LAMPIRAN
Lampiran 1 Daftar Perusahaan Barang Konsumsi Yang Menjadi Sampel
NO. Nama Perusahaan Kode Kriteria
35. Sara Lee Body Care Indonesia Tbk PROD X anguage/id-ID/Default.aspx diakses pada Februari 2013
Lampiran 2 Data Variabel Penelitian ( Sebelum Transformasi)
Net Profit Margin (NPM)
Tahun 2008 – 2011
NO. Nama Perusahaan Kode Tahun
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES -0.12 0.119 0.146 0.087 2 Cahaya Kalbar Tbk CEKA 0.014 0.041 0.042 0.078 13 Bentoel International Investama Tbk RMBA 0.04 0.004 0.025 0.03 14 Gudang Garam Tbk GGRM 0.062 0.105 0.11 0.118 15 HM Sampoerna Tbk HMSP 0.112 0.131 0.148 0.152 16 Taisho Pharmaceutical Indonesia Tbk SQBI 0.262 0.312 0.305 0.351 17 Darya-Varia Laboratoria Tbk DVLA 0.123 0.083 0.119 0.124
18 Indofarma Tbk INAF 0.003 0.002 0.012 0.031
19 Kalbe Farma Tbk KLBF 0.09 0.102 0.126 0.141
21 Merck Tbk MERK 0.155 0.196 0.149 0.251 27 Unilever Indonesia Tbk UNVR 0.155 0.167 0.172 0.177 28 Kedaung Indah Can Tbk KICI 0.032 -0.06 0.037 0.004 29 Kedawung Setia Industrial Tbk KDSI 0.006 0.011 0.015 0.02 30 Langgeng Makmur Ind. Tbk LMPI 0.009 0.016 0.007 0.01 Sumber: Data Olahan SPSS, 2013 Lampiran 2 (lanjutan)
Return On Asset (ROA)
Tahun 2008 – 2011
NO. Nama Perusahaan Kode Tahun
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES -0.08 0.09 0.099 0.082 2 Cahaya Kalbar Tbk CEKA 0.046 0.086 0.035 0.117 13 Bentoel International Investama Tbk RMBA 0.054 0.006 0.045 0.048 14 Gudang Garam Tbk GGRM 0.078 0.127 0.135 0.127 15 HM Sampoerna Tbk HMSP 0.241 0.287 0.313 0.416 16 Taisho Pharmaceutical Indonesia Tbk SQBI 0.319 0.411 0.291 0.331 17 Darya-Varia Laboratoria Tbk DVLA 0.111 0.092 0.13 0.13
18 Indofarma Tbk INAF 0.005 0.003 0.018 0.033
19 Kalbe Farma Tbk KLBF 0.124 0.143 0.183 0.186
20 Kimia Farma Tbk KAEF 0.038 0.04 0.084 0.096
22 Pyridam Farma Tbk PYFA 0.02 0.04 0.04 0.042 Sumber: Data Olahan SPSS, 2013 Lampiran 2 (lanjutan)
Return On Equity (ROE)
7 Multi Bintang Indonesia Tbk MLBI 0.645 3.238 0.941 0.957 8 Prasidha Aneka Niaga Tbk PSDN 0.097 0.256 0.094 0.117
9 Sekar Laut Tbk SKLT 0.04 0.115 0.042 0.049
10 Siantor Top Tbk STTP 0.014 0.101 0.096 0.088 11 Tiga Pilar Sejahtera Food Tbk AISA 0.074 0.089 0.13 0.082 12 Ultra Jaya Milk Tbk ULTJ 0.268 0.051 0.082 0.072 13 Bentoel International Investama Tbk RMBA 0.138 0.014 0.103 0.136 14 Gudang Garam Tbk GGRM 0.121 0.189 0.196 0.202 15 HM Sampoerna Tbk HMSP 0.484 0.287 0.629 7.893 16 Taisho Pharmaceutical Indonesia Tbk SQBI 0.437 0.498 0.346 0.396 17 Darya-Varia Laboratoria Tbk DVLA 0.14 0.13 0.173 0.166
18 Indofarma Tbk INAF 0.017 0.007 0.042 0.061
