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LAMPIRAN

Lampiran 1 Data Penelitian

No Industri Kode Tahun Opini(X1) MBV(X2)

1 Mahaka Media Tbk. ABBA 2012 0 1,62

2 Asiaplast Industries Tbk. APLI 2012 0 0,59

3 Arpeni Pratama Ocean Line Tbk. APOL 2012 1 -0,15

4 Argo Pantes Tbk. ARGO 2012 1 1,52

5 Asia Natural Resources Tbk. ASIA 2012 1 3,17

6 Sepatu Bata Tbk. BATA 2012 0 0,02

7 Bank Mutiara Tbk. BCIC 2012 1 27,18

8 Primarindo Asia Infrastructure Tbk. BIMA 2012 1 -0,41

9 Bhuwanatala Indah Permai Tbk. BIPP 2012 1 41,6

10 Berlian Laju Tanker Tbk. BLTA 2012 1 -0,18

11 Bumi Teknokultura Unggul Tbk. BTEK 2012 1 14,21

12 Borneo Lumbung Energi & Metal Tbk. BORN 2012 1 2,8

13 Bakrie Telecom Tbk. BTEL 2012 0 0,93

14 Citra Kebun Raya Agri Tbk. CKRA 2012 0 1,12

15 Central Proteinaprima Tbk. CPRO 2012 1 19,57

16 Dharma Samudera Fishing Industries Tbk. DSFI 2012 1 1,21 17 Smartfren Telecom Tbk. (d/h Mobile-8 Telecom) FREN 2012 1 0,31

18 Garuda Indonesia (Persero) Tbk. GIAA 2012 0 1,34

19 Panasia Indo Resources Tbk. (d/h Panasia indsyntec) HDTX 2012 0 2,29

20 Indonesia Air Transport Tbk. IATA 2012 1 3,63

21 Inti Bangun Sejahtera Tbk. IBST 2012 0 4,28

22 Tanah Laut Tbk. INDX 2012 0 1

23 Toba Pulp Lestari Tbk. INRU 2012 0 0,16

24 Indo Tambangraya Megah Tbk. ITMG 2012 0 40,42

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31 Mitra Adiperkasa Tbk. MAPI 2012 0 5,07

32 Mitrabahtera Segara Sejati Tbk. MBSS 2012 0 0,79

33 Capitalinc Investment Tbk. MTFN 2012 0 5,69

34 Hanson International Tbk. MYRX 2012 1 11,61

35 Polaris Investama Tbk. PLAS 2012 0 4,87

36 Asia Pacific Fibers Tbk. POLY 2012 1 -0,06

37 Rimo Catur Lestari Tbk. RIMO 2012 0 -0,8

38 Steady Safe Tbk. SAFE 2012 1 -0,4

39 Bank Himpunan Saudara 1906 Tbk. SDRA 2012 0 2,68

40 Siwani Makmur Tbk. SIMA 2012 1 -0,76

41 Samudera Indonesia Tbk. SMDR 2012 0 0,22

42 Star Petrochem Tbk. STAR 2012 0 0,49

43 Sumalindo Lestari Jaya Tbk. SULI 2012 1 -5,65

44 Tifico Fiber Indonesia Tbk. TFCO 2012 0 1,02

45 Tirta Mahakam Resources Tbk. TIRT 2012 0 0,66

46 Pelayaran Tempuran Emas Tbk. TMAS 2012 0 1,18

47 Trada Maritime Tbk. TRAM 2012 1 0,5

48 Truba Alam Manunggal Engineering Tbk. TRUB 2012 1 1,61

49 Unitex Tbk. UNTX 2012 1 -0,16

50 Zebra Nusantara Tbk. ZBRA 2012 1 0,49

51 Mahaka Media Tbk. ABBA 2013 0 1,65

52 Asiaplast Industries Tbk. APLI 2013 0 0,45

53 Arpeni Pratama Ocean Line Tbk. APOL 2013 1 -0,1

54 Argo Pantes Tbk. ARGO 2013 1 1,23

55 Atlas Resources Tbk ARII 2013 1 19,17

56 Asia Natural Resources Tbk. ASIA 2013 1 3,25

57 Sepatu Bata Tbk. BATA 2013 0 3,38

58 Bank Mutiara Tbk. BCIC 2013 1 24,59

59 Bumi Citra Permai Tbk. BCIP 2013 0 2,89

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61 Bhuwanatala Indah Permai Tbk. BIPP 2013 1 7,56

62 Berlian Laju Tanker Tbk. BLTA 2013 1 -0,02

63 Borneo Lumbung Energi & Metal Tbk. BORN 2013 1 -0,82

64 Bumi Teknokultura Unggul Tbk. BTEK 2013 1 20,16

65 Bakrie Telecom Tbk. BTEL 2013 0 -1,52

66 Citra Kebun Raya Agri Tbk. CKRA 2013 0 0,93

67 Central Proteinaprima Tbk. CPRO 2013 1 1,55

68 Dharma Samudera Fishing Industries Tbk. DSFI 2013 1 0,91 69 Smartfren Telecom Tbk. (d/h Mobile-8 Telecom) FREN 2013 1 0,32

