LAMPIRAN 1/3
KRITERIA PEMILIHAN SAMPEL
No Nama Perusahaan Kode
5. Argha Karya Prima Industry Tbk
AKPI √ √ - √
6. Alkindo Naratama Tbk ALDO √ √ √
-7. Alaska Industrindo Tbk ALKA √ - √ √ 8. Alumindo Light Metal Industry
Tbk 17Primarindo Asia Infrastructure
Tbk
26Charoen Pokphand Indonesia Tbk
CPIN √ √ √ √ Menjadi
Tbk 44Hanjaya Mandala Sampoerna
Tbk
HMSP √ √ √ √ Menjadi
Sampel 45Indofood CBP Sukses Makmur
Tbk
ICBP - √ √ √
46Champion Pasific Indonesia Tbk IGAR √ √ √ √ Menjadi Sampel 47Inti Keramik Alam Asri Industri
Tbk
IKAI √ √ √
-48Sumi Indo Kabel Tbk IKBI √ √ √ √ Menjadi
Sampel 49Indomobil Sukses International
Tbk 59Indocement Tunggal Prakasa
Tbk
INTP √ √ √ √ Menjadi
60Indopoly Swakarsa Industry Tbk IPOL - √ √ √ 61Steel Pipe Industry of Indonesia
Tbk
ISSP - √ √ √
62Itamaraya Tbk ITMA √ √ √
-63Jembo Cable Company Tbk JECC √ √ - √ 64Jakarta Kyoei Steel Work LTD
Tbk
71Kertas Basuki Rachmat Indonesia Tbk
KBRI √ √ - √
72Kedawung Setia Industrial Tbk KDSI √ √ √ √ Menjadi Sampel 73Keramika Indonesia Assosiasi
90Hanson International Tbk MYRX √ - √
-10Bentoel International Investama Tbk
RMBA √ √ √
-10Nippon Indosari Corporindo Tbk
ROTI - √ √ √
10Supreme Cable Manufacturing and Commerce Tbk
SCCO √ √ √ √ Menjadi
Sampel 10Schering Plough Indonesia Tbk SCPI √ - √ √
10Sekawan Intipratama Tbk SIAP √ √ √ -10Industri Jamu dan Farmasi Sido
Muncul Tbk
SIDO - √ √ √ 11Sorini Agro Asia Corporindo
Tbk
SOBI √ √ - √
11Suparma Tbk SPMA √ √ - √
11Taisho Pharmaceutical Indonesia Tbk
SQBI √ √ √
-11Sri Rejeki Isman Tbk SRIL √ √ √
-12Indo Acitama Tbk SRSN √ - √
-Keterangan : Kriteria 1 = Terdaftar di Bursa Efek Indonesia Selama Periode 2010-2014
Kriteria 2 = Memiliki Laporan Keuangan Lengkap Selama Periode 2010-2014
Kriteria 3 = Melaporkan Harga Saham Penutupan Per Bulan Januari2010 – Desember 2014
Kriteria 4 = Tidak Mengalami Kerugian Selama Periode 2010-
2014 Tbk
12Siantar Top Tbk STTP √ √ √ √ Menjadi
Sampel 12Sumalindo Lestari Jaya Tbk SULI √ - √
-12Tembaga Mulia Semanan Tbk TBMS √ √ √
-12Mandom Indonesia Tbk TCID √ √ √ √ Menjadi
Sampel 12Tirta Mahakam Resources Tbk TIRT √ √ √
-12Pabrik Kertas Tjiwi Kimia Tbk TKIM √ √ √ -12Surya Toto Indonesia Tbk TOTO √ √ √ -12Chandra Asri Petrochemical TPIA √ √ √ -13Trisula International Tbk TRIS - √ √ √
13Trias Sentosa Tbk TRST √ √ √ √ Menjadi
Sampel 13Tempo Scan Pasific Tbk TSPC √ - √ √
13Ultrajaya Milk Industry and Trading Company Tbk
ULTJ √ √ √ √ Menjadi
Sampel 13Unggul Indah Cahaya Tbk UNIC √ √ - √
13Nusantara Inti Corpora Tbk UNIT √ - √ √
13Unitex Tbk UNTX √ √ √
-13Unilever Indonesia Tbk UNVR √ √ √ √ Menjadi Sampel
13Voksel Electric Tbk VOKS √ √ √
-Lampiran 2/3
Nilai Harga Saham dan Rasio Keuangan Perusahaan 2010-2014
Tah
ASII 47595.83 126.1
8
1.1 18.64 15.37 16.605
AUTO 12618.15 175.7
3
GGRM 35391.67 270.0
8
0.44 18.32 18.56 17.794
HMSP 17734.67 161.2
KAEF 145.5 242.5
MERK 62435.42 757.3
AISA 642.09 189.3
BATA 62583.33 212.7
7
GGRM 49470.83 224.4
8
0.59 12.68 24.08 19.114
HMSP 28709.88 174.9
3
INTP 15691.67 698.5
LMSH 4837.5 235.4 9
0.71 11.12 4.4 0.061
MASA 447.74 48.18 1.68 3.01 21.44 0.361
MERK 93872.18 751.5
2
0.18 39.56 12.84 35.54
MLBI 320954.2 99.42 1.3 41.56 14.91 112.66
MYOR 12941.72 221.8
7
ASII 34154.17 139.9
