Lampran 1
Data Perusahaan Yang Melakukan
Right Issue
NO
KODE
EMITEN
NAMA PERUSAHAAN
TANGGAL
Right Issue
1
ENRG
Energi Mega Persada Tbk
08 Januari 2010
2
AKRA
AKR Korporindo Tbk
28 Januari 2010
3
APLI
Asiaplast Industries Tbk
02 Juni 2010
4
BABP
Bank ICB Bumiputera Tbk
30 Juni 2010
5
ABBA
Mahaka Media Tbk
07 Juli 2010
6
BSDE
Bumi Serpong Damai Tbk
26 November 2010
7
BBNI
Bank Negara Indonesia Tbk
02 Desember 2010
8
LPKR
Lippo Karawaci Tbk
06 Desember 2010
9
BBKP
Bank Bukopin Tbk
02 Februari 2011
10
BMRI
Bank Mandiri (Persero) Tbk
07 Februari 2011
11
EPMT
Enseval Putera Megatrading Tbk
09 Maret 2011
12
UNTR
United Tractors Tbk
09 Mei 2011
13
DOID
Delta Dunia Makmur Tbk
20 Juni 2011
14
BDMN
Bank Danamon Indonesia Tbk
07 September 2011
15
CFIN
Clipan Finance Indonesia Tbk
30 September 2011
16
AMAG
Asuransi Multi Artha Guna Tbk
04 Oktober 2011
17
PNLF
Panin Financial Tbk
02 November 2011
18
AISA
Tiga Pilar Sejahtera Food Tbk
01 Desember 2011
19
KIAS
Keramik Indonesia Assosiasi Tbk
23 Februari 2012
20
RAJA
Rukun Raharja Tbk
07 Mei 2012
21
NISP
Bank OCB NISP Tbk
29 Mei 2012
22
BSIM
Bank Sinarmas Tbk
22 Juni 2012
23
SUPR
Solusi Tunas Pratama Tbk
15 Agustus 2012
24
COWL
Cowell Development Tbk
26 November 2012
25
INPC
Bank Artha Graha Internasional Tbk
14 Desember 2012
26
TRIM
Trimegah Securities Tbk
05 April 2013
27
KPIG
MNC Land Tbk
10 Juni 2013
28
AGRO
Bank Rakyat Indonesia Tbk
03 Juli 2013
29
INDX
Tanah Laut Tbk
05 Juli 2013
Lampiran 2
Volume Perdagangan Saham Sebelum Dan Sesudah
Right Issue
Sumber:http://finance.yahoo.com/ (Data Diolah)
NO KODE
Volume Perdagangan
Jumlah Saham BeredarH-5 H-4 H-3 H-2 H-1 H-0 H+1 H+2 H+3 H+4 h+5
1 ENRG 41,281,500 65,171,500 223,533,000 340,578,500 288,657,500 426,939,500 273,026,500 463,671,500 127,521,500 136,480,500 978,286,500 55,000,000,000 2 AKRA 16,725,000 16,223,500 10,688,500 18,865,500 10,127,000 10,280,500 12,770,000 8,834,500 12,019,000 34,760,500 27,713,000 7,500,000,000 3 APLI 7,895,500 2,922,500 1,285,500 0 4,760,500 3,596,500 834,500 8,353,500 12,068,500 5,526,000 4,322,500 4,000,000,000 4 BABP 10,500 7,000 8,500 8,500 1,000 1,000 1,000 1,000 1,000 1,000 1,000 20,000,000 5 ABBA 72,500 49,000 50,000 50,000 15,500 130,000 31,000 6,500 6,500 0 3,000 2,400,000,000 6 BSDE 20,119,000 12,901,500 21,222,500 10,834,500 9,960,000 19,038,500 5,733,500 38,671,500 3,191,500 15,004,000 22,537,500 20,000,000,000 7 BBNI 31,836,000 28,665,000 18,790,000 21,605,500 37,753,000 28,128,500 106,488,500 46,886,500 87,977,000 19,903,500 161,284,000 34,502,504,527 8 LPKR 169,634,500 108,357,500 124,205,500 107,830,500 116,028,000 300,387,000 62,857,500 144,597,000 69,166,500 26,633,000 124,505,500 40,000,000,000 9 BBKP 3,958,000 5,023,000 4,319,500 4,981,000 8,201,000 