Kode Tanggal Stock Split Rasio

(1)

Lampiran 1 Data perusahaan yang melakukan Stock Split

No. Nama Perusahaan Kode Tanggal Stock Split Rasio

1. Resource Alam Indonesia Tbk KKGI 18/03/2010 4 : 1 2. Ciputra Development Tbk CTRA 15/06/2010 2 : 1

3. Tunas Redean Tbk TURI 17/06/2010 4 : 1

4. Darya–Varia Laboratoria Tbk DVLA 12/11/2010 2 : 1 5. Charoen Pokphan Indonesia Tbk CPIN 08/12/2010 5 : 1 6. London Sumatera Plantation Tbk LSIP 25/02/2011 5 : 1 7. Bank Tabungan Pensiunan Nasional Tbk BTPN 28/03/2011 5 : 1

8. Intraco Penta Tbk INTA 06/06/2011 5 : 1

9. Astra Otopart Tbk AUTO 24/06/2011 5 : 1

10. Surya Semesta Internusa Tbk SSIA 07/07/2011 4 : 1 11. Capitalinc Investment Tbk MTFN 11/07/2011 5 : 1 12. Jasuindo Tiga Perkasa Tbk JTPE 26/07/2011 5 : 1 13. Pool Advista Indonesia Tbk POOL 03/01/2012 2 : 1

14. Petrosea Tbk PTRO 06/03/2012 10 : 1

15. Hero Supermarket Tbk HERO 05/04/2012 10 : 1

(2)

Lampiran 2 Data Harga Saham, Indeks Harga Saham, Actual Return, Expected Return, Abnormal Return, Volume Saham yang Diperdagangkan, Volume Saham Beredar dan Trading Volume Activity.

KKGI 3 -3 12/03/2010 575 2666.51 0.045454545 -0.003739931 0.049194476 4 -2 15/03/2010 575 2669.61 0 0.001162568 -0.001162568 5 -1 17/03/2010 575 2756.26 0 0.032457925 -0.032457925 6 0 18/03/2010 580 2737.24 0.008695652 -0.006900655 0.015596307 7 1 19/03/2010 580 2742.97 0 0.00209335 -0.00209335 8 2 22/03/2010 580 2702.4 0 -0.014790537 0.014790537 9 3 23/03/2010 580 2720.86 0 0.006830965 -0.006830965 10 4 24/03/2010 580 2774.85 0 0.019842991 -0.019842991 11 5 25/03/2010 650 2799.15 0.120689655 0.00875723 0.111932425

(3)

CTRA

No. Ket. Tanggal Harga

Saham IHSG

Actual Return

Expected Return

Abnormal Return

1 -5 8/06/2010 355 2779.98

2 -4 9/06/2010 365 2785.79 0.028169014 0.002089943 0.026079071 3 -3 10/06/2010 380 2770.79 0.04109589 -0.005384469 0.046480359 4 -2 11/06/2010 405 2801.9 0.065789474 0.011227845 0.054561629 5 -1 14/06/2010 410 2826.84 0.012345679 0.008901103 0.003444576 6 0 15/06/2010 395 2830.17 -0.03658537 0.001177994 -0.03776336 7 1 16/06/2010 390 2858.66 -0.01265823 0.010066533 -0.022724761 8 2 17/06/2010 380 2891.1 -0.02564103 0.011347974 -0.036989 9 3 18/06/2010 370 2929.59 -0.02631579 0.013313272 -0.039629061 10 4 21/06/2010 370 2941.9 0 0.004201953 -0.004201953 11 5 22/06/2010 375 2934.59 0.013513514 -0.002484789 0.015998302

No. Ket. Tanggal

Volume diperdagangkan

Volume beredar

(4)

