LAMPIRAN 1
SELEKSI SAMPEL PENELITIAN
39
LSIP
Memenuhi kriteria
40
MEDC
Memenuhi kriteria
41
PGAS
42
PNBN
43
PNLF
44
PTBA
45
RALS
46
SMCB
Memenuhi kriteria
47
SMGR
48
SMRA
Memenuhi kriteria
49
TINS
Memenuhi kriteria
50
TKIM
Memenuhi kriteria
51
TLKM
52
TRUB
53
TSPC
54
UNSP
55
UNTR
56
UNVR
LAMPIRAN 2
TABEL PENGELOMPOKKAN PERIODE PENELITIAN
UNTUK PERIODE BULLISH
No
Bulan Bullish
Ri > 0,0246 No
Bulan Bullish
Ri > 0,0246
1
01 Februari 2003
0,0277 31 01 Oktober 2007
0,1205
2
01 April 2003
0,1328 32 01 Februari 2008
0,0360
3
01 Mei 2003
0,0974 33 02 Mei 2008
0,0607
4
01 Agustus 2003
0,0427 34 01 Juli 2008
8,8102
5
01 September 2003
0,1283 35 01 Desember 2008
0,0917
6
01 Oktober 2003
0,0467 36 02 Maret 2009
0,1156
7
02 Januari 2004
0,3228 37 01 April 2009
0,2013
8
01 April 2004
0,0649 38 01 Mei 2009
0,1126
9
01 Juli 2004
0,0336 39 01 Juni 2009
0,0574
10 01 September 2004
0,0867 40 01 Juli 2009
0,1463
11 01 Nopember 2004
2,2499 41 01 September 2009
0,0538
12 03 Januari 2005
0,0452 42 01 Desember 2009
0,0491
13 01 Februari 2005
0,0272 43 04 Januari 2010
0,0302
14 02 Mei 2005
0,0569 44 01 Maret 2010
0,0896
15 01 Juni 2005
0,0314 45 01 April 2010
0,0698
16 01 Juli 2005
0,0534 46 01 Juni 2010
0,0417
17 01 September 2005
0,0278 47 01 Juli 2010
0,0534
18 01 Nopember 2005
0,0285 48 01 September 2010
0,1361
19 02 Januari 2006
0,1040 49 01 Oktober 2010
0,0383
20 01 Maret 2006
0,4332 50 01 Desember 2010
0,0488
21 03 April 2006
0,1069 51 01 Maret 2011
105,0030
22 03 Juli 2006
0,0316 52 02 Mei 2011
9,0454
23 01 Agustus 2006
0,0589 53 01 Juli 2011
0,0623
24 02 Oktober 2006
0,8544 54 03 Oktober 2011
0,0681
25 01 Desember 2006
1,6872 55 01 Desember 2011
0,0288
26 02 April 2007
1,5529 56 03 Januari 2012
0,0313
27 01 Mei 2007
0,0426 57 01 Maret 2012
0,0342
28 04 Juni 2007
0,0264 58 01 Juni 2012
0,0320
29 02 Juli 2007
0,0979 59 02 Juli 2012
0,0472
TABEL PENGELOMPOKKAN PERIODE PENELITIAN
UNTUK PERIODE BULLISH
No
Bearish
Ri < 0,0246 No
Bearish
Ri < 0,0246
1
02 Januari 2003
-0,0859 31 03 Maret 2008
-0,1009
2
04 Maret 2003
-0,0030 32 01 April 2008
-0,0583
3
02 Juni 2003
0,0217 33 02 Juni 2008
-0,9039
4
01 Juli 2003
0,0049 34 01 Agustus 2008
-0,0601
5
03 Nopember 2003
-0,0135 35 01 September 2008
-0,1539
6
01 Desember 2003
-0,0776 36 06 Oktober 2008
-0,3142
7
03 Februari 2004
0,0108 37 03 Nopember 2008
-0,0121
8
01 Maret 2004
-0,0334 38 05 Januari 2009
-0,0168
9
04 Mei 2004
-0,0650 39 02 Februari 2009
-0,0354
10 01 Juni 2004
-0,0002 40 03 Agustus 2009
0,0079
11 02 Agustus 2004
-0,0030 41 01 Oktober 2009
-0,0405
12 01 Oktober 2004
-0,6332 42 02 Nopember 2009
0,0203
13 01 Desember 2004
0,0230 43 01 Februari 2010
-0,0237
14 01 Maret 2005
0,0059 44 03 Mei 2010
-0,0587
15 01 April 2005
-0,0468 45 02 Agustus 2010
0,0041
16 01 Agustus 2005
-0,1118 46 01 Nopember 2010
-0,0286
17 03 Oktober 2005
-0,0121 47 03 Januari 2011
-0,0795
18 01 Desember 2005
0,0179 48 01 Februari 2011
-0,9898
19 01 Februari 2006
-0,2510 49 01 April 2011
-0,8962
20 01 Mei 2006
-0,0918 50 01 Juni 2011
0,0134
LAMPIRAN 3
HASIL UJI NORMALITAS PADA KONDISI BULLISH
One-Sample Kolmogorov-Smirnov Test
N Normal Parametersa,b Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp.
