LAMPIRAN I
No
PERUSAHAAN
KODE
1
PT Davomas Abadi Tbk
DAVO
2
PT Indofood Sukses Makmur Tbk
INDF
3
PT Mayora Indah Tbk
MYOR
4
PT Siantar Top Tbk
STTP
5
PT Tunas Baru Lampung Tbk
TBLA
6
PT Ultra Jaya Milk Tbk
ULTJ
7
PT Gudang Garam Tbk
GGRM
8
PT HM Sampoerna Tbk
HMSP
9
PT Indoroma Synthetic Tbk
INDR
10
PT Tirta Mahakam Resources Tbk
TIRT
11
PT Budi Acid Jaya Tbk
BUDI
12
PT Colorpak Indonesia Tbk
CLPI
13
PT Lautan Luas Tbk
LTLS
14
PT Intan Wijaya Internasional Tbk
INCI
15
PT Dynaplast Tbk
DYNA
16
PT Kageo Igar Jaya Tbk
IGAR
17
PT Trias Sentosa Tbk
TRST
18
PT Indocement Tunggal Perkasa Tbk
INTP
19
PT Semen Gresik Tbk
SMGR
20
PT Komatsu Indonesia Tbk
KOMI
21
PT Astra Graphia Tbk
ASGR
22
PT Multipolar Corporation Tbk
MLPL
23
PT Astra International Tbk
ASII
24
PT Astra Otopart Tbk
AUTO
25
PT Gajah Tunggal Tbk
GJTL
26
PT GT Petrochem Industries Tbk
ADMG
27
PT Hexindo Adiperkasa Tbk
HEXA
28
PT Tunas Ridean Tbk
TURI
29
PT United Tractors Tbk
UNTR
30
PT Dankos Laboratoria Tbk
DNKS
31
PT Darya Varia Laboratoria Tbk
DVLA
32
PT Kalbe Farma Tbk
KLBF
33
PT Kimia farma Tbk
KAEF
34
PT Tempo Scan Pacifik Tbk
TSPC
35
PT Mustika Ratu Tbk
MRAT
LAMPIRAN II
NO KODE
ARUS KAS AKTIVITAS OPERASI ( X 1 ) ( Dalam Rupiah )
2002 2003 2004
1 DAVO 157.134.962.473 132.804.202.714 242.454.394.327 2 INDF 251.784.155.137 1.557.249.832.251 1.838.794.010.297 3 MYOR 116.021.872.851 128.373.691.254 103.732.421.550
4 STTP 22.016.186.840 27.191.367.916 7.222.652.279
5 TBLA -3.367.699 -36.348.378 147.077.068
6 ULTJ 31.660.614.497 4.035.042.358 35.588.548.288
7 GGRM 2.215.856.000.000 2.112.529.000.000 834.682.000.000 8 HMSP 1.826.574.000.000 2.024.678.000.000 2.871.554.000.000 9 INDR 133.383.105.000 555.648.003.000 227.282.175.000
10 TIRT 11.095.863.662 6.709.896.412 29.822.645.216
11 BUDI 54.590.000.000 108.067.000.000 110.399.000.000
12 CLPI 6.765.055.284 3.404.755.684 18.084.611.306
13 LTLS 4.682.551.735 -27.764.000.000 95.121.000.000
14 INCI 13.351.267.691 8.495.607.825 17.072.058.095
15 DYNA 116.258.883.615 84.992.232.940 129.867.355.244
16 IGAR 44.586.866.377 43.620.542.208 -7.275.679.774
17 TRST 215.990.928.383 135.976.435.040 18.064.483.831 18 INTP 1.257.466.000.030 1.387.419.853.536 1.303.966.340.595 19 SMGR 834.514.826.000 1.107.348.343.000 850.727.709.000
20 KOMI 37.753.517.021 77.527.000.000 28.165.771.000
21 ASGR 157.645.667.835 190.417.776.410 32.339.527.488 22 MLPL 39.734.812.762 131.989.000.000 374.412.000.000 23 ASII 4.201.839.000.000 2.426.624.000.000 3.179.423.000.000
24 AUTO 71.050.000.000 90.830.000.000 122.953.000.000
25 GJTL 559.239.000.000 563.534.000.000 591.038.000.000 26 ADMG 179.656.892.000 243.419.114.000 661.592.938.000 27 HEXA -1.695.648.387 119.053.497.488 138.045.414.900 28 TURI 128.445.000.000 -159.235.000.000 -208.581.000.000 29 UNTR 775.617.000.000 1.022.713.000.000 2.063.081.000.000 30 DNKS 131.551.592.268 164.215.747.320 274.660.405.767
31 DVLA 61.498.763.000 67.927.018.000 55.668.000.000
32 KLBF 399.127.691.739 507.168.022.365 425.072.527.199 33 KAEF 71.063.463.507 314.627.296.203 -75.045.127.891 34 TSPC 341.918.200.597 320.765.508.708 424.897.582.676
35 MRAT 9.490.131.374 15.213.578.028 21.945.974.829
LAMPIRAN III
NO KODE
ARUS KAS AKTIVITAS INVESTASI ( X 2 ) ( Dalam Rupiah )
2002 2003 2004
