LAMPIRAN
Lampiran I : Return Saham Perusahaan Trade, Service and Investment di Indonesia
Subsektor No Kode Ri
Perdagangan Besar Barang Produksi
1 AIMS -0.0002378 2 ASIA 0.000196 3 BMSR 0.0001926 4 CLPI 0.000560597 5 CNKO 0.0056841 6 DSSA 0.001072 7 EPMT 0.00002092 8 GREN -0.0014102 9 HEXA 0.000499 10 INTA 0.000499 11 INTD 0.000499 12 KARK -0.00368 13 KONI 0.000499 14 LTLS 0.0000875 15 MDRN 0.018439538 16 MICE 0.00072 17 OKAS -0.00403 18 SDPC 0.0015 19 SQMI 0.00385 20 TGKA -0.00983 21 TIRA 0.000034459 22 TMPI 0.00564 23 TRIL 0.002787
24 TURI 0.00
25 UNTR -0.00496 26 WICO -0.000007
Perdagangan Eceran
40 SKYB -0.00019
Hotel dan Pariwisata
55 BAYU 0.001685 Jasa Komputer dan
41 SONA 0.2688286 0.000126 0.00856 0.000618
85 POOL 0.645893 0.000126 0.00856 0.00357 Perusahaan
Lainnya
Lampiran III : Risiko Tidak Sistematis Perusahaan Trade, Service, and Investment di Indonesia
Subsektor No Kode Risiko Tidak Sistematis
42 TELE 0.01809126
Hotel dan Pariwisata
55 BAYU 0.02649047
Advertising, Printing, and Media
Jasa Komputer &Perangkat 76 DNET 0.017617219
Perusahaan Lainnya 86 GEMA 0.065380821
87 MFMI 0.060141747
Lampiran IV : Summary Penelitian
1 AIMS 0.000001077 0.004808173 0.00480925 2 ASIA 0.00101 0.01945868 0.02046868 3 BMSR 0.000122538 0.027461899 0.02758443 4 CLPI 0.002123289 0.021285427 0.00212329 5 CNKO 0.0140827 0.038157972 0.05224064 6 DSSA 0.0000185 0.03360955 0.03362804 7 EPMT 0.032623317 0.038855148 0.071478319 8 GREN 0.0046351 0.039119387 0.043754444
9 HEXA 0.008558 0.00 0.0085579
10 INTA 0.008558 0.00 0.0085579
11 INTD 0.008558 0.00 0.0085579
12 KARK 0.004104 0.060639273 0.064743289
13 KONI 0.008558 0 0.017115796
14 LTLS 0.005673 0.01595857 0.021631788 15 MDRN 0.130944313 0.142973729 0.273918042 16 MICE 0.007263 0.016157417 0.023420096 17 OKAS 0.000138 0.07724014 0.07737834 18 SDPC 0.006987 0.01889896 0.025886005 19 SQMI 0.000207 0.05637427 0.05658109 20 TGKA 0.056155 0.05889911 0.11505413 21 TIRA 0.000000136 0.00053703 0.000537166 22 TMPI 0.008167 0.030355336 0.038521915 23 TRIL 0.0000286 0.052178521 0.05220714 24 TURI 0.000924 0.016276232 0.017200016 25 UNTR 0.05523 0.012979897 0.068209556 26 WICO 0.00291606 0.033354997 0.036271057
Perdagang-an EcerPerdagang-an
42 TELE 0.00264 0.01809126 0.020731439
43 TKGA 0 0 0
Restoran
44 FAST 0.0000527 0.019757799 0.019810459 45 MAMI 0.0000343 0.012136324 0.012170621 46 MAMIP 0.006027 0.14947653 0.155503074 47 PGLI 0.0000217 0.06567868 0.06570039 48 PJAA 0.00385 0.027089922 0.030939927 49 PLIN 0.000393 0.029358073 0.029750777 50 PNSE 0.199946 0.071471898 0.271417516 51 PSAB 0.040762 0.243315026 0.284077306
52 PSKT 0 0.00 0
56 PTSP 0.000795 0.04375981 0.044554356 54 PUDP 0.005 0.029989038 0.034989097
Hotel dan Pariwisata
55 BAYU 0.001726 0.02649047 0.028216886 56 BUVA 0.0000966 0.021183298 0.021192962
57 GMCW 0 0 0
