Lampiran 1
Sumber : www.idx.co.id
Sumber : Data Diolah Peneliti, 2013
39 PTRA New Century Development Tbk × × × 40 NIRO Nirvana Development Tbk × √ ×
41 PWON Pakuwon Jati Tbk √ √ √ 24
42 PWSI Panca Wiratama Sakti Tbk √ √ ×
43 GPRX Perdana Gapuraprima Tbk √ √ √ 25
44 PLIN Plaza Indonesia Realty Tbk × √ × 45 RBMS Ristia Bintang Mahkotasejati Tbk √ √ √ 26
46 RDTX Roda Vivatex Tbk √ √ √ 27
47 BKSL Sentul City Tbk √ √ √ 28
48 SMRA Summarecon Agung Tbk √ √ √ 29
49 SIIP Suryainti Permata Tbk √ √ ×
Lampiran 4 Statistik Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
DAR 87 .0700 .7300 .408046 .1684943
ROE 87 .0115 .3671 .139630 .0843721
NPM 87 .0297 1.0148 .245482 .1458844
EPS 87 1.4300 635.7900 98.894368 143.4262842
UKURAN PERUSAHAAN 87 4.7621 10.1213 7.794341 1.3493064
HARGA SAHAM 87 4.3944 8.2687 6.213857 1.0023033
Lampiran 5
Normal Parametersa,b Mean .0000000
Std. Deviation 684.50011270
Most Extreme Differences Absolute .158
Positive .158
Normal Parametersa,b Mean .0000000
Std. Deviation 684.50011270
Most Extreme Differences Absolute .158
Histogram Sebelum Transformasi
P-P Plot Sebelum Transformasi
Lampiran 6
Uji Multikolineritas
Coefficientsa
Model Unstandardized
Coefficients
Collinearity
Statistics
B Std. Error Tolerance VIF
1 (Constant) 3.561 .508
DAR -1.237 .582 .646 1.547
ROE 3.102 1.278 .535 1.871
NPM .048 .582 .863 1.159
EPS .003 .001 .746 1.341
UKURAN
PERUSAHAAN
.307 .060 .942 1.061
Lampiran 8 Hasil Uji Autokorelasi Sebelum Transformasi
Model Summaryb
Model R R square
Adjusted R Square
Std. Error of
the Estimate
Durbin-watson
1 .706a .499 .468 .7312235 2.345
a. Predictors: (Constant), Ukurab Perusahaan, NPM, ROE, EPS, DAR
b. Dependent Variable: Harga Saham
Hasil Uji Autokorelasi Sesudah Transformasi
Model R R square
Adjusted R Square
Std. Error of
the Estimate
Durbin-watson
1 .750a .562 .529 .6919703 1.885
a. Predictors: (Constant), Lag_Y, NPM, ROE, UKURAN PERUSAHAAN, EPS, DAR
Lampiran 9
a. Predictors: (Constant), UKURAN PERUSAHAAN, NPM, ROE, EPS, DAR
b. Dependent Variable: HARGA SAHAM
Hasil Uji Adjusted R2
Model Summaryb
a. Predictors: (Constant), Ln Aktiva, NPM, ROE, EPS, DAR
a. Predictors: (Constant), Ln Aktiva, NPM, ROE, EPS, DAR