Analisis Relevansi Dividend Yield dan Earning Per Share Terhadap Penilaian Harga Saham Perusahaan Manufaktur yang Terdaftar di BEI

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86 LAMPIRAN

Lampiran 1 Proses Pemilihan Sampel

No. Kode Perusahaan Kriteria Sampel

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88

99 SAIP PT Surabaya Agung Industri Pulp &

Kertas Tbk   x

100 SCCO PT Supreme Cable Manufacturing &

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119 TIRT PT Tirta Mahakam Resources Tbk   x

120 TKIM PT Pabrik Kertas Tjiwi Kimia Tbk  x x

121 TOTO PT Surya Toto Indonesia Tbk  x x

122 TPIA PT Tri Polyta Indonesia Tbk   x

123 TRST PT Trias Sentosa Tbk  x x

124 TSPC PT Tempo Scan Pacific Tbk    31

125 ULTJ PT Ultrajaya Milk Industry & Trading

Company Tbk  x x

126 UNIC PT Unggul Indah Cahaya Tbk  x x

127 UNIT PT Nusantara Inti Corpora Tbk   x

128 UNTX PT Unitex Tbk  x x

129 UNVR PT Unilever Indonesia Tbk    32

130 VOKS PT Voksel Electric Tbk  x x

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90 Lampiran 2 Daftar Sampel Penelitian

No. Kode Perusahaan Tanggal Listing

1 AMFG PT Asahimas Flat Glass Tbk 8 November 1995 7 CPIN PT Charoen Pokphand Indonesia Tbk 18 Maret 1991 8 DLTA PT Delta Djakarta Tbk 27 Februari 1984 9 DVLA PT Darya-Varia Laboratoria Tbk 11 November 1994 10 EKAD PT Ekadharma Internasional Tbk 14 Agusts 1990 11 FASW PT Fajar Surya Wisesa Tbk 19 Desember 1994 12 GDYR PT GoodYear Indonesia Tbk 22 Desember 1980 13 GGRM PT Gudang Garam Tbk 27 Agustus 1990

14 GJTL PT Gajah Tunggal Tbk 8 Mei 1990

15 HMSP PT Hanjaya Mandala Sampoerna Tbk 15 Agustus 1990 16 INDF PT Indofood Sukses Makmur Tbk 14 Juli 1994 17 INTP PT Indocement Tunggal Prakarsa Tbk 5 Desember 1989 18 JPFA PT Japfa Comfeed Indonesia Tbk 23 oktober 1989

19 KAEF PT Kimia Farma, Tbk 04 Juli 2001

20 KLBF PT Kalbe Farma, Tbk 30 Juli 1991

21 LION PT Lion Metal Works Tbk 20 Agustus 1993

22 LMSH PT Lionmesh Tbk 4 Juni 1990

23 MASA PT Multistrada Arah Sarana Tbk 09 Juni 2005 24 MLBI PT Multi Bintang Indonesia Tbk 15 Desember 1981

25 MRAT PT Mustika Ratu Tbk 27 Juli 1995

26 SCCO PT Supreme Cable Manufacturing &

Commerce Tbk 20 Juli 1982

27 SMGR PT Semen Gresik Tbk 08 Juli 1991

28 SMSM PT Selamat Sempurna Tbk 09 September 1996 29 TBMS PT Tembaga Mulia Semanan Tbk 23 Mei 1990 30 TCID PT Mandom Indonesia Tbk 30 September 1993 31 TSPC PT Tempo Scan Pacific Tbk 17 Juni 1994 32 UNVR PT Unilever Indonesia Tbk 11 januari 1982

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No. Kode Nama Perusahaan Harga Saham

9 DVLA PT Darya-Varia Laboratoria

Tbk 765 1.170 1.150

10 EKAD PT Ekadharma Internasional

Tbk 100 204 280

Sampoerna Tbk 10.400 28.150 39.000

16 INDF PT Indofood Sukses Makmur

Tbk 3.550 4.875 4.600

17 INTP PT Indocement Tunggal

Prakarsa Tbk 13.700 15.950 17.050

18 JPFA PT Japfa Comfeed Indonesia

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92

27 SMGR PT Semen Gresik Tbk 7.550 9.450 11.450 28 SMSM PT Selamat Sempurna Tbk 750 1.070 2.000

29 TBMS PT Tembaga Mulia Semanan

Tbk 3.250 9.000 5.900

30 TCID PT Mandom Indonesia Tbk 8.100 7.200 7.700 31 TSPC PT Tempo Scan Pacific Tbk 730 1.710 2.550 32 UNVR PT Unilever Indonesia Tbk 11.050 16.500 18.800