13,283,000 12,448,500 7,515,000 20,164,500 11,129,000 29,757,500 22,887,540,178 10 BMRI 47,943,500 71,835,500 53,464,500 34,515,500 29,724,000 32,680,000 89,678,000 73,635,000 55,174,500 33,849,000 46,886,000 32,000,000,000 11 EPMT 500 500 93,000 27,000 39,500 494,500 177,500 5,871,500 20,500 5,914,000 271,000 9,120,000,000 12 UNTR 1,014,500 2,699,000 4,338,000 5,707,000 7,189,500 4,395,000 3,923,500 2,879,000 2,742,500 2,852,000 7,761,000 6,000,000,000 13 DOID 33,388,000 23,865,500 15,896,500 28,482,000 23,813,000 25,164,000 31,720,500 11,211,500 8,886,500 14,820,500 26,643,500 27,000,000,000 14 BDMN 1,596,000 2,416,000 1,849,000 7,711,000 7,650,000 7,451,500 6,217,000 2,355,000 1,420,500 3,244,500 3,873,500 17,782,400,000 15 CFIN 13,083,000 16,253,000 21,573,000 24,253,500 8,043,000 9,228,000 7,756,000 7,911,500 5,841,000 4,753,500 12,195,500 10,412,000,000 16 AMAG 4,740,500 11,790,000 8,707,000 2,340,000 2,365,000 7,061,500 3,799,000 545,500 8,377,500 10,444,000 16,303,000 3,840,000,000 17 PNLF 47,503,000 77,986,500 97,771,000 95,604,500 115,981,500 123,147,500 89,418,000 78,775,500 25,031,500 96,657,000 371,419,000 95,850,000,000 18 AISA 6,517,000 2,978,500 2,935,500 4,453,000 5,066,500 0 5,615,000 19,382,500 27,652,000 23,745,000 12,007,500 4,787,500,000 19 KIAS 45,240,000 18,020,000 12,392,500 26,409,500 12,105,000 16,119,000 7,259,500 1,788,500 2,311,500 5,853,000 9,144,000 16,680,000,000 20 RAJA 1,904,000 7,637,500 1,969,500 1,113,500 2,506,500 1,538,500 1,029,000 596,500 764,500 2,567,000 1,787,500 2,718,055,000 21 NISP 1,000 1,000 51,000 51,000 20,000 28,000 7,500 36,000 36,000 20,106,000 359,000 28,000,000,000 22 BSIM 161,500 108,500 33,500 203,000 349,000 1,165,500 754,000 34,500 132,000 328,000 5,435,500 20,000,000,000
23 SUPR 52,500 75,000 75,000 28,000 5,500 222,000 30,500 0 0 0 0 2,000,000,000
Trading Volume Activity
Sebelum Dan Sesudah
Right Issue
NO CODE TVA
H-5 H-4 H-3 H-2 H-1 H+1 H+2 H+3 H+4 H+5
Actual Return
Saham Sebelum Dan Sesudah
Right Issue
NO KODE RETURN SAHAM
H-5 H-4 H-3 H-2 H-1 H0 H+1 H+2 H+3 H+4 H+5
1 ENRG -0.020304569 0 0.025906736 0.01010101 0.02500000 0 -0.068292683 0.02094241 -0.015384615 -0.005208333 -0.057591623 2 AKRA 0 -0.015267176 -0.03875969 0 0.00000000 0.008064516 -0.056 -0.00847458 0.008547009 -0.042372881 0 3 APLI -0.075949367 0.054794521 -0.038961039 0 0.02702703 0.013157895 0 0.03896104 0.05 -0.05952381 -0.012658228
4 BABP 0.057377049 -0.263565891 0 0 -0.12631579 0 0 0.00000000 0 0 0