58 ICON -0.00002569 0.040607672 0.040581974 59 INPP 0.00014 0.022263344 0.022402893 60 JSPT 0.000000036 0.004638542 0.004638578 61 PANR 0.000115 0.026979982 0.027095267 62 PDES 0.000277 0.02039671 0.0206738 63 SHID 0.000165 0.037179092 0.037343889
Advertising , Printing, and Media
64 ABBA 0.0000064 0.074831985 0.074838382 65 EMTK 0.000183 0.07446498 0.074648286 66 FORU 0.228504 0.239232005 0.467736067 67 IDKM 0.00000278 0.08174411 0.08174689 68 JTPE 0.002615 0.06359637 0.066211081 69 KBLV 0.000813 0.030229672 0.031042356 70 LPLI 0.000125 0.041552601 0.041677449 71 MNCN 0.003497 0.066047769 0.069544743 72 SCMA 0.001094 0.250221636 0.251315142 73 SRAJ 0.000234 0.051234483 0.051468652 74 TMPO 0.000000323 0.034911687 0.03491201 75 VIVA 0.0000565 0.044933934 0.044990378 Jasa
Komputer &Perangka
t
76 DNET 0.0000403 0.017617219 0.018020308 77 LMAS 0.000000112 0.006577988 0.0065781 78 MTDL 0.005901 0.018346644 0.024247607
Perusahaan Investasi
Perusahaan Lainnya
Lampiran V : Analisi Deskriptif
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Perdagangan Besar Barang Produksi
N Minimum Maximum Mean Std. Deviation
R_sistematis 26 ,00 ,13 ,0141 ,02826
R_Tdk_sistematis 26 ,00 ,14 ,0314 ,03127
Valid N (listwise) 26
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Perdagangan Eceran
N Minimum Maximum Mean Std. Deviation
R_sistematis 17 ,00 ,21 ,0161 ,05093
R_Tdk_sistematis 17 ,00 ,59 ,0921 ,16349
Valid N (listwise) 17
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Restoran
N Minimum Maximum Mean Std. Deviation
R_sistematis 11 ,00 ,20 ,0234 ,05976
R_Tdk_sistematis 11 ,00 ,24 ,0629 ,07237
Valid N (listwise) 11
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Hotel dan Pariwisata
N Minimum Maximum Mean Std. Deviation
R_sistematis 9 ,00 ,00 ,0003 ,00056
R_Tdk_sistematis 9 ,00 ,04 ,0222 ,01328
Valid N (listwise) 9
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Advertising, Printing, and Media
N Minimum Maximum Mean Std. Deviation
R_Tdk_sistematis 12 ,03 ,25 ,0878 ,07518
Valid N (listwise) 12
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Jasa Komputer dan Perangkatnya
N Minimum Maximum Mean Std. Deviation
R_sistematis 3 ,00 ,01 ,0021 ,00330
R_Tdk_sistematis 3 ,01 ,02 ,0142 ,00659
Valid N (listwise) 3
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Perusahaan Investasi
N Minimum Maximum Mean Std. Deviation
R_sistematis 7 ,00 ,01 ,0038 ,00473
R_Tdk_sistematis 7 ,01 ,33 ,1006 ,12413
Valid N (listwise) 7
Analisis Deskriptif Risiko Sistematis dan Risiko Tidak Sistematis Subsektor Perusahaan Lainnya
N Minimum Maximum Mean Std. Deviation
R_sistematis 3 ,00 ,01 ,0040 ,00875
R_Tdk_sistematis 3 ,04 ,07 ,0559 ,01215
Lampiran VI : Analisis Test of Homogenity of Variance
Hasil Uji Test of Homogeneity of Variance Risiko Sistematis
Levene Statistic df1 df2 Sig.
1,410 7 80 ,213
Hasil Uji Test of Homogeneity of Variance Risiko Tidak Sistematis
Levene Statistic df1 df2 Sig.