Sig.
(2-tailed)
Mean Std.
Deviation
Absolute Positive Negative
IHSG_Z 60 -,193051 ,5801835 ,093 ,070 -,093 ,722 ,674
AALI 60 ,059852 ,1061620 ,087 ,087 -,076 ,671 ,759
ASII 60 ,101027 ,0866680 ,111 ,111 -,057 ,862 ,448
BDMN 60 -,039801 ,9038733 ,083 ,083 -,067 ,642 ,804
BNGA 60 -,563546 ,2389328 ,119 ,119 -,079 ,919 ,367
BRPT 60 -,158474 ,6666422 ,173 ,173 -,094 1,338 ,056
BUMI 60 ,111314 ,2136364 ,138 ,138 -,096 1,068 ,204
CMNP 60 ,072051 ,1303896 ,115 ,115 -,098 ,892 ,404
CTRA 60 ,118008 ,2147662 ,165 ,165 -,143 1,280 ,076
ELTY 60 -,015517 ,6518487 ,158 ,158 -,105 1,223 ,100
GGRM 60 ,051841 ,1167129 ,134 ,134 -,085 1,036 ,233
GJTL 60 -,547645 ,2126462 ,139 ,139 -,079 1,073 ,200
INDF 60 ,073113 ,1070350 ,115 ,115 -,055 ,894 ,401
INKP 60 -,128316 ,6838659 ,111 ,111 -,065 ,862 ,447
INTP 60 ,094899 ,1168043 ,127 ,127 -,079 ,982 ,290
KIJA 60 -,276751 ,2545737 ,130 ,130 -,112 1,009 ,260
LSIP 60 -1,912673 1,3347808 ,124 ,081 -,124 ,961 ,314
MEDC 60 ,046059 ,0945158 ,125 ,125 -,082 ,966 ,308
SMCB 60 ,099356 ,1289982 ,143 ,143 -,077 1,105 ,174
SMRA 60 ,116801 ,1635257 ,103 ,103 -,060 ,800 ,544
TINS 60 -,256510 ,2695403 ,135 ,135 -,079 1,049 ,221
TKIM 60 -,271083 ,2709409 ,108 ,093 -,108 ,838 ,484
a. Test distribution is Normal.
HASIL UJI NORMALITASPADA KONDISI BEARISH
One-Sample Kolmogorov-Smirnov Test
N Normal Parametersa,b Most Extreme Differences
Kolmogorov-Smirnov Z
Asymp.
Sig.
(2-tailed)
Mean Std.
Deviation
Absolute Positive Negative
IHSG 60 ,178148 ,4016275 ,089 ,089 -,087 ,686 ,735
AALI 60 ,001088 ,1369816 ,094 ,079 -,094 ,728 ,665
ASII 60 -,017684 ,1181343 ,105 ,050 -,105 ,811 ,526
BDMN 60 -,000264 ,0524034 ,161 ,161 -,142 1,249 ,088
BNGA 60 -,208119 ,1552156 ,117 ,095 -,117 ,906 ,384
BRPT 60 -,052662 ,1697442 ,077 ,072 -,077 ,595 ,871
BUMI 60 -,130596 ,6699982 ,099 ,066 -,099 ,766 ,601
CMNP 60 ,983112 ,0536938 ,086 ,086 -,070 ,666 ,767
CTRA 60 -,026408 ,1835271 ,128 ,128 -,072 ,988 ,283
ELTY 60 -,064472 ,7157079 ,068 ,068 -,066 ,528 ,943
GGRM 60 -,007725 ,0936747 ,100 ,100 -,070 ,777 ,582
GJTL 60 -,034447 ,1235633 ,104 ,104 -,071 ,807 ,532
INDF 60 -,019391 ,1123520 ,095 ,095 -,093 ,735 ,652
INKP 60 -,037652 ,1419909 ,116 ,116 -,108 ,901 ,392
INTP 60 -,018910 ,1128970 ,094 ,065 -,094 ,725 ,669
KIJA 60 -,274415 ,1907891 ,141 ,079 -,141 1,096 ,181
LSIP 60 -,014599 ,1548460 ,057 ,043 -,057 ,444 ,989
MEDC 60 -,029755 ,1078138 ,140 ,108 -,140 1,085 ,190
SMCB 60 -,027335 ,1349521 ,109 ,097 -,109 ,848 ,468
SMRA 60 -,090699 ,6997765 ,103 ,079 -,103 ,796 ,551
TINS 60 -,146326 ,5058005 ,137 ,137 -,116 1,061 ,210
TKIM 60 -,251111 ,2011069 ,144 ,143 -,144 1,116 ,165
a. Test distribution is Normal.