70 Garuda Indonesia (Persero) Tbk. GIAA 2013 0 0,83

71 Panasia Indo Resources Tbk. (d/h Panasia indsyntec) HDTX 2013 0 0,88

72 Indonesia Air Transport Tbk. IATA 2013 1 1,34

73 Inti Bangun Sejahtera Tbk. IBST 2013 0 3,1

74 Tanah Laut Tbk. INDX 2013 0 0,69

75 Indo Tambangraya Megah Tbk. ITMG 2013 0 30,74

76 Leo Investments Tbk. ITTG 2013 0 1,23

77 Jaya Agra Wattie Tbk. JAWA 2013 0 1,12

78 Jakarta Kyoei Steel Works Tbk. JKSW 2013 1 -0,04

79 Jaya Pari Steel Tbk. JPRS 2013 0 0,56

80 Kertas Basuki Rachmat Indonesia Tbk. KBRI 2013 1 0,63

81 Perdana Bangun Pusaka Tbk. KONI 2013 0 1,04

82 Star Pacific Tbk. LPLI 2013 0 0,31

83 Lippo Securities Tbk. LPPS 2013 1 0,53

84 Mitra Adiperkasa Tbk. MAPI 2013 0 3,75

85 Mitrabahtera Segara Sejati Tbk. MBSS 2013 0 0,57

86 Capitalinc Investment Tbk. MTFN 2013 0 1,34

87 Hanson International Tbk. MYRX 2013 1 1,79

88 Apac Citra Centertex Tbk. MYTX 2013 1 -4,32

89 Perdana Karya Perkasa Tbk. PKPK 2013 0 0,29

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91 Asia Pacific Fibers Tbk. POLY 2013 1 -0,02

92 Steady Safe Tbk. SAFE 2013 1 -0,49

93 Bank Himpunan Saudara 1906 Tbk. SDRA 2013 0 3,54

94 Siwani Makmur Tbk. SIMA 2013 1 1,89

95 Samudera Indonesia Tbk. SMDR 2013 0 0,14

97 Sumalindo Lestari Jaya Tbk. SULI 2013 1 -0,62

98 Express Transindo Utama Tbk. TAXI 2013 0 3,9

99 Tifico Fiber Indonesia Tbk. TFCO 2013 0 0,68

100 Tirta Mahakam Resources Tbk. TIRT 2013 0 0,89

102 Trada Maritime Tbk. TRAM 2013 1 1,4

103 Truba Alam Manunggal Engineering Tbk. TRUB 2013 1 -4,6

104 Unitex Tbk. UNTX 2013 1 -0,14

105 Wahana Pronatural Tbk. WAPO 2013 1 2,04

106 Zebra Nusantara Tbk. ZBRA 2013 1 1,8

No Industri Kode Tahun ROE(X3) Total Aset(X4)

1 Mahaka Media Tbk. ABBA 2012 0,03 12,99

2 Asiaplast Industries Tbk. APLI 2012 0,02 11,85

3 Arpeni Pratama Ocean Line Tbk. APOL 2012 0,26 14,92

4 Argo Pantes Tbk. ARGO 2012 -0,63 14,41

5 Asia Natural Resources Tbk. ASIA 2012 -0,18 10,85

6 Sepatu Bata Tbk. BATA 2012 0,18 13,26

7 Bank Mutiara Tbk. BCIC 2012 0,19 16,54

8 Primarindo Asia Infrastructure Tbk. BIMA 2012 -0,01 11,51

9 Bhuwanatala Indah Permai Tbk. BIPP 2012 -0,19 12,09

10 Berlian Laju Tanker Tbk. BLTA 2012 0,67 16,2

11 Bumi Teknokultura Unggul Tbk. BTEK 2012 0,01 11,6

12 Borneo Lumbung Energi & Metal Tbk. BORN 2012 -1,62 16,81

13 Bakrie Telecom Tbk. BTEL 2012 -2,01 16,02

14 Citra Kebun Raya Agri Tbk. CKRA 2012 0 14,01

15 Central Proteinaprima Tbk. CPRO 2012 -3,98 15,78

16 Dharma Samudera Fishing Industries Tbk. DSFI 2012 0,57 12,36 17 Smartfren Telecom Tbk. (d/h Mobile-8 Telecom) FREN 2012 -0,31 16,48

18 Garuda Indonesia (Persero) Tbk. GIAA 2012 0,13 17,01

19 Panasia Indo Resources Tbk. (d/h Panasia indsyntec) HDTX 2012 0 14,12

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21 Inti Bangun Sejahtera Tbk. IBST 2012 0,46 14,58

22 Tanah Laut Tbk. INDX 2012 0,33 11,92

23 Toba Pulp Lestari Tbk. INRU 2012 0 14,93

24 Indo Tambangraya Megah Tbk. ITMG 2012 0,43 14,22

25 Jaya Agra Wattie Tbk. JAWA 2012 0,12 14,62

26 Jakarta Kyoei Steel Works Tbk. JKSW 2012 0,04 12,53

27 Jaya Pari Steel Tbk. JPRS 2012 0,03 12,9

28 Kertas Basuki Rachmat Indonesia Tbk. KBRI 2012 0,05 13,52

29 Lippo Securities Tbk. LPPS 2012 0,19 13,55

30 PP London Sumatra Indonesia Tbk. LSIP 2012 0,18 15,84

31 Mitra Adiperkasa Tbk. MAPI 2012 0,2 15,87

32 Mitrabahtera Segara Sejati Tbk. MBSS 2012 0,17 15,02

33 Capitalinc Investment Tbk. MTFN 2012 -0,38 13,54

34 Hanson International Tbk. MYRX 2012 0,58 13,87

35 Polaris Investama Tbk. PLAS 2012 0,04 12,76

36 Asia Pacific Fibers Tbk. POLY 2012 0,04 15,18

37 Rimo Catur Lestari Tbk. RIMO 2012 0,24 8,83

38 Steady Safe Tbk. SAFE 2012 0,08 10,63

39 Bank Himpunan Saudara 1906 Tbk. SDRA 2012 0,17 15,85

40 Siwani Makmur Tbk. SIMA 2012 0,33 10,8

41 Samudera Indonesia Tbk. SMDR 2012 0,02 15,73

43 Sumalindo Lestari Jaya Tbk. SULI 2012 3,25 14,17

44 Tifico Fiber Indonesia Tbk. TFCO 2012 0,03 15,13

45 Tirta Mahakam Resources Tbk. TIRT 2012 -0,31 13,43

46 Pelayaran Tempuran Emas Tbk. TMAS 2012 0,3 14,24

47 Trada Maritime Tbk. TRAM 2012 0,01 14,99

48 Truba Alam Manunggal Engineering Tbk. TRUB 2012 1,11 14,81

49 Unitex Tbk. UNTX 2012 0,06 11,99

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51 Mahaka Media Tbk. ABBA 2013 0,19 13