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( Dalam Rupiah)

No. Kode Perusahaan Harga Saham 2009

h+1 h+3 h+15 h+30

Tbk 770 750 745 760

Tbk 103,20 104,80 104 119,20

Tbk 3.925 3.925 3.850 3.825

Prakarsa Tbk 14.150 14.150 14.650 14.950

Tbk 264 264 268 270

19 KAEF PT Kimia Farma, Tbk 129 129 139 155

20 KLBF PT Kalbe Farma, Tbk 372 366 415 400

21 LION PT Lion Metal Works Tbk 2.100 2.100 2.100 2.850 22 LMSH PT Lionmesh Tbk 2.400 2.600 2.400 2.400

23 MASA PT Multistrada Arah Sarana

Tbk 270 270 270 295

24 MLBI PT Multi Bintang Indonesia

Tbk 163.000 162.500 163.000 169.000

25 MRAT PT Mustika Ratu Tbk 405 400 405 485

26 SCCO PT Supreme Cable

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94

Tbk

27 SMGR PT Semen Gresik Tbk 7.550 7.550 8.100 8.200 28 SMSM PT Selamat Sempurna Tbk 1.290 1.290 1.350 1.330

Tbk 4.050 3.350 4.500 4.300

30 TCID PT Mandom Indonesia Tbk 8.000 8.000 7.900 7.800 31 TSPC PT Tempo Scan Pacific Tbk 710 710 810 890 32 UNVR PT Unilever Indonesia Tbk 12.150 12.150 12.600 13.850

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( Dalam Rupiah)

h+1 h+3 h+15 h+30

Tbk 1.050 1.050 1.080 1.110

Tbk 216 216 200 220

Tbk 5.000 5.150 5.250 5.600

Prakarsa Tbk 14.300 14.300 16.600 17.000

Tbk 690 690 685 730

Tbk 270 275 335 330

Tbk 270.500 270.500 269.000 285.000

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96

Tbk

27 SMGR PT Semen Gresik Tbk 8.650 9.200 9.450 9.550 28 SMSM PT Selamat Sempurna Tbk 1.110 1.110 1.110 1.170

Tbk 9.000 9.000 9.000 5.800

30 TCID PT Mandom Indonesia Tbk 7.600 7.600 7.600 7.600 31 TSPC PT Tempo Scan Pacific Tbk 1.720 1.750 1.750 1.820 32 UNVR PT Unilever Indonesia Tbk 15.450 15.450 14.950 15.300

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( Dalam Rupiah)

h+1 h+3 h+15 h+30

Tbk 1.230 1.210 1.250 1.280

Tbk 360 355 410 445

Tbk 4.875 4.825 4.775 4.625

Prakarsa Tbk 18.250 18.250 18.150 18.300

Tbk 825 815 830 840

Tbk 620 620 580 570

Tbk 450.000 450.000 450.000 530.000

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98

Tbk

27 SMGR PT Semen Gresik Tbk 12.250 12.400 12.300 12..300 28 SMSM PT Selamat Sempurna Tbk 2.525 2.550 2.550 2.650

Tbk 6.800 6.800 6.800 8.000

30 TCID PT Mandom Indonesia Tbk 8.600 8.250 9.000 9.000 31 TSPC PT Tempo Scan Pacific Tbk 2.700 2.625 2.650 2.700 32 UNVR PT Unilever Indonesia Tbk 20.000 20.150 19.000 19.300

