Lampiran i
Daftar Pemilihan Sampel
No Nama Perusahaaan Tanggal Berdiri Tanggal listing 1 PT Ades Water Indonesia
Tbk
6 maret 1985 13 juni 1994
2 PT Aqua Mississipi Tbk 23 febuari 1968 1 maret 1990 3 PT Cahaya Kalbar Tbk 3 febuari 1968 9 juli 1996 4 PT DAvomas Abadi Tbk 14 maret 1968 9 juli 1996 5 PT Delta Djakarta Tbk 15 juni 1970 30 januari 1989 6 PT Fastfood Indonesia
Tbk
19 juni 1929 15 desember 1993
7 PT Indofood Sukses Makmur Tbk
14 agustus 1990 14 juli 1994
8 PT Mayora Indah Tbk 17 febuari 1977 4 juli 1990
9 PT Multi Bintang
Indonesia Tbk
3 juni 1929 15 desember 1981
10 PT Prasidha Aneka Niaga Tbk
16 april 1974 18 oktober 1994
11 PT Siantar TOP Tbk 12 mei 1987 16 deseber 1996 12 PT Sierad Produce Tbk 6 september 1985 27 Desember 1996 13 PT SAMART Tbk 18 juni 1963 20 november 1992 14 PT Tiga Pilar Sejahtera
Food Tbk
31 mei 1991 11 juni 1991
15 PT Tunnas Baru
Lampung Tbk
22 desember 1973 15 febuari 2000
Lampiran ii
Data Penelitian
Perusahaaan ROA ROE DTA Return Saham
ADES 2008 0.082 -29.3 0.719 -1.56
ADES 2009 0.091 23.92 0.617 10.5
ADES 2010 0.097 31.7 0.692 -2.83
AISA 2008 0.028 7.34 0.615 4.16
AISA 2009 0.024 5.96 0.59 1.11
AISA 2010 0.039 13.18 0.695 2.13
CEKA 2008 0.046 11.86 0.611 3.26
CEKA 2009 0.087 16.42 0.469 2.67
CEKA 2010 0.034 9.57 0.636 2.51
DAVO 2008 -0.141 -75.79 0.814 2.18
DAVO 2009 -0.081 -50.73 0.841 -5.25
DAVO 2010 -0.009 -2.74 0.662 -4.49
DLTA 2008 0.12 16.11 0.249 4.9
DLTA 2009 0.166 21.43 0.211 -3.53
DLTA 2010 0.197 24.16 0.163 8.71
FAST 2008 0.159 25.96 0.385 1.9
FAST 2009 0.174 28.48 0.386 3.53
FAST 2010 0.161 24.9 0.351 2.73
INDF 2008 0.026 12.07 0.668 3.97
INDF 2009 0.051 20.44 0.616 0.14
INDF 2010 0.062 17.59 0.474 5.97
MLBI 2008 0.236 64.59 0.634 0.13
MLBI 2009 0.343 323.59 0.894 0.84
MLBI 2010 0.39 93.99 0.585 2.57
MYOR 2008 0.067 15.76 0.563 3.37
MYOR 2009 0.115 23.53 0.5 2.09
MYOR 2010 0.11 24.31 0.536 3.97
PSDN 2008 0.003 -10.16 0.529 4.72
PSDN 2009 0.092 -25.87 0.51 -1.92
PSDN 2010 0.031 -9.34 0.535 2.82
SIPD 2008 0.02 2.64 0.254 3.93
SIPD 2009 0.023 3.16 0.282 -2.02
SIPD 2010 0.03 4.96 0.4 0.25
SMAR 2008 0.104 22.67 0.539 0.18
SMAR 2009 0.073 15.61 0.53 -3.84
SMAR 2010 0.101 21.62 0.532 12.84
STTP 2008 0.008 1.33 0.42 3.44
STTP 2009 0.075 10.15 0.263 5.57
STTP 2010 0.066 9.53 0.311 0.16
TBLA 2009 0.09 27.89 0.675 4.22
TBLA 2010 0.067 19.99 0.66 0.88
ULTJ 2008 0.177 26.75 0.351 0.86
ULTJ 2009 0.035 5.13 0.31 -1.96
ULTJ 2010 0.053 8.25 0.352 4.16
AQUA 2008 19.89 37.65 0.46 0.74
AQUA 2009 10.03 17.84 0.43 5.54
Lampiran iii
Rasio Nama Perusahaan Nilai
ROA Tertinggi 2008
PT Aqua Mississipi Tbk 19.89
ROA Tertinggi 2009
PT Aqua Mississipi Tbk 10.03
ROA Tertinggi 2010
PT Aqua Mississipi Tbk 12.51
ROA Terendah 2008
PT Davomas Abadi Tbk -0.141
ROA Terendah 2009