LAMPIRAN 4
HASIL UJI DURBIN WATSON
1.
PADA KONDISI
BULLISH
Variabel
R
R
Square
Adjusted
R square
Std.
Error Of
The
Estimate
Durbin-Watson
2.
PADA KONDISI
BEARISH
Variabel
R
R
Square
Adjusted
R square
Std.
Error Of
The
Estimate
Durbin-Watson
LAMPIRAN 5
HASIL UJI GEJSER
PADA KONDISI BULLISH
No
Variabel
T
Sig
1
AALI
-,652
0,517
2
ASII
,230
0,819
3
BDMN
,278
0,782
4
BNGA
-,297
0,767
5
BRPT
-,778
0,440
6
BUMI
-,207
0,837
7
CMNP
,332
0,741
8
`CTRA
,769
0,445
9
ELTY
-,600
0,551
10
GGRM
1,840
0,071
11
GJTL
,023
0,981
12
INDF
,900
0,372
13
INKP
,046
0,964
14
INTP
,618
0,539
15
KIJA
-,597
0,553
16
LSIP
-,733
0,467
17
MEDC
-1,325
0,190
18
SMCB
-,043
0,966
19
SMRA
,553
0,583
20
TINS
-,469
0,641
HASIL UJI GEJSER
PADA KONDISI BEARISH
No
Variabel
t
Sig
1
AALI
1,154
0,253
2
ASII
1,467
0,148
3
BDMN
-1,154
0,253
4
BNGA
-,973
0,335
5
BRPT
-,751
0,456
6
BUMI
,010
0,992
7
CMNP
-1,243
0,219
8
CTRA
,336
0,738
9
ELTY
,582
0,563
10
GGRM
1,571
0,122
11
GJTL
,906
0,369
12
INDF
,971
0,336
13
INKP
,959
0,342
14
INTP
,497
0,621
15
KIJA
-1,464
0,149
16
LSIP
1,167
0,248
17
MEDC
,239
0,812
18
SMCB
1,226
0,225
19
SMRA
,290
0,773
20
TINS
-,782
0,438
LAMPIRAN 6
HASIL ANALISIS SINGLE INDEX MODEL
PADA PERIODE BULLISH
1.
AALI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,169a ,028 ,012 ,1055407
1. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_AALI b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,066 ,014 4,579 ,000
R_IHSG ,031 ,024 ,169 1,303 ,198
a. Dependent Variable: R_AALI
2.
ASII
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,415a ,172 ,158 ,0795278
1. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_ASII 2. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,113 ,011 10,434 ,000
R_IHSG ,062 ,018 ,415 3,474 ,001
3.
BDMN
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 ,180a ,032 ,016 6,7196807
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: BDMN
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
a. Dependent Variable: BDMN
4.
BNGA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,308a ,095 ,079 ,2293045
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_BNGA b. Predictors: (Constant), R_IHSG
Model Unstandardized Coefficients Standardized
a. Dependent Variable: R_BNGA
5.
BRPT
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,132a ,017 ,000 ,6664756
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_BRPT b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,083 ,091 -1,423 ,160
R_IHSG ,171 ,150 ,132 1,015 ,114
a. Dependent Variable: R_BRPT
6.
BUMI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,158a ,025 ,008 ,2127585
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,123 ,029 4,230 ,000
R_IHSG ,058 ,048 ,158 1,220 ,227
a. Dependent Variable: R_BUMI
7.
CMNP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,103a ,011 -,006 ,1308093
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_CMNP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,077 ,018 4,296 ,000
R_IHSG ,023 ,029 ,103 ,789 ,434
a. Dependent Variable: R_CMNP
8.
CTRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,036a ,001 -,016 ,2164671
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,121 ,029 4,091 ,000
R_IHSG ,013 ,049 ,036 ,277 ,783
a. Dependent Variable: R_CTRA
9.