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No. Kode Perusahaan DY

7 CPIN PT Charoen Pokphand Indonesia

Tbk 8,71 3,52 1,95

15 HMSP PT Hanjaya Mandala Sampoerna

Tbk 7,36 5,83 3,21

16 INDF PT Indofood Sukses Makmur Tbk 2,52 2,79 3,80

17 INTP PT Indocement Tunggal Prakarsa

Tbk 1,64 1,65 1,72

26 SCCO PT Supreme Cable Manufacturing

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100

3 ASII PT Astra Internasional Tbk 2.480,02 3.548,60 5.273,25

4 AUTO PT Astra Otoparts Tbk 996,25 1.479,83 286,75

12 GDYR PT GoodYear Indonesia Tbk

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22 LMSH PT Lionmesh Tbk

23 MASA PT Multistrada Arah Sarana Tbk

28,58 28,76 23,32

24 MLBI PT Multi Bintang Indonesia Tbk

16.158,42 21.021,17 24.080,78

25 MRAT PT Mustika Ratu Tbk 49,10 57,05 60,25

26 SCCO

PT Supreme Cable Manufacturing & Commerce Tbk

89,83 295,57 534,22

27 SMGR PT Semen Gresik Tbk 560,82 612,53 667,72

28 SMSM PT Selamat Sempurna Tbk 92,28 104,48 152,30

29 TBMS PT Tembaga Mulia Semanan Tbk

2.930,78 175,80 1.145,20

30 TCID PT Mandom Indonesia Tbk 619,75 653,74 697,75

31 TSPC PT Tempo Scan Pacific Tbk

79,99 108,64 130,07

32 UNVR PT Unilever Indonesia Tbk 315,5 398,97 443,90

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102 Lampiran 9

Hasil Uji Statistik Deskriptif Untuk Periode 1 Hari, 3 Hari, 15 Hari dan 30 Hari Setelah Publikasi Laporan Keuangan

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

Dividend Yield 96 .01 2658.27 31.5743 270.92959

Earning Per Share 96 11.25 24080.78 1725.2059 3997.83334

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Hasil Uji Normalitas

One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 96

Normal Parametersa,,b Mean .0000000 Std. Deviation .87695028 Most Extreme

Differences

Absolute .109 Positive .062 Negative -.109

Kolmogorov-Smirnov Z 1.065

Asymp. Sig. (2-tailed) .206 a. Test distribution is Normal.

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104 Hasil Uji Multikolinearitas

Coefficientsa

Model

Unstandardized Coefficients

Standardized

Coefficients t Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) 2.818 .351 8.031 .000

LnX1 -.110 .067 -.084 -1.643 .104 .978 1.023

LnX2 .908 .054 .858 16.887 .000 .978 1.023 a. Dependent Variable: LnY1

Hasil Uji Heteroskedastisitas

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Square the Estimate

1 .875a .765 .760 .88633 a. Predictors: (Constant), LnX2, LnX1

b. Dependent Variable: LnY1

1 Regression 237.876 2 118.938 151.401 .000a

Residual 73.059 93 .786

Total 310.935 95

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106 Lampiran 11

Hasil Regresi Untuk Periode 3 Hari Setelah Publikasi Laporan Keuangan

N 96

Normal Parametersa,,b

Mean .0000000

Std. Deviation .87910569 Most Extreme

Differences

Absolute .093 Positive .061 Negative -.093 Kolmogorov-Smirnov Z .907 Asymp. Sig. (2-tailed) .383 a. Test distribution is Normal. b. Calculated from data.

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Coefficientsa

Model

Standardized Coefficients

t Sig.

Collinearity Statistiks

1 (Constant) 2.841 .352 8.077 .000

LnX1 -.113 .067 -.086 -1.688 .095 .978 1.023

LnX2 .906 .054 .857 16.798 .000 .978 1.023

a. Dependent Variable: LnY2

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108 a. Predictors: (Constant), LnX2, LnX1 b. Dependent Variable: LnY2

1 Regression 237.876 2 118.938 151.401 .000a

Residual 73.059 93 .786

Total 310.935 95

a. Predictors: (Constant), LnX2, LnX1 b. Dependent Variable: LnY1

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Keuangan Hasil Uji Normalitas

N 96

Mean .0000000

Differences

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110 Hasil Uji Multikolinearitas

Coefficientsa

Model

Standardized

Coefficients _t _Sig.

1 (Constant) 2.867 .346 8.291 .000

LnX1 -.108 .066 -.082 -1.632 .106 .978 1.023

Hasil Uji Heteroskedastisitas

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Square the Estimate

1 .877a .769 .764 .87324 a. Predictors: (Constant), LnX2, LnX1 b. Dependent Variable: LnY3

1 Regression 236.294 2 118.147 154.937 .000a

Residual 70.917 93 .763

Total 307.211 95

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112 Lampiran 13

Hasil Regresi Untuk Periode 30 Hari Setelah Publikasi Laporan Keuangan

N 96

Mean .0000000

Differences

Absolute .094

Positive .058

Negative -.094

Kolmogorov-Smirnov Z .918

Asymp. Sig. (2-tailed) .369

a. Test distribution is Normal. b. Calculated from data.

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Coefficientsa

Model

Standardized

Coefficients _t _Sig.

1 (Constant) 2.894 .342 8.457 .000

LnX1 -.103 .065 -.079 -1.571 .120 .978 1.023

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114 a. Predictors: (Constant), LnX2, LnX1

b. Dependent Variable: LnY4

a. Predictors: (Constant), LnX2, LnX1 b. Dependent Variable: LnY4