19 Kalbe Farma Tbk KLBF 0.195 0.216 0.239 0.236 20 Kimia Farma Tbk KAEF 0.058 0.063 0.125 0.137
21 Merck Tbk MERK 0.303 0.415 0.328 0.468
23 Schering Plough Indonesia Tbk SCPI 0.875 0.55 -0.67 -1.14 24 Tempo Scan Pacific Tbk TSPC 0.144 0.149 0.188 0.192 25 Mandom Indonesia Tbk TCID 0.141 0.142 0.138 0.137 26 Mustika Ratu Tbk MRAT 0.072 0.066 0.071 0.073 27 Unilever Indonesia Tbk UNVR 0.776 0.822 0.837 1.126 28 Kedaung Indah Can Tbk KICI 0.045 -0.08 0.047 0.006 29 Kedawung Setia Industrial Tbk KDSI 0.026 0.046 0.066 0.086 30 Langgeng Makmur Ind. Tbk LMPI 0.008 0.018 0.007 0.012 Sumber: Data Olahan SPSS, 2013 Lampiran 2 (lanjutan)
Return On Investment (ROI) 13 Bentoel International Investama Tbk RMBA 0.054 -0.031 0.045 0.049
14 Gudang Garam Tbk GGRM 0.079 0.127 0.135 0.153
15 HM Sampoerna Tbk HMSP 0.242 0.288 0.313 0.481
16 Taisho Pharmaceutical Indonesia Tbk SQBI 0.320 0.412 0.289 0.332 17 Darya-Varia Laboratoria Tbk DVLA 0.112 0.092 0.130 0.130
18 Indofarma Tbk INAF 0.006 0.003 0.017 0.033
19 Kalbe Farma Tbk KLBF 0.134 0.162 0.191 0.184
20 Kimia Farma Tbk KAEF 0.039 0.040 0.084 0.096
21 Merck Tbk MERK 0.263 0.338 0.273 0.396
24 Tempo Scan Pacific Tbk TSPC 0.110 0.111 0.138 0.138 25 Mandom Indonesia Tbk TCID 0.127 0.126 0.126 0.127
26 Mustika Ratu Tbk MRAT 0.063 0.058 0.064 0.060
27 Unilever Indonesia Tbk UNVR 0.371 0.401 0.390 0.357 28 Kedaung Indah Can Tbk KICI 0.036 -0.062 0.038 -0.012 29 Kedawung Setia Industrial Tbk KDSI 0.012 0.020 0.031 0.026 30 Langgeng Makmur Ind. Tbk LMPI 0.005 0.012 0.005 0.008
Sumber: Data Olahan SPSS, 2013 Lampiran 2 (lanjutan)
Debt to Equity Ratio (DER)
25 Mandom Indonesia Tbk TCID 0.12 0.13 0.1 0.11
Sumber: Data Olahan SPSS, 2013 Lampiran 2 (lanjutan)
Harga Saham Perusahaan Tahun 2008 - 2011
NO. Nama Perusahaan Kode Tahun
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES 225 640 1620 1010
2 Cahaya Kalbar Tbk CEKA 700 1490 1100 950
3 Davomas Abadi Tbk DAVO 58 50 74 50
4 Delta Djakarta Tbk DLTA 20000 62000 120000 111500
5 Indofood Sukses Makmur Tbk INDF 930 3550 4875 4600
6 Mayora Indah Tbk MYOR 1140 4500 10.750 14250
7 Multi Bintang Indonesia Tbk MLBI 49500 177000 274950 359000
8 Prasidha Aneka Niaga Tbk PSDN 100 110 80 310
9 Sekar Laut Tbk SKLT 90 150 140 140
10 Siantor Top Tbk STTP 150 250 385 690
11 Tiga Pilar Sejahtera Food Tbk AISA 425 360 780 495
12 Ultra Jaya Milk Tbk ULTJ 800 580 1210 1080
13 Bentoel International Investama Tbk RMBA 520 650 800 790
14 Gudang Garam Tbk GGRM 4250 21550 40000 62050
15 HM Sampoerna Tbk HMSP 8100 10440 28150 39000