No. Ket. Tanggal Volume diperdagangkan

Trading Volume Activity 1 -5 10/06/2010 24164000 5580000000 0.004330466 2 -4 11/06/2010 11440000 5580000000 0.002050179 3 -3 14/06/2010 8502000 5580000000 0.001523656 4 -2 15/06/2010 9116000 5580000000 0.001633692 5 -1 16/06/2010 18924000 5580000000 0.003391398 6 0 17/06/2010 16638500 5580000000 0.00298181 7 1 18/06/2010 9161000 5580000000 0.001641756 8 2 21/06/2010 7481500 5580000000 0.001340771 9 3 22/06/2010 4859500 5580000000 0.000870878 10 4 23/06/2010 3805500 5580000000 0.000681989 11 5 24/06/2010 120713000 5580000000 0.021633154 TURI

Saham IHSG

Abnormal Return 1 -5 10/06/2010 575 2770.79

(5)

DVLA

Saham IHSG

Abnormal Return 1 -5 05/11/2010 955 3655.3

2 -4 08/11/2010 1062.5 3699.26 0.112565445 0.012026373 0.100539072 3 -3 09/11/2010 1025 3737.48 -0.03529412 0.010331796 -0.045625914 4 -2 10/11/2010 1062.5 3756.97 0.036585366 0.005214744 0.031370622 5 -1 11/11/2010 1112.5 3744.62 0.047058824 -0.003287223 0.050346047 6 0 12/11/2010 1240 3665.85 0.114606742 -0.021035512 0.135642254 7 1 15/11/2010 1210 3656.46 -0.02419355 -0.00256148 -0.021632069 8 2 16/11/2010 1180 3674.03 -0.02479339 0.004805194 -0.029598583 9 3 17/11/2010 1180 3677.9 0 0.001053339 -0.001053339 10 4 18/11/2010 1160 3725.05 -0.01694915 0.012819816 -0.029768968 11 5 19/11/2010 1160 3741.23 0 0.004343566 -0.004343566

No. Ket. Tanggal Volume

diperdagangkan

Trading Volume Activity 1 -5 05/11/2010 53000 1120000000 0.000047321 2 -4 08/11/2010 743000 1120000000 0.000663393 3 -3 09/11/2010 136000 1120000000 0.000121429 4 -2 10/11/2010 43000 1120000000 0.000038393 5 -1 11/11/2010 309000 1120000000 0.000275893 6 0 12/11/2010 516000 1120000000 0.000460714

7 1 15/11/2010 52500 1120000000 0.000046875

8 2 16/11/2010 25500 1120000000 0.000022768

9 3 17/11/2010 0 1120000000 0

(6)

No. Ket. Tanggal Volume diperdagangkan

Trading Volume Activity 1 -5 30/11/2010 293055000 16417971301 0.017849647 2 -4 01/12/2010 20062500 16417971301 0.001221984 3 -3 02/12/2010 30520000 16417971301 0.001858939 4 -2 03/12/2010 22612500 16417971301 0.001377302 5 -1 06/12/2010 20167500 16417971301 0.00122838 6 0 08/12/2010 20678500 16417971301 0.001259504 7 1 09/12/2010 18818500 16417971301 0.001146213 8 2 10/12/2010 35043500 16417971301 0.00213446 9 3 13/12/2010 13330500 16417971301 0.000811946 10 4 14/12/2010 17722500 16417971301 0.001079457 11 5 15/12/2010 25531500 16417971301 0.001555095 CPIN

Saham IHSG

Abnormal Return 1 -5 30/11/2010 1920 3531.21

(7)

LSIP

Saham IHSG

Abnormal Return 1 -5 18/02/2011 2190 3501.5

2 -4 21/02/2011 2200 3497.64 0.00456621 -0.001102385 0.005668595 3 -3 22/02/2011 2180 3451.1 -0.00909091 -0.013306115 0.004215206 4 -2 23/02/2011 2160 3474.12 -0.00917431 0.006670337 -0.015844649 5 -1 24/02/2011 2100 3439.13 -0.02777778 -0.010071615 -0.017706163 6 0 25/02/2011 2150 3443.53 0.023809524 0.001279393 0.02253013 7 1 28/02/2011 2150 3470.35 0 0.007788519 -0.007788519 8 2 01/03/2011 2225 3512.62 0.034883721 0.012180328 0.022703393 9 3 02/03/2011 2250 3486.2 0.011235955 -0.007521451 0.018757406 10 4 03/03/2011 2275 3494.54 0.011111111 0.00239229 0.008718822 11 5 04/03/2011 2350 3542.9 0.032967033 0.013838731 0.019128302