1 DAVO 163.613.843.979 -97.000.973.368
2 INDF 817.730.998.679 -733.760.345.609 1.351.288.853.941 3 MYOR 26.891.425.661 -31.305.865.624 -54.544.184.017 4 STTP -23.966.962.988 -23.623.297.270 -15.080.208.317
5 TBLA -65.229.806 -48.032.141 -206.182.258
6 ULTJ -84.783.458.852 -32.914.492.938 -71.076.430.881 7 GGRM -1.364.099.000.000 -2.151.435.000.000 1.903.487.000.000 8 HMSP -240.669.000.000 -517.978.000.000 -368.519.000.000 9 INDR 346.876.326.000 -75.332.601.000 -88.726.374.000 10 TIRT -68.349.620.484 -97.863.255.344 -105.651.209.680 11 BUDI -41.196.000.000 -53.903.000.000 -53.246.000.000
12 CLPI 1.262.936.816 -14.025.530.581 5.229.235.686
13 LTLS -107.678.813.778 -223.666.000.000 -67.731.000.000 14 INCI -10.160.559.314 -11.931.481.423 -1.224.480.567 15 DYNA -74.706.832.966 -139.577.629.010 -185.834.626.063 16 IGAR -12.756.798.130 -6.265.090.932 -12.907.237.451 17 TRST -40.738.721.706 -204.648.821.821.033 -216.329.120.110 18 INTP -193.025.335.779 176.907.070.147 -68.925.889.819 19 SMGR 156.351.504.000 -113.638.153.000 -150.136.486.000 20 KOMI -9.662.735.438 -16.833.406.000 -186.155.861.000
21 ASGR 20.276.082.718 -25.315.101.793 42.289.148.318
22 MLPL -219.619.591.000 9.360.000.000 423.972.000.000 23 ASII -140.782.000.000 1.321.672.000.000 -1.837.590.000.000 24 AUTO 10.063.000.000 -110.937.000.000 -237.451.000.000 25 GJTL -602.168.000.000 -6.827.000.000 -17.547.000.000 26 ADMG -279.846.083.000 -5.703.450.000 -71.123.786.000
27 HEXA -7.387.311.314 -6.893.049.286 -17.878.339.357
28 TURI -59.051.000.000 -75.691.000.000 -150.813.000.000 29 UNTR -499.478.000.000 -311.229.000.000 -647.687.000.000 30 DNKS -68.783.494.840 -184.971.146.356 89.439.253.729 31 DVLA 43.368.660.000 -12.904.224.000 -20.260.931.000 32 KLBF -99.349.257.968 -397.248.982.317 -277.707.749.018 33 KAEF -66.538.822.091 -49.039.928.606 -41.609.289.716 34 TSPC -97.037.584.360 -115.280.760.057 -152.929.920.379
35 MRAT -10.514.654.105 -2.729.975.616 -5.784.535.249
LAMPIRAN IV
NO KODE
ARUS KAS AKTIVITAS PENDANAAN ( X 3 ) ( Dalam Rupiah )
2002 2003 2004
1 DAVO 11.358.710.000 622.589.880.651 495.275.000.000
2 INDF 2.270.500.921.000 622.237.180.362 648.354.339.892 3 MYOR -81.563.079.284 155.808.473.815 171.138.345.215
4 STTP 6.056.428.187 52.165.343.244 12.488.100.000
5 TBLA 45.841.449 83.979.917 63.374.608
6 ULTJ -4.025.292.232 37.651.551.887 175.017.929.126
7 GGRM -611.217.000.000 -10.270.000.000 1.188.478.000.000 8 HMSP -1.361.269.000.000 -735.291.000.000 -1.961.825.000.000 9 INDR -462.414.024.000 -483.238.242.000 -154.071.522.000
10 TIRT 73.309.095.098 75.709.632.485 79.105.355.763
11 BUDI -14.361.000.000 5.463.000.000 -22.450.000.000
12 CLPI -2.542.793.400 -2.572.032.723 7.076.932.012
13 LTLS 46.226.235.338 272.414.000.000 -37.570.000.000
14 INCI -2.365.006.960 -1.726.521.341 -4.106.580.944
15 DYNA -38.622.325.710 34.991.264.667 64.289.939.846
16 IGAR -35.458.177.022 -25.096.649.392 -7.308.706.424 17 TRST -203.902.821.695 47.026.421.821 61.555.065.619
18 INTP -2.854.720.000 -11.113.503.760 5.084.758.517