16 Taisho Pharmaceutical Indonesia Tbk SQBI 10500 10500 10500 10500 17 Darya-Varia Laboratoria Tbk DVLA 960 1530 1170 1150
18 Indofarma Tbk INAF 50 83 80 163
19 Kalbe Farma Tbk KLBF 400 1300 3250 3.400
20 Kimia Farma Tbk KAEF 76 127 159 340
21 Merck Tbk MERK 35500 80000 96500 132500
22 Pyridam Farma Tbk PYFA 50 110 127 176
23 Schering Plough Indonesia Tbk SCPI 10350 39000 37900 25000
24 Tempo Scan Pacific Tbk TSPC 400 730 1.710 2550
25 Mandom Indonesia Tbk TCID 5500 8100 7200 7700
27 Unilever Indonesia Tbk UNVR 7800 11050 16500 18800
28 Kedaung Indah Can Tbk KICI 100 76 185 180
29 Kedawung Setia Industrial Tbk KDSI 98 155 235 245
30 Langgeng Makmur Ind. Tbk LMPI 70 215 270 205
Sumber: Data Olahan SPSS, 2013 Lampiran 2 (lanjutan)
Lampiran 3 Data Variabel Penelitian (Setelah Transformasi)
Net Profit Margin (NPM)
Tahun 2008 - 2011 No. Nama Perusahaan
2008 2009 2010 2011 1 Akasha Wira International Tbk ADES -2.13 -1.92 -2.44
2 Cahaya Kalbar Tbk CEKA -4.27 -3.19 -3.17 -2.55
3 Davomas Abadi Tbk DAVO
4 Delta Djakarta Tbk DLTA -2.08 -1.77 -1.37 -1.31
5 Indofood Sukses Makmur Tbk INDF -3.61 -2.88 -2.56 -2.20
6 Mayora Indah Tbk MYOR -3.00 -2.55 -2.70 -2.98
7 Multi Bintang Indonesia Tbk MLBI -1.79 -1.56 -1.40 -1.30
8 Prasidha Aneka Niaga Tbk PSDN -4.34 -2.92 -4.27 -3.96
9 Sekar Laut Tbk SKLT -4.34 -3.06 -4.14 -4.07
10 Siantor Top Tbk STTP -4.83 -2.73 -2.88 -3.17
11 Tiga Pilar Sejahtera Food Tbk AISA -2.83 -2.65 -2.24 -2.45
12 Ultra Jaya Milk Tbk ULTJ -1.50 -3.27 -2.86 -3.04
13 Bentoel International Investama Tbk RMBA -3.22 -5.52 -3.69 -3.51
15 HM Sampoerna Tbk HMSP -2.19 -2.03 -1.91 -1.88
16 Taisho Pharmaceutical Indonesia Tbk SQBI -1.34 -1.16 -1.19 -1.05
17 Darya-Varia Laboratoria Tbk DVLA -2.10 -2.49 -2.13 -2.09
18 Indofarma Tbk INAF -5.81 -6.21 -4.42 -3.47
19 Kalbe Farma Tbk KLBF -2.41 -2.28 -2.07 -1.96
20 Kimia Farma Tbk KAEF -3.91 -3.82 -3.12 -3.02
21 Merck Tbk MERK -1.86 -1.63 -1.90 -1.38
22 Pyridam Farma Tbk PYFA -4.07 -3.51 -3.58 -3.41
23 Schering Plough Indonesia Tbk SCPI -3.38 -3.24
24 Tempo Scan Pacific Tbk TSPC -2.43 -2.53 -2.35 -2.29
25 Mandom Indonesia Tbk TCID -2.38 -2.41 -2.42 -2.47
26 Mustika Ratu Tbk MRAT -2.65 -2.80 -2.73 -2.75
27 Unilever Indonesia Tbk UNVR -1.86 -1.79 -1.76 -1.73
28 Kedaung Indah Can Tbk KICI -3.44 -3.30 -5.52
29 Kedawung Setia Industrial Tbk KDSI -5.12 -4.51 -4.20 -3.91
30 Langgeng Makmur Ind, Tbk LMPI -4.71 -4.14 -4.96 -4.61 Sumber: Data Olahan SPSS, 2013 Lampiran 3 (lanjutan)
Return On Assets (ROA)
Tahun 2008 - 2011
No. Nama Perusahaan
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES -2.41 -2.31 -2.50
2 Cahaya Kalbar Tbk CEKA -3.08 -2.45 -3.35 -2.15
