ANALISIS PENGARUH RASIO LIKUIDITAS, LEVERAGE, PROFITABILITAS DAN MARKET VALUE ADDED TERHADAP RETURN SAHAM (Studi kasus pada Perusahaan Indeks LQ 45 Yang Terdaftar Di Bursa Efek IndonesiaPeriode 2011 – 2014) - Unika Repository

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LAMPIRAN

1. Tabel Perusahaan Yang Pernah Terdaftar Di LQ 45 Tahun 2011 - 2014

NO

PERUSAHAAN YANG PERNAH TERDAFTAR di LQ45

TAHUN 2011 -2014

1 _AALI

Astra Agro Lestari Tbk.

2 _ADRO

Adaro Energy Tbk.

3 _ADHI

Adhi Karya (Persero) Tbk.

4 _ANTM

Aneka Tambang (Persero) Tbk.

5 _ASII

Astra International Tbk.

6 _AKRA

AKR Corporindo Tbk.

7 ASRI

Alam Sutera Realty Tbk.

8 _BMTR

Global Mediacon Tbk.

9 _BSDE

Bumi Serpong Damai Tbk.

10 _BIPI

Benakat Petroleum Energy Tbk.

11 BHIT

Bhakti Investama Tbk.

12 _BKSL

Sentul City Tbk

13 _BRPT

Barito Pacific Tbk

14 BWPT

BW Plantation Tbk.

15 _CPIN

Charoen Pokphand Indonesia Tbk.

16 _CTRA

Ciputra Development Tbk.

17 _DEWA

Darma Henwa Tbk.

18 DOID

Delta Dunia Makmur Tbk.

19 _EXCL

XL Axiata Tbk.

20 _ELSA

Elnusa Tbk.

21 _ELTY

Bakrieland Development Tbk.

22 _ENRG

Energi Mega Persada Tbk.

23 _GGRM

Gudang Garam Tbk.

24 _GJTL

Gajah Tunggal Tbk.

25 GIAA

Garuda Indonesia Tbk.

26 _HRUM

Harum Energy Tbk.

27 _ICBP

Indofood CBP Sukses Makmur Tbk.

28 _INCO

Vale Indonesia Tbk.

29 _INDF

Indofood Sukses Makmur Tbk.

30 _INDY

Indika Energy Tbk.

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33 _ITMG

Indo Tambangraya Megah Tbk.

34 _IMAS

Indomobil Sukses Internasional Tbk.

35 _INTA

Intraco Penta Tbk.

36 JSMR

Jasa Marga (Persero) Tbk.

37 _KLBF

Kalbe Farma Tbk.

38 _KRAS

Krakatau Steel (Persero) Tbk.

39 _KIJA

Kawasan Industri Jababeka Tbk.

40 _LPKR

Lippo Karawaci Tbk.

41 _LSIP

PP London Sumatra Indonesia Tbk.

42 _MAIN

Malindo Feedmill Tbk.

43 MAPI

Mitra Adiperkasa Tbk.

44 _MEDC

Medco Energy Internasional Tbk.

45 _MLPL

Multipolar Tbk.

46 _MNCN

Media Nusantara Citra Tbk.

47 _PGAS

Perusahaan Gas Negara (Persero) Tbk.

48 _PTBA

Tambang Batubara Bukit Asam (Persero) Tbk.

49 _PTPP

PP (Persero) Tbk.

50 PWON

Pakuwon Jati Tbk.

51 _SCMA

Surya Citra Media Tbk.

52 SMCB

Holcim Indonesia Tbk.

53 _SMGR

Semen Gresik (Persero) Tbk.

54 _SIMP

Salim Ivomas Pratama Tbk.

55 _SMRA

Summarecon Agung Tbk.

56 _SSIA

Surya Semesta Internusa Tbk.

57 _TAXI

Express Transindo Utama Tbk.

58 _TBIG

Tower Bersama Infrastructure Tbk.

59 _TINS

Timah (Persero) Tbk.

60 _TLKM

Telekomunikasi Indonesia (Persero) Tbk.

61 TRAM

Trada Maritime Tbk.

62 _UNSP

Bakrie Sumatera Plantations Tbk.

63 UNTR

United Tractors Tbk.

64 _UNVR

Unilever Indonesia Tbk.

65 _WIKA

Wijaya Karya (Persero) Tbk.

66 _WSKT

Waskita Karya (persero) Tbk.

67 _VIVA

Visi Media Asia Tbk.

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2. Tabel Perhitungan Current Ratio Sample tahun 2011-2014

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MAIN

1,399 1,049 1,011 1,076 1,134

MAPI

1,040 1,216 1,117 1,344 1,179

MEDC

1,605 2,649 2,003 1,606 1,966

MLPL

1,482 1,490 1,535 1,347 1,464

MNCN

4,904 5,412 4,240 9,717 6,068

PGAS

5,502 4,196 2,009 1,706 3,353

PTBA

4,618 4,867 2,866 2,075 3,607

PTPP

1,302 1,356 1,338 1,377 1,343

PWON

1,382 1,342 1,112 1,407 1,311

SCMA

1,168 3,778 3,642 3,907 3,124

SMCB

1,466 1,405 0,639 0,602 1,028

SMGR

2,647 1,706 1,882 2,209 2,111

SIMP

1,693 1,483 0,829 0,871 1,219

SMRA

1,371 1,125 1,280 1,369 1,286

SSIA

1,490 1,725 2,006 1,680 1,725

TAXI

0,490 1,455 1,038 1,311 1,074

TBIG

1,364 1,055 0,661 0,345 0,856

TINS

3,224 4,003 2,197 1,865 2,822

TLKM

0,958 1,160 1,163 1,062 1,086

TRAM

1,762 0,378 0,450 0,538 0,782

UNSP

0,398 1,262 0,544 0,337 0,635

UNTR

1,716 1,946 1,910 2,060 1,908

UNVR

0,684 0,668 0,696 1,475 0,881

WIKA

1,139 1,101 1,095 1,123 1,114

WSKT

1,138 1,316 1,372 1,294 1,280

VIVA

1,712 3,651 6,751 2,893 3,752

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3. Tabel Perhitungan Quick Ratio Sample tahun 2011-2014