52 Asiaplast Industries Tbk. APLI 2013 0,01 11,75

53 Arpeni Pratama Ocean Line Tbk. APOL 2013 2,99 14,76

54 Argo Pantes Tbk. ARGO 2013 0,32 14,67

55 Atlas Resources Tbk ARII 2013 -0,08 12,66

56 Asia Natural Resources Tbk. ASIA 2013 -0,02 10,85

57 Sepatu Bata Tbk. BATA 2013 0,11 13,43

58 Bank Mutiara Tbk. BCIC 2013 -0,81 16,47

59 Bumi Citra Permai Tbk. BCIP 2013 0,15 12,98

60 Primarindo Asia Infrastructure Tbk. BIMA 2013 0,08 11,68 61 Bhuwanatala Indah Permai Tbk. BIPP 2013 0,25 13,24

62 Berlian Laju Tanker Tbk. BLTA 2013 -0,02 16,1

63 Borneo Lumbung Energi & Metal Tbk. BORN 2013 2,14 16,6

64 Bumi Teknokultura Unggul Tbk. BTEK 2013 0,03 12,82

65 Bakrie Telecom Tbk. BTEL 2013 2,63 16,03

66 Citra Kebun Raya Agri Tbk. CKRA 2013 0 13,99

67 Central Proteinaprima Tbk. CPRO 2013 0,92 15,79

68 Dharma Samudera Fishing Industries Tbk. DSFI 2013 0,19 12,45 69 Smartfren Telecom Tbk. (d/h Mobile-8 Telecom) FREN 2013 -0,83 16,58

70 Garuda Indonesia (Persero) Tbk. GIAA 2013 0 17,4

71 Panasia Indo Resources Tbk. (d/h Panasia indsyntec) HDTX 2013 -0,3 14,68

72 Indonesia Air Transport Tbk. IATA 2013 -0,01 14,09

73 Inti Bangun Sejahtera Tbk. IBST 2013 0,38 14,85

74 Tanah Laut Tbk. INDX 2013 0,13 11,9

75 Indo Tambangraya Megah Tbk. ITMG 2013 0,24 14,15

76 Leo Investments Tbk. ITTG 2013 0,02 11,45

77 Jaya Agra Wattie Tbk. JAWA 2013 0,05 14,79

78 Jakarta Kyoei Steel Works Tbk. JKSW 2013 0,02 12,48

79 Jaya Pari Steel Tbk. JPRS 2013 0,04 12,84

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81 Perdana Bangun Pusaka Tbk. KONI 2013 -0,15 11,59

82 Star Pacific Tbk. LPLI 2013 0,16 14,44

83 Lippo Securities Tbk. LPPS 2013 0,19 13,76

84 Mitra Adiperkasa Tbk. MAPI 2013 0,13 15,61

85 Mitrabahtera Segara Sejati Tbk. MBSS 2013 0,16 15,27

86 Capitalinc Investment Tbk. MTFN 2013 0,67 13,61

87 Hanson International Tbk. MYRX 2013 -0,02 15,49

88 Apac Citra Centertex Tbk. MYTX 2013 0,59 14,56

89 Perdana Karya Perkasa Tbk. PKPK 2013 0 12,8

90 Polaris Investama Tbk. PLAS 2013 0,04 12,58

91 Asia Pacific Fibers Tbk. POLY 2013 0,04 15,28

92 Steady Safe Tbk. SAFE 2013 -0,06 9,57

93 Bank Himpunan Saudara 1906 Tbk. SDRA 2013 0,15 15,92

94 Siwani Makmur Tbk. SIMA 2013 -0,23 11,09

95 Samudera Indonesia Tbk. SMDR 2013 -0,02 15,88

97 Sumalindo Lestari Jaya Tbk. SULI 2013 0,88 13,75

98 Express Transindo Utama Tbk. TAXI 2013 0,17 14,57

99 Tifico Fiber Indonesia Tbk. TFCO 2013 -0,03 15,3

100 Tirta Mahakam Resources Tbk. TIRT 2013 -0,78 13,49

102 Trada Maritime Tbk. TRAM 2013 -0,09 15,17

103 Truba Alam Manunggal Engineering Tbk. TRUB 2013 -4,74 14,84

104 Unitex Tbk. UNTX 2013 -0,1 12,34

105 Wahana Pronatural Tbk. WAPO 2013 0,01 11,65

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No Industri Kode Tahun CAR(10) CAR(5) CAR(1)

