi)
Struktur modal yang diukur dengan Debt to Equity Ratio
NO. Nama Perusahaan Kode Tahun
25. PT. Sekar Laut Tbk SKLT 0.73 0.69 0.74 26. PT. Selamat Sempurna Tbk SMSM 0.73 0.88 0.70 27. PT. Trias Sentosa Tbk TRST 0.68 0.64 0.61 28. PT. Tempo Scan Pacifik Tbk TSPC 0.34 0.36 0.49 29. PT. Ultrajaya Milk Industry & Trading
Company Tbk
ULTJ
0.45 0.54 0.55 30. PT. Voksel electric Tbk VOKS 2.29 1.92 2.17
Struktur modal yang diukur dengan Debt to Asset Ratio
NO. Nama Perusahaan Kode Tahun 29. PT. Ultrajaya Milk Industry & Trading
Company Tbk
ULTJ
Struktur modal yang diukur dengan Interest Coverage Ratio
NO. Nama Perusahaan Kode Tahun
2009 2010 2011 1. PT. Alumindo Light Metal Industri Tbk ALMI 0.13 1.85 3.42 2. PT. Asahimas Flat Glass Tbk AMFG 4.00 23.05 21.05 3. PT. Asiaplast Industries Tbk APLI 13.79 29.97 148.05 4. PT. Berlina Tbk BRNA 1.79 2.84 3.20 5. PT. Beton Jaya Manunggal Tbk BTON 209.83 125.19 230.75 6. PT. Budi Acid Jaya Tbk BUDI 2.65 2.25 2.93 7. PT. Charoen Pokphand Indonesia Tbk CPIN 82.31 54.49 0.72 8. PT. Citra Turbindo Tbk CTBN 5.57 9.83 142.62 9. PT. Fajar Surya Wisesa Tbk FASW 2.40 3.37 1.22 10. PT. Gudang Garam Tbk GGRM 11.70 24.58 26.15 11. PT. Hanjaya Mandala Sampoerna HMSP 35.24 98.84 51.28 12. PT. Indal Alumunium Industri Tbk INAI 1.08 1.67 4.53 13. PT. Indocement Tunggal Perkasa Tbk INTP 92.83 202.38 316.57 14. PT. Indofood Sukses Makmur INDF 3.25 5.74 4.45 15. PT. Japfa Comfeed Indonesia Tbk JPFA 59.73 7.46 2.63 16. PT. Jaya Pari Steel Tbk JPRS 31.57 21.44 17.68 17. PT. Malindo Feedmil Tbk MAIN 2.71 5.94 0.01 18. PT. Mustika Ratu Tbk MRAT 40.28 44.79 54.14 19. PT. Multisrada Arah Serana MASA 4.05 7.97 6.54 20. PT. Nusantara Inti Corpora UNIT 0.52 0.25 0.24 21. PT. Holcim Indonesia Tbk SMCB 3.15 5.73 6.29 22. PT. Mayora Indah Tbk MYOR 6.24 8.81 6.12 23. PT. Polychem Indonesia Tbk ADMG 0.69 1.33 44.41 24. PT. Suparma Tbk SPMA 1.13 2.45 25.91 25. PT. Sekar Laut Tbk SKLT 0.63 2.10 2.56 26. PT. Selamat Sempurna Tbk SMSM 49.91 81.74 59.67 27. PT. Trias Sentosa Tbk TRST 3.99 11.79 16.42 28. PT. Tempo Scan Pacifik Tbk TSPC 33.49 37.85 35.95 29. PT. Ultrajaya Milk Industry & Trading
Company Tbk
ULTJ 3.81 5.76 6.58
Harga saham
NO. Nama Perusahaan Kode Tahun
2009 2010 2011 1. PT. Alumindo Light Metal Industri Tbk ALMI 590 840 910 2. PT. Asahimas Flat Glass Tbk AMFG 1850 5800 6550 3. PT. Asiaplast Industries Tbk APLI 62 90 75 4. PT. Berlina Tbk BRNA 600 1600 1770 5. PT. Beton Jaya Manunggal Tbk BTON 275 340 335 6. PT. Budi Acid Jaya Tbk BUDI 220 220 240 7. PT. Charoen Pokphand Indonesia Tbk CPIN 2250 1840 2150 8. PT. Citra Turbindo Tbk CTBN 3100 2500 4250 9. PT. Fajar Surya Wisesa Tbk FASW 1600 2875 4375 10. PT. Gudang Garam Tbk GGRM 21550 40000 62050 11. PT. Hanjaya Mandala Sampoerna HMSP 10400 28150 39000 12. PT. Indal Alumunium Industri Tbk INAI 215 360 540 13. PT. Indocement Tunggal Perkasa Tbk INTP 13700 15950 17050 14. PT. Indofood Sukses Makmur INDF 3550 4875 4600 15. PT. Japfa Comfeed Indonesia Tbk