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73

MAIN

0,935 0,741 0,613 0,726 0,754

MAPI

0,435 0,501 0,381 0,510 0,457

MEDC

1,551 2,564 1,913 1,522 1,887

MLPL

1,133 1,048 1,163 0,940 1,071

MNCN

4,175 4,501 3,411 7,885 4,993

PGAS

5,495 4,191 1,993 1,646 3,331

PTBA

4,282 4,435 2,467 1,786 3,243

PTPP

0,991 1,096 1,149 1,115 1,088

PWON

0,724 0,865 0,744 0,980 0,828

SCMA

1,058 3,362 3,111 3,342 2,718

SMCB

1,127 0,963 0,458 0,408 0,739

SMGR

1,952 1,232 1,383 1,676 1,561

SIMP

1,342 1,071 0,586 0,614 0,903

SMRA

0,604 0,582 0,674 0,592 0,613

SSIA

1,278 1,633 1,758 1,477 1,537

TAXI

0,451 1,425 1,014 1,283 1,043

TBIG

1,325 0,950 0,578 0,301 0,788

TINS

1,503 2,367 1,188 0,902 1,490

TLKM

0,924 1,136 1,145 1,047 1,063

TRAM

1,756 0,372 0,446 0,523 0,774

UNSP

0,335 1,182 0,518 0,320 0,589

UNTR

1,239 1,313 1,486 1,584 1,405

UNVR

0,405 0,395 0,449 1,235 0,621

WIKA

0,969 0,927 0,942 1,026 0,966

WSKT

1,060 1,251 1,326 1,232 1,217

VIVA

1,578 3,472 6,597 2,696 3,586

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4. Tabel Perhitungan Debt to Equity Ratio Sample tahun 2011-2014

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MAIN

2,15 1,64 1,57 2,28 1,91

MAPI

1,46 1,76 2,22 2,33 1,9425

MEDC

2,02 2,15 1,82 1,94 1,9825

MLPL

0,76 1,00 1,26 1,21 1,0575

MNCN

0,29 0,23 0,24 0,45 0,3025

PGAS

0,80 0,66 0,6 1,10 0,79

PTBA

0,41 0,50 0,55 0,71 0,5425

PTPP

3,86 4,16 5,26 5,11 4,5975

PWON

1,42 1,41 1,27 1,02 1,28

SCMA

0,67 0,32 0,44 0,36 0,4475

SMCB

0,45 0,45 0,70 0,96 0,64

SMGR

0,35 0,46 0,41 0,37 0,3975

SIMP

0,68 0,65 0,74 0,84 0,7275

SMRA

2,27 1,85 1,93 1,57 1,905

SSIA

1,45 1,91 1,23 0,97 1,39

TAXI

1,60 1,68 2,37 1,883333

TBIG

1,54 2,37 3,55 4,33 2,9475

TINS

0,43 0,54 0,61 0,74 0,58

TLKM

0,69 0,66 0,65 0,64 0,66

TRAM

0,71 1,49 1,30 1,72 1,305

UNSP

1,06 1,40 2,70 3,2 2,09

UNTR

0,69 0,56 0,61 0,56 0,605

UNVR

1,85 2,02 2,14 2,11 2,03

WIKA

2,75 2,89 2,90 2,20 2,685

WSKT

3,17 2,69 3,40 3,086667

VIVA

0,52 0,78 1,54 1,31 1,0375

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5. Tabel Perhitungan Return on Asset Sample tahun 2011-2014

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MAIN

0,154 0,168 0,109 -0,024 0,102

MAPI

0,081 0,073 0,042 0,008 0,051

MEDC

0,188 0,002 0,006 0,005 0,050

MLPL

0,011 0,018 0,081 0,093 0,051

MNCN

0,131 0,199 0,188 0,138 0,164

PGAS

0,199 0,234 0,205 0,120 0,190

PTBA

0,268 0,178 0,159 0,136 0,185

PTPP

0,035 0,036 0,034 0,036 0,035

PWON

0,066 0,101 0,122 0,155 0,111

SCMA

0,364 0,316 0,696 0,306 0,420

SMCB

0,096 0,113 0,064 0,039 0,078

SMGR

0,201 0,185 0,174 0,162 0,181

SIMP

0,114 0,057 0,023 0,036 0,057

SMRA

0,048 0,073 0,080 0,090 0,073

SSIA

0,093 0,152 0,128 0,086 0,115

TAXI

0,045 0,062 0,039 0,049

TBIG

0,072 0,057 0,072 0,062 0,066

TINS

0,137 0,071 0,065 0,065 0,085

TLKM

0,150 0,165 0,159 0,009 0,121

TRAM

0,056 -0,091 0,012 -0,119 -0,036

UNSP

0,036 -0,058 -0,154 -0,039 -0,054

UNTR

0,126 0,116 0,084 0,080 0,102

UNVR

0,397 0,404 0,401 0,402 0,401

WIKA

0,048 0,047 0,050 0,047 0,048

WSKT

0,030 0,042 0,040 0,037

VIVA

0,011 0,024 0,020 0,028 0,021

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6. Tabel Perhitungan Return on Equity Sample tahun 2011-2014