Lampiran VII : Hasil Uji Anova
Hasil Uji Anova Risiko Sistematis
Sum of Squares df Mean Square F Sig.
Between Groups ,005 7 ,001 ,359 ,923
Within Groups ,145 80 ,002
Total ,150 87
Hasil Uji Anova Risiko Tidak Sistematis
Sum of Squares df Mean Square F Sig.
Between Groups ,079 7 ,011 1,364 ,232
Within Groups ,661 80 ,008
Lampiran VIII : Analisis Post Hoct Test
Tabel 4.17
Hasil Uji Multiple Comparisons Resiko Sistematis (I)
Advertisin g ,
printing dan media
-,00368 ,01605 1,000 -,0536 ,0463
Jasa
Komputer ,01398 ,02666 ,999 -,0690 ,0970 Investasi ,01224 ,01912 ,998 -,0473 ,0718 Lainnya ,01212 ,02666 1,000 -,0709 ,0951
Restoran
Perdagang an Besar Brg Produksi
,00921 ,01531 ,999 -,0385 ,0569
Perdagang
an eceran ,00727 ,01648 1,000 -,0440 ,0586 Hotel dan
Pariwisata ,02309 ,01914 ,928 -,0365 ,0827 Advertisin
g , printing dan media
,00359 ,01777 1,000 -,0517 ,0589
Jasa
Komputer ,02125 ,02773 ,994 -,0651 ,1076 Investasi ,01951 ,02059 ,980 -,0446 ,0836 Lainnya ,01939 ,02773 ,997 -,0669 ,1057
Hotel dan Pariwisat a
Perdagang an Besar Brg Produksi
-,01387 ,01647 ,990 -,0651 ,0374
Perdagang
Advertisin g ,
printing dan media
-,01949 ,01878 ,967 -,0779 ,0389
Jasa
Komputer -,00183 ,02839 1,000 -,0902 ,0865 Investasi -,00358 ,02146 1,000 -,0704 ,0632 Lainnya -,00370 ,02839 1,000 -,0921 ,0847
Advertisi ng , printing dan media
Perdagang an Besar Brg Produksi
,00562 ,01486 1,000 -,0406 ,0519
Perdagang
an eceran ,00368 ,01605 1,000 -,0463 ,0536 Restoran -,00359 ,01777 1,000 -,0589 ,0517 Hotel dan
Pariwisata ,01949 ,01878 ,967 -,0389 ,0779 Jasa
Komputer ,01766 ,02748 ,998 -,0679 ,1032 Investasi ,01592 ,02025 ,993 -,0471 ,0789 Lainnya ,01580 ,02748 ,999 -,0698 ,1013
Jasa Kompu-ter
Perdagang an Besar Brg Produksi
-,01204 ,02596 1,000 -,0928 ,0688
Perdagang
an eceran -,01398 ,02666 ,999 -,0970 ,0690 Restoran -,02125 ,02773 ,994 -,1076 ,0651 Hotel dan
Advertisin g ,
printing dan media
-,01766 ,02748 ,998 -,1032 ,0679
Investasi -,00174 ,02938 1,000 -,0932 ,0897 Lainnya -,00186 ,03477 1,000 -,1101 ,1063
Investasi
Perdagang an Besar Brg Produksi
-,01029 ,01813 ,999 -,0667 ,0461
Perdagang
an eceran -,01224 ,01912 ,998 -,0718 ,0473 Restoran -,01951 ,02059 ,980 -,0836 ,0446 Hotel dan
Pariwisata ,00358 ,02146 1,000 -,0632 ,0704 Advertisin
g , printing dan media
-,01592 ,02025 ,993 -,0789 ,0471
Jasa
Komputer ,00174 ,02938 1,000 -,0897 ,0932 Lainnya -,00012 ,02938 1,000 -,0916 ,0913
Lainnya
Perdagang an Besar Brg Produksi
-,01017 ,02596 1,000 -,0910 ,0706
Perdagang
an eceran -,01212 ,02666 1,000 -,0951 ,0709 Restoran -,01939 ,02773 ,997 -,1057 ,0669 Hotel dan
Advertisin g ,
printing dan media
