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1
AISA
2011
149,951,000,000
3,590,309,000,000
0.041765
2012
253,664,000,000
3,867,576,000,000
0.065587
2013
346,728,000,000
5,020,824,000,000
0.069058
2
INDF
2011
4,891,673,000,000
53,585,933,000,000
0.091287
2012
4,779,446,000,000
59,324,207,000,000
0.080565
2013
3,416,635,000,000
78,092,789,000,000
0.043751
3
MLBI
2011
507,382,000,000
1,220,813,000,000
0.415610
2012
453,405,000,000
1,152,048,000,000
0.393564
2013
1,171,229,000,000
1,782,148,000,000
0.657201
4
MYOR
2011
483,486,152,677
6,599,845,533,328
0.073257
2012
744,428,404,309
8,302,506,241,903
0.089663
2013
1,058,418,939,252
9,709,838,250,473
0.109005
5
ROTI
2011
115,932,533,042
759,136,918,500
0.152716
2012
149,149,548,025
1,204,944,681,223
0.123781
2013
158,015,270,921
1,822,689,047,108
0.086693
6
SKLT
2011
5,976,790,919
214,237,879,424
0.027898
2012
7,962,693,771
249,746,467,756
0.031883
2013
11,440,014,188
301,989,488,699
0.037882
7
GGRM
2011
4,958,102,000,000
39,088,705,000,000
0.126842
2012
4,068,711,000,000
41,509,325,000,000
0.098019
2013
4,383,932,000,000
50,770,251,000,000
0.086348
8
HMSP
2011
8,064,426,000,000
19,329,758,000,000
0.417203
2012
9,945,296,000,000
26,247,527,000,000
0.378904
2013
1,081,848,600,000
27,404,594,000,000
0.039477
9
DVLA
2011
120,915,340,000
922,945,318,000
0.131010
2012
148,909,089,000
1,074,691,476,000
0.138560
2013
125,796,473,000
1,190,054,288,000
0.105706
10 KAEF
2011
171,763,175,754
1,794,399,675,018
0.095722
2012
205,763,997,378
2,076,347,580,785
0.099099
2013
215,642,329,977
2,471,939,548,890
0.087236
11 KLBF
2011
1,522,956,820,292
8,274,554,112,840
0.184053
2012
1,775,098,847,932
9,417,957,180,958
0.188480
2013
1,970,452,449,686
11,315,061,275,026
0.174144
12 MERK
2011
231,158,647,000
584,388,578,000
0.395556
2012
107,808,155,000
569,430,951,000
0.189326
2013
175,444,757,000
696,946,318,000
0.251734
13 SQBB
2011
120,059,348,000
361,756,455,000
0.331879
2012
135,248,606,000
397,144,458,000
0.340553
2013
149,521,096,000
421,187,982,000
0.354998
14 TSPC
2011
586,362,346,430
4,250,374,395,321
0.137955
2012
635,176,093,653
4,632,984,970,719
0.137099
2013
638,535,108,795
5,407,957,915,805
0.118073
15 TCID
2011
140,038,819,641
1,130,865,062,422
0.123833
2012
150,373,851,969
1,261,572,952,461
0.119196
2013
160,148,465,833
1,465,952,460,752
0.109245
16 UNVR
2011
4,164,304,000,000
10,482,312,000,000
0.397270
2012
4,839,145,000,000
11,984,979,000,000
0.403767
2013
5,352,625,000,000
13,348,188,000,000
0.401000
Data Return on Asset
ROA
1
AISA
2011
1,757,492,000,000
1,832,817,000,000
0.958902
2012
1,834,123,000,000
2,033,453,000,000
0.901975
2013
2,664,051,000,000
2,356,773,000,000
1.130381
2
INDF
2011
21,975,708,000,000
31,610,225,000,000
0.695209
2012
25,181,533,000,000
34,142,674,000,000
0.737538
2013
39,719,660,000,000
38,373,129,000,000
1.035090
3
MLBI
2011
690,545,000,000
530,268,000,000
1.302257
2012
822,195,000,000
329,853,000,000
2.492610
2013
794,615,000,000
987,533,000,000
0.804647
4
MYOR
2011
4,175,176,240,894
2,424,669,292,434
1.721957
2012
5,234,655,914,665
3,067,850,327,238
1.706294
2013
5,771,077,430,823
3,938,760,819,650
1.465201
5
ROTI
2011
212,695,735,714
546,441,182,786