No. Ket. Tanggal Volume

diperdagangkan

(8)

BTPN

Saham IHSG

1 -5 21/03/2011 2160 3518.85

2 -4 22/03/2011 2150 3517.72 -0.00462963 -0.000321128 -0.004308502 3 -3 23/03/2011 2180 3556.23 0.013953488 0.010947432 0.003006057 4 -2 24/03/2011 2300 3611.64 0.055045872 0.015581107 0.039464765 5 -1 25/03/2011 2330 3607.11 0.013043478 -0.001254278 0.014297756 6 0 28/03/2011 2500 3602.86 0.072961373 -0.001178229 0.074139602 7 1 29/03/2011 2550 3591.51 0.02 -0.003150275 0.023150275 8 2 30/03/2011 2525 3640.98 -0.00980392 0.013774151 -0.023578072 9 3 31/03/2011 2500 3678.67 -0.00990099 0.010351609 -0.020252599 10 4 01/04/2011 2450 3707.49 -0.02 0.007834353 -0.027834353 11 5 04/04/2011 2500 3700.05 0.020408163 -0.002006749 0.022414912

diperdagangkan

(9)

INTA

Saham IHSG

Abnormal Return 1 -5 27/06/2011 765 3832.38

2 -4 30/06/2011 775 3826.14 0.013071895 -0.001628231 0.014700126 3 -3 31/06/2011 775 3836.97 0 0.002830529 -0.002830529 4 -2 01/06/2011 770 3837.76 -0.00645161 0.000205892 -0.006657505 5 -1 03/06/2011 770 3844.02 0 0.00163116 -0.00163116 6 0 06/06/2011 770 3834.2 0 -0.002554617 0.002554617 7 1 07/06/2011 770 3842.95 0 0.002282093 -0.002282093 8 2 08/06/2011 760 3825.82 -0.01298701 -0.004457513 -0.0085295 9 3 09/06/2011 740 3806.19 -0.02631579 -0.005130926 -0.021184863 10 4 10/06/2011 730 3787.65 -0.01351351 -0.004871013 -0.008642501 11 5 13/06/2011 710 3748.76 -0.02739726 -0.01026758 -0.01712968

diperdagangkan

(10)

No. Ket. Tanggal

Trading Volume Activity 1 -5 17/06/2011 47500 3855786400 1.23191E-05 2 -4 20/06/2011 95000 3855786400 2.46383E-05 3 -3 21/06/2011 105000 3855786400 2.72318E-05 4 -2 22/06/2011 622500 3855786400 0.000161446 5 -1 23/06/2011 1090000 3855786400 0.000282692 6 0 24/06/2011 551500 3855786400 0.000143032 7 1 27/06/2011 216000 3855786400 5.60197E-05 8 2 28/06/2011 307500 3855786400 7.97503E-05 9 3 02/07/2011 620000 3855786400 0.000160797 10 4 03/07/2011 287500 3855786400 7.45633E-05 11 5 04/07/2011 575000 3855786400 0.000149127 AUTO

Saham IHSG

Abnormal Return 1 -5 17/06/2011 3120 3721.38

(11)

SSIA

Saham IHSG

1 -5 28/06/2011 337.5 3830.27

2 -4 30/06/2011 340 3888.57 0.007407407 0.015220859 -0.007813452 3 -3 01/07/2011 337.5 3927.1 -0.00735294 0.009908527 -0.017261468 4 -2 05/07/2011 337.5 3924.13 0 -0.000756283 0.000756283 5 -1 06/07/2011 335 3908.96 -0.00740741 -0.003865825 -0.003541582 6 0 07/07/2011 330 3939.47 -0.01492537 0.007805145 -0.022730518 7 1 08/07/2011 335 4003.69 0.015151515 0.016301685 -0.00115017 8 2 11/07/2011 330 3995.59 -0.01492537 -0.002023134 -0.012902239 9 3 12/07/2011 330 3938.01 0 -0.014410888 0.014410888 10 4 13/07/2011 350 3980.84 0.060606061 0.010876052 0.049730009 11 5 14/07/2011 345 3997.64 -0.01428571 0.004220215 -0.018505929

diperdagangkan

(12)