1 Mahaka Media Tbk. ABBA 2012 -0,13 -0,08 0,01

2 Asiaplast Industries Tbk. APLI 2012 -0,02 -0,05 0

3 Arpeni Pratama Ocean Line Tbk. APOL 2012 -0,03 -0,02 0,02

4 Argo Pantes Tbk. ARGO 2012 -0,03 -0,03 -0,02

5 Asia Natural Resources Tbk. ASIA 2012 -0,01 -0,02 0,01

6 Sepatu Bata Tbk. BATA 2012 -0,02 -0,02 -0,02

7 Bank Mutiara Tbk. BCIC 2012 -0,03 -0,02 -0,02

8 Primarindo Asia Infrastructure Tbk. BIMA 2012 0 -0,04 -0,04 9 Bhuwanatala Indah Permai Tbk. BIPP 2012 -0,13 -0,08 -0,01

10 Berlian Laju Tanker Tbk. BLTA 2012 0,03 0 -0,01

11 Bumi Teknokultura Unggul Tbk. BTEK 2012 0,11 0,04 0

12 Borneo Lumbung Energi & Metal Tbk. BORN 2012 -0,05 0,02 0,03

13 Bakrie Telecom Tbk. BTEL 2012 -0,01 -0,03 -0,01

14 Citra Kebun Raya Agri Tbk. CKRA 2012 -0,1 0 0,03

15 Central Proteinaprima Tbk. CPRO 2012 0 -0,04 -0,04

16 Dharma Samudera Fishing Industries Tbk. DSFI 2012 0,1 -0,07 -0,03 17 Smartfren Telecom Tbk. (d/h Mobile-8 Telecom) FREN 2012 0 -0,08 -0,01 18 Garuda Indonesia (Persero) Tbk. GIAA 2012 -0,04 -0,03 -0,02 19 Panasia Indo Resources Tbk. (d/h Panasiaindsyntec) HDTX 2012 -0,12 0 0,02 20 Indonesia Air Transport Tbk. IATA 2012 -0,13 -0,08 -0,03 21 Inti Bangun Sejahtera Tbk. IBST 2012 -0,06 -0,05 -0,02

22 Tanah Laut Tbk. INDX 2012 -0,01 0,01 -0,02

23 Toba Pulp Lestari Tbk. INRU 2012 -0,04 -0,02 -0,01

24 Indo Tambangraya Megah Tbk. ITMG 2012 -0,11 -0,06 -0,02

25 Jaya Agra Wattie Tbk. JAWA 2012 0,02 -0,03 0,05

26 Jakarta Kyoei Steel Works Tbk. JKSW 2012 -0,03 -0,01 0,02

27 Jaya Pari Steel Tbk. JPRS 2012 -0,01 -0,03 -0,01

28 Kertas Basuki Rachmat Indonesia Tbk. KBRI 2012 -0,02 -0,02 -0,03

29 Lippo Securities Tbk. LPPS 2012 0 -0,09 -0,1

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31 Mitra Adiperkasa Tbk. MAPI 2012 0,05 -0,01 0,05

32 Mitrabahtera Segara Sejati Tbk. MBSS 2012 0,07 -0,01 -0,02

33 Capitalinc Investment Tbk. MTFN 2012 0,12 0,06 0

34 Hanson International Tbk. MYRX 2012 0,09 0,1 0,02

35 Polaris Investama Tbk. PLAS 2012 0,13 0,04 0,01

36 Asia Pacific Fibers Tbk. POLY 2012 0,02 -0,01 -0,01

37 Rimo Catur Lestari Tbk. RIMO 2012 -0,07 -0,18 -0,01

38 Steady Safe Tbk. SAFE 2012 -0,15 -0,17 -0,07

39 Bank Himpunan Saudara 1906 Tbk. SDRA 2012 0,12 0,1 -0,01

40 Siwani Makmur Tbk. SIMA 2012 -0,02 -0,02 -0,03

41 Samudera Indonesia Tbk. SMDR 2012 -0,04 -0,04 0

42 Star Petrochem Tbk. STAR 2012 0 -0,04 -0,04

43 Sumalindo Lestari Jaya Tbk. SULI 2012 0 -0,07 -0,04

44 Tifico Fiber Indonesia Tbk. TFCO 2012 -0,05 -0,06 0,01 45 Tirta Mahakam Resources Tbk. TIRT 2012 0,02 -0,01 0,01 46 Pelayaran Tempuran Emas Tbk. TMAS 2012 0,05 0,04 -0,01

47 Trada Maritime Tbk. TRAM 2012 -0,07 0,08 0,05

48 Truba Alam Manunggal Engineering Tbk. TRUB 2012 0 0,01 0

49 Unitex Tbk. UNTX 2012 -0,01 -0,03 -0,01

50 Zebra Nusantara Tbk. ZBRA 2012 0,07 -0,02 -0,01

51 Mahaka Media Tbk. ABBA 2013 -0,12 -0,15 0

52 Asiaplast Industries Tbk. APLI 2013 -0,07 -0,04 0,04

53 Arpeni Pratama Ocean Line Tbk. APOL 2013 -0,02 -0,01 -0,02

54 Argo Pantes Tbk. ARGO 2013 -0,02 -0,01 -0,02

55 Atlas Resources Tbk ARII 2013 -0,01 -0,04 -0,02

56 Asia Natural Resources Tbk. ASIA 2013 0,01 0 0

57 Sepatu Bata Tbk. BATA 2013 -0,07 0,05 0,02

58 Bank Mutiara Tbk. BCIC 2013 -0,04 0 0,03

59 Bumi Citra Permai Tbk. BCIP 2013 0,15 0,06 0,01

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No Industri Kode Tahun CAR(10) CAR(5) CAR(1) 61 Bhuwanatala Indah Permai Tbk. BIPP 2013 -0,08 -0,03 -0,02

