Kapitalisasi Pasar LQ45
Per 17 Jun 2014
Total Nilai Kapitalisasi (Rp jutaan) Rp 2.949.019.949 1 PT Astra International Tbk 40483,55 7225 292493647,31 2 PT Bank Central Asia Tbk 24408,46 11075 270323684,75 3 PT Bank Rakyat Indonesia (Persero) Tbk 24422,47 10175 248498636,12 4 PT Telekomunikasi Indonesia (Persero) Tbk 100800,00 2420 243935991,29 5 PT Bank Mandiri (Persero) Tbk 23100,00 9900 228690000,00 6 PT Unilever Indonesia Tbk 7630,00 29500 225085000,00 7 PT Perusahaan Gas Negara (Persero) Tbk 24241,51 5450 132116228,25
8 PT Gudang Garam Tbk 1924,09 53025 102024766,20
9 PT Indocement Tunggal Prakarsa Tbk 3681,23 24950 91846736,75 10 PT Semen Indonesia (Persero) Tbk 5931,52 15425 91493696,00 11 PT Bank Negara Indonesia (Persero) Tbk 18462,17 4900 90464632,46
12 PT United Tractor Tbk 3730,14 22525 84021291,10
13 PT Kalbe Farma Tbk 46875,12 1645 77109575,87
14 PT Chareon Pokphand Indinesia Tbk 16398,00 3890 63788220,00 15 PT Indofood Sukses Makmur Tbk 8780,43 6825 59926412,62 16 PT Indofood CBP Sukses Makmur Tbk 5830,95 10000 58309541,02
17 PT XL Axiata Tbk 8534,49 5200 44379351,47
18 PT Astra Agro Lestari Tbk 1574,74 27025 42557483,49
19 PT Adaro Energy Tbk 31985,96 1285 41101959,81
20 PT Bank Danamon Indonesia Tbk 9488,80 4325 41039046,73 21 PT Media Nusantara Citra Tbk 14180,35 2880 40839393,60 22 PT Jasa Marga (Persero) Tbk 6800,00 5975 40630000,00 23 PT Tower Bersama Infrastructur Tbk 4796,53 8000 38372209,59 24 PT Indo Tembangraya Megah Tbk 1129,93 27525 31101186,97
25 PT Global Mediacom Tbk 14115,08 2150 30347427,48
26 PT Bumi Serpong Damai Tbk 18371,85 1580 29027517,30 27 PT Tambang Batubara Bukit Asam (Persero) Tbk 2304,13 10825 24942229,77
28 PT Lippo Karawaci Tbk 23077,69 1050 24231573,92
37 PT Multipolar Tbk 10064,75 800 8051797,86 38 PT Waskita Karya (Persero) Tbk 9648,09 685 6608944,01
39 PT Harum Energy Tbk 2703,62 2375 6421097,50
40 PT Adhi Karya (Persero) Tbk 1801,32 2905 5232834,60
41 PT Malindo Feedmill Tbk 1791,00 2790 4996890,00
42 PT Visi Media Asia Tbk 16464,27 272 4478281,55
43 PT Sentu City Tbk 31396,90 112 3516453,28
44 PT Surya Semesta Internusa 4705,25 685 3223095,92
Perkembangan Saham LQ45
Per Tanggal 7 November 2014
No Nama Emiten LQ45 (Periode Agus 2014-Jan 2015) 2 PT Pembangunan Perumahan (Persero) Tbk 1160 2670 1510 130,17 3 PT Wijaya Karya (Persero) Tbk 1580 2760 1180 74,68 18 PT Matahari Department Store Tbk 11000 14200 3200 29,09 19 PT Bank Tabungan Negara (Persero) Tbk 870 1100 230 26,44 20 PT Tambang Batubara Bukit Asam (Persero) Tbk 10200 12550 2350 23,04 21 PT Telekomunikasi Indonesia (Persero) Tbk 2150 2615 465 21,63
22 PT Bumi Serpong Damai Tbk 1290 1540 250 19,38
23 PT Surya Citra Media Tbk 2625 3130 505 19,24
24 PT Unilever Indonesia Tbk 26000 29800 3800 14,62 25 PT Indocement Tunggal Prakarsa Tbk 20000 22875 2875 14,38 26 PT Chareon Pokphand Indinesia Tbk 3375 3730 355 10,52