5 ABBA -0.010869565 0.021978022 0 0 -0.03225806 0.044444444 -0.031914894 0.03296703 0 0 -0.031914894 6 BSDE 0.034482759 0.022222222 0 -0.043478261 0.05681818 0.010752688 -0.042553191 0.10000000 -0.03030303 -0.010416667 0.021052632 7 BBNI 0.052287582 -0.02484472 0.031847134 0 0.08641975 -0.011363636 0.08045977 -0.08510638 -0.052325581 0.012269939 -0.036363636 8 LPKR 0.029850746 -0.014492754 0.014705882 0 0.02898551 0.028169014 -0.02739726 0.01408451 -0.013888889 0 0 9 BBKP 0 0.016393443 -0.016129032 -0.016393443 0.03333333 -0.016129032 -0.032786885 -0.01694915 -0.017241379 -0.035087719 -0.018181818 10 BMRI 0.008333333 -0.016528926 0.025210084 0 -0.02459016 0.008403361 -0.008333333 -0.04201681 -0.01754386 -0.008928571 0.009009009 11 EPMT 0.0125 0 -0.012345679 0 -0.01250000 -0.037974684 0.065789474 -0.02469136 -0.012658228 0 0 12 UNTR 0.004301075 0.004282655 0.036247335 0.002057613 -0.02669405 -0.012658228 -0.040598291 0.02004454 -0.015283843 -0.00443459 -0.028953229 13 DOID -0.027522936 0.009433962 -0.018691589 -0.028571429 -0.02941176 0 0.03030303 0.00980392 0 0.009708738 -0.028846154 14 BDMN -0.009615385 -0.009708738 0.019607843 0.048076923 0.00000000 0.036697248 -0.026548673 -0.02727273 -0.018691589 -0.028571429 0.019607843 15 CFIN 0 -0.076923077 0.152777778 0.072289157 -0.02247191 -0.034482759 -0.083333333 -0.02597403 0.013333333 0.052631579 0 16 AMAG -0.061349693 0.130718954 -0.028901734 -0.017857143 -0.04848485 -0.063694268 -0.034013605 0.00704225 0.048951049 0 0.02 17 PNLF 0.017241379 0 0.008474576 0.016806723 -0.01652893 0.008403361 -0.041666667 0.01739130 0 0.008547009 0.016949153 18 AISA 0.014705882 -0.014492754 0 -0.029411765 0.03030303 0 -0.073529412 -0.06349206 -0.050847458 0.017857143 -0.01754386 19 KIAS -0.043103448 0.018018018 -0.008849558 0.026785714 0.00869565 -0.025862069 -0.053097345 -0.01869159 0.00952381 0.028301887 -0.036697248 20 RAJA 0 -0.154761905 0.014084507 0.013888889 0.00000000 0 -0.01369863 -0.04166667 -0.043478261 0.045454545 -0.028985507
21 NISP 0 0 -0.014084507 0 0.00000000 0.014285714 -0.11971831 0.00000000 0 0 -0.04
22 BSIM 0 0.020408163 0.02 -0.019607843 0.02000000 0.098039216 -0.125 0.00000000 0 -0.020408163 -0.0625
23 SUPR 0 -0.005050505 0 0 0.00000000 0.005076142 -0.01010101 0.00000000 0 0 0
24 COWL 0 0 -0.023255814 0 0.02380952 -0.023255814 -0.023809524 -0.02926829 -0.040201005 -0.010471204 0.042328042 25 INPC 0.008928571 0 0 -0.017699115 0.00900901 0 -0.008928571 0.00000000 0 0.009009009 -0.017857143 26 TRIM 0 0.037037037 -0.008928571 0 -0.02702703 0.064814815 -0.113043478 -0.00980392 -0.00990099 -0.15 -0.011764706 27 KPIG -0.020979021 -0.014285714 -0.007246377 0 -0.04379562 -0.045801527 -0.04 0.00000000 -0.016666667 0.008474576 0.016806723 28 AGRO 0.017094017 0.033613445 0.016260163 0.008 -0.02380952 -0.008130081 -0.016393443 -0.00833333 0.008403361 0.016666667 -0.016393443 29 INDX 0.070422535 0.131578947 -0.069767442 -0.05 0.00000000 -0.026315789 -0.081081081 -0.05882353 0 0.140625 -0.02739726
Expected Return