62 Berlian Laju Tanker Tbk. BLTA 2013 0,04 0,04 0

63 Borneo Lumbung Energi & Metal Tbk. BORN 2013 0 0,01 0,01 64 Bumi Teknokultura Unggul Tbk. BTEK 2013 -0,04 0 -0,01

65 Bakrie Telecom Tbk. BTEL 2013 -0,05 0 -0,01

66 Citra Kebun Raya Agri Tbk. CKRA 2013 -0,02 -0,13 0,01 67 Central Proteinaprima Tbk. CPRO 2013 -0,03 -0,05 -0,03 68 Dharma Samudera Fishing Industries Tbk. DSFI 2013 -0,03 0,07 -0,01 69 Smartfren Telecom Tbk. (d/h Mobile-8 Telecom) FREN 2013 -0,1 -0,1 -0,03 70 Garuda Indonesia (Persero) Tbk. GIAA 2013 -0,06 0 0,01 71 Panasia Indo Resources Tbk. (d/h Panasiaindsyntec) HDTX 2013 0,07 -0,01 0,02 72 Indonesia Air Transport Tbk. IATA 2013 -0,09 -0,09 -0,05

73 Inti Bangun Sejahtera Tbk. IBST 2013 0 0 0

74 Tanah Laut Tbk. INDX 2013 -0,12 0,02 -0,04

75 Indo Tambangraya Megah Tbk. ITMG 2013 -0,11 -0,08 -0,03

76 Leo Investments Tbk. ITTG 2013 -0,03 -0,03 -0,01

77 Jaya Agra Wattie Tbk. JAWA 2013 -0,06 -0,05 -0,08

78 Jakarta Kyoei Steel Works Tbk. JKSW 2013 0,05 -0,1 -0,09

79 Jaya Pari Steel Tbk. JPRS 2013 -0,02 -0,06 -0,02

80 Kertas Basuki Rachmat Indonesia Tbk. KBRI 2013 -0,03 -0,05 -0,03

81 Perdana Bangun Pusaka Tbk. KONI 2013 0 0 0

82 Star Pacific Tbk. LPLI 2013 0,08 0,1 0

83 Lippo Securities Tbk. LPPS 2013 0,09 0,16 -0,02

84 Mitra Adiperkasa Tbk. MAPI 2013 -0,1 -0,11 -0,02

85 Mitrabahtera Segara Sejati Tbk. MBSS 2013 -0,06 -0,11 -0,02

86 Capitalinc Investment Tbk. MTFN 2013 0,12 0,04 0,05

87 Hanson International Tbk. MYRX 2013 0,04 -0,01 0,02

88 Apac Citra Centertex Tbk. MYTX 2013 -0,01 0,08 0,06

89 Perdana Karya Perkasa Tbk. PKPK 2013 -0,08 -0,07 -0,03

(15)

91 Asia Pacific Fibers Tbk. POLY 2013 -0,01 -0,03 -0,03

92 Steady Safe Tbk. SAFE 2013 -0,01 0,02 0,02

93 Bank Himpunan Saudara 1906 Tbk. SDRA 2013 -0,01 0,04 0,03

94 Siwani Makmur Tbk. SIMA 2013 -0,03 -0,01 -0,01

95 Samudera Indonesia Tbk. SMDR 2013 0,17 -0,01 -0,01

96 Star Petrochem Tbk. STAR 2013 0 0 0

97 Sumalindo Lestari Jaya Tbk. SULI 2013 -0,11 -0,04 -0,01 98 Express Transindo Utama Tbk. TAXI 2013 -0,13 -0,01 -0,05 99 Tifico Fiber Indonesia Tbk. TFCO 2013 -0,07 -0,17 -0,01 100 Tirta Mahakam Resources Tbk. TIRT 2013 -0,07 -0,03 -0,02

101 Pelayaran Tempuran Emas Tbk. TMAS 2013 0,16 0,15 0

102 Trada Maritime Tbk. TRAM 2013 0,03 0 -0,01

103 Truba Alam Manunggal Engineering Tbk. TRUB 2013 -0,01 -0,03 0

104 Unitex Tbk. UNTX 2013 -0,05 0 -0,01

105 Wahana Pronatural Tbk. WAPO 2013 -0,15 -0,15 0,12

106 Zebra Nusantara Tbk. ZBRA 2013 0,23 0,01 -0,03

Lampiran 2 Analisis Deskriptive

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

Opini (X1) 106 ,00 1,00 ,5189 ,50202

MBV (X2) 106 -5,65 41,60 3,3213 7,83132

ROE (X3) 106 -4,74 3,25 ,0142 ,99585

(16)

Lampiran 3 Uji Asumsi Klasik

a.

Normalitas

1) Model 1 (CAR 10)

(17)

3) Model 3 (CAR 1)

One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual Unstandardized Residual Unstandardized Residual N 106 106 106

Normal Parametersa,b

Mean ,0000000 ,0000000 ,0000000

Std. Deviation ,07259812 ,05978914 ,02960000

Most Extreme Differences

Absolute ,103 ,095 ,103

Positive ,103 ,095 ,103

Negative -,056 -,087 -,097

Kolmogorov-Smirnov Z 1,062 ,977 1,064

(18)

b.

Heterokedastisitas

1) Model 1 (CAR 10)

(19)

3) Model 3 (CAR 1)

1) Model 1 (CAR 10)

Coefficientsa

Model Unstandardized Coefficients Standardized Coefficients

t Sig.