0.389238
2012
538,337,083,673
666,607,597,550
0.807577
2013
1,035,351,397,437
787,337,649,671
1.315003
6
SKLT
2011
91,337,531,247
122,900,348,177
0.743184
2012
120,263,906,808
129,482,560,948
0.928804
2013
162,339,135,063
139,650,353,636
1.162468
7
GGRM
2011
14,537,777,000,000
24,550,928,000,000
0.592148
2012
17,903,612,000,000
26,605,713,000,000
0.672924
2013
21,353,980,000,000
29,416,271,000,000
0.725924
8
HMSP
2011
9,027,088,000,000
10,302,670,000,000
0.876189
2012
12,939,107,000,000
13,308,420,000,000
0.972250
2013
13,249,559,000,000
14,155,035,000,000
0.936032
9
DVLA
2011
195,027,928,000
727,917,390,000
0.267926
2012
233,144,997,000
841,546,479,000
0.277044
2013
275,351,336,000
914,702,952,000
0.301028
10 KAEF
2011
541,736,739,278
1,252,662,935,740
0.432468
2012
634,813,891,119
1,441,533,689,666
0.440374
2013
847,584,859,909
1,624,354,688,981
0.521798
11 KLBF
2011
1,758,619,054,414
6,515,935,058,426
0.269895
2012
2,046,313,566,061
7,371,643,614,897
0.277593
2013
2,815,103,309,451
8,499,957,965,575
0.331190
12 MERK
2011
90,206,868,000
494,181,710,000
0.182538
2012
152,689,086,000
416,741,865,000
0.366388
2013
184,727,696,000
512,218,622,000
0.360642
13 SQBB
2011
59,256,013,000
302,500,442,000
0.195887
2012
71,785,430,000
325,359,028,000
0.220635
2013
74,135,708,000
347,052,274,000
0.213615
14 TSPC
2011
1,204,438,648,313
3,045,935,747,008
0.395425
2012
1,279,828,890,909
3,353,156,079,810
0.381679
2013
1,545,006,061,565
3,862,951,854,240
0.399955
15 TCID
2011
110,452,261,687
1,020,412,800,735
0.108243
2012
164,751,376,547
1,096,821,575,914
0.150208
2013
282,961,770,795
1,182,990,689,957
0.239192
16 UNVR
2011
6,801,375,000,000
3,680,937,000,000
1.847729
2012
8,016,614,000,000
3,968,365,000,000
2.020130
2013
9,093,518,000,000
4,254,670,000,000
2.137303
Data Debt to Equity Ratio
Total Debt
Total Shareholder’s
Equity
DER
1 AISA 2011 1,832,817,000,000 1,672,000,000 1,096.18 2012 2,033,453,000,000 2,926,000,000 694.96 2013 2,356,773,000,000 2,926,000,000 805.46 2 INDF 2011 31,610,225,000,000 8,780,426,500 3,600.08 2012 34,142,674,000,000 8,780,426,500 3,888.50 2013 38,373,129,000,000 8,780,426,500 4,370.30 3 MLBI 2011 530,268,000,000 21,070,000 25,166.97 2012 329,853,000,000 21,070,000 15,655.10 2013 987,533,000,000 21,070,000 46,869.15 4 MYOR 2011 2,424,669,292,434 766,584,000 3,162.95 2012 3,067,850,327,238 766,584,000 4,001.98 2013 3,938,760,819,650 766,584,000 5,138.07 5 ROTI 2011 546,441,182,786 1,012,360,000 539.77 2012 666,607,597,550 1,012,360,000 658.47 2013 787,337,649,671 5,061,900,000 155.54 6 SKLT 2011 122,900,348,177 690,740,500 177.93 2012 129,482,560,948 690,740,500 187.45 2013 139,650,353,636 690,740,500 202.17 7 GGRM 2011 24,550,928,000,000 1,924,088,000 12,759.77 2012 26,605,713,000,000 1,924,088,000 13,827.70 2013 29,416,271,000,000 1,924,088,000 15,288.42 8 HMSP 2011 10,302,670,000,000 4,383,000,000 2,350.60 2012 13,308,420,000,000 4,383,000,000 3,036.37 2013 14,155,035,000,000 4,383,000,000 3,229.53 9 DVLA 2011 727,917,390,000 1,120,000,000 649.93 2012 841,546,479,000 1,120,000,000 751.38 2013 914,702,952,000 1,120,000,000 816.70 10 KAEF 2011 1,252,662,935,740 5,554,000,000 225.54 2012 1,441,533,689,666 