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MAIN

0,486 0,443 0,281 -0,079 0,283

MAPI

0,200 0,201 0,135 0,028 0,141

MEDC

0,569 0,007 0,018 0,015 0,152

MLPL

0,019 0,036 0,183 0,205 0,111

MNCN

0,169 0,244 0,234 0,447 0,273

PGAS

0,359 0,388 0,328 0,252 0,332

PTBA

0,378 0,267 0,245 0,233 0,281

PTPP

0,168 0,187 0,212 0,223 0,198

PWON

0,160 0,244 0,277 0,314 0,249

SCMA

0,607 0,417 2,169 0,416 0,902

SMCB

0,140 0,164 0,109 0,076 0,122

SMGR

0,271 0,271 0,246 0,223 0,253

SIMP

0,191 0,095 0,039 0,066 0,098

SMRA

0,157 0,208 0,235 0,232 0,208

SSIA

0,227 0,443 0,286 0,169 0,281

TAXI

0,116 0,167 0,132 0,138

TBIG

0,183 0,194 0,329 0,332 0,259

TINS

0,195 0,096 0,105 0,114 0,127

TLKM

0,254 0,275 0,262 0,014 0,201

TRAM

0,096 -0,227 0,028 -0,322 -0,107

UNSP

0,074 -0,139 -0,569 -0,165 -0,200

UNTR

0,213 0,181 0,135 0,125 0,164

UNVR

1,131 1,220 1,258 1,248 1,214

WIKA

0,181 0,181 0,193 0,151 0,177

WSKT

0,127 0,154 0,176 0,152

VIVA

0,016 0,043 0,051 0,065 0,044

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7. Tabel Perhitungan Market Value Added Sample tahun 2011-2014

Perusahaan

2011

2012

2013

2014

rata2

AALI

20.662.690 20.250.084 25.674.080 25.732.102 23079738,98

ADRO

129.844.779 164.364.652 208.164.756 214.066.847 179110258,45

ADHI

1.061.966 1.465.838 1.574.292 2.040.842 1535734,40

ANTM

11.550.547 15.078.785 15.640.700 14.886.595 14289156,79

ASII

364.874.576 302.330.952 367.364.096 396.533.984 357775902,00

AKRA

3.640.446 4.779.405 5.801.413 5.769.389 4997663,30

ASRI

10.720.322 16.218.597 18.096.431 18.490.313 15881415,70

BMTR

14.892.740 26.238.265 25.272.457 26.616.190 23254913,30

BSDE

21.777.001 8.551.762 32.149.187 45.197.180 26918782,48

BIPI

146.392.625 66.329.082 392.859.112 451.792.864 264343420,77

BHIT

47.318.166 82.926.443 76.149.867 128.049.247 83610930,74

BKSL

21.581.097 22.681.666 34.088.296 34.781.410 28283117,44

BRPT

127.023.669 134.308.615 195.966.164 179.572.157 159217651,30

BWPT

1.021.746 1.496.638 1.905.834 32.256.869 9170271,83

CPIN

1.528.279 2.212.853 2.467.251 3.037.441 2311456,01

CTRA

37.505.597 50.145.018 64.459.283 74.666.927 56694206,57

DEWA

105.340.186 113.993.167 120.786.551 124.036.340 116039061,07

DOID

20.055.827 16.547.819 25.826.885 36.414.113 24711161,00

EXCL

21.585.385 23.879.549 22.734.214 27.812.445 24002898,26

ELSA

2.818.518 2.727.048 2.673.584 3.132.743 2837973,37

ELTY

67.995.089 72.019.758 56.221.268 62.056.667 64573195,70

ENRG

565.893.143 653.470.097 1.104.363.992 1.184.904.650 877157970,40

GGRM

84.058.901 79.734.512 73.329.476 96.629.752 83438160,30

GJTL

15.786.623 15.944.755 15.202.849 15.345.705 15569983,16

GIAA

1.941.947.884 2.615.700.605 3.704.684.172 4.367.292.894 3157406388,93

HRUM

36.518.726 34.471.826 24.597.972 19.753.256 28835445,20

ICBP

10.029.815 12.466.028 15.094.920 18.537.754 14032129,43

INCO

33.437.422 32.266.758 40.309.024 44.650.597 37665950,03

INDF

39.899.419 42.945.259 52.747.826 57.919.831 48378083,73

INDY

91.620.817 104.332.310 101.485.490 145.080.767 110629846,07

INTP

55.193.810 71.807.514 72.660.321 85.243.637 71226320,57

ISAT

17.916.247 18.090.504 16.911.714 19.986.999 18226366,29

ITMG

35.032.289 37.448.693 27.512.095 16.922.449 29228881,69

IMAS

13.565.196 11.688.477 13.738.260 13.665.491 13164356,14

INTA

352.306 369.071 395.815 406.312 380875,81

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MAIN

56.547 118.912 153.041 155.759 121064,70

MAPI

6.756.810 8.463.329 8.681.629 8.178.683 8020112,79

MEDC

1.453.983.480 1.100.706.156 1.500.359.527 1.783.129.345 1459544626,95

MLPL

24.304.837 23.720.868 38.684.365 44.109.437 32704876,54

MNCN

12.293.622 14.675.185 16.110.735 9.979.381 13264730,74

PGAS

951.827.732 1.325.267.484 2.039.637.594 2.360.954.365 1669421793,78

PTBA

27.522.180 24.982.164 19.280.926 24.172.797 23989516,98

PTPP

3.392.580 3.963.364 5.592.549 7.413.527 5090504,81

PWON

4.979.796 6.397.145 8.593.921 15.097.009 8766967,83

SCMA

4.987.912 2.367.302 3.235.541 5.526.350 4029276,06

SMCB

39.861.636 45.118.676 50.441.246 52.140.460 46890504,46

SMGR

15.712.678 21.221.914 22.288.060 25.066.763 21072353,76

SIMP

63.714.648 65.821.833 70.637.883 73.855.288 68507412,81

SMRA

4.762.693 7.490.017 14.653.645 16.000.163 10726629,60

SSIA

1.639.583 2.457.035 2.629.496 3.052.586 2444674,89

TAXI

36.888 345.480 527.821 463.461 343412,33

TBIG

2.440.453 5.392.266 6.229.216 10.597.502 6164859,23

TINS

1.702.539 1.553.074 1.999.935 3.574.079 2207406,67

TLKM

439.462.800 487.937.520 540.504.720 604.406.880 518077980,00

TRAM

35.026.012 53.569.736 65.142.866 37.582.420 47830258,45

UNSP

16.594.841 14.311.827 14.984.668 15.916.757 15452023,07

UNTR

57.267.910 50.980.854 55.628.137 57.707.830 55396182,83

UNVR

2.174.602 2.428.926 2.908.285 3.508.121 2754983,54

WIKA

4.573.616 6.325.813 7.109.757 10.038.636 7011955,76

WSKT

2.944.700 8.291.429 8.616.998 13.345.163 8299572,51

VIVA

4.588.756 4.258.440 4.701.319 7.281.948 5207615,86

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8. Tabel Perhitungan Return Saham Sample tahun 2011-2014