B Std. Error Beta

(Constant) ,088 ,038 2,325 ,022

(20)

2) Model 2 (CAR 5)

Coefficientsa

Model Unstandardized Coefficients Standardized Coefficients t Sig. B Std. Error Beta (Constant) ,079 ,033 2,382 ,019 Opini (X1) ,000 ,008 ,003 ,028 ,978 MBV (X2) ,000 ,001 -,064 -,642 ,522 ROE (X3) ,002 ,004 ,039 ,393 ,695 Total Aset (X4) -,003 ,002 -,110 -1,098 ,275

a. Dependent Variable: Abs2

3) Model 3 (CAR 1)

Coefficientsa

Model Unstandardized Coefficients Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant) ,024 ,017 1,426 ,157 Opini (X1) ,004 ,004 ,094 ,933 ,353 MBV (X2) ,000 ,000 -,069 -,696 ,488 ROE (X3) ,000 ,002 ,016 ,159 ,874 Total Aset (X4) ,000 ,001 -,029 -,293 ,770

(21)

c.

Multikolinearitas

Coefficientsa

Model Collinearity Statistics

Tolerance VIF 1 Opini (X1) ,966 1,036 MBV (X2) ,985 1,015 ROE (X3) ,983 1,018 Total Aset (X4) ,966 1,036

a. Dependent Variable: CAR (Y)

d.

Autokorelasi

1) Model 1 (CAR 10)

Model Summaryb

Model R R Square Adjusted R

Square

Std. Error of the Estimate

Durbin-Watson

1 ,219a _,048 _,010 _,07402 _1,795

a. Predictors: (Constant), Total Aset (X4), MBV (X2), ROE (X3), Opini (X1) b. Dependent Variable: CAR (Y)

(22)

3) Model 3 (CAR 1)

Model Summaryb

Model R R Square Adjusted R

Square

Std. Error of the Estimate

Durbin-Watson

1 ,143a _,020 _-,018 _,03018 _1,760

a. Predictors: (Constant), Total Aset (X4), MBV (X2), ROE (X3), Opini (X1) b. Dependent Variable: CAR (Y)

Lampiran 4 Analisis Regresi

1) Model 1 (CAR 10)

Coefficientsa Model Unstandardized Coefficients Standardized

Coefficients

t Sig. Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) -,025 ,058 -,424 ,672 Opini (X1) ,007 ,015 ,045 ,456 ,649 ,966 1,036 MBV (X2) -,002 ,001 -,172 -1,761 ,081 ,985 1,015 ROE (X3) -,011 ,007 -,149 -1,518 ,132 ,983 1,018 Total Aset (X4) ,001 ,004 ,020 ,200 ,842 ,966 1,036

(23)

2) Model 2 (CAR 5)

Coefficients

1 (Constant) -,086 ,048 -1,791 ,076 Opini (X1) ,003 ,012 ,027 ,274 ,785 ,966 1,036 MBV (X2) ,00039 ,001 -,051 -,518 ,605 ,985 1,015 ROE (X3) ,001 ,006 ,008 ,084 ,933 ,983 1,018 Total Aset (X4) ,005 ,003 ,140 1,394 ,166 ,966 1,036

3) Model 3 (CAR 1)

Coefficients

(24)

Lampiran 4 Uji Hipotesis

a. Uji Beda 1

Paired Samples Statistics

Mean N Std. Deviation Std. Error Mean

Pair 1 AR10 -,000609 53 ,0246026 ,0033174 AR_10 -,000958 53 ,0194095 ,0026172 Pair 2 AR9 ,001176 53 ,0217549 ,0029334 AR_9 ,000064 53 ,0422730 ,0057001 Pair 3 AR8 -,000873 53 ,0147249 ,0019855 AR_8 -,000618 53 ,0405412 ,0054666 Pair 4 AR7 ,000095 53 ,0218444 ,0029455 AR_7 ,000520 53 ,0324203 ,0043715 Pair 5 AR6 ,005671 53 ,0224786 ,0030310 AR_6 ,003738 53 ,0324065 ,0043697 Pair 6 AR5 ,004842 53 ,0380322 ,0051283 AR_5 ,001035 53 ,0230455 ,0031075 Pair 7 AR4 -,003495 53 ,0174737 ,0023562 AR_4 -,001375 53 ,0211656 ,0028540 Pair 8 AR3 -,003091 53 ,0164240 ,0022146 AR_3 -,001058 53 ,0254237 ,0034281 Pair 9 AR2 -,004489 53 ,0307417 ,0041452 AR_2 -,002018 53 ,0432925 ,0058376 Pair 10 AR1 -,000596 53 ,0244306 ,0032942 AR_1 -,003940 53 ,0165584 ,0022327

(25)

Paired Samples Test

Paired Differences t Sig.