27 PT Lippo Karawaci Tbk 910 1005 95 10,44
28 PT AKR Corporindo Tbk 4375 4775 400 9,14
38 PT PP London Sumatra Indonesia Tbk 1930 1890 -40 -2,07 39 PT Indofood Sukses Makmur Tbk 6600 6450 -150 -2,27
40 PT Global Mediacom Tbk 1900 1800 -100 -5,26
41 PT Astra Agro Lestari Tbk 25100 22925 -2175 -8,67 42 PT Express Transindo Utama Tbk 1460 1260 -200 -13,70 43 PT Aneka Tambang (Persero) Tbk 1090 935 -155 -14,22 44 PT Indo Tambangraya Megah Tbk 28500 19900 -8600 -30,18
45 PT Harum Energy Tbk 2750 1450 -1300 -47,27
Daftar Sampel Penelitian
No Kode Nama Perusahaan Listing Sektor
1 AALI Astra Agro Lestari Tbk 09 Des 1997 Perkebunan 2 ASII Astra International Tbk 04 April 1990 Otomitif 3 BBCA Bank Central Asia Tbk 31 May 2000 Bank 4 BBNI Bank Negara Indonesia Tbk 25 Nov 1996 Bank 5 BBRI Bank Rakyat Indonesia (Persero)
Tbk
10 Nov 2003 Bank
6 BDMN Bank Danamon Indonesia Tbk 06 Des 1989 Bank 7 BMRI Bank Mandiri (Persero) Tbk 14 Juli 2003 Bank
8 CPIN Charoen Pokphand Indonesia Tbk 18 Mar 1991 Pakan ternak
9 EXCL XL Axiata Tbk 29 Sep 2005
Telekomuni-kasi
10 GGRM Gudang Garam Tbk 27 Agus 1990 Rokok
11 ICBP Indofood CBP Sukses Makmur Tbk 07 Okt 2010 Makanan dan Minuman 12 INDF Indofood Sukses Makmur Tbk 14 Juli 1994 Makanan dan
Minuman 13 INTP Indocement Tunggal Prakarsa Tbk 05 Des 1989 Semen 14 JSMR Jasa Marga (Persero) Tbk 12 Nov 2007 Jalan tol, 17 LSIP PP London Sumatera Tbk 05 Juli 1996 Perkebunan 18 PTBA Tambang Batubara Bukit Asam
(Persero) Tbk
23 Des 2002 Tambang Batubara 19 SMGR Semen Indonesia (Persero) Tbk 08 Juli 1991 Semen 20 TLKM Telekomunikasi Indonesia
(Persero) Tbk
14 Nov 1995 Telekomuni-kasi
21 UNTR United Tractor Tbk 19 Sep 1989 Perdagangan besar barang produksi 22 UNVR Unilever Indonesia Tbk 11 Jan 1982 Kosmetik
dan Peralatan rumah tangga
Data
Outlier
No Data ke Return CFO CFI CFF DER Size
1 32 -0,185 -44,779 1,07 -0,865 0,56 17,541 2 3 0,074 -12,261 -1,663 -0,082 8,09 19,761 3 21 -0,002 3,307 1,112 -32,437 0,69 17,654 4 16 0,299 -1,542 29,996 -0,649 0,94 16,72 5 29 0,176 -0,557 -16,685 -1,372 7,31 20,27 6 26 0,161 -0,548 -11,343 -2,924 6,66 19,625 7 51 0,122 0,407 7,123 -2,154 7,26 20,413 8 54 0,209 -0,374 0,501 14,786 0,73 17,743
Close Price
periode 2011-2014
Arus Kas Operasi (dalam jutaan rupiah)
7 BMRI 38064274 20440640 9047882 12733517
8 CPIN 2408406 1076052 1689376 2061273
20 TLKM 27758763 30553000 27941000 36574000
21 UNTR 2423881 10440274 6306434 12219782
22 UNVR 3619189 5461876 5191646 6241679
Arus Kas Investasi (dalam jutaan rupiah)
20 TLKM -16518304 -14505000 -11311000 -22702000
21 UNTR -3629170 -7664971 -6122135 -3497071
22 UNVR -1310024 -1433138 -1102030 -1129148
Arus Kas Pendanaan (dalam jutaan rupiah)
20 TLKM -9819578 -15539000 -13314000 -13327000
21 UNTR -90100 2832468 -3469953 -5308775
22 UNVR -2847461 -4010747 -4196937 -5121735
Debt to Equity Ratio
(DER)
Ukuran Perusahaan (dalam jutaan rupiah)
No EMITEN Tahun
2010 2011 2012 2013