4 Delta Djakarta Tbk DLTA -2.12 -1.79 -1.62 -1.52
5 Indofood Sukses Makmur Tbk INDF -3.65 -2.98 -2.78 -2.36
6 Mayora Indah Tbk MYOR -2.70 -2.16 -2.21 -2.62
7 Multi Bintang Indonesia Tbk MLBI -1.44 -1.07 -0.94 -0.88
8 Prasidha Aneka Niaga Tbk PSDN -3.47 -2.41 -3.47 -2.86
9 Sekar Laut Tbk SKLT -3.91 -2.72 -3.69 -3.58
10 Siantor Top Tbk STTP -4.83 -2.59 -2.72 -3.08
11 Tiga Pilar Sejahtera Food Tbk AISA -3.54 -3.58 -3.24 -3.17
12 Ultra Jaya Milk Tbk ULTJ -1.74 -3.35 -2.94 -3.08
13 Bentoel International Investama Tbk RMBA -2.92 -5.12 -3.10 -3.04
14 Gudang Garam Tbk GGRM -2.55 -2.06 -2.00 -2.06
15 HM Sampoerna Tbk HMSP -1.42 -1.25 -1.16 -0.88
16 Taisho Pharmaceutical Indonesia Tbk SQBI -1.14 -0.89 -1.23 -1.11
17 Darya-Varia Laboratoria Tbk DVLA -2.20 -2.39 -2.04 -2.04
18 Indofarma Tbk INAF -5.30 -5.81 -4.02 -3.41
19 Kalbe Farma Tbk KLBF -2.09 -1.94 -1.70 -1.68
20 Kimia Farma Tbk KAEF -3.27 -3.22 -2.48 -2.34
21 Merck Tbk MERK -1.33 -1.08 -1.29 -0.93
22 Pyridam Farma Tbk PYFA -3.91 -3.22 -3.22 -3.17
23 Schering Plough Indonesia Tbk SCPI -3.35 -2.94
24 Tempo Scan Pacific Tbk TSPC -2.23 -2.21 -2.00 -1.98
25 Mandom Indonesia Tbk TCID -2.07 -2.07 -2.08 -2.09
26 Mustika Ratu Tbk MRAT -2.78 -2.86 -2.78 -2.78
28 Kedaung Indah Can Tbk KICI -3.35 -3.35 -5.52
29 Kedawung Setia Industrial Tbk KDSI -4.42 -3.91 -3.51 -3.19
30 Langgeng Makmur Ind, Tbk LMPI -5.30 -4.51 -5.30 -4.96 Sumber: Data Olahan SPSS, 2013 Lampiran 3 (lanjutan)
Return On Equity (ROE)
Tahun 2008 - 2011
No. Nama Perusahaan
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES -1.45 -1.14 -1.58
2 Cahaya Kalbar Tbk CEKA -2.18 -1.82 -2.33 -1.44
3 Davomas Abadi Tbk DAVO
4 Delta Djakarta Tbk DLTA -1.82 -1.54 -1.42 -1.33
5 Indofood Sukses Makmur Tbk INDF -2.10 -1.59 -1.74 -1.84
6 Mayora Indah Tbk MYOR -1.85 -1.45 -1.41 -1.61
7 Multi Bintang Indonesia Tbk MLBI -0.44 1.17 -0.06 -0.04
8 Prasidha Aneka Niaga Tbk PSDN -2.33 -1.36 -2.36 -2.15
9 Sekar Laut Tbk SKLT -3.22 -2.16 -3.17 -3.02
10 Siantor Top Tbk STTP -4.27 -2.29 -2.34 -2.43
11 Tiga Pilar Sejahtera Food Tbk AISA -2.60 -2.42 -2.04 -2.50
12 Ultra Jaya Milk Tbk ULTJ -1.32 -2.98 -2.50 -2.63
13 Bentoel International Investama Tbk RMBA -1.98 -4.27 -2.27 -2.00
14 Gudang Garam Tbk GGRM -2.11 -1.67 -1.63 -1.60
15 HM Sampoerna Tbk HMSP -0.73 -1.25 -0.46 2.07
17 Darya-Varia Laboratoria Tbk DVLA -1.97 -2.04 -1.75 -1.80
18 Indofarma Tbk INAF -4.07 -4.96 -3.17 -2.80
19 Kalbe Farma Tbk KLBF -1.63 -1.53 -1.43 -1.44
20 Kimia Farma Tbk KAEF -2.85 -2.76 -2.08 -1.99
21 Merck Tbk MERK -1.19 -0.88 -1.11 -0.76
22 Pyridam Farma Tbk PYFA -3.54 -2.90 -2.96 -2.80
23 Schering Plough Indonesia Tbk SCPI -0.13 -0.60