(2-tailed) Mean Std. Deviation Std. Error

Mean

95% Confidence Interval of the Difference

Lower Upper

Pair 1 AR10 - AR_10 ,0003491 ,0258401 ,0034843 -,0066365 ,0073347 ,100 ,921

Pair 2 AR9 - AR_9 ,0011127 ,0506665 ,0068319 -,0125843 ,0148098 ,163 ,871

Pair 3 AR8 - AR_8 -,0002545 ,0418779 ,0056468 -,0115757 ,0110666 -,045 ,964

Pair 4 AR7 - AR_7 -,0004255 ,0382172 ,0051532 -,0107570 ,0099061 -,083 ,935

Pair 5 AR6 - AR_6 ,0019327 ,0438737 ,0059159 -,0099280 ,0137935 ,327 ,745

Pair 6 AR5 - AR_5 ,0038073 ,0431012 ,0058118 -,0078446 ,0154591 ,655 ,515

Pair 7 AR4 - AR_4 -,0021200 ,0286678 ,0038656 -,0098700 ,0056300 -,548 ,586

Pair 8 AR3 - AR_3 -,0020327 ,0316875 ,0042727 -,0105990 ,0065336 -,476 ,636

Pair 9 AR2 - AR_2 -,0024709 ,0501936 ,0067681 -,0160401 ,0110983 -,365 ,716

Pair 10 AR1 - AR_1 ,0033436 ,0318307 ,0042921 -,0052614 ,0119487 ,779 ,439

Return sebelum

opini

Sebelum Opini going

Concern Return sesudah

opini

Sesudah Opini going

Concern Uji Beda T

Value

F Value

Mean STD Dev Mean STD Dev Mean STD Dev

-1 -,003940 ,0165584 1 -,000596 ,0244306 ,0033436 ,0318307 ,779 ,439

-2 -,002018 ,0432925 2 -,004489 ,0307417 -,0024709 ,0501936 -,365 ,716

-3 -,001058 ,0254237 3 -,003091 ,0164240 -,0020327 ,0316875 -,476 ,636

-4 -,001375 ,0211656 4 -,003495 ,0174737 -,0021200 ,0286678 -,548 ,586

(26)

(27)

b. Uji Beda 2

Mean N Std. Deviation Std. Error

Mean Pair 1 UQ10 ,007081 53 ,0378360 ,0052981 GC10 ,001378 53 ,0221567 ,0031026 Pair 2 UQ9 ,001890 53 ,0178002 ,0024925 GC9 ,001651 53 ,0205691 ,0028802 Pair 3 UQ8 ,005903 53 ,0340418 ,0047668 GC8 -,000889 53 ,0143092 ,0020037 Pair 4 UQ7 ,001843 53 ,0222031 ,0031090 GC7 ,000212 53 ,0219168 ,0030690 Pair 5 UQ6 -,009798 53 ,0355099 ,0049724 GC6 ,005803 53 ,0223639 ,0031316 Pair 6 UQ5 ,004561 53 ,0361307 ,0050593 GC5 ,002328 53 ,0332948 ,0046622 Pair 7 UQ4 -,003278 53 ,0172581 ,0024166 GC4 -,004372 53 ,0168902 ,0023651 Pair 8 UQ3 -,004713 53 ,0257051 ,0035994 GC3 -,003011 53 ,0146456 ,0020508 Pair 9 UQ2 -,006396 53 ,0345252 ,0048345 GC2 -,001251 53 ,0257278 ,0036026 Pair 10 UQ1 -,002904 53 ,0219634 ,0030755 GC1 ,000293 53 ,0250431 ,0035067 Pair 11 UQ_1 ,000068 53 ,0181275 ,0025384 GC_1 -,005084 53 ,0161683 ,0022640 Pair 12 UQ_2 ,000875 53 ,0204991 ,0028704 GC_2 -,000484 53 ,0434993 ,0060911 UQ_3 ,000407 53 ,0250909 ,0035134

(28)

GC_8 -,001295 53 ,0417969 ,0058527 Pair 19 UQ_9 ,000958 53 ,0284215 ,0039798 GC_9 ,000786 53 ,0436411 ,0061110 Pair 20 UQ_10 -,008121 53 ,0249721 ,0034968 GC_10 ,000018 53 ,0196658 ,0027538

(2-tailed) Mean Std. Deviation Std. Error Mean 95% Confidence Interval of the Difference Lower Upper Pair 1 UQ10 - GC10 ,0057030 ,0423913 ,0059360 -,0062198 ,0176257 ,961 ,341 Pair 2 UQ9 - GC9 ,0002395 ,0215644 ,0030196 -,0058255 ,0063046 ,079 ,937 Pair 3 UQ8 - GC8 ,0067914 ,0383826 ,0053746 -,0040039 ,0175867 1,264 ,212 Pair 4 UQ7 - GC7 ,0016310 ,0328983 ,0046067 -,0076218 ,0108838 ,354 ,725 Pair 5 UQ6 - GC6 -,0156015 ,0430980 ,0060349 -,0277230 -,0034800 -2,585 ,013 Pair 6 UQ5 - GC5 ,0022326 ,0510337 ,0071461 -,0121208 ,0165860 ,312 ,756 Pair 7 UQ4 - GC4 ,0010945 ,0264193 ,0036994 -,0063360 ,0085251 ,296 ,769 Pair 8 UQ3 - GC3 -,0017015 ,0334299 ,0046811 -,0111038 ,0077008 -,363 ,718 Pair 9 UQ2 - GC2 -,0051451 ,0421071 ,0058962 -,0169879 ,0066978 -,873 ,387 Pair 10 UQ1 - GC1 -,0031964 ,0317834 ,0044506 -,0121357 ,0057428 -,718 ,476 Pair 11 UQ_1 - GC_1 ,0051520 ,0265939 ,0037239 -,0023277 ,0126316 1,383 ,173 Pair 12 UQ_2 - GC_2 ,0013592 ,0502715 ,0070394 -,0127799 ,0154983 ,193 ,848 Pair 13 UQ_3 - GC_3 ,0012634 ,0352153 ,0049311 -,0086411 ,0111679 ,256 ,799 Pair 14 UQ_4 - GC_4 -,0003554 ,0289044 ,0040474 -,0084849 ,0077741 -,088 ,930 Pair 15 UQ_5 - GC_5 -,0100922 ,0381598 ,0053434 -,0208249 ,0006404 -1,889 ,065 Pair 16 UQ_6 - GC_6 ,0030453 ,0421802 ,0059064 -,0088181 ,0149087 ,516 ,608 Pair 17 UQ_7 - GC_7 ,0005243 ,0435656 ,0061004 -,0117287 ,0127773 ,086 ,932 Pair 18 UQ_8 - GC_8 -,0014846 ,0493460 ,0069098 -,0153634 ,0123942 -,215 ,831 Pair 19 UQ_9 - GC_9 ,0001727 ,0503398 ,0070490 -,0139856 ,0143310 ,025 ,981 Pair 20 UQ_10 - GC_10 -,0081385 ,0317091 ,0044402 -,0170568 ,0007799 -1,833 ,073