PT Davomas Abadi Tbk -0.081
ROA Terendah 2010
PT Davomas Abadi Tbk -0.009
ROE Tertinggi 2008
PT Multi Bintang Indonesia Tbk 64.59
ROE Tertinggi 2009
ROE Tertinggi 2010
PT Multi Bintang Indonesia Tbk 93.99
ROE Terendah 2008
PT Davomas Abadi Tbk -75.79
ROE Terendah 2009
PT Davomas Abadi Tbk -50.73
ROE Terendah 2010
PT Ades Water Indonesia Tbk -29.3
DTA Tertinggi 2008
PT Davomas Abadi Tbk 0.814
DTA Tertinggi 2009
PT Multi Bintang Indonesia Tbk 0.894
DTA Tertinggi 2010
PT Ades Water Indonesia Tbk 0.692
DTA Terendah 2008
PT Siantar TOP Tbk 0.42
DTA Terendah 2009
PT Mayora Indah Tbk 0.5
DTA Terendah 2010
PT Sierad Produce Tbk 0.4
Return Saham tertinggi
2008
Return Saham tertinggi 2009
PT Ades Water Indonesia Tbk 10.5
Return Saham tertinggi 2010
PT SMART Tbk 12.84
Return Saham terendah 2008
PT Ades Water Indonesia Tbk -1.56
Return Saham terendah 2009
PT Davomas Abadi Tbk -5.25
Return Saham terendah 2010
PT Davomas Abadi Tbk -4.49
Lampiran iv
Descriptive Statistics N
Minimu m
Maximu
m Mean
Std. Deviation
ROA 48 -.141 19.890 .85531 3.314686
ROE 48 -75.790 323.590 18.92125 51.363452
DTA 48 .163 .894 .51292 .170315
Return_Saham 48 -5.250 12.840 2.11833 3.560536 Valid N
(listwise)
Lampiran vi
Lampiran vii
One-Sample Kolmogorov-Smirnov Test
Unstandardiz ed Residual
N 48
Normal Parametersa,b Mean .0000000 Std. Deviation 3.49215201 Most Extreme
Differences
Absolute .104
Positive .104
Negative -.065
Kolmogorov-Smirnov Z .722
Asymp. Sig. (2-tailed) .675
Lampiran viii MULTIKOL
Coefficientsa
Model Collinearity Statistics Tolerance VIF
1 DTA .958 1.044
ROE .964 1.037 ROA .984 1.016 a. Dependent Variable:
Return_Saham
Lampiran x
Model Summaryb
a. Predictors: (Constant), ROA, ROE, DTA
b. Dependent Variable: Return_Saham
Lampiran xi
ANOVAb
Model Sum of
Squares df
Mean
Square F Sig.
1 Regression 22.668 3 7.556 .580 .631a
Residual 573.171 44 13.027
Total 595.838 47
a. Predictors: (Constant), ROA, ROE, DTA b. Dependent Variable: Return_Saham
Model R R Square Adjusted R Square
Std. Error Of the Estimate
Durbin-Watson
Lampiran xii
Uji t Coefficientsa
Model Unstandardized
Coefficients
Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) 4.052 1.698 2.386 .021
DTA -3.976 3.159 -.190 -1.259 .215
ROE .006 .010 .092 .611 .545
ROA -.017 .160 -.016 -.106 .916
Lampiran xiii
Tabel t dengan signifikansi 5 %
2.120 2.020 1.997 1.986
Tabel F dengan signifikansi 5 %
33 4.139 3.285 2.892 34 4.130 3.276 2.883 35 4.121 3.267 2.874 36 4.113 3.259 2.866 37 4.105 3.252 2.859 38 4.098 3.245 2.852 39 4.091 3.238 2.845 40 4.085 3.232 2.839 41 4.079 3.226 2.833 42 4.073 3.220 2.827 43 4.067 3.214 2.822 44 4.062 3.209 2.816 45 4.057 3.204 2.812 50 4.034 3.183 2.790 60 4.001 3.150 2.758 70 3.978 3.128 2.736 80 3.960 3.111 2.719
90 3.947 3.098 2.706