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MAIN

-0,3672510 1,4234728 0,3368431 -0,3287054 0,2660899

MAPI

0,3184001 0,2912622 -0,1729323 -0,0772273 0,0898757

MEDC

2,7864337 -0,3278349 0,2883427 0,8099929 0,8892336

MLPL

-0,9801354 0,3576421 0,7560926 1,3271268 0,3651815

MNCN

-0,8382709 0,9083950 0,0500029 -0,0316894 0,0221094

PGAS

2,5277810 0,4488199 -0,0271725 0,3416674 0,8227740

PTBA

4,2476385 -0,1296824 -0,3245028 0,2260307 1,0048710

PTPP

-0,8453444 0,7113416 0,3975953 2,0812560 0,5862122

PWON

2,4812492 0,1999768 0,2000002 0,9071689 0,9470988

SCMA

-0,3512383 0,4331221 0,1666684 0,3342642 0,1457041

SMCB

2,1724784 0,3333330 -0,2155170 -0,0394568 0,5627094

SMGR

0,3864323 0,3842805 -0,1072548 0,1456682 0,2022815

SIMP

0,0000010 -0,3217360 -0,0967437 -0,1394929

SMRA

-0,1630948 0,5322588 -0,1789269 0,9492597 0,2848742

SSIA

-0,6970410 0,4999985 -0,4814801 0,9118592 0,0583342

TAXI

0,6781613 -0,1978950 0,2401331

TBIG

-0,9420819 1,3999949 0,0175486 0,6744640 0,2874814

TINS

0,9857375 -0,0778419 0,0389633 0,1414419 0,2720752

TLKM

-0,2173114 0,2836890 0,1849130 0,3346262 0,1464792

TRAM

5,3360004 0,1616162 0,3826087 -0,8671384 1,2532717

UNSP

-0,3572271 -0,6736853 -0,4623692 0,0107391 -0,3706356

UNTR

2,5897406 -0,2523718 -0,0355329 -0,0867493 0,5537716

UNVR

3,9274272 0,1090487 0,2470030 0,2423063 1,1314463

WIKA

-0,6541948 1,4262329 0,0675668 1,3293497 0,5422386

WSKT

-0,0999990 2,6321744 1,2660877

VIVA

0,0769271 -0,5089277 0,7345612 0,1008536

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9. Tabel Aset Lancar Sample tahun 2011-2014

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85

MAIN

720,454 894,204 996,981 1.875,171

MAPI

2.368,840 3.262,621 4.463,688 5.162,036

MEDC

11.812,419 11.068,883 10.079,144 9.340,974

MLPL

5.992,864 6.961,406 12.055,961 11.278,328

MNCN

6.018,612 6.766,799 6.811,828 8.670,175

PGAS

13.663,265 19.183,520 21.847,077 23.141,099

PTBA

8.860,145 8.618,547 6.479,783 7.416,805

PTPP

6.636,861 8.188,945 11.797,062 13.545,180

PWON

1.728,138 2.709,270 3.170,316 5.506,991

SCMA

2.030,848 2.425,659 2.570,167 3.200,366

SMCB

2.468,172 2.186,797 2.085,055 2.290,969

SMGR

7.646,145 8.231,297 9.972,110 11.648,545

SIMP

8.094,207 6.797,552 5.353,269 6.010,492

SMRA

4.897,817 5.845,928 6.455,960 5.465,707

SSIA

1.671,386 3.074,973 3.718,548 2.900,936

TAXI

133,951 543,098 596,730 672,477

TBIG

1.186,268 2.301,229 2.598,596 3.152,206

TINS

4.584,704 3.958,977 5.360,664 6.552,176

TLKM

21.258,000 27.973,000 33.075,000 33.762,000

TRAM

554,760 663,295 826,638 794,389

UNSP

1.369,518 3.788,486 3.459,892 2.597,497

UNTR

25.625,578 22.048,115 27.814,126 33.579,799

UNVR

4.446,219 5.035,962 5.862,939 14.281,000

WIKA

5.838,852 7.186,555 7.994,289 9.514,447

WSKT

5.116,002 8.366,000 8.788,000 12.542,000

VIVA

1.167,392 1.340,859 2.509,765 3.060,220

Hitungan dalam milyaran rupiah

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10. Tabel Liabilitas Lancar Sample tahun 2011-2014