Saham Sebelum Dan Sesudah
Right Issue
NO CODE Rmt
H-5 H-4 H-3 H-2 H-1 H0 H+1 H+2 H+3 H+4 H+5
1 ENRG 0.006101652 0.016197383 0.011598153 -0.000759995 -0.006299697 0.010618887 0.006819999 0.010390548 -0.010031772 0.004675506 0.000722068 2 AKRA -0.021591607 -0.009906674 0.026254759 0.019747169 0.003683904 -0.007685041 -0.022491047 0.009776573 0.01113435 0.004406995 -0.002419791 3 APLI -0.00518828 -0.036591675 0.072653652 0.006355728 0.030597807 -0.02586737 0.003328917 0.028276901 0.004365026 -0.025863809 0.010817277 4 BABP -0.002484789 -0.003339478 -0.003658382 0.011300269 0.002955528 -0.021098003 0.007019496 -0.013532715 -0.000939375 0.002002403 0.011590727 5 ABBA 0.007019496 -0.013532715 -0.000939375 0.002002403 0.011590727 -0.002958102 0.004779397 0.009599062 0.005057916 0.000919295 0.006601362 6 BSDE 0.012819816 0.004343566 -0.016850073 -0.005277052 0.011815414 -0.016075051 -0.003256005 -0.027386356 0.024886654 0.020858835 0.00045472 7 BBNI 0.011815414 -0.016075051 -0.003256005 -0.027386356 0.024886654 0.020858835 0.00045472 0.007058486 0.012798367 0.004273221 -0.010139722 8 LPKR -0.003256005 -0.027386356 0.024886654 0.020858835 0.00045472 0.007058486 0.012798367 0.004273221 -0.010139722 -0.014803707 -0.000693348 9 BBKP 0.019747169 0.003683904 -0.007685041 -0.022491047 0.009776573 0.01113435 0.004406995 -0.002419791 -0.007965112 -0.012271925 -0.012825277 10 BMRI -0.007685041 -0.022491047 0.009776573 0.01113435 0.004406995 -0.002419791 -0.007965112 -0.012271925 -0.012825277 0.005374017 0.007370783 11 EPMT -0.007521451 0.00239229 0.013838731 0.005312033 0.005219388 0.005130841 -0.003065013 -0.012660098 0.007794525 -0.012706452 0.001986109 12 UNTR 0.007770406 -0.009204271 0.000277933 0.000351252 -0.004643277 -0.003448684 0.003981033 0.009898645 -0.007667777 0.006120182 -0.008556845 13 DOID -0.01026758 0.006538162 0.005560164 -0.014174079 -0.005103637 0.002079874 0.017650277 0.007085751 0.000476212 0.006514718 -0.009128089 14 BDMN -0.000686245 -0.000689318 0 0.006361717 0.006155963 0.028653177 0.000989646 -0.001720182 -0.025604602 -0.005477244 -0.019546916 15 CFIN 0.016980594 -0.032165424 0.047585446 0.011292653 0.006834284 0.003350126 -0.056443592 -0.023668816 0.007276453 0.045508375 -0.005062284 16 AMAG 0.047585446 0.011292653 0.006834284 0.003350126 -0.056443592 -0.023668816 0.007276453 0.045508375 -0.005062284 0.007414586 0.023375291 17 PNLF 0.007581229 0.019897769 0.004447941 -0.010211595 -0.02791986 0.021172263 -0.015205831 0.020999458 -0.001424558 0.007254701 0.013587692 18 AISA -0.012988786 -0.013512304 0.002710884 0.011165188 0.007405559 0.017770815 -0.000333236 0.000251333 -0.007437599 0.010810969 -0.003026437 19 KIAS 5.56565E-05 -0.006433024 0.012457958 0.006641452 -0.001981039 -0.009063784 -0.016229625 -0.008612013 0.011017814 0.020916804 -0.005751265 20 RAJA 0.004022594 0.003647688 0.005555317 0.001116302 -0.001732955 -0.01371221 0.005340406 -0.012439399 0.001106789 -0.004714984 -0.014843929 21 NISP 0.020555264 -0.009828156 0.000826305 -0.020668177 0.00414605 9.44193E-05 -0.000290886 -0.021720709 -0.008622894 -0.038210207 0.017320732 22 BSIM 0.00698646 0.011013302 0.00535211 0.016254297 -0.010677248 -0.003144711 -0.008209239 0.006172247 0.013775957 -0.012020727 0.017494219 23 SUPR 0.000132415 0.00462165 0.005047005 -0.007503351 -0.00022509 0.004106364 0.007662462 0.000800569 -0.003047462 0.003316155 -0.004327195 24 COWL 0.004432051 -0.008696292 -0.000248062 0.001138585 0.00431985 0.002970528 0.006061428 -0.008607666 -0.007536582 0.003314889 -0.009944224 25 INPC -0.000419326 0.0027524 0.003558305 0.004541539 -0.003997667 -0.00262257 0.00162456 -0.003341165 -0.005946846 -0.004920648 -0.001083477 26 TRIM 0.002615613 -0.000690145 0.003983733 0.004885773 -0.011815789 0.000702879 -0.005795695 0.000422663 -0.004512622 0.009591018 0.002629837 27 KPIG -0.011895548 -0.019192563 0.01010993 -0.004060451 -0.02717337 -0.01807692 -0.035044386 0.01907396 -0.019204407 0.033222937 0.002890307 28 AGRO 0.038213389 0.019185959 0.030615409 -0.008601548 -0.010204188 -0.032048978 0.001044318 0.004557032 -0.03675798 -0.006725881 0.016994414 29 INDX 0.030615409 -0.008601548 -0.010204188 -0.032048978 0.001044318 0.004557032 -0.03675798 -0.006725881 0.016994414 0.034490381 0.000565495
Abnormal Return
Sebelum Dan Sesudah
Right Issue
NO CODE abnormal return
H-5 H-4 H-3 H-2 H-1 H0 H+1 H+2 H+3 H+4 H+5
1 ENRG -0.02640622 -0.016197383 0.014308582 0.010861005 0.03129970 -0.010618887 -0.075112682 0.03097418 -0.005352843 -0.00988384 -0.058313691 2 AKRA 0.021591607 -0.005360502 -0.065014449 -0.019747169 -0.00368390 0.015749557 -0.033508953 -0.01960893 -0.002587341 -0.046779876 0.002419791 3 APLI -0.070761087 0.091386195 -0.111614691 -0.006355728 -0.00357078 0.039025265 -0.003328917 0.03459601 0.045634974 -0.03366 -0.023475505 4 BABP 0.059861838 -0.260226413 0.003658382 -0.011300269 -0.12927132 0.021098003 -0.007019496 0.00093938 0.000939375 -0.002002403 -0.011590727 5 ABBA -0.017889062 0.035510737 0.000939375 -0.002002403 -0.04384879 0.047402547 -0.03669429 0.02790912 -0.005057916 -0.000919295 -0.038516256 6 BSDE 0.021662943 0.017878656 0.016850073 -0.038201209 0.04500277 0.026827739 -0.039297186 0.07511335 -0.055189684 -0.031275501 0.020597911 7 BBNI 0.040472168 -0.008769669 0.035103139 0.027386356 0.06153310 -0.032222471 0.08000505 -0.09790475 -0.065123948 0.007996718 -0.026223915 8 LPKR 0.033106752 0.012893603 -0.010180771 -0.020858835 0.02853079 0.021110528 -0.040195627 0.02422423 -0.003749167 0.014803707 0.000693348 9 BBKP -0.019747169 0.012709539 -0.008443991 0.006097604 0.02355676 -0.027263382 -0.03719388 -0.00898404 -0.009276268 -0.022815795 -0.005356541 10 BMRI 0.016018375 0.005962121 0.015433511 -0.01113435 -0.02899716 0.010823152 -0.000368222 -0.02919153 -0.004718582 -0.014302589 0.001638226 11 EPMT 0.020021451 -0.00239229 -0.02618441 -0.005312033 -0.01771939 -0.043105524 0.068854486 -0.03248588 -0.020452753 0.012706452 -0.001986109 12 UNTR -0.003469331 0.013486926 0.035969402 0.001706362 -0.02205077 -0.009209543 -0.044579323 0.02771232 -0.007616066 -0.010554772 -0.020396385 13 DOID -0.017255356 0.0028958 -0.024251753 -0.014397349 -0.02430813 -0.002079874 0.012652754 0.00932771 -0.000476212 0.00319402 -0.019718064 14 BDMN -0.008929139 -0.00901942 0.019607843 0.041715206 -0.00615596 0.00804407 -0.027538319 -0.00166813 0.006913013 -0.023094185 0.039154759 15 CFIN -0.016980594 -0.044757653 0.105192332 0.060996503 -0.02930619 -0.037832885 -0.026889742 -0.03325048 0.00605688 0.007123204 0.005062284 16 AMAG -0.108935139 0.119426301 -0.035736018 -0.021207269 0.00795874 -0.040025452 -0.041290059 0.01210454 0.054013333 -0.007414586 -0.003375291 17 PNLF 0.00966015 -0.019897769 0.004026635 0.027018318 0.01139093 -0.012768901 -0.026460835 0.01881586 0.001424558 0.001292308 0.003361461 18 AISA 0.027694668 -0.00098045 -0.002710884 -0.040576953 0.02289747 -0.017770815 -0.073196175 -0.05605446 -0.043409859 0.007046174 -0.014517423 19 KIAS -0.043159105 0.024451042 -0.021307515 0.020144262 0.01067669 -0.016798285 -0.036867721 -0.02970940 -0.001494004 0.007385083 -0.030945982 20 RAJA -0.004022594 -0.158409593 0.00852919 0.012772587 0.00173295 0.01371221 -0.019039036 -0.04277346 -0.04458505 0.05016953 -0.014141579 21 NISP -0.020555264 0.009828156 -0.014910812 0.020668177 -0.00414605 0.014191295 -0.119427424 0.00862289 0.008622894 0.038210207 -0.057320732 22 BSIM -0.00698646 0.009394861 0.01464789 -0.03586214 0.03067725 0.101183926 -0.116790761 -0.01377596 -0.013775957 -0.008387436 -0.079994219 23 SUPR -0.000132415 -0.009672155 -0.005047005 0.007503351 0.00022509 0.000969778 -0.017763472 0.00304746 0.003047462 -0.003316155 0.004327195 24 COWL -0.004432051 0.008696292 -0.023007752 -0.001138585 0.01948967 -0.026226342 -0.029870952 -0.02173171 -0.032664423 -0.013786093 0.052272267 25 INPC 0.009347898 -0.0027524 -0.003558305 -0.022240654 0.01300668 0.00262257 -0.010553131 0.00594685 0.005946846 0.013929657 -0.016773666 26 TRIM -0.002615613 0.037727182 -0.012912304 -0.004885773 -0.01521124 0.064111936 -0.107247783 -0.00529130 -0.005388368 -0.159591018 -0.014394543 27 KPIG -0.009083473 0.004906849 -0.017356307 0.004060451 -0.01662225 -0.027724607 -0.004955614 0.01920441 0.00253774 -0.024748361 0.013916416 28 AGRO -0.021119372 0.014427486 -0.014355247 0.016601548 -0.01360534 0.023918896 -0.017437761 0.02842465 0.045161342 0.023392548 -0.033387857 29 INDX 0.039807126 0.140180495 -0.059563253 -0.017951022 -0.00104432 -0.030872821 -0.044323101 -0.07581794 -0.016994414 0.106134619 -0.027962755
