LAMPIRAN
Lampiran 1
Daftar Perusahaan Perbankan yang Menjadi Sampel
NO NAMA PERUSAHAAN
Kriteria Penentuan
Bank Pembangunan Daerah Jabar dan
Banten Tbk X -
24 Bank Permata Tbk Sampel 18
25 Bank Pundi Indonesia Tbk X -
26 Bank Rakyat Indonesia (Persero) Tbk Sampel 19
28 Bank Swadesi Tbk X - 29 Bank Tabungan Negara Tbk Sampel 20 30 Bank Tabungan Pensiun Nasional Tbk Sampel 21 31 Bank Victoria International Tbk Sampel 22
32
Bank Windu Kentjana International
Tbk Sampel 23
NO NAMA PERUSAHAAN TAHUN
2009 2010 2011 11 Bank Mayapada Internasional Tbk 1670 1330 1430
12 Bank MEGA Tbk 2300 3175 3500
13 Bank Mutiara Tbk 50 50 50
14 Bank Negara Indonesia Tbk 1980 3875 3800 15 Bank Nusantara Parahyangan Tbk 1300 1230 1300
16 Bank OCBC NISP Tbk 1000 1700 1080
17 Bank Pan Indonesia Tbk 760 1140 780
18 Bank Permata Tbk 800 1790 1360
20 Bank Tabungan Negara Tbk 840 1640 1210 21 Bank Tabungan Pensiun Nasional Tbk 3900 13200 3400 22 Bank Victoria International Tbk 138 160 129 23 Bank Windu Kentjana International Tbk 112 150 188
Net Profit Margin (NPM)
NO NAMA PERUSAHAAN TAHUN
2009 2010 2011
1 Bank Artha Graha Internasional Tbk 2,51 5,33 3,50
2 Bank Bukopin Tbk 8,78 11,33 14,22
3 Bank Bumi Arta Tbk 12,17 10,84 15,46 4 Bank Capital indonesia Tbk 9,09 6,55 15,29 5 Bank Central Asia Tbk 249,43 30,26 33,89 6 Bank CIMB Niaga Tbk 12,22 18,44 19,02 7 Bank Danamon Indonesia Tbk 8,26 16,01 15,65 8 Bank Ekonomi Raharja Tbk 18,11 18,02 16,54 9 Bank Himpunan Saudara 1906 Tbk 10,11 12,90 16,05 10 Bank Mandiri (Persero) Tbk 18,79 21,48 24,32 11 Bank Mayapada Internasional Tbk 4,39 7,51 11,30
12 Bank MEGA Tbk 12,16 19,97 16,41
13 Bank Mutiara Tbk 34,14 26,98 20,19
14 Bank Negara Indonesia Tbk 10,46 15,54 21,17 15 Bank Nusantara Parahyangan Tbk 7,11 10,35 10,69 16 Bank OCBC NISP Tbk 11,28 8,42 15,56 17 Bank Pan Indonesia Tbk 10,99 13,15 18,53
18 Bank Permata Tbk 7,00 14,69 13,59
Return On Equity (ROE)
NO NAMA PERUSAHAAN TAHUN
2009 2010 2011
1 Bank Artha Graha Internasional Tbk 4,46 8,79 8,70 2 Bank Bukopin Tbk 16,52 19,69 18,94 3 Bank Bumi Arta Tbk 0,99 2,31 11,65 4 Bank Capital indonesia Tbk 4,45 4,22 4,39 5 Bank Central Asia Tbk 31,8 33,3 27,42 6 Bank CIMB Niaga Tbk 13,98 18,50 19,58 7 Bank Danamon Indonesia Tbk 11,24 18,51 17,01 8 Bank Ekonomi Raharja Tbk 16,53 12,85 9,79 9 Bank Himpunan Saudara 1906 Tbk 17,62 17,45 18,96 10 Bank Mandiri (Persero) Tbk 22,1 24,4 29,71 11 Bank Mayapada Internasional Tbk 4,12 5,21 18,62
12 Bank MEGA Tbk 18,72 27,29 31,06
13 Bank Mutiara Tbk 46,57 28,16 14,24 14 Bank Negara Indonesia Tbk 163,0 24,7 17,42 15 Bank Nusantara Parahyangan Tbk 10,41 12,81 12,97 16 Bank OCBC NISP Tbk 10,53 7,08 11,58 17 Bank Pan Indonesia Tbk 10,41 13,81 15,17