Perusahaan

2011

2012

2013

2014

AALI

1.467,569 2.600,540 3.759,265 4.110,955

ADRO

7.065,795 8.695,486 9.493,041 9.632,863

ADHI

4.875,488 5.852,574 6.541,657 7.069,704

ANTM

846,447 3.041,406 3.855,512 3.862,917

ASII

49.169,000 54.178,000 71.139,000 71.139,000

AKRA

3.860,012 5.142,386 6.593,292 6.183,756

ASRI

2.364,798 3.162,986 3.718,655 2.803,110

BMTR

1.984,770 2.481,608 3.681,058 2.563,631

BSDE

3.681,137 2.908,560 4.436,117 5.329,327

BIPI

542,860 629,471 2.641,147 3.643,324

BHIT

3.692,306 4.786,454 4.520,609 10.822,188

BKSL

525,096 654,274 1.457,384 2.326,646

BRPT

3.496,204 4.781,022 7.765,413 6.152,039

BWPT

517,058 1.058,789 1.251,482 3.105,061

CPIN

1.357,912 2.167,652 2.327,048 4.467,240

CTRA

2.209,141 4.503,802 7.129,204 7.775,481

DEWA

701,312 1.207,346 1.356,694 1.425,495

DOID

2.019,204 1.990,513 3.681,078 5.145,118

EXCL

8.728,212 8.739,996 7.931,046 15.398,292

ELSA

1.987,777 1.686,450 1.560,197 1.378,311

ELTY

4.189,484 4.470,432 4.395,252 5.144,194

ENRG

4.310,653 5.502,162 7.925,267 8.897,129

GGRM

13.534,319 13.802,317 20.094,580 23.783,134

GJTL

2.900,275 3.020,030 2.964,235 3.116,223

GIAA

5.866,978 7.293,182 12.258,950 15.164,028

HRUM

1.070,554 1.036,181 1.011,515 976,356

ICBP

3.127,996 3.648,069 4.696,583 6.230,997

INCO

1.621,522 1.601,981 2.072,403 2.591,538

INDF

12.831,304 12.805,200 19.471,309 22.681,686

INDY

4.462,438 5.243,889 4.262,578 4.933,812

INTP

1.476,597 2.418,762 2.740,089 3.260,559

ISAT

11.968,067 11.015,751 13.494,437 21.147,849

ITMG

4.087,383 4.225,993 4.597,250 4.528,818

IMAS

5.415,178 7.963,487 10.720,516 11.473,256

INTA

2.383,059 2.698,291 3.239,607 2.991,109

JSMR

4.069,501 6.647,344 4.871,299 4.312,917

KLBF

1.630,589 1.891,618 2.640,590 2.385,920

KRAS

9.204,702 12.033,686 13.965,064 17.575,737

KIJA

950,915 1.209,940 1.752,627 1.022,072

LPKR

2.254,092 3.479,207 4.841,564 5.725,392

(20)

87

MAIN

515,044 852,741 986,471 1.742,384

MAPI

2.277,735 2.682,782 3.994,794 3.841,835

MEDC

7.359,261 4.179,107 5.031,361 5.816,787

MLPL

4.042,864 4.671,652 7.851,921 8.371,770

MNCN

1.227,364 1.250,225 1.606,491 892,276

PGAS

2.483,317 4.571,487 10.872,836 13.562,910

PTBA

1.918,413 1.770,664 2.260,956 3.574,129

PTPP

5.095,937 6.040,647 8.814,039 9.838,497

PWON

1.250,077 2.018,288 2.849,867 3.913,147

SCMA

1.738,075 642,005 705,700 819,158

SMCB

1.683,799 1.556,875 3.262,054 3.807,545

SMGR

2.889,137 4.825,205 5.297,631 5.273,269

SIMP

4.780,071 4.583,214 6.460,709 6.898,825

SMRA

3.572,428 5.197,490 5.042,251 3.992,598

SSIA

1.121,667 1.782,521 1.853,744 1.727,094

TAXI

273,242 373,180 575,015 513,051

TBIG

869,746 2.182,014 3.930,922 9.124,102

TINS

1.421,976 989,119 2.439,590 3.512,730

TLKM

22.189,000 24.107,000 28.437,000 31.786,000

TRAM

314,895 1.753,763 1.836,285 1.475,395

UNSP

3.443,759 3.001,003 6.359,394 7.699,736

UNTR

14.930,069 11.327,164 14.560,664 16.297,816

UNVR

6.501,681 7.535,896 8.419,442 9.682,000

WIKA

5.127,209 6.527,628 7.298,469 8.476,042

WSKT

4.495,779 6.359,000 6.405,000 9.693,000

VIVA

681,701 367,285 371,757 1.057,647

Hitungan dalam milyaran rupiah

(21)

88

11. Tabel Persediaan Sample tahun 2011-2014

Perusahaan

2011

2012

2013

2014

AALI

769,903 1.249,050 802,978 1.278,120

ADRO

475,345 623,589 1.260,706 1.203,096

ADHI

68,562 116,552 161,560 132,014

ANTM

1.687,897 1.449,968 2.445,934 1.761,888

ASII

11.990,000 15.285,000 14.433,000 16.986,000

AKRA

1.237,714 1.415,169 1.823,246 934,877

ASRI

1.056,778 1.661,094 937,153 930,602

BMTR

1.041,615 1.636,122 1.803,445 2.038,756

BSDE

3.012,273 3.374,802 3.796,776 5.239,017

BIPI

43,026 57,525 44,484 41,438

BHIT

1.104,146 1.723,639 1.829,529 2.091,685

BKSL

1.124,722 1.253,660 5.069,547 5.378,817

BRPT

2.593,512 2.707,349 3.629,380 2.769,336

BWPT

168,578 182,051 126,428 303,714

CPIN

2.339,543 3.366,317 4.044,737 4.333,238

CTRA

2.530,411 3.310,134 4.879,000 6.428,908

DEWA

273,915 315,004 283,940 274,056

DOID

480,637 419,178 343,783 480,513

EXCL

66,595 49,807 49,218 77,237

ELSA

108,422 92,725 102,555 114,830

ELTY

1.816,319 1.695,358 1.079,413 1.839,817

ENRG

419,823 474,575 607,549 671,620

GGRM

28.020,017 26.649,777 30.241,368 34.739,327

GJTL

1.660,462 1.478,827 1.820,112 2.247,074

GIAA

720,555 806,902 1.120,563 1.059,602

HRUM

626,515 985,392 346,558 209,741

ICBP

1.640,700 1.816,459 2.868,722 2.821,618

INCO

1.480,541 1.478,050 1.852,721 1.732,173

INDF

6.536,343 7.786,166 8.160,539 8.454,845

INDY

100,547 189,957 157,382 123,601

INTP

1.327,720 1.470,305 1.473,645 1.665,546

ISAT

75,890 52,556 36,004 49,408

ITMG

970,013 1.459,919 1.453,271 1.863,634

IMAS

2.407,381 3.888,215 4.498,533 3.366,039

INTA

765,344 1.185,636 856,918 588,810

JSMR

38,788 7,822 6,628 7,414

(22)

