Copeland,T.E, and Weston, F., 1996,
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, Jakarta : Erlangga.
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Pengantar Metode Statistik
, Jilid I dan II, Jakarta : PT Pustaka
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Pasar Modal di
Indonesia,Pendekatan Tanya Jawab
, Jakarta : Salemba Empat.
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Aplikasi Analisis Multivariat Dengan Program SPSS
,
Semarang : UNDIP.
Harahap, Sofyan., 1994,
Teori Akuntansi Laporan Keuangan
, Jakarta : PT. Bumi
Aksara.
Indriantoro, Nur, dan Supomo., B. 1999
,
Metodologi Penelitian Bisnis
Untuk Akuntansi & Manajemen
.
Edisi Pertama. Yogyakarta : BPFE.
Jauhari, Budi Rusman dan Basuki Wibowo., 2004, Analisis Fundamental Terhadap
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Bearish
Indeks Harga Saham
Gabungan,
Jurnal Akuntansi dan Keuangan
, Vol.9, No. 2, Juli 2004.
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Analisis Pasar Modal Indonesia.,
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,
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,
www.digilib.petra.ac.id.
PERIODE
BEARISH (
2000)
Frequencies
Statistics
91 91 91 91 91
0 0 0 0 0
18.9437 2.0631 3.6476 -18.8142 -.04200120380 3.0000 1.1500 1.5200 6.2700 -.03293098900 118.57716 2.81026 4.90151 93.47328 .042243931854 -44.39 .17 .13 -639.44 -.143361048 1112.66 18.09 21.87 242.41 .036348563 Valid
Missing N
Mean Median Std. Deviation Minimum Maximum
PER PBV DTE ROE RETURN SAHAM
One-Sample Kolmogorov-Smirnov Test
91 .0000000 .03953952 .109 .057 -.109 1.038 .232 N
Mean
Std. Deviation Normal Parametersa,b
Absolute Positive Negative Most Extreme
Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)
Unstandardiz ed Residual
Test distribution is Normal. a.
Regression
Descriptive Statistics
-.04200120380 .042243931854 91
18.9437 118.57716 91
2.0631 2.81026 91
3.6476 4.90151 91
-18.8142 93.47328 91
RETURN SAHAM PER
PBV DTE ROE
Mean Std. Deviation N
Correlations
1.000 .054 .208 -.132 .246
.054 1.000 .193 -.104 .051
.208 .193 1.000 .220 -.153
-.132 -.104 .220 1.000 -.759
.246 .051 -.153 -.759 1.000
. .305 .024 .107 .009
.305 . .033 .164 .316
.024 .033 . .018 .074
.107 .164 .018 . .000
.009 .316 .074 .000 .
91 91 91 91 91
91 91 91 91 91
91 91 91 91 91
91 91 91 91 91
91 91 91 91 91
RETURN SAHAM PER PBV DTE ROE RETURN SAHAM PER PBV DTE ROE RETURN SAHAM PER PBV DTE ROE Pearson Correlation Sig. (1-tailed) N RETURN
SAHAM PER PBV DTE ROE
Model Summaryb
.352a .124 .083 .040448590743 .124 3.042 4 86 .021 1.621
Model 1
R R Square Adjusted R Square
Std. Error of the Estimate
R Square
Change F Change df1 df2 Sig. F Change Change Statistics
Durbin-Watson
Predictors: (Constant), ROE, PER, PBV, DTE a.
Dependent Variable: RETURN SAHAM b.
ANOVAb
.020 4 .005 3.042 .021a
.141 86 .002
.161 90 Regression Residual Total Model 1 Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), ROE, PER, PBV, DTE a.
Coefficientsa
-.049 .006 -7.725 .000 -.061 -.036
-1.2E-006 .000 -.003 -.031 .975 .000 .000 .054 -.003 -.003 .938 1.066 .004 .002 .245 2.304 .024 .001 .007 .208 .241 .233 .903 1.107 .001 .001 .068 .431 .668 -.002 .003 -.132 .046 .043 .405 2.472 .000 .000 .335 2.157 .034 .000 .000 .246 .227 .218 .422 2.368 (Constant) PER PBV DTE ROE Model 1
B Std. Error Unstandardized
Coefficients
Beta Standardized
Coefficients
t Sig. Lower Bound Upper Bound 95% Confidence Interval for B
Zero-order Partial Part Correlations
Tolerance VIF Collinearity Statistics
Dependent Variable: RETURN SAHAM a.
Collinearity Diagnosticsa
2.474 1.000 .04 .01 .06 .03 .03
1.173 1.452 .02 .40 .05 .02 .09
.783 1.777 .12 .52 .05 .00 .14
.413 2.448 .37 .06 .84 .02 .01
.156 3.978 .45 .02 .00 .93 .73
Dimension 1 2 3 4 5 Model 1 Eigenvalue Condition
Index (Constant) PER PBV DTE ROE Variance Proportions
Dependent Variable: RETURN SAHAM a.
