Lampiran 1 Tabulasi Data Keuangan (CAR, NPL, NIM, BOPO, LDR, Beta Saham, dan Harga Saham) Perusahaan Perbankan Yang Terdaftar Di Bursa Efek Indonesia Periode 2010-2013

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Lampiran 1

Tabulasi Data Keuangan (CAR, NPL, NIM, BOPO, LDR, Beta Saham, dan

Harga Saham) Perusahaan Perbankan Yang Terdaftar Di Bursa Efek

Indonesia Periode 2010-2013

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Lampiran 2

Uji Asumsi Klasik

1. Uji Normalitas

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117

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c. Uji Kolmogorov-Smirnov

One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 56

Normal Parametersa,,b Mean .0000000

Std. Deviation .74601690

Most Extreme Differences Absolute .099

Positive .064

Negative -.099

Kolmogorov-Smirnov Z .744

Asymp. Sig. (2-tailed) .638

a. Test distribution is Normal.

b. Calculated from data.

2. Heteroskedastisitas

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b. Uji Glejser

Coefficientsa

Model

Unstandardized Coefficients

Standardized

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3. Uji Multikolonearitas

Coefficientsa

Collinearity Statistics

B Std. Error Beta Tolerance VIF

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4. Uji Auto Korelasi

a. Durbin Watson (DW)

Model Summaryb

Model R R Square Adjusted R Square

Std. Error of the

Estimate Durbin-Watson

1 .875a .765 .736 .7903728 2.349

a. Predictors: (Constant), Ln_Beta_Saham, Ln_LDR, Ln_NIM, Ln_CAR, Ln_BOPO, Ln_NPL

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123

b. Run Test

Runs Test

Unstandardized Residual

Test Valuea .05855

Cases < Test Value 28

Cases >= Test Value 28

Total Cases 56

Number of Runs 33

Z 1.079

Asymp. Sig. (2-tailed) .281

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Lampiran 3

Statistik Deskriptif

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

CAR 104 9.4128 45.7537 16.444094 5.4505097

NPL 104 .0000 6.2535 1.444709 1.3673061

NIM 104 1.0235 16.6473 5.899855 2.5895508

BOPO 104 53.5470 173.8320 82.714359 17.3015611

LDR 104 40.2253 113.3761 79.510372 13.3084379

BETA_SAHAM 104 -2.2602 1.7846 .188438 .5911725

HARGA_SAHAM 104 50 9,600 1,847.20 2,298.056

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Lampiran 4

Pengujian Hipotesis

a. Uji Signifikansi Simultan (Uji F)

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 99.656 6 16.609 26.588 .000a

Residual 30.610 49 .625

Total 130.266 55

a. Predictors: (Constant), Ln_Beta_Saham, Ln_LDR, Ln_NIM, Ln_CAR, Ln_BOPO, Ln_NPL

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b. Uji Signifikansi Parsial (Uji t)

a. Dependent Variable: Ln_Harga_Saham

c. Uji Koefisien Determinasi

Model Summaryb

Model R R Square Adjusted R Square

Std. Error of the

Estimate Durbin-Watson

1 .875a .765 .736 .7903728 2.349

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Model Summaryb

Model R R Square Adjusted R Square

Std. Error of the

Estimate Durbin-Watson

1 .875a .765 .736 .7903728 2.349

a. Predictors: (Constant), Ln_Beta_Saham, Ln_LDR, Ln_NIM, Ln_CAR, Ln_BOPO, Ln_NPL

Figur

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Referensi

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