89

MAIN

239,006 262,603 391,892 610,432

MAPI

1.377,896 1.917,927 2.941,755 3.203,403

MEDC

396,317 352,990 456,007 488,941

MLPL

1.413,534 2.064,262 2.925,163 3.406,548

MNCN

894,311 1.139,486 1.332,726 1.634,832

PGAS

17,887 23,643 179,329 812,909

PTBA

644,833 765,964 901,952 1.033,360

PTPP

1.585,309 1.565,642 1.672,896 2.570,346

PWON

822,547 963,171 1.051,081 1.671,766

SCMA

191,863 267,364 374,639 462,439

SMCB

570,459 687,087 591,057 736,995

SMGR

2.006,660 2.284,905 2.645,893 2.811,704

SIMP

1.677,576 1.889,006 1.568,496 1.773,329

SMRA

2.741,082 2.820,184 3.058,266 3.103,252

SSIA

237,620 163,816 458,902 350,778

TAXI

10,822 11,259 13,518 14,076

TBIG

33,545 228,771 328,078 404,377

TINS

2.447,376 1.617,389 2.461,256 3.384,026

TLKM

758,000 579,000 509,000 474,000

TRAM

1,865 10,585 7,338 22,943

UNSP

216,521 240,455 163,507 134,447

UNTR

7.129,459 7.173,704 6.176,470 7.770,086

UNVR

1.812,821 2.061,899 2.084,331 2.325,989

WIKA

872,775 1.138,080 1.118,390 817,307

WSKT

351,259 412,538 292,227 604,279

VIVA

91,473 65,578 57,361 208,768

Hitungan dalam milyaran rupiah

(23)

90

12. Tabel Pendapatan Bersih setelah Pajak Sample tahun 2011-2014

Perusahaan

2011

2012

2013

2014

AALI

2.499,000 2.454,000 2.605,000 2.621,000

ADRO

5.074,000 3.691,000 2.813,000 2.316,000

ADHI

183,000 214,000 408,000 327,000

ANTM

1.925,000 2.989,000 410,000 -775,000

ASII

21.348,000 22.460,000 22.297,000 22.125,000

AKRA

511,000 756,000 616,000 791,000

ASRI

603,000 1.216,000 890,000 1.177,000

BMTR

195,000 2.068,000 1.030,000 1.198,000

BSDE

1.012,000 10.532,000 2.906,000 3.996,000

BIPI

-204,000 -144,000 679,000 326,000

BHIT

1.063,000 2.072,000 395,000 1.170,000

BKSL

137,000 221,000 605,000 41,000

BRPT

9,000 -1.194,000 -254,000 -17,000

BWPT

320,000 262,000 182,000 195,000

CPIN

2.362,000 2.681,000 2.529,000 1.747,000

CTRA

494,000 849,000 1.413,000 1.794,000

DEWA

-218,000 -389,000 -635,000 4,000

DOID

-352,000 -168,000 -360,000 192,000

EXCL

2.830,000 2.744,000 1.033,000 -891,000

ELSA

-204,000 136,000 243,000 418,000

ELTY

15,000 -423,000 -232,000 475,000

ENRG

253,000 267,000 2.128,000 218,000

GGRM

4.958,000 4.069,000 4.384,000 5.395,000

GJTL

946,000 1.086,000 120,000 270,000

GIAA

859,000 1.406,000 137,000 -4.627,000

HRUM

1.709,000 1.350,000 608,000 32,000

ICBP

2.064,000 2.287,000 2.235,000 2.532,000

INCO

3.593,000 607,000 474,000 2.142,000

INDF

5.017,000 4.872,000 3.417,000 5.146,000

INDY

1.198,000 820,000 -660,000 -379,000

INTP

3.602,000 4.763,000 5.012,000 5.274,000

ISAT

933,000 876,000 -2.666,000 -1.858,000

ITMG

4.999,000 4.125,000 2.828,000 2.490,000

IMAS

1.066,000 885,000 621,000 -67,000

INTA

120,000 12,000 308,000 -81,000

(24)

91

MAIN

205,000 302,000 242,000 -85,000

MAPI

358,000 437,000 328,000 73,000

MEDC

4.410,000 59,000 196,000 171,000

MLPL

153,000 256,000 1.646,000 2.109,000

MNCN

1.153,000 1.781,000 1.810,000 1.883,000

PGAS

6.163,000 8.768,000 10.968,000 9.301,000

PTBA

3.086,000 2.269,000 1.854,000 2.019,000

PTPP

240,000 310,000 421,000 532,000

PWON

379,000 766,000 1.137,000 2.599,000

SCMA

913,000 913,000 2.789,000 1.448,000

SMCB

1.055,000 1.381,000 952,000 669,000

SMGR

3.961,000 4.925,000 5.354,000 5.574,000

SIMP

2.904,000 1.523,000 635,000 1.109,000

SMRA

389,000 792,000 1.096,000 1.388,000

SSIA

273,000 740,000 747,000 514,000

TAXI

80,000 133,000 118,000

TBIG

494,000 822,000 1.352,000 1.372,000

TINS

897,000 436,000 515,000 638,000

TLKM

15.481,000 18.388,000 20.290,000 1.215,000

TRAM

145,000 -297,000 47,000 -421,000

UNSP

668,000 -1.099,000 -2.767,000 -684,000

UNTR

5.863,000 5.860,000 4.799,000 4.840,000

UNVR

4.164,000 4.839,000 5.353,000 5.739,000

WIKA

402,000 509,000 624,000 751,000

WSKT

254,000 368,000 501,000

VIVA

26,000 73,000 106,000 173,000

Hitungan dalam milyaran rupiah

(25)