19 SMGR -2.458.164.523.000 -891.709.893.000 -434.424.863.000 20 KOMI -15.422.400.000 -19.278.000.000 -21.205.800.000 21 ASGR -141.352.246.791 -94.696.990.545 -38.628.349.956 22 MLPL -38.259.318.385 -129.677.000.000 256.245.000.000 23 ASII -2.634.727.000.000 -3.898.899.000.000 -1.417.494.000.000 24 AUTO -112.684.000.000 -122.178.000.000 38.053.000.000 25 GJTL -168.943.000.000 -544.945.000.000 -627.732.000.000 26 ADMG -36.150.306.000 -221.804.490.000 -556.496.700.000 27 HEXA 20.467.926.350 -42.994.290.615 -144.316.212.742 28 TURI -62.111.000.000 252.723.000.000 355.601.000.000 29 UNTR -314.477.000.000 -361.602.000.000 -1.423.736.000.000 30 DNKS -51.474.542.817 -6.679.308.864 -88.750.542.397 31 DVLA -71.600.133.000 -38.335.982.000 -13.591.541.000 32 KLBF -105.027.250.134 -9.754.727.215 -132.745.877.613 33 KAEF -69.495.333.764 -96.753.625.652 -41.182.687.831 34 TSPC -136.494.101.053 -184.711.543.323 -180.710.822.550
35 MRAT -28.494.456.752 -18.084.416.461 378.038.170
LAMPIRAN V
NO KODE
HARGA SAHAM ( Y ) ( Dalam Rupiah )
2002 2003 2004
1 DAVO 90 410 200
2 INDF 600 800 800
3 MYOR 380 875 1.200
4 STTP 260 180 180
5 TBLA 150 160 230
6 ULTJ 600 450 425
7 GGRM 8.300 13.600 13.550
8 HMSP 3.700 4.475 6.650
9 INDR 450 15 625
10 TIRT 125 150 185
11 BUDI 105 100 110
12 CLPI 385 480 480
13 LTLS 180 285 370
14 INCI 275 300 440
15 DYNA 850 1.400 1.800
16 IGAR 85 135 105
17 TRST 170 280 205
18 INTP 675 2.125 3.075
19 SMGR 8.150 7.850 18.500
20 KOMI 800 1.375 3.125
21 ASGR 275 330 320
22 MLPL 170 210 315
23 ASII 3.150 5.000 9.600
24 AUTO 1.400 1.650 1.925
25 GJTL 230 550 650
26 ADMG 110 375 345
27 HEXA 395 925 3.075
28 TURI 285 300 675
29 UNTR 305 1.250 2.275
30 DNKS 400 1.225 775
31 DVLA 460 775 700
32 KLBF 275 1.000 550
33 KAEF 185 210 205
34 TSPC 4.125 5.900 7.600
35 MRAT 360 435 410
LAMPIRAN VI
RATA – RATA ( Dalam Rupiah )
NO KODE X 1 X2 X3 Y
21 ASGR 126.800.990.578 12.416.709.748 (91.559.195.764) 308 22 MLPL 182.045.270.921 71.237.469.667 29.436.227.205 232 23 ASII 3.269.295.333.333 (218.900.000.000) (2.650.373.333.333) 5.917 24 AUTO 94.944.333.333 (112.775.000.000) (65.603.000.000) 1.658 25 GJTL 571.270.333.333 (208.847.333.333) (447.206.666.667) 477 26 ADMG 361.556.314.667 (118.891.106.333) (271.483.832.000) 277 27 HEXA 85.134.421.334 (10.719.566.652) (55.614.192.336) 1.465 28 TURI (79.790.333.333) (95.185.000.000) 182.071.000.000 420 29 UNTR 1.287.137.000.000 (486.131.333.333) (699.938.333.333) 1.277 30 DNKS 190.142.581.785 (54.771.795.822) (48.968.131.359) 800 31 DVLA 61.697.927.000 3.401.168.333 (41.175.885.333) 645 32 KLBF 443.789.413.768 (258.101.996.434) (82.509.284.987) 608 33 KAEF 103.548.543.940 (52.396.013.471) (69.143.882.416) 200 34 TSPC 362.527.097.327 (121.749.421.599) (167.305.488.975) 5.875 35 MRAT 15.549.894.744 (6.343.054.990) (15.400.278.348) 402
LAMPIRAN VII
NPar Tests
Descriptive Statistics
36 4.7E+11 7.407E+11 -8.0E+10 3.27E+12 36 -2.0E+12 1.137E+13 -6.8E+13 4.78E+11 36 -1.9E+11 6.264E+11 -2.7E+12 1.18E+12 36 1859.5833 3076.3424 105.00 11816.67 OPCF
INVCF EXPCF PRICE
N Mean Std. Deviation Minimum Maximum
One-Sample Kolmogorov-Smirnov Test
36 36 36 36
4.7E+11 -2.0E+12 -1.9E+11 1859.5834 7.4E+11 1.1E+13 6.3E+11 3076.3423
.286 .523 .313 .321
.286 .414 .217 .321
-.236 -.523 -.313 -.284
1.713 3.136 1.878 1.923
.006 .000 .002 .001
N
Mean Std. Deviation Normal Parametersa,b
Absolute Positive Negative Most Extreme Differences Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)
OPCF INVCF EXPCF PRICE
Test distribution is Normal. a.