JPFA 1400 3150 3825 16. PT. Jaya Pari Steel Tbk JPRS 265 580 485 17. PT. Malindo Feedmil Tbk MAIN 900 3200 980 18. PT. Mustika Ratu Tbk MRAT 395 1710 500 19. PT. Multisrada Arah Serana MASA 205 330 500 20. PT. Nusantara Inti Corpora UNIT 123 139 300 21. PT. Holcim Indonesia Tbk SMCB 1550 2250 2175 22. PT. Mayora Indah Tbk MYOR 4500 10750 14250 23. PT. Polychem Indonesia Tbk ADMG 134 215 580 24. PT. Suparma Tbk SPMA 205 230 240 25. PT. Sekar Laut Tbk SKLT 150 140 140 26. PT. Selamat Sempurna Tbk SMSM 750 1070 1360 27. PT. Trias Sentosa Tbk TRST 220 270 390 28. PT. Tempo Scan Pacifik Tbk TSPC 730 1710 2550 29. PT. Ultrajaya Milk Industry & Trading
Company Tbk
ULTJ
Lampiran iv Data Variabel Penelitian (setelah Transformasi)
Struktur modal yang diukur dengan Debt to Equity Ratio
NO. Nama Perusahaan Kode Tahun
2009 2010 2011 1. PT. Alumindo Light Metal Industri
Tbk 29. PT. Ultrajaya Milk Industry & Trading
Company Tbk
ULTJ
Struktur modal yang diukur dengan Debt to Asset Ratio
NO. Nama Perusahaan Kode Tahun
2009 2010 2011 1. PT. Alumindo Light Metal Industri
Tbk 29. PT. Ultrajaya Milk Industry & Trading
Company Tbk
ULTJ
-1.169 -1.045 -1.032 30. PT. Voksel electric Tbk VOKS -0.362 -0.420 -0.379
Struktur modal yang diukur dengan Interest Coverage Ratio
NO. Nama Perusahaan Kode Tahun
4. PT. Berlina Tbk BRNA 0.58 1.04 1.16 29. PT. Ultrajaya Milk Industry & Trading
12. PT. Indal Alumunium Industri Tbk INAI 5.371 5.886 6.292 13. PT. Indocement Tunggal Perkasa Tbk INTP 9.525 9.677 9.744 14. PT. Indofood Sukses Makmur INDF 8.175 8.492 8.434 15. PT. Japfa Comfeed Indonesia Tbk JPFA 7.244 8.055 8.249 16. PT. Jaya Pari Steel Tbk JPRS 5.580 6.363 6.184 17. PT. Malindo Feedmil Tbk MAIN 6.802 8.071 6.888 18. PT. Mustika Ratu Tbk MRAT 5.979 7.444 6.215 19. PT. Multisrada Arah Serana MASA 5.323 5.799 6.215 20. PT. Nusantara Inti Corpora UNIT 4.812 4.934 5.704 21. PT. Holcim Indonesia Tbk SMCB 7.346 7.719 7.685 22. PT. Mayora Indah Tbk MYOR 8.412 9.283 9.565 23. PT. Polychem Indonesia Tbk ADMG 4.898 5.371 6.363 24. PT. Suparma Tbk SPMA 5.323 5.438 5.481 25. PT. Sekar Laut Tbk SKLT 5.011 4.942 4.942 26. PT. Selamat Sempurna Tbk SMSM 6.620 6.975 7.215 27. PT. Trias Sentosa Tbk TRST 5.394 5.598 5.966 28. PT. Tempo Scan Pacifik Tbk TSPC 6.593 7.444 7.844 29. PT. Ultrajaya Milk Industry & Trading
Company Tbk
ULTJ
6.363 7.098 6.985 30. PT. Voksel electric Tbk VOKS 6.016 6.109 6.709
Lampiran v
Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean
Std. Deviation
Harga Saham 90 62.00 62050.00 4215.4778 9543.21682 DER 90 .06 14.53 1.3273 1.94437 DAR 90 .07 3.46 .5039 .39921 ICR 90 .01 316.57 31.0320 55.85756 Valid N
(listwise)
Lampiran vi Hasil Uji Normalitas Sebelum Transformasi
One-Sample Kolmogorov-Smirnov Test
Harga Saham
N 90
Normal Parametersa,,b Mean 4215.4778 Std. Deviation 9543.21682 Most Extreme
Differences
Absolute .332 Positive .328 Negative -.332 Kolmogorov-Smirnov Z 3.147 Asymp. Sig. (2-tailed) .000 a. Test distribution is Normal.