18 Bank Permata Tbk 18,2 12,59 12,63
19 Bank Rakyat Indonesia (Persero) Tbk 35,22 43,83 35,26 20 Bank Tabungan Negara Tbk 8,97 14,20 18,03 21 Bank Tabungan Pensiun Nasional Tbk 20,60 19,84 30,52 22 Bank Victoria International Tbk 8,00 18,41 11,25 23 Bank Windu Kentjana International Tbk 5,31 5,37 13,10
Price Book Value (PBV)
NO NAMA PERUSAHAAN TAHUN
2009 2010 2011
3 Bank Bumi Arta Tbk 0,74 0,87 0,67 11 Bank Mayapada Internasional Tbk 4,33 2,77 2,66
12 Bank MEGA Tbk 2,15 2,31 2,62 22 Bank Victoria International Tbk 0,84 0,84 0,70 23 Bank Windu Kentjana International Tbk 1,02 1,08 1,27
Earnings Per Share (EPS)
NO NAMA PERUSAHAAN TAHUN
9 Bank Himpunan Saudara 1906 Tbk 24 26 43 10 Bank Mandiri (Persero) Tbk 341 439 535 11 Bank Mayapada Internasional Tbk 16 25 58
12 Bank MEGA Tbk 169 299 277
13 Bank Mutiara Tbk 9 8 8
14 Bank Negara Indonesia Tbk 163 220 321 15 Bank Nusantara Parahyangan Tbk 93 114 164
16 Bank OCBC NISP Tbk 75 55 107
17 Bank Pan Indonesia Tbk 38 52 93
18 Bank Permata Tbk 62 110 131
19 Bank Rakyat Indonesia (Persero) Tbk 592 930 620
20 Bank Tabungan Negara Tbk 56 105 116
21 Bank Tabungan Pensiun Nasional Tbk 445 739 247 22 Bank Victoria International Tbk 12 27 32 23 Bank Windu Kentjana International Tbk 6 8 10
Lampiran 3
Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Harga_Saham 69 50,0 13200,0 2225,029 2704,8061
NPM 69 2,51 249,43 17,7123 29,12034
ROE 69 ,99 163,00 18,8561 20,07929
PBV 69 ,67 4,69 1,9586 1,05465
EPS 69 5,00 930,00 157,8551 193,69194
Valid N (listwise) 69
Lampiran 4
Hasil Uji Normalitas
Unstandardized
Residual
N 69
Normal Parametersa,b Mean ,0000000
Std. Deviation ,25774177
Most Extreme Differences Absolute ,086
Positive ,086
Negative -,061
Kolmogorov-Smirnov Z ,714
Asymp. Sig. (2-tailed) ,688
a. Test distribution is Normal.
b. Calculated from data.
Hasil Uji Multikolinearitas
Coefficientsa
Model Unstandardized
Coefficients
Standardized
Coefficients
T Sig.
Collinearity
Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 4,138 ,164 25,162 ,000
LN_NPM -,379 ,065 -,155 -5,802 ,000 ,613 1,631
LN_ROE -,378 ,058 -,187 -6,515 ,000 ,532 1,880
LN_PBV 1,041 ,083 ,364 12,566 ,000 ,522 1,915
LN_EPS ,970 ,033 ,905 29,127 ,000 ,453 2,207
a. Dependent Variable: LN_HargaSaham
Lampiran 6
Hasil Uji Heteroskedastisitas
Model R
R Square
Adjusted R
Square Std. Error of the Estimate Durbin-Watson
1 ,996a ,972 ,970 ,26567 2,113
a. Predictors: (Constant), LN_EPS, LN_NPM, LN_ROE, LN_PBV
b. Dependent Variable: LN_HargaSaham
Lampiran 8
a. Predictors: (Constant), LN_EPS, LN_NPM, LN_ROE, LN_PBV
b. Dependent Variable: LN_HargaSaham
Uji T