1 AALI 8791799 10204495 12419820 14963190
2 ASII 112857000 153521000 182274000 213994000
3 BBCA 324419069 381908353 442994197 496304573
4 BBNI 248580529 299058161 333303506 386654815
5 BBRI 404285602 469899284 551336790 626182926
6 BDMN 118206573 141934432 155791308 184237348
7 BMRI 449774551 551891704 635618708 733099762
8 CPIN 6518276 8848204 12348627 15722197
9 EXCL 27251281 31170654 35455705 40277626
10 GGRM 30741679 39088705 41509325 50770251
11 ICBP 13361313 15222857 17753480 21267470
12 INDF 47275955 53585933 59324207 78092789
13 INTP 15346146 18151331 22755160 26607241
14 JSMR 18952129 21432134 24753551 28336345
15 KLBF 7032497 8274554 9417957 11315061
16 LPKR 16155385 18259171 24869296 31300362
17 LSIP 5561433 6791859 7551796 7974876
18 PTBA 8722699 11507104 12728981 11677155
19 SMGR 15562999 19661603 26579084 30792884
20 TLKM 99758447 103054000 111369000 127951000
21 UNTR 29700914 46440062 50300633 57362244
22 UNVR 8701262 10482312 11984979 7485249
Hasil Regresi
Unstandardized
Residual
N 58
Normal Parametersa,,b Mean .0000000
Std. Deviation .24370996
Most Extreme Differences Absolute .076
Positive .067
Negative -.076
Kolmogorov-Smirnov Z .583
Asymp. Sig. (2-tailed) .887
a. Test distribution is Normal.
b. Calculated from data. Sumber : Data diolah, 2015
Uji Autokorelasi
Model Summaryb
Model R R Square
Adjusted R
Square
Std. Error of the
Estimate Durbin-Watson
1 .450a .203 .126 .255158 2.088
a. Predictors: (Constant), Size, AKP, AKI, AKO, DER
b. Dependent Variable: Return
Uji Multikolinearitas
Sumber : Data diolah, 2015
Uji Analisis Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Return 58 -.797 .674 .04336 .272975
CFO 58 -3.204 2.444 -.13005 .992998
CFI 58 -3.247 2.706 .19941 1.075070
CFF 58 -10.530 8.153 -.33572 2.384568
Uji Koefisien Determinasi
a. Predictors: (Constant), Size, CFF, CFI, CFO, DER
b. Dependent Variable: Return Sumber : Data diolah, 2015
Uji Statistik F
a. Predictors: (Constant), Size, CFF, CFI, CFO, DER
b. Dependent Variable: Return Sumber : Data diolah, 2015 Sumber : Data diolah,2015
Model Size CFF CFI CFO DER
1 Correlations Size 1.000 -.030 .083 -.090 -.749
CFF -.030 1.000 -.197 -.259 -.026
CFI .083 -.197 1.000 .155 .108
CFO -.090 -.259 .155 1.000 .419
DER -.749 -.026 .108 .419 1.000
Covariances Size .002 -1.875E-5 .000 .000 .000
CFF -1.875E-5 .000 -9.803E-5 .000 -9.900E-6
CFI .000 -9.803E-5 .001 .000 9.181E-5
CFO .000 .000 .000 .002 .000
DER .000 -9.900E-6 9.181E-5 .000 .001
a. Dependent Variable: Return Sumber : Data diolah, 2015
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -.22665 .44220 .04336 .122966 58
Std. Predicted Value -2.196 3.243 .000 1.000 58
Standard Error of Predicted
Value
.035 .178 .076 .031 58
Adjusted Predicted Value -.23161 .75802 .04870 .144699 58
Residual -.646198 .563183 .000000 .243710 58
Std. Residual -2.533 2.207 .000 .955 58
Stud. Residual -2.695 2.277 -.009 1.015 58