MTFN

Saham IHSG

Abnormal Return 1 -5 01/07/2011 224 3927.1

2 -4 05/07/2011 238 3924.13 0.0625 -0.000756283 0.063256283 3 -3 06/07/2011 246 3908.96 0.033613445 -0.003865825 0.03747927 4 -2 07/07/2011 240 3939.47 -0.02439024 0.007805145 -0.032195389 5 -1 08/07/2011 236 4003.69 -0.01666667 0.016301685 -0.032968352 6 0 11/07/2011 240 3995.59 0.016949153 -0.002023134 0.018972286 7 1 12/07/2011 220 3938.01 -0.08333333 -0.014410888 -0.068922445 8 2 13/07/2011 260 3980.84 0.181818182 0.010876052 0.17094213 9 3 14/07/2011 250 3997.64 -0.03846154 0.004220215 -0.042681753 10 4 15/07/2011 245 4023.2 -0.02 0.006393772 -0.026393772 11 5 18/07/2011 240 4032.97 -0.02040816 0.002428415 -0.022836578

Trading Volume Activity 1 -5 01/07/2011 5000 4008094345 1.24748E-06 2 -4 05/07/2011 220000 4008094345 5.48889E-05 3 -3 06/07/2011 1827500 4008094345 0.000455952 4 -2 07/07/2011 210000 4008094345 5.2394E-05 5 -1 08/07/2011 1015000 4008094345 0.000253238 6 0 11/07/2011 15000 4008094345 3.74243E-06

7 1 12/07/2011 93000 4008094345 2.3203E-05

(13)

JTPE

Saham IHSG

1 -5 19/07/2011 296 4023.42

2 -4 20/07/2011 298 4050.63 0.006756757 0.006762903 -0.000006146 3 -3 21/07/2011 298 4068.07 0 0.004305503 -0.004305503 4 -2 22/07/2011 298 4106.82 0 0.009525401 -0.009525401 5 -1 25/07/2011 290 4087.09 -0.02684564 -0.004804204 -0.022041434 6 0 26/07/2011 305 4132.78 0.051724138 0.011179103 0.040545035 7 1 27/07/2011 300 4174.11 -0.01639344 0.010000532 -0.026393975 8 2 28/07/2011 295 4145.83 -0.01666667 -0.006775097 -0.00989157 9 3 29/07/2011 280 4130.8 -0.05084746 -0.00362533 -0.047222128 10 4 01/08/2011 280 4193.44 0 0.015164133 -0.015164133 11 5 02/08/2011 285 4177.85 0.017857143 -0.003717711 0.021574854

diperdagangkan Volume beredar

Trading Volume Activity 1 -5 19/07/2011 11767500 1769680000 0.006649507 2 -4 20/07/2011 18412500 1769680000 0.010404423 3 -3 21/07/2011 16542500 1769680000 0.009347735 4 -2 22/07/2011 6350000 1769680000 0.003588219 5 -1 25/07/2011 10487500 1769680000 0.005926213 6 0 26/07/2011 24721000 1769680000 0.013969192 7 1 27/07/2011 10224000 1769680000 0.005777316

8 2 28/07/2011 6249500 1769680000 0.003531429

9 3 29/07/2011 15739000 1769680000 0.008893698

10 4 01/08/2011 5412000 1769680000 0.00305818

(14)

POOL

Saham IHSG

1 -5 27/12/2011 600 3797.15 0

2 -4 28/12/2011 600 3789.43 0 -0.002033104 0.002033104 3 -3 29/12/2011 600 3769.21 0 -0.005335895 0.005335895 4 -2 30/12/2011 600 3808.77 0 0.010495568 -0.010495568 5 -1 02/01/2012 600 3821.99 0 0.003470937 -0.003470937 6 0 03/01/2012 600 3857.88 0 0.009390396 -0.009390396