92

13. Tabel Total Asset Sample tahun 2011-2014

(26)

93

MAIN

1.328,000 1.800,000 2.214,000 3.531,000

MAPI

4.415,000 5.991,000 7.808,000 8.686,000

MEDC

23.463,000 25.682,000 31.064,000 33.608,000

MLPL

14.315,000 14.088,000 20.255,000 22.798,000

MNCN

8.789,000 8.961,000 9.615,000 13.609,000

PGAS

30.976,000 37.417,000 53.536,000 77.321,000

PTBA

11.507,000 12.729,000 11.677,000 14.812,000

PTPP

6.933,000 8.551,000 12.416,000 14.612,000

PWON

5.745,000 7.566,000 9.298,000 16.771,000

SCMA

2.511,000 2.893,000 4.010,000 4.728,000

SMCB

10.951,000 12.169,000 14.895,000 17.195,000

SMGR

19.662,000 26.579,000 30.793,000 34.315,000

SIMP

25.510,000 26.574,000 28.065,000 30.996,000

SMRA

8.099,000 10.876,000 13.659,000 15.379,000

SSIA

2.938,000 4.855,000 5.814,000 5.993,000

TAXI

1.783,000 2.137,000 3.011,000

TBIG

6.880,000 14.317,000 18.719,000 22.034,000

TINS

6.570,000 6.101,000 7.883,000 9.752,000

TLKM

103.054,000 111.369,000 127.951,000 140.895,000

TRAM

2.595,000 3.247,000 3.917,000 3.552,000

UNSP

18.702,000 18.983,000 18.015,000 17.442,000

UNTR

46.440,000 50.301,000 57.362,000 60.292,000

UNVR

10.482,000 11.985,000 13.348,000 14.281,000

WIKA

8.323,000 10.945,000 12.595,000 15.915,000

WSKT

8.366,000 8.788,000 12.542,000

VIVA

2.418,000 2.993,000 5.303,000 6.156,000

Hitungan dalam milyaran rupiah

(27)

94

14. Tabel Total Ekuitas Sample tahun 2011-2014

(28)

95

MAIN

422,000 682,000 862,000 1.078,000

MAPI

1.794,000 2.173,000 2.428,000 2.609,000

MEDC

7.756,000 8.154,000 11.003,000 11.445,000

MLPL

8.149,000 7.053,000 8.977,000 10.296,000

MNCN

6.835,000 7.297,000 7.744,000 4.216,000

PGAS

17.185,000 22.578,000 33.463,000 36.861,000

PTBA

8.165,000 8.505,000 7.552,000 8.671,000

PTPP

1.425,000 1.656,000 1.985,000 2.390,000

PWON

2.373,000 3.135,000 4.103,000 8.283,000

SCMA

1.504,000 2.188,000 1.286,000 3.478,000

SMCB

7.527,000 8.418,000 8.773,000 8.759,000

SMGR

14.615,000 18.165,000 21.804,000 25.002,000

SIMP

15.171,000 16.092,000 16.108,000 16.807,000

SMRA

2.477,000 3.815,000 4.658,000 5.993,000

SSIA

1.201,000 1.670,000 2.612,000 3.039,000

TAXI

687,000 797,000 893,000

TBIG

2.705,000 4.245,000 4.114,000 4.131,000

TINS

4.598,000 4.558,000 4.892,000 5.608,000

TLKM

60.981,000 66.978,000 77.424,000 86.125,000

TRAM

1.516,000 1.306,000 1.705,000 1.307,000

UNSP

9.058,000 7.914,000 4.867,000 4.154,000

UNTR

27.504,000 32.301,000 35.649,000 38.577,000

UNVR

3.681,000 3.968,000 4.255,000 4.599,000

WIKA

2.219,000 2.814,000 3.227,000 4.979,000

WSKT

2.007,000 2.383,000 2.849,000

VIVA

1.595,000 1.679,000 2.087,000 2.664,000

Hitungan dalam milyaran rupiah

(29)

96

15. Tabel Nilai Pasar Sample 2011-2014

(30)

97

MAIN

1.917 3.910 5.023 4.950

MAPI

9.222 11.506 11.923 11.526

MEDC

17.540 13.963 18.134 21.062

MLPL

12.343 11.930 17.189 19.503

MNCN

9.372 11.047 11.975 7.648

PGAS

22.843 31.749 48.811 56.424

PTBA

27.433 25.376 20.013 24.745

PTPP

7.006 8.527 11.959 15.803

PWON

4.373 5.378 7.223 12.711

SCMA

11.092 5.080 4.617 7.797

SMCB

11.386 12.875 14.310 14.752

SMGR

28.954 38.840 41.252 46.475

SIMP

21.101 21.825 23.349 24.411

SMRA

7.289 10.912 10.480 11.506

SSIA

3.043 4.533 5.026 5.836

TAXI

273 1.930 2.832 2.576

TBIG

5.950 12.127 13.845 22.955

TINS

7.690 7.087 8.932 10.351

TLKM

90.220 100.135 108.011 120.776

TRAM

2.821 4.210 5.131 2.993

UNSP

12.787 11.008 11.276 11.904

UNTR

68.784 63.328 69.210 72.225

UNVR

28.983 32.354 38.674 46.581

WIKA

7.956 10.822 12.105 17.135

WSKT

4.496 8.816 9.193 14.012

VIVA

2.797 2.606 2.734 4.200

Hitungan dalam milyaran rupiah

(31)

98

16. Tabel Nilai Buku Sample tahun 2011-2014

(32)

