ANALISIS KINERJA KEUANGAN PERUSAHAAN PUBLIK MELALUI PENGAMATAN TERHADAP PERUBAHAN HARGA DAN RETURN SAHAM DI BURSA EFEK JAKARTA (Studi Kasus Terhadap Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Jakarta Tahun 2004, 2005, dan 2006) - Unika Repository

(1)

85

LAMPIRAN 1

NAMA PERUSAHAAN

(2)

NO EMITEN KODE

1 PT, Aqua Golden Mississippi Tbk, AQUA

2 PT, Davomas Abadi Tbk, DAVO

3 PT, Delta Djakarta Tbk, DLTA

4 PT, Fast Food Indonesia Tbk, FAST

5 PT, Indofood Sukses Makmur Tbk, INDF

6 PT, Mayora Indah Tbk, MYOR

7 PT, Multi Bintang Indonesia MLBI

8 PT, Sari Husada Tbk, SHDA

9 PT, Siantar Top Tbk, STTP

10 PT, Tunas Baru Lampung Tbk, TBLA

11 PT, Ultrajaya Milk Industry Tbk, ULTJ

12 PT, Gudang Garam Tbk, GGRM

13 PT, Hanjaya Mandala Sampoerna Tbk, HMSP 14 PT, Century Textile Industry Tbk, CNTX

15 PT, Roda Vivatex Tbk, RDTX

16 PT, Delta Dunia Petronindo Tbk, DOID

17 PT, Great River International Tbk, GRIV

18 PT, Indo-Rama Synthetics Tbk, INDR

19 PT, Pan Brothers Tex Tbk, PBRX

20 PT, Ricky Putra Globalindo Tbk, RICY

21 PT, Sepatu Bata Tbk, BATA

22 PT, Tirta Mahakam Plywood Industry Tbk, TIRT

23 PT, Fajar Surya Wisesa Tbk, FASW

24 PT, AKR Corporation ,TBK AKRA

25 PT, Budi Acid Jaya Tbk, BUDI

26 PT, Colorpak Indonesia Tbk, CLPI

27 PT, Lautan Luas Tbk, LTLS

28 PT, Sorini Corporation Tbk, SOBI

29 PT, Unggul Indah Cahaya Tbk, UNIC

30 PT, Ekadharma Tape Industries Tbk, EKAD 31 PT, Intanwijaya Internasional Tbk, INCI

32 PT. Aneka Kemasindo Utama ,Tbk AKKU

33 PT, Argha Karya Prima Industry Tbk, AKPI 34 PT, Asahimas Flat Glass Co,Ltd,Tbk, AMFG

(3)

87

36 PT, Dynaplast Tbk, DYNA

37 PT, Igar Jaya Tbk, IGAR

38 PT, Trias Sentosa Tbk, TRST

39 PT, Indocement Tunggal Perkasa Tbk, INTP

40 PT, Semen Gresik (Persero) Tbk, SMGR

46 PT, Arwana Citramulia Tbk, ARNA

47 PT, Surya Toto Indonesia Tbk, TOTO

48 PT, Astra-Graphia Tbk, ASGR

49 PT, Multipolar Corporation Tbk, MLPL

50 PT, Andhi Chandra Automotive Products Tbk, ACAP

51 PT, Astra International Tbk, ASII

52 PT, Astra Otoparts Tbk, AUTO

53 PT, Branta Mulia Tbk, BRAM

54 PT, Gajah Tunggal Tbk, GJTL

55 PT, GT Petrochem Industries Tbk, ADMG

56 PT, Hexindo Adiperkasa Tbk, HEXA

57 PT, Intraco Penta Tbk, INTA

58 PT, Prima Alloy Steel Tbk, PRAS

59 PT, Selamat Sempurna Tbk, SMSM

60 PT, Tunas Ridean Tbk, TURI

61 PT, United Tractors Tbk, UNTR

62 PT, Bristol-Myers Squibb Indonesia Tbk, SQBB 63 PT, Darya-Varia Laboratoria Tbk, DVLA

64 PT, Kalbe Farma Tbk, KLBF

70 PT, Mustika Ratu Indonesia Tbk, MRAT

71 PT, Unilever Indonesia Tbk, UNVR

(4)

LAMPIRAN 2

(5)

89

Harga Saham NO KODE

(6)

(7)

91

Return Saham KODE

(8)

(9)

93

LAMPIRAN 3

DATA DER, PER, CR, ROE DAN TOTA

(10)

(11)

95

(12)

(13)

97

LAMPIRAN 4

DESCRIPTIVES STATISTICS

(14)

Descriptives

Descriptive Statistics

71 1.71 4.87 3.0677 .72586

71 .22 4.32 2.1901 .96797

71 .12 6.50 1.2056 1.15068

71 3.46 197.25 19.4856 30.65245

71 .84 6.42 2.5982 1.49244

71 .81 86.05 16.2908 15.70236

71 .23 78.27 5.9120 9.31284

71 hrgshm

retrnshm der per cr roe tota

Valid N (listwise)

(15)

99

LAMPIRAN 5

KOLMOGOROV-SMIRNOV TEST

(16)

HARGA SAHAM

NORMALITAS

NPar Tests

One-Sample Kolmogorov-Smirnov Test

71 Std. Deviation Normal Parameters a,b

Absolute Positive Negative Most Extreme

Differences

Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)

Unstandardiz ed Residual

Test distribution is Normal. a.