7 1 04/01/2012 600 3907.42 0 0.01284125 -0.01284125

8 2 05/01/2012 600 3906.26 0 -0.000296871 0.000296871 9 3 06/01/2012 600 3869.42 0 -0.009431016 0.009431016

10 4 09/01/2012 600 3889.07 0 0.00507828 -0.00507828

11 5 10/01/2012 600 3938.84 0 0.012797404 -0.012797404

Trading Volume Activity

1 -5 27/12/2011 3000 10029937582 0.000000299

2 -4 28/12/2011 3000 10029937582 0.000000299

3 -3 29/12/2011 3000 10029937582 0.000000299

4 -2 30/12/2011 3000 10029937582 0.000000299

5 -1 02/01/2012 3000 10029937582 0.000000299

6 0 03/01/2012 1500 10029937582 0.000000150

7 1 04/01/2012 1500 10029937582 0.000000150

8 2 05/01/2012 1500 10029937582 0.000000150

9 3 06/01/2012 1500 10029937582 0.000000150

10 4 09/01/2012 1500 10029937582 0.000000150

(15)

PTRO

Saham IHSG

1 -5 28/02/2012 4325 3903.56

2 -4 29/02/2012 4350 3985.21 0.005780347 0.020916804 -0.015136457 3 -3 01/03/2012 4500 3962.29 0.034482759 -0.005751265 0.040234024 4 -2 02/03/2012 4490 4004.87 -0.00222222 0.010746311 -0.012968533 5 -1 05/03/2012 4400 3984.9 -0.02004454 -0.004986429 -0.015058114 6 0 06/03/2012 4625 3967.08 0.051136364 -0.004471881 0.055608245 7 1 07/03/2012 4575 3942.52 -0.01081081 -0.006190952 -0.004619859 8 2 08/03/2012 4475 3967.67 -0.02185792 0.006379169 -0.028237092 9 3 09/03/2012 4400 3991.54 -0.01675978 0.006016125 -0.022775902 10 4 12/03/2012 4250 3987.35 -0.03409091 -0.00104972 -0.033041189 11 5 13/03/2012 4225 4008.64 -0.00588235 0.005339386 -0.011221739

diperdagangkan

(16)

HERO

Saham IHSG

1 -5 29/03/2012 5700 4105.17

2 -4 30/03/2012 7100 4121.55 0.245614035 0.003990091 0.241623945 3 -3 02/04/2012 6100 4166.07 -0.14084507 0.010801761 -0.151646832 4 -2 03/04/2012 4900 4215.44 -0.19672131 0.011850497 -0.208571808 5 -1 04/04/2012 3925 4134.04 -0.19897959 -0.019309965 -0.179669627 6 0 05/04/2012 3925 4166.37 0 0.007820437 -0.007820437 7 1 06/04/2012 3550 4154.07 -0.0955414 -0.00295221 -0.092589191 8 2 09/04/2012 2470 4149.8 -0.30422535 -0.001027908 -0.303197445 9 3 10/04/2012 2470 4130.01 0 -0.004768905 0.004768905 10 4 11/04/2012 2100 4139.54 -0.14979757 0.0023075 -0.152105071 11 5 12/04/2012 2325 4159.28 0.107142857 0.004768646 0.102374211

diperdagangkan

Trading Volume Activity 1 -5 29/03/2012 25000 3294200000 0.000007589 2 -4 30/03/2012 30000 3294200000 0.000009107 3 -3 2/04/2012 150000 3294200000 0.000045535

4 -2 3/04/2012 0 3294200000 0.000000000

5 -1 4/04/2012 395000 3294200000 0.000119908 6 0 5/04/2012 707500 3294200000 0.000214771

7 1 6/04/2012 0 3294200000 0.000000000

(17)