99

MAIN

249 402 509 602

MAPI

1.081 1.309 1.463 1.672

MEDC

2.328 2.447 3.302 3.434

MLPL

1.055 913 982 1.023

MNCN

494 532 549 658

PGAS

709 931 1.380 1.521

PTBA

3.544 3.691 3.277 3.763

PTPP

342 410 494

PWON

237 65 85 172

SCMA

778 224 191 238

SMCB

982 1.099 1.145 1.143

SMGR

2.464 3.062 3.676 4.215

SIMP

959 1.017 1.018 1.063

SMRA

360 529 323 415

SSIA

255 355 555 646

TAXI

320 372 416

TBIG

594 885 858 861

TINS

914 906 972 753

TLKM

3.025 3.322 768 854

TRAM

156 134 175 134

UNSP

662 577 355 303

UNTR

7.373 8.659 9.557 10.342

UNVR

482 520 558 603

WIKA

368 461 526 810

WSKT

208 247 293

VIVA

103 108 127 162

Hitungan dalam milyaran rupiah

(33)

100

17. Tabel Nilai Saham yang Beredar Sample tahun 2011-2014

Perusahaan

2011

2012

2013

2014

AALI

787,373 787,373 787,373 787,373

ADRO

4286,75 4286,75 4286,75 4286,75

ADHI

180,132 180,132 180,132 180,132

ANTM

953,845975 953,845975 953,845975 953,845975

ASII

2024 2024 2024 2024

AKRA

382,1986 385,14435 388,07275 391,363767

ASRI

1964,941189 1964,941189 1964,941189 1964,941189

BMTR

1384,628 1396,796 1405,27 1419,861

BSDE

1749,699659 1749,699659 1749,699659 1837,184639

BIPI

37828,92025 44954,514 46618,28025 46618,28025

BHIT

2996,849 3568,808 3590,009 3873,919

BKSL

4119,240501 4119,240501 4119,240501 4119,240501

BRPT

10148,7375 10148,7375 10148,7375 10148,7375

BWPT

404,162419 405,177034 447,118299 3152,529

CPIN

163,98 163,98 163,98 163,98

CTRA

3791,453999 3791,453999 3791,453999 3791,453999

DEWA

30146,188 30146,188 30146,188 30146,188

DOID

5686,041 5699,240625 5726,483 5741,632875

EXCL

851,857 852,628 853,449 853,449

ELSA

729,85 729,85 729,85 729,85

ELTY

4551,977227 4912,191302 4912,191302 4912,191302

ENRG

54009,53275 54009,53363 59227,08237 59227,08237

GGRM

962,044 962,044 962,044 962,044

GJTL

1742,4 1742,4 1742,4 1742,4

GIAA

143253,9861 143253,9861 143253,9861 163679,1961

HRUM

3604,810375 3609,546875 3609,643875 3609,643875

ICBP

583,095 583,095 583,095 583,095

INCO

1705,1625 1705,1625 1705,1625 1705,1625

INDF

878,043 878,043 878,043 878,043

INDY

7111,51925 7111,51925 7111,51925 7111,51925

INTP

1840,616 1840,616 1840,616 1840,616

ISAT

543,393 543,393 543,393 543,393

ITMG

798,65 798,65 798,65 798,65

IMAS

691,319603 691,319603 691,319603 691,319603

INTA

108,001 108,001 108,001 108,001

JSMR

3400 3400 3400 3400

KLBF

468,7512211 468,7512211 468,7512211 468,7512211

KRAS

10699,6 10699,6 10699,6 10699,6

KIJA

1788,848751 1788,848751 1811,684475 1820,227577

LPKR

2307,768962 2307,768962 2307,768962 2307,768962

(34)

101

MAIN

33,9 33,9 33,9 35,82

MAPI

830 830 830 830

MEDC

95579,709 95579,709 101154,464 101154,464

MLPL

2153,183 2153,183 2386,904 2386,904

MNCN

1384,672 1395,613 1409,946 1427,609

PGAS

43002,35388 43002,35388 43002,35388 43002,35388

PTBA

1152,066 1152,066 1152,066 1152,066

PTPP

484,24365 484,24365 484,24365 484,24365

PWON

1203,99006 1203,99006 1203,99006 1203,99006

SCMA

483,602416 487,5 731,080062 731,080062

SMCB

3831,45 3831,45 3831,45 3831,45

SMGR

593,152 593,152 593,152 593,152

SIMP

3163,262 3163,262 3163,262 3163,262

SMRA

687,314084 721,339084 1442,678168 1442,678168

SSIA

588,15618 588,15618 588,15618 588,15618

TAXI

135 214,56 214,56 214,56

TBIG

455,67 479,653 479,653 479,653

TINS

251,261 251,261 251,261 372,388

TLKM

5040 5040 5040 5040

TRAM

13143,48663 13143,48663 13143,48663 13143,48663

UNSP

1368,673884 1372,047084 1372,047139 1372,047139

UNTR

932,534 932,534 932,534 932,534

UNVR

76,3 76,3 76,3 76,3

WIKA

602,72675 610,56275 613,9968 614,9225

WSKT

654,9921 963,2236 963,2236 972,7504205

VIVA

1703,513676 1704,545416 1803,512716 1803,512716

(35)

102

18. Tabel Daftar Perhitungan SPSS lainnya

Extreme Values

Case Number Value

returnsaham

Highest

1 66 1.27

2 61 1.25

3 3 1.19

4 28 1.14

5 64 1.13

Lowest

1 30 -.51

2 26 -.50

3 13 -.43

4 33 -.42

5 21 -.40

Descriptives

Statistic Std. Error

returnsaham

Mean .2353 .05958

95% Confidence Interval for

Mean

Lower Bound .1164

Upper Bound .3543

5% Trimmed Mean .2197

Median .1123

Variance .238

Std. Deviation .48769

Minimum -.51

Maximum 1.27

Range 1.78

Interquartile Range .69

Skewness .558 .293

(36)

(37)

104

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .0390 .6005 .2584 .10830 67

Residual -.84803 1.45785 .00000 .52520 67

Std. Predicted Value -2.026 3.159 .000 1.000 67

Std. Residual -1.540 2.647 .000 .953 67