5,554,000,000 259.55 2013 1,624,354,688,981 5,554,000,000 292.47 11 KLBF 2011 6,515,935,058,426 10,156,014,422 641.58 2012 7,371,643,614,897 60,936,086,532 120.97 2013 8,499,957,965,575 50,780,072,110 167.39 12 MERK 2011 494,181,710,000 22,400,000 22,061.68 2012 416,741,865,000 22,400,000 18,604.55 2013 512,218,622,000 22,400,000 22,866.90 13 SQBB 2011 302,500,442,000 9,268,000 32,639.24 2012 325,359,028,000 9,268,000 35,105.64 2013 347,052,274,000 9,268,000 37,446.30 14 TSPC 2011 3,045,935,747,008 4,500,000,000 676.87 2012 3,353,156,079,810 4,500,000,000 745.15 2013 3,862,951,854,240 4,500,000,000 858.43 15 TCID 2011 1,020,412,800,735 201,066,667 5,075.00 2012 1,096,821,575,914 201,066,667 5,455.01 2013 1,182,990,689,957 201,066,667 5,883.57 16 UNVR 2011 3,680,937,000,000 7,630,000,000 482.43 2012 3,968,365,000,000 7,630,000,000 520.10 2013 4,254,670,000,000 7,630,000,000 557.62
Data Book Value
NO. KODE Tahun Total Stockholder’s BV
1 AISA 2011 6.50 495.00 0.013131 2012 16.00 1,080.00 0.014815 2013 8.50 1,430.00 0.005944 2 INDF 2011 175.00 4,600.00 0.038043 2012 185.00 5,850.00 0.031624 2013 142.00 6,600.00 0.021515 3 MLBI 2011 24.07 359,000.00 0.000067 2012 6,964.57 740,000.00 0.009412 2013 55,576.00 1,200,000.00 0.046313 4 MYOR 2011 130.00 14,250.00 0.009123 2012 230.00 20,000.00 0.011500 2013 230.00 26,000.00 0.008846 5 ROTI 2011 28.63 3,325.00 0.008611 2012 36.83 6,900.00 0.005338 2013 3.12 1020 0.003059 6 SKLT 2011 2 140 0.014286 2012 3 180 0.016667 2013 4 180 0.022222 7 GGRM 2011 1000 62050 0.016116 2012 800 56300 0.014210 2013 800 42000 0.019048 8 HMSP 2011 1750 39000 0.044872 2012 1300 59900 0.021703 2013 3399 62400 0.054471 9 DVLA 2011 31.5 1150 0.027391 2012 52.5 1690 0.031065 2013 34.5 2200 0.015682 10 KAEF 2011 6.19 340 0.018206 2012 5.54 740 0.007486 2013 9.66 590 0.016373 11 KLBF 2011 95 3400 0.027941 2012 19 1060 0.017925 2013 17 1250 0.013600 12 MERK 2011 8.27 132500 0.000062 2012 3.57 152000 0.000023 2013 6.25 189000 0.000033 13 SQBB 2011 11 10500 0.001048 2012 12.5 10500 0.001190 2013 14014 10500 1.334667 14 TSPC 2011 75 2550 0.029412 2012 75 3725 0.020134 2013 75 3250 0.023077 15 TCID 2011 370 7700 0.048052 2012 370 11000 0.033636 2013 370 11900 0.031092 16 UNVR 2011 546 18800 0.029043 2012 634 20850 0.030408 2013 701 26000 0.026962
Data Dividend Yield
DY NO. KODE Tahun Dividen per share Market price per share
2011
2010
2012
2011
2013
2012
1 AISA
495
780
-0.365385
1,080
495
1.181818
1,430
1,080
0.324074
2 INDF
4,600
4,875
-0.056410
5,850
4,600
0.271739
6,600
5,850
0.128205
3 MLBI
359,000
274,950
0.305692
740,000
359,000
1.061281
1,200,000
740,000
0.621622
4 MYOR
14,250
10,750
0.325576
20,000
14,250
0.403509
26,000
20,000
0.300000
5 ROTI
3,325
2,650
0.254717
6,900
3,325
1.075188
1,020
6,900
-0.852174
6 SKLT
140
140
0.000000
180
140
0.285714
180
180
0.000000
7 GGRM
62,050
40,000
0.551250
56,300
62,050
-0.092667
42,000
53,600
-0.216418
8 HMSP
39,000
28,150
0.385435
59,900
39,000
0.535897
62,400
59,900
0.041736
9 DVLA
1,150
1,170
-0.017094
1,690
1,150
0.469565
2,200
1,690
0.301775
10 KAEF
340
159
1.138365
740
340
1.176471
590
740
-0.202703
11 KLBF
3,400
3,250
0.046154
1,060
3,400
-0.688235
1,250
1,060
0.179245
12 MERK