(29)

Return /Hari

Opini Going Concern Opini Unqualifie Uji Beda

T Value F Value Mean STD Dev Mean STD Dev Mean STD Dev

-10 ,000018 ,0196658 -,008121 ,0249721 -,0081385 ,0317091 -1,833 ,073 -9 ,000786 ,0436411 ,000958 ,0284215 ,0001727 ,0503398 ,025 ,981 -8 -,001295 ,0417969 -,002780 ,0244378 -,0014846 ,0493460 -,215 ,831 -7 ,001347 ,0311141 ,001871 ,0349161 ,0005243 ,0435656 ,086 ,932 -6 ,000259 ,0242433 ,003305 ,0322425 ,0030453 ,0421802 ,516 ,608 -5 ,001956 ,0201824 -,008137 ,0334642 -,0100922 ,0381598 -1,889 ,065 -4 -,000977 ,0219155 -,001332 ,0221064 -,0003554 ,0289044 -,088 ,930 -3 -,000857 ,0254452 ,000407 ,0250909 ,0012634 ,0352153 ,256 ,799 -2 -,000484 ,0434993 ,000875 ,0204991 ,0013592 ,0502715 ,193 ,848 -1 -,005084 ,0161683 ,000068 ,0181275 ,0051520 ,0265939 1,383 ,173 0 -,009659 ,0200927 -,000509 ,0247605 ,0091497 ,0322670 2,025 ,048 1 ,000293 ,0250431 -,002904 ,0219634 -,0031964 ,0317834 -,718 ,476 2 -,001251 ,0257278 -,006396 ,0345252 -,0051451 ,0421071 -,873 ,387 3 -,003011 ,0146456 -,004713 ,0257051 -,0017015 ,0334299 -,363 ,718 4 -,004372 ,0168902 -,003278 ,0172581 ,0010945 ,0264193 ,296 ,769 5 ,002328 ,0332948 ,004561 ,0361307 ,0022326 ,0510337 ,312 ,756 6 ,005803 ,0223639 -,009798 ,0355099 -,0156015 ,0430980 -2,585 ,013 7 ,000212 ,0219168 ,001843 ,0222031 ,0016310 ,0328983 ,354 ,725

(30)

c. Uji Beda 3

Mean N Std. Deviation Std. Error Mean

Pair 1 UQ10 -,019020 53 ,0818109 ,0114558 GC10 -,013922 53 ,0576915 ,0080784 Pair 2 UQ5 -,021176 53 ,0582974 ,0081633 GC5 -,019412 53 ,0624952 ,0087511 Pair 3 UQ1 -,003529 53 ,0248856 ,0034847 GC1 -,013137 53 ,0295628 ,0041396

(2-tailed) Mean Std. Deviation Std. Error

Mean 95% Confidence Interval of the Difference Lower Upper Pair 1 UQ10 - GC10 -,0050980 ,1023010 ,0143250 -,0338707 ,0236746 -,356 ,723 Pair 2 UQ5 - GC5 -,0017647 ,0829387 ,0116137 -,0250916 ,0215622 -,152 ,880 Pair 3 UQ1 - GC1 ,0096078 ,0383646 ,0053721 -,0011824 ,0203981 1,788 ,080

d. Uji F

1) Model 1 (CAR 10)

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1

Regression ,028 4 ,007 1,278 ,284b

Residual ,553 101 ,005

Return /Hari

Opini Goning Concern Opini Unqualifie Uji Beda

T Value F Value

Mean STD Dev Mean STD

Dev Mean STD Dev CAR 10-(10) -,013922 ,0576915 -,019020 ,0818109 -,0050980 ,1023010 -,356 ,723 CAR 5-(5) -,019412 ,0624952 -,021176 ,0582974 -,0017647 ,0829387 -,152 ,880 CAR 1-(1) -,013137 ,0295628 -,003529 ,0248856 ,0096078 ,0383646 1,788 ,080

(31)

Total ,581 105

b. Predictors: (Constant), Total Aset (X4), MBV (X2), ROE (X3), Opini (X1)

2) Model 2 (CAR 5)

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1

Regression ,008 4 ,002 ,546 ,702b

Residual ,375 101 ,004

Total ,383 105

b. Predictors: (Constant), Total Aset (X4), MBV (X2), ROE (X3), Opini (X1)

3) Model 3 (CAR 1)

ANOVAa

Model Sum of Squares Df Mean Square F Sig.

(32)

1) Model 1 (CAR 10)

Coefficients

1 (Constant) -,025 ,058 -,424 ,672 Opini (X1) ,007 ,015 ,045 ,456 ,649 ,966 1,036 MBV (X2) -,002 ,001 -,172 -1,761 ,081 ,985 1,015 ROE (X3) -,011 ,007 -,149 -1,518 ,132 ,983 1,018 Total Aset (X4) ,001 ,004 ,020 ,200 ,842 ,966 1,036

(33)

2) Model 2 (CAR 5)

Coefficients

1 (Constant) -,086 ,048 -1,791 ,076 Opini (X1) ,003 ,012 ,027 ,274 ,785 ,966 1,036 MBV (X2) ,00039 ,001 -,051 -,518 ,605 ,985 1,015 ROE (X3) ,001 ,006 ,008 ,084 ,933 ,983 1,018 Total Aset (X4) ,005 ,003 ,140 1,394 ,166 ,966 1,036

3) Model 3 (CAR 1)

Coefficients