24 Tempo Scan Pacific Tbk TSPC -1.94 -1.90 -1.67 -1.65
25 Mandom Indonesia Tbk TCID -1.96 -1.95 -1.98 -1.99
26 Mustika Ratu Tbk MRAT -2.63 -2.72 -2.65 -2.62
27 Unilever Indonesia Tbk UNVR -0.25 -0.20 -0.18 0.12
28 Kedaung Indah Can Tbk KICI -3.10 -3.06 -5.12
29 Kedawung Setia Industrial Tbk KDSI -3.65 -3.08 -2.72 -2.45
30 Langgeng Makmur Ind, Tbk LMPI -4.83 -4.02 -4.96 -4.42 Sumber: Data Olahan SPSS, 2013 Lampiran 3 (lanjutan)
Return On Investment (ROI)
Tahun 2008 - 2011
No. Nama Perusahaan
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES -5.30 -2.32 -2.50
2 Cahaya Kalbar Tbk CEKA -3.06 -2.39 -3.35 -2.15
3 Davomas Abadi Tbk DAVO -2.42
5 Indofood Sukses Makmur Tbk INDF -3.61 -1.75 -2.49 -2.40
6 Mayora Indah Tbk MYOR -2.69 -2.65 -2.17 -2.62
7 Multi Bintang Indonesia Tbk MLBI -1.44 -2.14 -0.94 -0.88
8 Prasidha Aneka Niaga Tbk PSDN -3.41 -1.07 -2.78 -2.86
9 Sekar Laut Tbk SKLT -3.82 -2.06 -3.73 -3.58
10 Siantor Top Tbk STTP -6.91 -2.73 -2.72 -3.08
11 Tiga Pilar Sejahtera Food Tbk AISA -3.54 -2.59 -3.19 -3.17
12 Ultra Jaya Milk Tbk ULTJ -1.68 -3.82 -2.94 -3.00
13 Bentoel International Investama Tbk RMBA -2.92 -3.35 -3.10 -3.02
14 Gudang Garam Tbk GGRM -2.54 -2.00 -1.88
15 HM Sampoerna Tbk HMSP -1.42 -2.06 -1.16 -0.73
16 Taisho Pharmaceutical Indonesia Tbk SQBI -1.14 -1.24 -1.24 -1.10
17 Darya-Varia Laboratoria Tbk DVLA -2.19 -0.89 -2.04 -2.04
18 Indofarma Tbk INAF -5.12 -2.39 -4.07 -3.41
19 Kalbe Farma Tbk KLBF -2.01 -5.81 -1.66 -1.69
20 Kimia Farma Tbk KAEF -3.24 -1.82 -2.48 -2.34
21 Merck Tbk MERK -1.34 -3.22 -1.30 -0.93
22 Pyridam Farma Tbk PYFA -3.73 -1.08 -3.17 -3.12
23 Schering Plough Indonesia Tbk SCPI -3.38 -3.27 -3.69
24 Tempo Scan Pacific Tbk TSPC -2.21 -2.94 -1.98 -1.98
25 Mandom Indonesia Tbk TCID -2.06 -2.20 -2.07 -2.06
26 Mustika Ratu Tbk MRAT -2.76 -2.07 -2.75 -2.81
27 Unilever Indonesia Tbk UNVR -0.99 -2.85 -0.94 -1.03
29 Kedawung Setia Industrial Tbk KDSI -4.42 -3.47 -3.65
30 Langgeng Makmur Ind, Tbk LMPI -5.30 -3.91 -5.30 -4.83 Sumber: Data Olahan SPSS, 2013 Lampiran 3 (lanjutan)
Debt To Equity Ratio (DER)
Tahun 2008 - 2001
No. Nama Perusahaan
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES 0.94 0.48 0.81 0.41
2 Cahaya Kalbar Tbk CEKA 0.37 -0.12 0.56 0.03
3 Davomas Abadi Tbk DAVO 1.49 1.66 0.67 0.78
4 Delta Djakarta Tbk DLTA -1.08 -1.31 -1.61 -1.51
5 Indofood Sukses Makmur Tbk INDF 1.13 0.90 0.29 -0.36
6 Mayora Indah Tbk MYOR 0.28 0.03 0.17 0.54
7 Multi Bintang Indonesia Tbk MLBI 0.55 2.13 0.34 0.26
8 Prasidha Aneka Niaga Tbk PSDN 0.49 0.36 0.47 0.04
9 Sekar Laut Tbk SKLT 0.00 -0.31 -0.37 -0.30