Calculated from data. b.

RETURN SAHAM

NORMALITAS

NPar Tests

One-Sample Kolmogorov-Smirnov Test

71 Std. Deviation Normal Parameters a,b

Absolute Positive Negative Most Extreme

Differences

Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)

Unstandardiz ed Residual

Test distribution is Normal. a.

(17)

101

LAMPIRAN 6

DURBIN WATSON

(18)

HARGA SAHAM

AUTOKORELASI

Model Summaryb

,814a ,663 ,637 ,43728 2,022

Model 1

R R Square

Adjusted R Square

Std. Error of the Estimate

Durbin-W atson

Predictors: (Constant), TOTA, DER, CR, PER, ROE a.

Dependent Variable: HRGSHM b.

RETURN SAHAM

AUTOKORELASI

Model Summaryb

,745a ,554 ,520 ,67055 2,113

Model 1

R R Square

Adjusted R Square

Durbin-W atson

(19)

103

LAMPIRAN 7

UJI MULTIKOLINERITAS

(20)

HARGA SAHAM

Coefficientsa

2,401 ,113 21,225 ,000

,178 ,053 ,282 3,330 ,001 ,724 1,381

,005 ,002 ,217 2,177 ,033 ,523 1,911

-,007 ,043 -,015 -,164 ,870 ,651 1,536

,016 ,005 ,341 2,881 ,005 ,370 2,705

,019 ,008 ,247 2,403 ,019 ,489 2,043

(Constant)

B Std. Error Unstandardized

Coefficients

Beta Standardized

Coefficients

t Sig. Tolerance VIF Collinearity Statistics

Dependent Variable: HRGSHM a.

RETURN SAHAM

Coefficientsa

1,428 ,173 8,235 ,000

,230 ,082 ,274 2,814 ,006 ,724 1,381

,007 ,004 ,216 1,886 ,064 ,523 1,911

-,038 ,067 -,058 -,566 ,573 ,651 1,536

,018 ,008 ,299 2,194 ,032 ,370 2,705

,025 ,012 ,242 2,048 ,045 ,489 2,043

(Constant)

Coefficients

Beta Standardized

Coefficients

(21)

105

LAMPIRAN 8

UJI HETEROSKEDASTISITAS

(22)

HARGA SAHAM

Coefficientsa

.187 .060 3.106 .003

.087 .028 .397 3.085 .003 .724 1.381

-.001 .001 -.062 -.410 .683 .523 1.911

-.001 .023 -.004 -.031 .976 .651 1.536

.003 .003 .172 .952 .345 .370 2.705

.002 .004 .058 .369 .713 .489 2.043

(Constant)

Coefficients

Beta Standardized

Coefficients

Dependent Variable: abs_res a.

RETURN SAHAM

Coefficientsa

.452 .096 4.715 .000

.080 .045 .248 1.771 .081

.000 .002 .017 .105 .917

-.025 .037 -.099 -.671 .505

.001 .005 .040 .206 .837

.003 .007 .087 .508 .613

(Constant)

(23)

107

LAMPIRAN 9

PERHITUNGAN REGRESI

HARGA SAHAM

(24)

Regression

71 1,71 4,87 3,0677 ,72586

71 ,12 6,50 1,2056 1,15068

71 3,46 197,25 19,4856 30,65245

71 ,84 6,42 2,5982 1,49244

71 ,81 86,05 16,2908 15,70236

71 ,23 78,27 5,9120 9,31284

71

Valid N (listwise)

N Minimum Maximum Mean Std. Deviation

Variables Entered/Removedb

TOTA,

Removed Method

All requested variables entered. a.

Model Summaryb

,814a _,663 _,637 _,43728 _2,022

Model 1

R R Square

Adjusted R Square

Durbin-W atson

ANOVAb

24,453 5 4,891 25,576 ,000a

12,429 65 ,191

36,881 70

Regression

Squares df Mean Square F Sig.

(25)

109

Coefficientsa

2,401 ,113 21,225 ,000

,178 ,053 ,282 3,330 ,001 ,724 1,381

,005 ,002 ,217 2,177 ,033 ,523 1,911

-,007 ,043 -,015 -,164 ,870 ,651 1,536

,016 ,005 ,341 2,881 ,005 ,370 2,705

,019 ,008 ,247 2,403 ,019 ,489 2,043

(Constant)