-,01580 ,02748 ,999 -,1013 ,0698
Jasa
Komputer ,00186 ,03477 1,000 -,1063 ,1101 Investasi ,00012 ,02938 1,000 -,0913 ,0916
Bonferr oni
Perdagan gan Besar Brg Produksi
Perdagang
an eceran -,00195 ,01328 1,000 -,0449 ,0410 Restoran -,00921 ,01531 1,000 -,0587 ,0403 Hotel dan
Pariwisata ,01387 ,01647 1,000 -,0394 ,0671 Advertisin
g , printing dan media
-,00562 ,01486 1,000 -,0537 ,0424
Jasa
Komputer ,01204 ,02596 1,000 -,0719 ,0959 Investasi ,01029 ,01813 1,000 -,0483 ,0689 Lainnya ,01017 ,02596 1,000 -,0737 ,0941
Perdagan gan eceran
Perdagang an Besar Brg Produksi
,00195 ,01328 1,000 -,0410 ,0449
Restoran -,00727 ,01648 1,000 -,0605 ,0460 Hotel dan
Pariwisata ,01582 ,01755 1,000 -,0409 ,0725 Advertisin
g , printing dan media
Jasa
Komputer ,01398 ,02666 1,000 -,0722 ,1002 Investasi ,01224 ,01912 1,000 -,0496 ,0740 Lainnya ,01212 ,02666 1,000 -,0741 ,0983
Restoran
Perdagang an Besar Brg Produksi
,00921 ,01531 1,000 -,0403 ,0587
Perdagang
an eceran ,00727 ,01648 1,000 -,0460 ,0605 Hotel dan
Pariwisata ,02309 ,01914 1,000 -,0388 ,0849 Advertisin
g , printing dan media
,00359 ,01777 1,000 -,0539 ,0610
Jasa
Komputer ,02125 ,02773 1,000 -,0684 ,1109 Investasi ,01951 ,02059 1,000 -,0470 ,0860 Lainnya ,01939 ,02773 1,000 -,0702 ,1090
Hotel dan Pariwisat a
Perdagang an Besar Brg Produksi
-,01387 ,01647 1,000 -,0671 ,0394
Perdagang
an eceran -,01582 ,01755 1,000 -,0725 ,0409 Restoran -,02309 ,01914 1,000 -,0849 ,0388 Advertisin
g , printing dan media
Jasa
Komputer -,00183 ,02839 1,000 -,0936 ,0899 Investasi -,00358 ,02146 1,000 -,0729 ,0658 Lainnya -,00370 ,02839 1,000 -,0954 ,0880
Adverti-sing , printing dan media
Perdagang an Besar Brg Produksi
,00562 ,01486 1,000 -,0424 ,0537
Perdagang
an eceran ,00368 ,01605 1,000 -,0482 ,0556 Restoran -,00359 ,01777 1,000 -,0610 ,0539 Hotel dan
Pariwsata ,01949 ,01878 1,000 -,0412 ,0802 Jasa
Komputer ,01766 ,02748 1,000 -,0712 ,1065 Investasi ,01592 ,02025 1,000 -,0495 ,0814 Lainnya ,01580 ,02748 1,000 -,0730 ,1046
Jasa Kompu-ter
Perdagang an Besar Brg Produksi
-,01204 ,02596 1,000 -,0959 ,0719
Perdagang
an eceran -,01398 ,02666 1,000 -,1002 ,0722 Restoran -,02125 ,02773 1,000 -,1109 ,0684 Hotel dan
Pariwisata ,00183 ,02839 1,000 -,0899 ,0936 Advertisin
g , printing dan media
Investasi -,00174 ,02938 1,000 -,0967 ,0932 Lainnya -,00186 ,03477 1,000 -,1142 ,1105
Investasi
Perdagang an Besar Brg Produksi
-,01029 ,01813 1,000 -,0689 ,0483
Perdagang
an eceran -,01224 ,01912 1,000 -,0740 ,0496 Restoran -,01951 ,02059 1,000 -,0860 ,0470 Hotel dan
Pariwsata ,00358 ,02146 1,000 -,0658 ,0729
Adverti-sing , printing dan media