Lampiran 3
Hasil Stastistik Deskripsi Volume Perdagangan Saham
Statistik Deskriptif Volume Perdagangan Saham
N Minimum Maximum Mean Std. Deviation ATVA_sb 29 .000001 .003488 .00088654 .000920037 ATVA_sd 29 .000003 .007196 .00123183 .001569665 Valid N (listwise) 29
Sumber: Hasil Penelitian, 2014 (Data Diolah)
Hasil Statistik Deskripsi
Return
Saham
Statistik Deskriptif
Return
Saham
N Minimum Maximum Mean Std. Deviation AAR_sb 29 -.067456 .031145 -.00226897 .017135463 AAR_sd 29 -.058383 .009231 -.01136850 .015475741 Valid N (listwise) 29
Hasil Uji Normalitas Volume Perdagangan Saham
One-Sample Kolmogorov-Smirnov Test
Atvasb Atvasd
N 29 29
Normal Parametersa,b Mean .00088654 .00123183
Std. Deviation .000920037 .001569665
Most Extreme Differences Absolute .168 .217
Positive .166 .216
Negative -.168 -.217
Kolmogorov-Smirnov Z .904 1.168
Asymp. Sig. (2-tailed) .387 .131
a. Test distribution is Normal. b. Calculated from data.
Sumber: Hasil Penelitian, 2014 (Data Diolah)
Hasil Uji Normalitas
Return
Saham
One-Sample Kolmogorov-Smirnov Test
Aarsb Aarsd
N 29 29
Normal Parametersa,b Mean -.00226897 -.01136850
Std. Deviation .017135463 .015475741
Most Extreme Differences Absolute .203 .144
Positive .123 .106
Negative -.203 -.144
Kolmogorov-Smirnov Z 1.095 .777
Asymp. Sig. (2-tailed) .182 .582
a. Test distribution is Normal. b. Calculated from data.
Average Trading Volume Activity
Dan
Average Abnormal Return
Sebelum Dan
Sesudah
Right Issue
Average Trading Volume Activity
No. Kode Sebelum Sesudah
1 ENRG 0.003488080 0.007196315
2 AKRA 0.001936787 0.002562587
3 APLI 0.000843200 0.001555250
4 BABP 0.000355000 0.000050000
5 ABBA 0.000019750 0.000003917
6 BSDE 0.000750375 0.000851380
7 BBNI 0.000803707 0.002449327
8 LPKR 0.003130280 0.002138798
9 BBKP 0.000231414 0.000707935
10 BMRI 0.001484269 0.001870141
11 EPMT 0.000003520 0.000268739
12 UNTR 0.000698267 0.000671933
13 DOID 0.000929222 0.000690981
14 BDMN 0.000238685 0.000192443
15 CFIN 0.001598262 0.000738715
16 AMAG 0.001559505 0.002055677
17 PNLF 0.000907348 0.001379866
18 AISA 0.000916992 0.003693034
19 KIAS 0.001368909 0.000316025
20 RAJA 0.001113370 0.000496274
21 NISP 0.000000886 0.000146746
22 BSIM 0.000008555 0.000066840
23 SUPR 0.000023600 0.000003050
24 COWL 0.000941300 0.003562750
25 INPC 0.000132010 0.000192546
26 TRIM 0.000027397 0.000154007
27 KPIG 0.000091200 0.000112264
28 AGRO 0.000012860 0.000037360
29 INDX 0.002094952 0.001558105
