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
Lampiran 2
Uji Asumsi Klasik
1. Uji Normalitas
117
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
b. Uji Glejser
Coefficientsa
Model
Unstandardized Coefficients
Standardized
121
3. Uji Multikolonearitas
Coefficientsa
Collinearity Statistics
B Std. Error Beta Tolerance VIF
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
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
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
125
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
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
127
Model SummarybModel 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