b. Calculated from data.
Lampiran vi (lanjutan) Hasil Uji Normalitas Sesudah Transformasi
Lampiran vi (lanjutan) Hasil Uji Normalitas Sesudah Transformasi
Lampiran vii Hasil Uji Multikolinearitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
T Sig.
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 7.200 .496 14.504 .000
LN_DER -.570 .380 -.350 -1.500 .137 .187 5.351
LN_DAR 1.103 .624 .413 1.767 .081 .186 5.387
Lampiran viii Hasil Uji Autokorelasi
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-Watson
1 .356a .127 .096 1.50377 1.511
a. Predictors: (Constant), LN_ICR, LN_DER, LN_DAR
b. Dependent Variable: LN_Harga_saham
Lampiran ix Hasil Uji Heterokedastisitas
Lampiran x Hasil Uji Hipotesis (Uji-t)
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 7.200 .496 14.504 .000
LN_DER -.570 .380 -.350 -1.500 .137 .187 5.351
LN_DAR 1.103 .624 .413 1.767 .081 .186 5.387
Lampiran xi Hasil Uji Hipotesis (Uji-F)
ANOVAb
Model
Sum of
Squares df Mean Square F Sig.
1 Regression 28.219 3 9.406 4.160 .008a
Residual 194.473 86 2.261
Total 222.692 89
a. Predictors: (Constant), LN_ICR, LN_DER, LN_DAR
b. Dependent Variable: LN_Harga_saham
Lampiran xii Tabel F
(Taraf Signifikansi 0,05)
Df2 Df1
15 4.543 3.682 3.287 3.056 2.901 16 4.494 3.634 3.239 3.007 2.852 17 4.451 3.592 3.197 2.965 2.810 18 4.414 3.555 3.160 2.928 2.773 19 4.381 3.522 3.127 2.895 2.740 20 4.351 3.493 3.098 2.866 2.711 21 4.325 3.467 3.072 2.840 2.685 22 4.301 3.443 3.049 2.817 2.661 23 4.279 3.422 3.028 2.796 2.640 24 4.260 3.403 3.009 2.776 2.621 25 4.242 3.385 2.991 2.759 2.603 26 4.225 3.369 2.975 2.743 2.587 27 4.210 3.354 2.960 2.728 2.572 28 4.196 3.340 2.947 2.714 2.558 29 4.183 3.328 2.934 2.701 2.545 30 4.171 3.316 2.922 2.690 2.534
Lampiran xii (Lanjutan) Tabel F
(Taraf Signifikansi 0,05)
Df2 Df1
43 4.067 3.214 2.822 2.589 2.432 44 4.062 3.209 2.816 2.584 2.427 45 4.057 3.204 2.812 2.579 2.422 46 4.052 3.200 2.807 2.574 2.417 47 4.047 3.195 2.802 2.570 2.413 48 4.043 3.191 2.798 2.565 2.409 49 4.038 3.187 2.794 2.561 2.404 50 4.034 3.183 2.790 2.557 2.400 51 4.030 3.179 2.786 2.553 2.397 52 4.027 3.175 2.783 2.550 2.393 53 4.023 3.172 2.779 2.546 2.389 54 4.020 3.168 2.776 2.543 2.386 55 4.016 3.165 2.773 2.540 2.383 56 4.013 3.162 2.769 2.537 2.380 57 4.010 3.159 2.766 2.534 2.377 58 4.007 3.156 2.764 2.531 2.374 59 4.004 3.153 2.761 2.528 2.371 60 4.001 3.150 2.758 2.525 2.368
Lampiran xiii Tabel t
(pada taraf signifikansi 0,05) 1 sisi (0,05) dan 2 sisi (0,025)