ELTY
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,263a ,069 ,053 ,6342367
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_ELTY b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,042 ,086 ,482 ,632
R_IHSG ,296 ,142 ,263 2,079 ,042
a. Dependent Variable: R_ELTY
10.
GGRM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,210a ,044 ,028 ,1150809
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,060 ,016 3,829 ,000
R_IHSG ,042 ,026 ,210 1,639 ,107
a. Dependent Variable: R_GGRM
11.
GJTL
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,163a ,027 ,010 ,2115858
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_GJTL b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,536 ,029 -18,606 ,000
R_IHSG ,060 ,047 ,163 1,262 ,212
a. Dependent Variable: R_GJTL
12.
INDF
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,282a ,079 ,063 ,1035845
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,083 ,014 5,894 ,000
R_IHSG ,052 ,023 ,282 2,235 ,029
a. Dependent Variable: R_INDF
13.
INKP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,199a ,040 ,023 ,6759665
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_INKP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,083 ,092 -,903 ,371
R_IHSG ,234 ,152 ,199 1,545 ,128
a. Dependent Variable: R_INKP
14.
INTP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,176a ,031 ,014 ,1159706
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,102 ,016 6,442 ,000
R_IHSG ,035 ,026 ,176 1,361 ,179
a. Dependent Variable: R_INTP
15.
KIJA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,093a ,009 -,009 ,2556541
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_KIJA b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,269 ,035 -7,724 ,000
R_IHSG ,041 ,057 ,093 ,709 ,481
a. Dependent Variable: R_KIJA
16.
LSIP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,143a ,020 ,004 1,3323957
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -1,849 ,181 -10,192 ,000
R_IHSG ,329 ,299 ,143 1,101 ,276
a. Dependent Variable: R_LSIP
17.
MEDC
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,135a ,018 ,001 ,0944551
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_MEDC b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,050 ,013 3,911 ,000
R_IHSG ,022 ,021 ,135 1,037 ,304
a. Dependent Variable: R_MEDC
18.
SMCB
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,179a ,032 ,015 ,1280092
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,107 ,017 6,140 ,000
R_IHSG ,040 ,029 ,179 1,384 ,172
a. Dependent Variable: R_SMCB
19.
SMRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,331a ,110 ,094 ,1556165
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_SMRA b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,135 ,021 6,362 ,000
R_IHSG ,093 ,035 ,331 2,674 ,010
a. Dependent Variable: R_SMRA
20.
TINS
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,172a ,030 ,013 ,2677811
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,241 ,036 -6,610 ,000
R_IHSG ,080 ,060 ,172 1,333 ,188
a. Dependent Variable: R_TINS
21.
TKIM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,204a ,042 ,025 ,2675021
a. Predictors: (Constant), R_IHSG
ANOVAa
Model Sum of Squares Df Mean Square F Sig.
1
Regression ,181 1 ,181 2,527 ,117b
Residual 4,150 58 ,072
Total 4,331 59
a. Dependent Variable: R_TKIM b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,253 ,036 -6,936 ,000
R_IHSG ,095 ,060 ,204 1,590 ,117
HASIL ANALISIS SINGLE INDEX MODEL
PADA PERIODE BEARISH
1.
AALI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,294a ,087 ,071 ,1320449
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_AALI b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,017 ,019 -,899 ,372
R_IHSG ,100 ,043 ,294 2,344 ,023
a. Dependent Variable: R_AALI
2.
ASII
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,423a ,179 ,165 ,1079534
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,040 ,015 -2,611 ,011
R_IHSG ,124 ,035 ,423 3,557 ,001
a. Dependent Variable: R_ASII
3.
BDMN
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,311a ,097 ,081 ,0502345
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_BDMN b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,007 ,007 -1,054 ,296
R_IHSG ,041 ,016 ,311 2,491 ,016
a. Dependent Variable: R_BDMN
4.
BNGA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 ,278a ,077 ,061 181,7539238
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
a. Dependent Variable: BNGA
5.
BRPT
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,404a ,163 ,148 ,1566417
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_BRPT b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,083 ,022 -3,749 ,000
R_IHSG ,171 ,051 ,404 3,359 ,001
a. Dependent Variable: R_BRPT
6.
BUMI
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,261a ,068 ,052 ,6522830
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,208 ,092 -2,257 ,028
R_IHSG ,436 ,211 ,261 2,061 ,044
a. Dependent Variable: R_BUMI
7.