BATA 59716.67 212.3
DLTA 196958.3 526.4
6
GGRM 54541.67 217.0
2
0.56 9.8 26.62 -8.99
HMSP 49682.94 177.5
8
INTP 19620.83 602.7
6
MERK 126603.6 387.1
2
0.37 18.93 31.58 26.71
MLBI 620841.7 58.05 2.49 39.36 34.39 320.03
MYOR 20350.05 276.1
1
NIPS 3985.27 110.3
SMGR 12866.67 170.5
9
AISA 1300.833 175.0
3
DLTA 334166.7 470.5
4
0.28 31.2 23.01 -1.149
EKAD 400.83 232.8 7
0.45 34.44 7.01 0.054
GDYR 18979.17 93.84 0.98 4.17 13.7 -0.315
GGRM 44483.33 172.2
1
0.73 8.63 18.67 15.013
HMSP 69611.87 175.2
6
INTP 21658.33 614.8
1
LION 13282.23 672.8
9
0.2 12.99 9.64 -0.258
LMSH 11266.67 419.6
6
0.28 10.15 5.34 0.251
MASA 383.75 156.6
7
0.68 0.57 79.48 0.019
MERK 166671.1 397.9
5
0.36 25.17 24.13 -14.93
MLBI 1154167 97.75 0.8 65.72 21.59
-35.194
MYOR 28820.91 244.3
SIPD 50 114.5 8
1.46 0.27 48.71 0.13
SMCB 2822.91 63.92 0.7 6.39 18.31 1.324
SMGR 15533.33 188.2
4
AISA 2189.167 266.3
3
GGRM 53795.83 162.0
2
0.75 9.27 21.67 20.945
IGAR 290.5 412.0
INTP 23316.67 493.3
7
LION 11189.58 369.4
7
MERK 168746.6 458.5
TCID 15881.25 179.8 2
0.44 9.41 17.44 8.787
TRST 335 121.6
3
0.9 0.09 15.21 0.128
ULTJ 4042.91 252.8
5
0.39 4.29 30.09 -1.084
Hasil Pengolahan Data dengan SPSS Lampiran 3/3
1. Statistic Descriptive
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
ln_y 215 3.91 13.96 7.9338 2.20539
ln_x1 215 3.04 8.66 5.3337 .70020
ln_x2 215 -2.30 1.11 -.4744 .73633
ln_x3 215 -3.00 4.27 2.0391 1.23562
ln_x4 215 .89 6.41 2.7444 .78689
ln_x5 215 .00 6.94 5.7408 .40456
Valid N (listwise) 215
2. Uji Normalitas dengan Uji Kolmogorov-Smirnov
Unstandardiz
ed Residual
N 215
Normal Parametersa,b Mean .0000000
Std.
Deviation
1.56236951
Most Extreme Differences Absolute 0.074
Positive 0.074
Negative -0.043
Kolmogorov-Smirnov Z 1.078
Asymp. Sig. (2-tailed) 0.195
a. Test distribution is Normal.
3. Uji Heteroskedastisitas
Coefficientsa
Model Unstandardized
Coefficients
Standardi
zed
Coefficie
nts
T Sig.
B Std. Error Beta
1 (Constant) -.455 1.071 -.424 .672
ln_x1 .030 .125 .025 .241 .810
ln_x2 -.007 .120 -.006 -.061 .952
ln_x3 .087 .050 .130 1.734 .084
ln_x4 -.009 .077 -.008 -.116 .908
ln_x5 .254 .142 .124 1.787 .075
4. Uji Autokorelasi
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
Durbin-Watson
1 .706a .498 .486 1.58095 1.855
5. Uji Multikolinieritas
6. Uji t
Coefficientsa
Model Unstandardized
Coefficients
Standardize
d
Coefficients
T Sig.
B Std. Error Beta
1 (Constant
)
4.619 2.049 2.255 .025
ln_x1 .059 .240 .019 .247 .805
ln_x2 .174 .230 .058 .758 .449
ln_x3 1.315 .096 .737 13.650 .000
ln_x4 .939 .147 .335 6.397 .000
ln_x5 -.379 .272 -.070 -1.395 .164
a. Dependent Variable: ln_y
Coefficientsa
Model Unstandardized
Coefficients
Standardized
Coefficients
t Sig. Collinearity Statistic
B Std. Error Beta Tolerance VIF
1 (Constant) 4.619 2.049 2.255 .025
ln_x1 .059 .240 .019 .247 .805 .414 2.
ln_x2 .174 .230 .058 .758 .449 .408 2.
ln_x3 1.315 .096 .737 13.65 .000 .824 1.
ln_x4 .939 .147 .335 6.397 .000 .876 1.
ln_x5 -.379 .272 -.070 -1.395 .164 .967 1.
7. Uji F
ANOVAa
Model Sum of
Squares
Df Mean
Square
F Sig.
1 Regressio
n
518.465 5 103.693 41.487 .000b
Residual 522.374 209 2.499
Total 1040.838 214
a. Dependent Variable: ln_y
b. Predictors: (Constant), ln_x5, ln_x4, ln_x2, ln_x3, ln_x1