Coefficients

Beta Standardized

Coefficients

Coefficient Correlationsa

1,000 -,109 -,109 ,242 -,643

-,109 1,000 -,105 -,400 ,071

-,109 -,105 1,000 -,244 -,192

,242 -,400 -,244 1,000 -,412

-,643 ,071 -,192 -,412 1,000

6,436E-05 -4,65E-05 -3,81E-05 4,577E-06 -2,83E-05 -4,65E-05 ,003 ,000 -5,04E-05 2,081E-05 -3,81E-05 ,000 ,002 -2,49E-05 -4,57E-05 4,577E-06 -5,04E-05 -2,49E-05 5,555E-06 -5,31E-06 -2,83E-05 2,081E-05 -4,57E-05 -5,31E-06 2,997E-05 TOTA

TOTA DER CR PER ROE

Collinearity Diagnosticsa

4,381 1,000 ,01 ,01 ,01 ,01 ,01 ,01

Index (Constant) DER PER CR ROE TOTA

Variance Proportions

(26)

Residuals Statisticsa

2,4924 5,6000 3,0677 ,59103 71

-,974 4,284 ,000 1,000 71

,05311 ,42362 ,10560 ,07126 71

2,5079 16,7398 3,2579 1,73258 71

-1,1522 ,9804 ,0000 ,42137 71

-2,635 2,242 ,000 ,964 71

-6,732 2,296 -,103 1,314 71

-11,8698 1,0283 -,1901 1,50074 71

-12,138 2,377 -,185 1,797 71

,047 64,709 4,930 10,631 71

,000 115,253 1,681 13,674 71

,001 ,924 ,070 ,152 71

Predicted Value Std. Predicted Value Standard Error of Predicted Value

Adjusted Predicted Value Residual

Std. Residual Stud. Residual Deleted Residual Stud. Deleted Residual Mahal. Distance Cook's Distance

Centered Leverage Value

Minimum Maximum Mean Std. Deviation N

Charts

Regression Standardized Residual

2,2₅

Dependent Variable: HRGSHM

(27)

111

Normal P-P Plot of Regression Standardized Residual

Observed Cum Prob

1,0

Regression Standardized Predicted Value

5

(28)

LAMPIRAN 10

PERHITUNGAN REGRESI

(29)

113

Regression

71 ,22 4,32 2,1901 ,96797

71 RETRNSHM

Valid N (listwise)

N Minimum Maximum Mean Std. Deviation

Variables Entered/Removedb

TOTA,

Removed Method

All requested variables entered. a.

Dependent Variable: RETRNSHM b.

Model Summaryb

,745a _,554 _,520 _,67055 _2,113

Model 1

R R Square

Adjusted R Square

Durbin-W atson

ANOVAb

36,362 5 7,272 16,174 ,000a

29,226 65 ,450

65,588 70

Regression

Squares df Mean Square F Sig.

(30)

Coefficientsa

1,428 ,173 8,235 ,000

,230 ,082 ,274 2,814 ,006 ,724 1,381

,007 ,004 ,216 1,886 ,064 ,523 1,911

-,038 ,067 -,058 -,566 ,573 ,651 1,536

,018 ,008 ,299 2,194 ,032 ,370 2,705

,025 ,012 ,242 2,048 ,045 ,489 2,043

(Constant)

Coefficients

Beta Standardized

Coefficients

Dependent Variable: RETRNSHM a.

Coefficient Correlationsa

1,000 -,109 -,109 ,242 -,643

-,109 1,000 -,105 -,400 ,071

-,109 -,105 1,000 -,244 -,192

,242 -,400 -,244 1,000 -,412

-,643 ,071 -,192 -,412 1,000

,000 ,000 -8,95E-05 1,076E-05 -6,64E-05

,000 ,007 -,001 ,000 4,894E-05

-8,95E-05 -,001 ,004 -5,86E-05 ,000 1,076E-05 ,000 -5,86E-05 1,306E-05 -1,25E-05 -6,64E-05 4,894E-05 ,000 -1,25E-05 7,046E-05 TOTA

TOTA DER CR PER ROE

Collinearity Diagnosticsa

4,381 1,000 ,01 ,01 ,01 ,01 ,01 ,01

Index (Constant) DER PER CR ROE TOTA

Variance Proportions

(31)

115

Residuals Statisticsa

1,4534 5,2586 2,1901 ,72073 71

-1,022 4,257 ,000 1,000 71

,08144 ,64960 ,16194 ,10928 71

1,4916 19,5817 2,4353 2,19850 71

-1,5410 1,7653 ,0000 ,64615 71

-2,298 2,633 ,000 ,964 71

-5,644 2,665 -,086 1,227 71

-15,2617 1,8092 -,2451 1,96609 71

-7,844 2,802 -,121 1,405 71

,047 64,709 4,930 10,631 71

,000 81,027 1,186 9,613 71

,001 ,924 ,070 ,152 71

Predicted Value Std. Predicted Value Standard Error of Predicted Value

Adjusted Predicted Value Residual

Std. Residual Stud. Residual Deleted Residual Stud. Deleted Residual Mahal. Distance Cook's Distance

Centered Leverage Value

Minimum Maximum Mean Std. Deviation N

Charts

Regression Standardized Residual

2,7₅

Dependent Variable: RETRNSHM

F

(32)

Scatterplot

Regression Standardized Predicted Value

5

Normal P-P Plot of Regression Standardized Residual

Observed Cum Prob