Calculated from data. b.
NPar Tests
Descriptive Statistics
35 25.5542 2.1628 17.39 28.82
6 24.2882 1.6951 21.95 26.89
13 24.3655 2.6179 17.98 27.80
36 6.5640 1.3245 4.65 9.38
LNOPCF LNINVCF LNEXPCF LNPRICE
N Mean Std. Deviation Minimum Maximum
One-Sample Kolmogorov-Smirnov Test
35 6 13 36
25.5542 24.2882 24.3655 6.5640 2.1628 1.6951 2.6179 1.3245
.115 .173 .250 .137
.066 .173 .117 .137
-.115 -.126 -.250 -.095
.679 .424 .902 .820
.746 .994 .390 .512
N
Mean Std. Deviation Normal Parametersa,b
Absolute Positive Negative Most Extreme Differences Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)
LNOPCF LNINVCF LNEXPCF LNPRICE
Test distribution is Normal. a.
LAMPIRAN VIII
Regression
Variables Entered/Removedb
LNEXPCF, LNINVCF, LNOPCFa
. Enter Model
1
Variables Entered
Variables
Removed Method
All requested variables entered. a.
Dependent Variable: LNPRICE b.
Model Summaryb
Model R R Square R SquareAdjusted Std. Error of the Estimate Durbin-WAtson
1 .674a .454 .403 1.0236 1.681
a Predictors: (Constant), LNEXPCF, LNINVCF, LNOPCF
b Dependent Variable: LNPRICE
ANOVAb
27.877 3 9.292 8.869 .000a
33.528 32 1.048
61.404 35
Regression Residual Total Model 1
Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), LNEXPCF, LNINVCF, LNOPCF a.
Dependent Variable: LNPRICE b.
Coefficientsa
3.180 6.695 .475 .638
.528 .105 .850 5.035 .000 .599 1.670
-8.43E-02 .277 -.041 -.304 .763 .948 1.054
-.331 .147 -.383 -2.244 .032 .586 1.707
(Constant) LNOPCF LNINVCF LNEXPCF Model
1
B Std. Error
Unstandardized Coefficients
Beta Standardi
zed Coefficien
ts
t Sig. Tolerance VIF
Collinearity Statistics
Collinearity Diagnosticsa
3.994 1.000 .00 .00 .00 .00
4.488E-03 29.830 .03 .49 .03 .02
1.635E-03 49.416 .02 .51 .01 .98
3.380E-04 108.700 .95 .00 .96 .00
Dimension 1
2 3 4 Model 1
Eigenvalue
Condition
Index (Constant) LNOPCF LNINVCF LNEXPCF Variance Proportions
LAMPIRAN IX
Regression
Variables Entered/Removedb
LNEXPCF, LNINVCF, LNOPCFa . Enter Model 1 Variables Entered Variables Removed Method
All requested variables entered. a.
Dependent Variable: RES b.
Model Summary
.286a .082 -.004 .5298
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Predictors: (Constant), LNEXPCF, LNINVCF, LNOPCF a.
ANOVAb
.800 3 .267 .950 .428a
8.981 32 .281
9.781 35 Regression Residual Total Model 1 Sum of
Squares df Mean Square F Sig.
Predictors: (Constant), LNEXPCF, LNINVCF, LNOPCF a.
Dependent Variable: RES b.
Coefficientsa
-7.32E-02 3.465 -.021 .983
8.715E-02 .054 .351 1.606 .118
4.653E-02 .144 .056 .324 .748
-.101 .076 -.294 -1.329 .193
(Constant) LNOPCF LNINVCF LNEXPCF Model 1
B Std. Error Unstandardized Coefficients Beta Standardi zed Coefficien ts t Sig.