132,500
96,500
0.373057
152,000
132,500
0.147170
189,000
152,000
0.243421
13 SQBB
10,500
10,500
0.000000
10,500
10,500
0.000000
10,500
10,500
0.000000
14 TSPC
2,550
1,710
0.491228
3,725
3,250
0.146154
3,250
3,725
-0.127517
15 TCID
7,700
7,200
0.069444
11,000
11,900
-0.075630
11,900
11,000
0.081818
16 UNVR
18,800
16,500
0.139394
20,850
18,800
0.109043
26,000
20,850
0.247002
Return 2013
NO. KODE
Price
Data Return Saham
Daftar dan Klasifikasi Perusahaan Yang Menjadi Sampel
1 AISA
Tiga Pilar Sejahtera Food Tbk
Makanan & Minuman
2 INDF
Indofood Sukses Makmur Tbk
Makanan & Minuman
3 MLBI
Multi Bintang Indonesia Tbk
Makanan & Minuman
4 MYOR Mayora Indah Tbk
Makanan & Minuman
5 ROTI
Nippon Indosari Corporindo Tbk
Makanan & Minuman
6 SKLT
Sekar Laut Tbk
Makanan & Minuman
7 GGRM Gudang Garam Tbk
Rokok
8 HMSP
Hanjaya Mandala Sampoerna Tbk
Rokok
9 DVLA
Darya Varia Laboratoria Tbk
Farmasi
10 KAEF
Kimia Farma Tbk
Farmasi
11 KLBF
Kalbe Farma Tbk
Farmasi
12 MERK
Merck Tbk
Farmasi
13 SQBB
Taisho Pharmaceutical Indonesia Tbk Farmasi
14 TSPC
Tempo Scan Pasific Tbk
Kosmetik & Keperluan RT
15 TCID
Mandom Indonesia Tbk
Kosmetik & Keperluan RT
16 UNVR
Unilever Indonesia Tbk
Kosmetik & Keperluan RT
Klasifikasi
1 0.04177 0.95890 1096.18242 0.013131 -0.000111 0.46503 2 0.06559 0.90197 694.960014 0.014815 0.000261 1.18182 3 0.06906 1.13038 805.458988 0.005944 0.000069 0.37037 4 0.09129 0.69521 3600.07854 0.038043 -0.000030 0.02273 5 0.08056 0.73754 3888.49835 0.031624 0.000050 0.27174 6 0.04375 1.03509 4370.30354 0.021515 0.000012 0.12821 7 0.41561 1.30226 25166.9673 0.000067 0.000064 -0.99004 8 0.39356 2.49261 15655.102 0.009412 0.000233 1.06128 9 0.65720 0.80465 46869.1505 0.046313 0.000128 0.62162 10 0.07326 1.72196 3162.95317 0.009123 0.000070 -0.19615 11 0.08966 1.70629 4001.97542 0.011500 0.000080 0.40351 12 0.10900 1.46520 5138.06813 0.008846 0.000053 0.30000 13 0.15272 0.38924 539.76963 0.008611 0.000051 0.35784 14 0.12378 0.80758 658.468922 0.005338 0.000236 1.07519 15 0.08669 1.31500 155.541921 0.003059 -0.000217 -0.85217 16 0.02790 0.74318 177.925499 0.014286 -0.000016 0.66667 17 0.03188 0.92880 187.454711 0.016667 0.000053 0.28571 18 0.03788 1.16247 202.174845 0.022222 -0.000018 0.00000 19 0.12684 0.59215 12759.774 0.016116 0.000129 0.44524 20 0.09802 0.67292 13827.7007 0.014210 -0.000035 -0.09267 21 0.08635 0.72592 15288.4229 0.019048 -0.000068 -0.21642 22 0.41720 0.87619 2350.59776 0.044872 0.000085 0.10016 23 0.37890 0.97225 3036.37235 0.021703 0.000111 0.53590 24 0.03948 0.93603 3229.53114 0.054471 -0.000008 0.04174 25 0.13101 0.26793 649.926241 0.027391 -0.000020 -0.23182 26 0.13856 0.27704 751.380785 0.031065 0.000095 0.46957 27 0.10571 0.30103 816.699064 0.015682 0.000053 0.30178 28 0.09572 0.43247 225.54248 0.018206 0.000282 1.48305 29 0.09910 0.44037 259.548738 0.007486 0.000259 1.17647 30 0.08724 0.52180 292.465734 0.016373 -0.000065 -0.20270 31 0.18405 0.26990 641.583872 0.027941 -0.000004 0.46400 32 0.18848 0.27759 120.973368 0.017925 -0.000173 -0.68824 33 0.17414 0.33119 167.38767 0.013600 0.000024 0.17925 34 0.39556 0.18254 22061.6835 0.000062 0.000082 -0.15344 35 0.18933 0.36639 18604.5475 0.000023 0.000021 0.14717 36 0.25173 