Residuals Statisticsa
-.12283565104 .02233277820 -.04200120380 .014871998169 91
-5.435 4.326 .000 1.000 91
.004 .040 .008 .006 91
-.09843342006 .06153004244 -.04134766165 .016150033540 91 -.0991925299 .075127467513 .000000000000 .039539517561 91
-2.452 1.857 .000 .978 91
-2.474 1.871 -.006 1.003 91
-.1009752378 .076270185411 -.000653542157 .041975218268 91
-2.552 1.900 -.009 1.013 91
.095 85.301 3.956 11.418 91
.000 .448 .014 .049 91
.001 .948 .044 .127 91
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
2 1
0 -1
-2 -3
Regression Standardized Residual
20
15
10
5
0
Freque
nc
y
Mean = -2.58E-16 Std. Dev. = 0.978 N = 91 Dependent Variable: RETURN SAHAM
Histogram
1.0 0.8 0.6 0.4 0.2 0.0
Observed Cum Prob 1.0
0.8
0.6
0.4
0.2
0.0
E
x
pect
ed Cum
Prob
6 4
2 0
-2 -4
-6
Regression Standardized Predicted Value 2
1
0
-1
-2
-3
R
e
gre
ssi
on Studenti
zed R
esi
dual
PERIODE
BEARISH
(ABSOLUT)
Variables Entered/Removedb
ROE, PER,
PBV, DTEa . Enter Model
1
Variables Entered
Variables
Removed Method
All requested variables entered. a.
Dependent Variable: AbsUt b.
Model Summary
.208a .043 -.001 .0219217810 Model
1
R R Square
Adjusted R Square
Std. Error of the Estimate
Predictors: (Constant), ROE, PER, PBV, DTE a.
ANOVAb
.002 4 .000 .968 .429a
.041 86 .000
.043 90
Regression Residual Total Model 1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), ROE, PER, PBV, DTE a.
Dependent Variable: AbsUt b.
Coefficientsa
.032 .003 9.284 .000
-2.9E-005 .000 -.159 -1.464 .147
.000 .001 .026 .232 .817
.000 .001 .041 .246 .807
-2.0E-005 .000 -.087 -.538 .592 (Constant)
PER PBV DTE ROE Model 1
B Std. Error Unstandardized
Coefficients
Beta Standardized
Coefficients
t Sig.
PERIODE
BULLISH
(2006)
Frequencies
Statistics
100 100 100 100 100
0 0 0 0 0
36.3867 1.3998 .7889 11.0249 .00487309627 10.0700 .8550 .9800 6.6800 .00000000000 151.64085 3.77685 10.38103 77.82935 .027478351307 -73.72 -22.28 -68.97 -494.35 -.070454545 1269.49 21.26 65.15 487.47 .107954545 Valid
Missing N
Mean Median Std. Deviation Minimum Maximum
PER PBV DTE ROE RETURN SAHAM
One-Sample Kolmogorov-Smirnov Test
100 .0000000 .02624418 .183 .183 -.104 1.831 .002 N
Mean
Std. Deviation Normal Parametersa,b
Absolute Positive Negative Most Extreme
Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)
Unstandardiz ed Residual
Test distribution is Normal. a.
Regression
Descriptive Statistics
.00487309627 .027478351307 100 36.3867 151.64085 100 1.3998 3.77685 100 .7889 10.38103 100 11.0249 77.82935 100 RETURN SAHAM
PER PBV DTE ROE
Mean Std. Deviation N
Correlations
1.000 -.017 .146 -.040 -.016 -.017 1.000 -.009 .028 -.023 .146 -.009 1.000 .724 -.418 -.040 .028 .724 1.000 -.755 -.016 -.023 -.418 -.755 1.000
. .433 .074 .345 .439
.433 . .463 .391 .411
.074 .463 . .000 .000
.345 .391 .000 . .000
.439 .411 .000 .000 .
100 100 100 100 100
100 100 100 100 100
100 100 100 100 100
100 100 100 100 100
100 100 100 100 100
RETURN SAHAM PER PBV DTE ROE RETURN SAHAM PER PBV DTE ROE RETURN SAHAM PER PBV DTE ROE Pearson Correlation Sig. (1-tailed) N RETURN
SAHAM PER PBV DTE ROE
Model Summaryb
.296a .088 .049 .026790991708 .088 2.286 4 95 .066 1.881
Model 1
R R Square Adjusted R Square
Std. Error of the Estimate
R Square
Change F Change df1 df2 Sig. F Change Change Statistics
Durbin-Watson
Predictors: (Constant), ROE, PER, PBV, DTE a.
Dependent Variable: RETURN SAHAM b.