-,01592 ,02025 1,000 -,0814 ,0495
Jasa
Komputer ,00174 ,02938 1,000 -,0932 ,0967 Lainnya -,00012 ,02938 1,000 -,0951 ,0948
Lainnya
Perdagang an Besar Brg Produksi
-,01017 ,02596 1,000 -,0941 ,0737
Perdagang
an eceran -,01212 ,02666 1,000 -,0983 ,0741 Restoran -,01939 ,02773 1,000 -,1090 ,0702 Hotel dan
Pariwsata ,00370 ,02839 1,000 -,0880 ,0954 Advertisin
g , printing dan media
Jasa
Komputer ,00186 ,03477 1,000 -,1105 ,1142 Investasi ,00012 ,02938 1,000 -,0948 ,0951
Hasil Uji Multiple Comparisons Resiko Tidak Sistematis (I)
Hotel dan
Pariwisata ,06556 ,04008 ,727 -,0592 ,1903 Jasa
Komputer ,07357 ,05867 ,913 -,1090 ,2562 Investasi -,01285 ,04323 1,000 -,1474 ,1217 Lainnya ,03184 ,05867 ,999 -,1508 ,2145
Jasa Komputer
Perdagangan Besar Brg Produksi
-,01719 ,05542 1,000 -,1897 ,1553 Perdagangan
eceran -,07789 ,05692 ,869 -,2550 ,0993 Restoran -,04873 ,05920 ,991 -,2330 ,1355 Hotel dan
Pariwisata -,00801 ,06059 1,000 -,1966 ,1806 Advertising ,
printing dan media
-,07357 ,05867 ,913 -,2562 ,1090 Investasi -,08642 ,06272 ,865 -,2816 ,1088 Lainnya -,04173 ,07421 ,999 -,2727 ,1893
Investasi
Perdagangan Besar Brg Produksi
,06923 ,03870 ,629 -,0512 ,1897 Perdagangan
eceran ,00853 ,04082 1,000 -,1185 ,1356 Restoran ,03769 ,04395 ,989 -,0991 ,1745 Hotel dan
Pariwisata ,07841 ,04580 ,680 -,0642 ,2210 Advertising ,
printing dan media
,01285 ,04323 1,000 -,1217 ,1474 Jasa
Komputer ,08642 ,06272 ,865 -,1088 ,2816 Lainnya ,04469 ,06272 ,996 -,1505 ,2399 Lainnya
Perdagangan Besar Brg Produksi
Investasi -,01285 ,04323 1,000 -,1526 ,1269 Lainnya ,03184 ,05867 1,000 -,1578 ,2215
Jasa Komputer
Perdagangan Besar Brg Produksi
-,01719 ,05542 1,000 -,1963 ,1619 Perdagangan
eceran -,07789 ,05692 1,000 -,2618 ,1061 Restoran -,04873 ,05920 1,000 -,2401 ,1426 Hotel dan
Pariwisata -,00801 ,06059 1,000 -,2039 ,1878 Advertising ,
printing dan media
-,07357 ,05867 1,000 -,2632 ,1161 Investasi -,08642 ,06272 1,000 -,2891 ,1163 Lainnya -,04173 ,07421 1,000 -,2816 ,1981
Investasi
Perdagangan Besar Brg Produksi
,06923 ,03870 1,000 -,0559 ,1943 Perdagangan
eceran ,00853 ,04082 1,000 -,1234 ,1405 Restoran ,03769 ,04395 1,000 -,1043 ,1797 Hotel dan
Pariwisata ,07841 ,04580 1,000 -,0696 ,2265 Advertising ,
printing dan media
,01285 ,04323 1,000 -,1269 ,1526 Jasa
Komputer ,08642 ,06272 1,000 -,1163 ,2891 Lainnya ,04469 ,06272 1,000 -,1580 ,2474
Lainnya
Perdagangan Besar Brg Produksi
,02454 ,05542 1,000 -,1546 ,2037 Perdagangan
eceran -,03615 ,05692 1,000 -,2201 ,1478 Restoran -,00700 ,05920 1,000 -,1983 ,1843 Hotel dan
Advertising , printing dan media
-,03184 ,05867 1,000 -,2215 ,1578 Jasa