CMNP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,132a ,018 ,001 ,0536781
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_CMNP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) ,980 ,008 129,086 ,000
R_IHSG ,018 ,017 ,132 1,017 ,313
a. Dependent Variable: R_CMNP
8.
CTRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,423a ,179 ,165 ,1677042
a. Predictors: (Constant), R_IHSG
ANOVAa
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,061 ,024 -2,566 ,013
R_IHSG ,193 ,054 ,423 3,558 ,001
a. Dependent Variable: R_CTRA
9.
ELTY
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 ,423a ,179 ,165 ,2003264
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: ELTY b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
a. Dependent Variable: ELTY
10.
GGRM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,338a ,114 ,099 ,0889262
ANOVAa
a. Dependent Variable: R_GGRM b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,022 ,013 -1,730 ,089
R_IHSG ,079 ,029 ,338 2,733 ,008
a. Dependent Variable: R_GGRM
11.
GJTL
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,476a ,227 ,213 ,1095946
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_GJTL b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,061 ,015 -3,906 ,000
R_IHSG ,146 ,036 ,476 4,123 ,000
a. Dependent Variable: R_GJTL
12.
INDF
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,438a ,192 ,178 ,1018423
ANOVAa
a. Dependent Variable: R_INDF b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,041 ,014 -2,863 ,006
R_IHSG ,123 ,033 ,438 3,716 ,000
a. Dependent Variable: R_INDF
13.
INKP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,384a ,147 ,133 ,1322489
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_INKP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,062 ,019 -3,305 ,002
R_IHSG ,136 ,043 ,384 3,164 ,002
a. Dependent Variable: R_INKP
14.
INTP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,376a ,141 ,126 ,1055291
ANOVAa
a. Dependent Variable: R_INTP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,038 ,015 -2,527 ,014
R_IHSG ,106 ,034 ,376 3,086 ,003
a. Dependent Variable: R_INTP
15.
KIJA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,349a ,121 ,106 ,1803624
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_KIJA b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,304 ,026 -11,914 ,000
R_IHSG ,166 ,058 ,349 2,832 ,006
a. Dependent Variable: R_KIJA
16.
LSIP
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,394a ,155 ,140 ,1435592
ANOVAa
a. Dependent Variable: R_LSIP b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,042 ,020 -2,051 ,045
R_IHSG ,152 ,047 ,394 3,262 ,002
a. Dependent Variable: R_LSIP
17.
MEDC
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,275a ,075 ,059 ,1045618
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_MEDC b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,043 ,015 -2,900 ,005
R_IHSG ,074 ,034 ,275 2,174 ,034
a. Dependent Variable: R_MEDC
18.
SMCB
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,396a ,157 ,142 ,1249690
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,051 ,018 -2,889 ,005
R_IHSG ,133 ,041 ,396 3,287 ,002
a. Dependent Variable: R_SMCB
19.
SMRA
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 ,386a ,149 ,135 ,1677330
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: SMRA
b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,056 ,024 -2,343 ,023
R_IHSG ,173 ,054 ,386 3,190 ,002
a. Dependent Variable: SMRA
20.
TINS
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,317a ,101 ,085 ,4838070
a. Predictors: (Constant), R_IHSG
ANOVAa
1
Regression 1,518 1 1,518 6,486 ,014b
Residual 13,576 58 ,234
Total 15,094 59
a. Dependent Variable: R_TINS b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,217 ,068 -3,178 ,002
R_IHSG ,399 ,157 ,317 2,547 ,014
a. Dependent Variable: R_TINS
21.
TKIM
Model Summary
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,072a ,005 -,012 ,2023123
a. Predictors: (Constant), R_IHSG
ANOVAa
a. Dependent Variable: R_TKIM b. Predictors: (Constant), R_IHSG
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -,258 ,029 -9,000 ,000
R_IHSG ,036 ,066 ,072 ,547 ,587
LAMPIRAN 7
HASIL UJI INDEPENDET SAMPLE T- test
Group Statistics
PERIODE N Mean Std. Deviation Std. Error Mean
BETA 1 21 4,64790 20,863307 4,552747
2 21 -6,04348 28,390739 6,195367
Independent Samples Test
BETA
Equal
variances
assumed
Equal
variances not
assumed
Levene's Test for Equality of
Variances
F ,202
Sig. ,655
t-test for Equality of Means
T 1,391 1,391
Df 40 36,724
Sig. (2-tailed) ,172 ,173
Mean Difference 10,691381 10,691381
Std. Error Difference 7,688308 7,688308
95% Confidence Interval of
the Difference
Lower -4,847269 -4,890565