ASII

No. Keterangan Tanggal Harga

Saham IHSG

1 -5 29/05/2012 6520 3919.06

2 -4 30/05/2012 6660 3917.92 0.021472393 -0.000290886 0.021763279 3 -3 31/05/2012 6430 3832.82 -0.03453453 -0.021720709 -0.012813826 4 -2 1/06/2012 6335 3799.77 -0.01477449 -0.008622894 -0.006151601 5 -1 4/06/2012 6240 3654.58 -0.01499605 -0.038210207 0.023214154 6 0 5/06/2012 6600 3717.88 0.057692308 0.017320732 0.040371576 7 1 6/06/2012 6950 3841.33 0.053030303 0.033204407 0.019825896 8 2 7/06/2012 6800 3840.6 -0.02158273 -0.000190038 -0.021392695 9 3 8/06/2012 6650 3825.33 -0.02205882 -0.003975941 -0.018082882 10 4 11/06/2012 6600 3866.21 -0.0075188 0.01068666 -0.018205457 11 5 12/06/2012 6650 3852.58 0.007575758 -0.003525416 0.011101174

(18)

IMAS

Saham IHSG

1 -5 31/05/2012 8025 3832.82

2 -4 01/06/2012 7975 3799.77 -0.00623053 -0.008622894 0.002392364 3 -3 04/06/2012 7525 3654.58 -0.05642633 -0.038210207 -0.018216125 4 -2 05/06/2012 7500 3717.88 -0.00332226 0.017320732 -0.020642991 5 -1 06/06/2012 8000 3841.33 0.066666667 0.033204407 0.03346226 6 0 07/06/2012 7750 3840.6 -0.03125 -0.000190038 -0.031059962 7 1 08/06/2012 7550 3825.33 -0.02580645 -0.003975941 -0.02183051 8 2 11/06/2012 7950 3866.21 0.052980132 0.01068666 0.042293473 9 3 12/06/2012 7800 3852.58 -0.01886792 -0.003525416 -0.015342508 10 4 13/06/2012 7800 3860.46 0 0.002045383 -0.002045383 11 5 14/06/2012 7400 3791.62 -0.05128205 -0.017832072 -0.033449979

diperdagangkan Volume beredar

(19)

Trading Volume Activity 1 -5 26/06/2012 27500 440000000000 0.000000063 2 -4 27/06/2012 715000 440000000000 0.000001625 3 -3 28/06/2012 1647500 440000000000 0.000003744 4 -2 29/06/2012 1700000 440000000000 0.000003864 5 -1 02/07/2012 2102500 440000000000 0.000004778 6 0 03/07/2012 1285500 440000000000 0.000002922 7 1 04/07/2012 935000 440000000000 0.000002125 8 2 05/07/2012 207000 440000000000 0.000000470 9 3 06/07/2012 13794000 440000000000 0.000031350 10 4 09/07/2012 1565000 440000000000 0.000003557 11 5 10/07/2012 2438000 440000000000 0.000005541 MDRN

Saham IHSG

1 -5 26/06/2012 615 3881.4

(20)

BFIN

Saham IHSG

1 -5 02/08/2012 2275 4093.11

2 -4 03/08/2012 2275 4099.81 0 0.001636897 -0.001636897 3 -3 06/08/2012 2262.5 4105.5 -0.00549451 0.001387869 -0.006882375 4 -2 07/08/2012 2250 4085.58 -0.00552486 -0.004852028 -0.000672834 5 -1 08/08/2012 2250 4090.71 0 0.001255636 -0.001255636 6 0 09/08/2012 2350 4131.17 0.044444444 0.009890704 0.034553741 7 1 10/08/2012 2325 4141.56 -0.0106383 0.002515026 -0.013153324 8 2 13/08/2012 2300 4102.53 -0.01075269 -0.009423985 -0.001328703 9 3 14/08/2012 2250 4121.56 -0.02173913 0.004638601 -0.026377731 10 4 15/08/2012 2250 4141.99 0 0.004956861 -0.004956861 11 5 16/08/2012 2250 4160.51 0 0.004471281 -0.004471281

diperdagangkan

(21)