10 Siantor Top Tbk STTP -0.33 -1.02 -0.80 -0.09
11 Tiga Pilar Sejahtera Food Tbk AISA 0.47 0.76 0.85 -0.04
12 Ultra Jaya Milk Tbk ULTJ -0.63 -0.80 -0.62 -0.60
13 Bentoel International Investama Tbk RMBA 0.46 0.37 0.26 0.60
14 Gudang Garam Tbk GGRM -0.60 -0.73 -0.82 -0.53
15 HM Sampoerna Tbk HMSP 0.00 -0.37 0.01 2.20
16 Taisho Pharmaceutical Indonesia Tbk SQBI -0.99 -1.56 -1.66 -1.61
18 Indofarma Tbk INAF 0.82 0.36 0.31 -0.19
19 Kalbe Farma Tbk KLBF -0.97 -0.94 -1.47 -1.31
20 Kimia Farma Tbk KAEF -0.63 -0.56 -0.71 -0.84
21 Merck Tbk MERK -1.90 -1.47 -1.61 -1.71
22 Pyridam Farma Tbk PYFA -0.87 -0.99 -1.20 -0.84
23 Schering Plough Indonesia Tbk SCPI 3.13 2.25 2.91 2.60
24 Tempo Scan Pacific Tbk TSPC -1.24 -1.08 -1.02 -0.92
25 Mandom Indonesia Tbk TCID -2.12 -2.04 -2.30 -2.21
26 Mustika Ratu Tbk MRAT -1.77 -1.83 -1.97 -1.71
27 Unilever Indonesia Tbk UNVR 0.10 0.02 0.14 0.62
28 Kedaung Indah Can Tbk KICI -1.17 -0.94 -1.08 -1.02
29 Kedawung Setia Industrial Tbk KDSI 0.12 0.27 0.17 0.10
30 Langgeng Makmur Ind, Tbk LMPI -0.84 -1.02 -0.65 -0.39 Sumber: Data Olahan SPSS, 2013 Lampiran 3 (lanjutan)
Harga Saham Perusahaan Tahun 2008 - 2011
No. Nama Perusahaan
2008 2009 2010 2011
1 Akasha Wira International Tbk ADES 5.42 6.46 7.39 6.92
2 Cahaya Kalbar Tbk CEKA 6.55 7.31 7.00 6.86
3 Davomas Abadi Tbk DAVO 4.06 3.91 4.30 3.91
4 Delta Djakarta Tbk DLTA 9.90 11.03 11.70 11.62
5 Indofood Sukses Makmur Tbk INDF 6.84 8.17 8.49 1.53
6 Mayora Indah Tbk MYOR 7.04 8.41 9.28 9.56
8 Prasidha Aneka Niaga Tbk PSDN 4.61 4.70 4.38 5.74
9 Sekar Laut Tbk SKLT 4.50 5.01 4.94 4.94
10 Siantor Top Tbk STTP 5.01 5.52 5.95 6.54
11 Tiga Pilar Sejahtera Food Tbk AISA 6.05 5.89 6.66 6.20
12 Ultra Jaya Milk Tbk ULTJ 6.68 6.36 7.10 6.98
13 Bentoel International Investama Tbk RMBA 6.25 6.48 6.68 6.67
14 Gudang Garam Tbk GGRM 8.35 9.98 10.60 11.04
15 HM Sampoerna Tbk HMSP 9.00 9.25 10.25 10.57
16 Taisho Pharmaceutical Indonesia Tbk SQBI 9.26 9.26 9.26 9.26
17 Darya-Varia Laboratoria Tbk DVLA 6.87 7.33 7.06 7.05
18 Indofarma Tbk INAF 3.91 4.42 4.38 5.09
19 Kalbe Farma Tbk KLBF 5.99 7.17 8.09 8.13
20 Kimia Farma Tbk KAEF 4.33 4.84 5.07 5.83
21 Merck Tbk MERK 10.48 11.29 11.48 11.79
22 Pyridam Farma Tbk PYFA 3.91 4.70 4.84 5.17
23 Schering Plough Indonesia Tbk SCPI 9.24 10.57 10.54 10.13
24 Tempo Scan Pacific Tbk TSPC 5.99 6.59 7.44 7.84
25 Mandom Indonesia Tbk TCID 8.61 9.00 8.88 8.95
26 Mustika Ratu Tbk MRAT 5.03 5.98 6.48 6.21
27 Unilever Indonesia Tbk UNVR 8.96 9.31 9.71 9.84
28 Kedaung Indah Can Tbk KICI 4.61 4.33 5.22 5.19
29 Kedawung Setia Industrial Tbk KDSI 4.58 5.04 5.46 5.50