ANOVAb
.007 4 .002 2.286 .066a
.068 95 .001
.075 99 Regression Residual Total Model 1 Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), ROE, PER, PBV, DTE a.
Coefficientsa
.003 .003 .824 .412 -.004 .009
-6.3E-007 .000 -.003 -.036 .972 .000 .000 -.017 -.004 -.003 .997 1.003
.003 .001 .430 2.904 .005 .001 .005 .146 .286 .285 .438 2.285
-.001 .001 -.529 -2.579 .011 -.002 .000 -.040 -.256 -.253 .228 4.378
-8.3E-005 .000 -.235 -1.509 .135 .000 .000 -.016 -.153 -.148 .396 2.524
(Constant) PER PBV DTE ROE Model 1
B Std. Error
Unstandardized Coefficients
Beta Standardized
Coefficients
t Sig. Lower Bound Upper Bound
95% Confidence Interval for B
Zero-order Partial Part
Correlations
Tolerance VIF
Collinearity Statistics
Dependent Variable: RETURN SAHAM a.
Collinearity Diagnosticsa
2.229 1.000 .01 .00 .05 .04 .05
1.340 1.290 .29 .20 .01 .00 .04
.864 1.607 .13 .75 .04 .00 .03
.429 2.278 .56 .04 .31 .00 .28
.137 4.028 .01 .00 .58 .95 .60
Dimension 1 2 3 4 5 Model 1 Eigenvalue Condition
Index (Constant) PER PBV DTE ROE Variance Proportions
Dependent Variable: RETURN SAHAM a.
Residuals Statisticsa
-.0100829704 .06169740483 .00487309627 .008142655968 100
-1.837 6.979 .000 1.000 100
.003 .022 .004 .004 100
-.0130998148 .11551654339 .00594028180 .013152443306 100 -.0785785541 .080782957375 .000000000000 .026244179246 100
-2.933 3.015 .000 .980 100
-2.958 3.289 -.015 1.020 100
-.0891276971 .096104659140 -.001067185533 .029215660764 100
-3.089 3.475 -.014 1.041 100
.024 66.835 3.960 12.785 100
.000 1.337 .030 .148 100
.000 .675 .040 .129 100
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
4 3 2 1 0 -1 -2 -3
Regression Standardized Residual 50
40
30
20
10
0
Fr
equ
e
ncy
Mean = -3.64E-17 Std. Dev. = 0.98 N = 100
Dependent Variable: RETURN SAHAM Histogram
1.0 0.8 0.6 0.4 0.2 0.0
Observed Cum Prob
1.0
0.8
0.6
0.4
0.2
0.0
Expected Cum Prob
8 6
4 2
0 -2
Regression Standardized Predicted Value 4
3
2
1
0
-1
-2
-3
Regress
ion S
tudent
iz
ed Re
sidua
l
Regression Absolut
Variables Entered/Removedb
ROE, PER,
PBV, DTEa . Enter Model
1
Variables Entered
Variables
Removed Method
All requested variables entered. a.
Dependent Variable: AbsUT b.
Model Summary
.292a .085 .047 .0190750565 Model
1
R R Square
Adjusted R Square
Std. Error of the Estimate
Predictors: (Constant), ROE, PER, PBV, DTE a.
ANOVAb
.003 4 .001 2.219 .073a
.035 95 .000
.038 99
Regression Residual Total Model 1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), ROE, PER, PBV, DTE a.
Dependent Variable: AbsUT b.
Coefficientsa
.017 .002 7.607 .000
-1.5E-005 .000 -.119 -1.208 .230
.002 .001 .370 2.498 .014
-.001 .000 -.489 -2.384 .019 -5.6E-005 .000 -.222 -1.426 .157 (Constant)
PER PBV DTE ROE Model 1
B Std. Error Unstandardized
Coefficients
Beta Standardized
Coefficients
t Sig.
PERIODE
BULLISH
(ABSOLUT)
Variables Entered/Removedb
ROE, PER,
PBV, DTEa . Enter Model
1
Variables Entered
Variables
Removed Method
All requested variables entered. a.
Dependent Variable: AbsUT b.
Model Summary
.292a .085 .047 .0190750565
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Predictors: (Constant), ROE, PER, PBV, DTE a.
ANOVAb
.003 4 .001 2.219 .073a
.035 95 .000
.038 99
Regression Residual Total Model 1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), ROE, PER, PBV, DTE a.
Coefficientsa
.017 .002 7.607 .000
-1.5E-005 .000 -.119 -1.208 .230
.002 .001 .370 2.498 .014
-.001 .000 -.489 -2.384 .019 -5.6E-005 .000 -.222 -1.426 .157 (Constant)
PER PBV DTE ROE Model 1
B Std. Error Unstandardized
Coefficients
Beta Standardized
Coefficients
t Sig.