TOTO

Saham IHSG

Abnormal Return 1 -5 02/08/2012 6500 4093.11

2 -4 03/08/2012 6500 4099.81 0 0.001636897 -0.001636897 3 -3 06/08/2012 6600 4105.5 0.015384615 0.001387869 0.013996746 4 -2 07/08/2012 6600 4085.58 0 -0.004852028 0.004852028 5 -1 08/08/2012 6800 4090.71 0.03030303 0.001255636 0.029047395 6 0 09/08/2012 8150 4131.17 0.198529412 0.009890704 0.188638708 7 1 10/08/2012 7350 4141.56 -0.09815951 0.002515026 -0.100674535 8 2 13/08/2012 6850 4102.53 -0.06802721 -0.009423985 -0.058603226 9 3 14/08/2012 6800 4121.56 -0.00729927 0.004638601 -0.011937871 10 4 15/08/2012 7700 4141.99 0.132352941 0.004956861 0.12739608 11 5 16/08/2012 7700 4160.51 0 0.004471281 -0.004471281

diperdagangkan

Trading Volume Activity 1 -5 02/08/2012 55000 49536000 0.001110304 2 -4 03/08/2012 55000 49536000 0.001110304 3 -3 06/08/2012 20000 49536000 0.000403747 4 -2 07/08/2012 20000 49536000 0.000403747 5 -1 08/08/2012 20000 49536000 0.000403747 6 0 09/08/2012 34500 49536000 0.000696463 7 1 10/08/2012 37500 49536000 0.000757025 8 2 13/08/2012 13000 49536000 0.000262435

9 3 14/08/2012 1500 49536000 0.000030281

(22)

Lampiran 3

Hasil Stastistik Deskripsi Likuiditas Saham

Paired Samples Statistics

Mean N Std. Deviation Std. Error Mean Pair 1 sebelum .002494137500

000

20 .004274523508 801

.000955812513 710 sesudah .002156105950

000

20 .003154377821 381

.000705340323 532

Sumber: Hasil Penelitian, 2013 (Data Diolah)

Hasil Stastistik Deskripsi Return Saham

Paired Samples Statistics

Mean N Std. Deviation Std. Error Mean Pair 1 sebelum .0081471085500

00

20 .0242403699578 61

.00542031150255 2 sesudah .0001109392000

00

20 .0248618275117 42

.00555927363611 3

(23)

Hasil Uji Normalitas Likuiditas Saham

One-Sample Kolmogorov-Smirnov Test

sebelum Sesudah

N 20 20

Normal Parametersa,b Mean .002494137500 000 Most Extreme Differences Absolute .280 .271

Positive .278 .271

Negative -.280 -.247

Kolmogorov-Smirnov Z 1.251 1.212

Asymp. Sig. (2-tailed) .087 .106

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

Hasil Uji Normalitas Return Saham

One-Sample Kolmogorov-Smirnov Test

sebelum Sesudah

N 20 20

Normal Parametersa,b Mean .008147108550 000 Most Extreme Differences Absolute .299 .219

Positive .299 .219

Negative -.203 -.210

Kolmogorov-Smirnov Z 1.339 .978

Asymp. Sig. (2-tailed) .055 .294

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

(24)

Uji Hipotesis Likuiditas Saham

Paired Samples Correlations

N Correlation Sig. Pair 1 sebelum & sesudah 20 .724 .000

Paired Samples Test

Paired Differences

t Df

Sig. (2-tailed) Mean

Std. Deviation

Std. Error Mean

95% Confidence Interval of the

Difference Lower Upper Pair

1

sebelum - sesudah

.0003380 31550000

.0029513 42331341

.00065994 0207775

-.00104323 9179344

.00171930 2279344

(25)

Uji Hipotesis Return Saham

Paired Samples Correlations

N Correlation Sig. Pair 1 sebelum & sesudah 20 .698 .001

Paired Samples Test

Paired Differences

t df

Sig. (2-tailed) Mean

Std. Deviation

Std. Error Mean

95% Confidence Interval of the

Difference Lower Upper Pair

1

sebelum - sesudah

.00803616 9350000

.01908024 0393414

.00426647 1454671

-.00089365 8032073

.01696599 6732073

1.884 19 .075

(26)

Average Abnormal Return dan Average Trading Volume ActivitySebelum dan Sesudah Stock Split

Average Trading Volume Activity

No. Kode Sebelum Sesudah

(27)

Average Abnormal Return

No. Kode Sebelum Sesudah