30 Langgeng Makmur Ind, Tbk LMPI 4.25 5.37 5.60 5.32
HASIL PENGOLAHAN DATA SPSS 20.0
Lampiran 4 Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Net Profit Margin (NPM) 120 -.56 .35 .0727 .10468
Return On Assets (ROA) 120 -.14 .42 .1071 .12195
Return On Equity (ROE) 120 -1.14 7.89 .2543 .81009
Return On Investment (ROI) 120 -.14 .48 .1095 .12238
Debt To Equity Ratio (DER) 120 .10 22.90 1.5633 3.13364
Harga Saham 120 4.60 359000.00 17098.0383 48747.67768
Valid N (listwise) 120 Sumber: Data Olahan SPSS, 2013
Lampiran 5 Uji Normalitas Data (Sebelum Transformasi)
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 120
Normal Parametersa,b Mean 0E-7 Std. Deviation 40307.14931406
Asymp. Sig. (2-tailed) .000
a. Test distribution is Normal.
b. Calculated from data.
Lampiran 6 Uji Normalitas Data (Setelah Transformasi)
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N 110
Normal Parametersa,b Mean 0E-7
Std. Deviation 1.44229591
Most Extreme Differences
Absolute .080
Positive .080
Negative -.072
Kolmogorov-Smirnov Z .841
Asymp. Sig. (2-tailed) .479
a. Test distribution is Normal.
b. Calculated from data.
Sumber: Data Olahan SPSS, 2013
Sumber: Data Olahan SPSS, 2013
Lampiran 7 Hasil Uji Multikoliniearitas
Coefficientsa
Model Unstandardized
Coefficients
Standardized
Coefficients
t Sig. Collinearity
Statistics
B Std. Error Beta Tolerance VIF
1
(Constant) 10.593 .829 12.784 .000
LN NPM .602 .368 .270 1.634 .105 .133 7.508
LN ROA .083 .994 .039 .084 .934 .117 8.763
LN ROE 1.752 .734 .863 2.386 .019 .128 5.883
LN ROI -.729 .631 -.355 -1.155 .251 .138 6.003
LN DER -.481 .397 -.204 -1.210 .229 .128 7.786
Lampiran 8 Hasil Uji Autokorelasi
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
Durbin-Watson
1 .788a .621 .603 1.47656 2.314
a. Predictors: (Constant), LN DER, LN ROI, LN NPM, LN ROE, LN ROA
b. Dependent Variable: LN Harga Saham Sumber: Data Olahan SPSS, 2013
Lampiran 9 Hasil Uji Heterokedastisitas
Lampiran 10
a. Predictors: (Constant), LN DER, LN ROI, LN NPM, LN ROE, LN
ROA
b. Dependent Variable: LN Harga Saham Sumber: Data Olahan SPSS, 2013
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 371.517 5 74.303 34.081 .000b
Residual 226.744 104 2.180
Total 598.261 109
a. Dependent Variable: LN Harga Saham
b. Predictors: (Constant), LN DER, LN ROI, LN NPM, LN ROE, LN ROA Sumber: Data Olahan SPSS, 2013
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 10.593 .829 12.784 .000
LN NPM .602 .368 .270 1.634 .105
LN ROA .083 .994 .039 .084 .934
LN ROE 1.752 .734 .863 2.386 .019
LN ROI -.729 .631 -.355 -1.155 .251
LN DER -.481 .397 -.204 -1.210 .229