0.36064 22866.9028 0.000033 0.000039 0.24342 37 0.33188 0.19589 32639.2363 0.001048 -0.000016 0.00000 38 0.34055 0.22063 35105.6353 0.001190 -0.000013 0.00000 39 0.35500 0.21362 37446.2963 1.334667 -0.000018 0.00000 40 0.13796 0.39542 676.87461 0.029412 0.000113 -0.11846 41 0.13710 0.38168 745.145796 0.020134 0.000021 0.14615 42 0.11807 0.39995 858.433745 0.023077 -0.000047 -0.12752 43 0.12383 0.10824 5074.99734 0.048052 0.000002 0.47269 44 0.11920 0.15021 5455.01446 0.033636 -0.000031 -0.07563 45 0.10925 0.23919 5883.57438 0.031092 0.000002 0.08182 46 0.39727 1.84773 482.429489 0.029043 0.000021 0.24231 47 0.40377 2.02013 520.100262 0.030408 0.000012 0.10904 48 0.40100 2.13730 557.623853 0.026962 0.000040 0.24700
Data Penelitian
Hasil Uji Analisis Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Statistic Statistic Statistic Statistic Statistic
ROA 48 ,02790 ,65720 ,1823637 ,14398363 DER 48 ,10824 2.49261 ,7794309 ,58248196 BV 48 120,973 46869,150 7495,15492 11527,100224 DY 48 ,00002 1,33467 ,0465717 ,19035614 Beta Saham 48 -,00022 ,00028 ,0000388 ,00010080 Return Saham 48 -,99004 1,48305 ,2115251 ,47938413 Valid N (listwise) 48
Hasil Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual
N 48
Normal Parametersa,b Mean 0E-7
Std. Deviation ,29162949
Most Extreme Differences
Absolute ,188
Positive ,122
Negative -,188
Kolmogorov-Smirnov Z 1,302
Asymp. Sig. (2-tailed) ,067
a. Test distribution is Normal. b. Calculated from data.
Hasil Uji Multikolenierita
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients
t Sig. Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) ,187 ,089 2,104 ,041 ROA -,440 ,437 -,132 -1,005 ,320 ,511 1,958 DER -,025 ,086 -,030 -,291 ,773 ,809 1,236 BV -4,092E-006 ,000 -,098 -,731 ,469 ,486 2,058 DY ,161 ,256 ,064 ,627 ,534 ,850 1,176 Beta Saham 3802,541 457,788 ,800 8,306 ,000 ,951 1,052
a. Dependent Variable: Return Saham
Hasil Uji Autokorelasi
Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the Estimate
Durbin-Watson
1 ,794a ,630 ,586 ,30850039 2,095
a. Predictors: (Constant), Beta Saham, BV, DER, DY, ROA b. Dependent Variable: Return Saham
Hasil Uji Koefisien Determinasi
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1
Regression 6,804 5 1,361 14,298 ,000b
Residual 3,997 42 ,095
Total 10,801 47
a. Dependent Variable: Return Saham
b. Predictors: (Constant), Beta Saham, BV, DER, DY, ROA Model Summaryb
Model R R Square Adjusted R
Square
Std. Error of the Estimate
1 ,794a ,630 ,586 ,30850039
a. Predictors: (Constant), Beta Saham, BV, DER, DY, ROA b. Dependent Variable: Return Saham
Hasil Uji t
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients t Sig. B Std. Error Beta 1 (Constant) ,187 ,089 2,104 ,041 ROA -,440 ,437 -,132 -1,005 ,320 DER -,025 ,086 -,030 -,291 ,773 BV -4,092E-006 ,000 -,098 -,731 ,469 DY ,161 ,256 ,064 ,627 ,534 Beta Saham 3802,541 457,788 ,800 8,306 ,000
a. Dependent Variable: Return Saham
Hasil Analisis Regresi Linear Berganda
Coefficientsa
Model Unstandardized Coefficients Standardized
Coefficients B Std. Error Beta 1 (Constant) ,187 ,089 ROA -,440 ,437 -,132 DER -,025 ,086 -,030 BV -4,092E-006 ,000 -,098 DY ,161 ,256 ,064 Beta Saham 3802,541 457,788 ,800
