Indo Tambangraya Megah Tbk. [S]

(1)

60 LAMPIRAN

Lampiran A

Emiten Sektor Pertambangan 2010-2014

No.

Perusahaan

Symbol

1 Adaro Energy Tbk.

ADRO

2 ATPK Resources Tbk.

ATPK

3 Bumi Resources Tbk. [S]

BUMI

4 Darma Henwa Tbk.

DEWA

5 Garda Tujuh Buana Tbk.

GTBO

6 Indo Tambangraya Megah Tbk. [S]

ITMG

7 Perdana Karya Perkasa Tbk. [S]

PKPK

8 Petrosea Tbk [S]

PTRO

9 Resource Alam Indonesia Tbk. [S]

KKGI

10 Tambang Batubara Bkt Asam Tbk.

[S]

PTBA

11 Elnusa Tbk. [S]

ELSA

12 Energi Mega Persada Tbk.

ENRG

13 Medco Energi International Tbk.

MEDC

14 Radiant Utama Interinsco Tbk.

RUIS

15 Ratu Prabu Energi Tbk.

ARTI

16 Aneka Tambang (Persero) Tbk. [S]

ANTM

17 Cita Mineral Investindo Tbk. [S]

CITA

18 Timah (Persero) Tbk. [S]

TINS

19 Citatah Industri Marmer Tbk.

CTTH

20 Mitra Investindo Tbk

MITI

(2)

61 Data Return Saham Sektor Pertambangan

Bulan/Tahun

2014

2013

2012

2011

2010

Data Harga Minyak Dunia

Bulan/Tahun

2014

2013

2012

2011

2010

DES

763342 1233526 892760

949212 847458

NOV

962008 1138622 881049

922955 792792

OKT

1062096 1198466 898633

807970 773014

SEPT

1152270 1267522 956270

787525 710475

AUG

1183982 1184704 939906

776752 729267

JULY

1267656 1110165 876128

876201 725724

(3)

62 Data Nilai Tukar Rupiah Terhadap Dolar US

Bulan/Tahun

2014

2013

2012

2011

2010

Sumber: Bank Indonesia.

Data Harga Emas Dunia

(4)

63 Data Tingkat Inflasi Indonesia

Bulan/Tahun

2014

2013

2012

2011

2010

DES

8,36% 8,38% 4,30% 3,79% 6,96%

NOV

6,23% 8,37% 4,32% 4,15% 6,33%

OKT

4,83% 8,32% 4,61% 4,42% 5,67%

SEP

4,53% 8,40% 4,31% 4,61% 5,80%

AUG

3,99% 8,79% 4,58% 4,79% 6,44%

JUL

4,53% 8,61% 4,56% 4,61% 6,22%

JUN

6,70% 5,90% 4,53% 5,54% 5,05%

MAY

7,32% 5,47% 4,45% 5,98% 4,16%

APR

7,25% 5,57% 4,50% 6,16% 3,91%

MAR

7,32% 5,90% 3,97% 6,65% 3,43%

FEB

7,75% 5,31% 3,56% 6,84% 3,81%

(5)

64

One-Sample Kolmogorov-Smirnov Test Unstandardiz

ed Residual

N 60

Normal Parametersa,b Mean 0E-7 Std. Deviation 12,89133835

Most Extreme

Differences

Absolute ,100

Positive ,100

Negative -,074

Kolmogorov-Smirnov Z ,772

Asymp. Sig. (2-tailed) ,590

a. Test distribution is Normal.

b. Calculated from data.

Uji Multikolinearitas

Variables Entered/Removeda Model Variables

Entered

a. Dependent Variable: RETURN

(6)

62

Model Summaryb Model R R Square Adjusted R

Square

Std. Error of the

Estimate

1 ,412a ,170 ,110 13,352

a. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

b. Dependent Variable: RETURN

ANOVAa

Model Sum of Squares Df Mean Square F Sig.

1

Regression 2008,551 4 502,138 2,817 ,034b

Residual 9805,010 55 178,273

Total 11813,561 59

(7)

63

Coefficientsa Model Unstandardized Coefficients Standardized

Coefficients

t Sig. Collinearity Statistics

B Std. Error Beta Tolerance VIF

1

(Constant) 20,336 17,984 1,131 ,263

OIL 4,576E-005 ,000 ,547 2,631 ,011 ,350 2,859

KURS -,006 ,002 -,504 -2,624 ,011 ,409 2,442

GOLD -2,111E-005 ,000 -,095 -,648 ,520 ,696 1,437

INFLASI 1,880 1,343 ,207 1,400 ,167 ,691 1,448

Coefficient Correlationsa

Model INFLASI GOLD KURS OIL

1

Correlations

INFLASI 1,000 ,224 -,265 -,229

GOLD ,224 1,000 -,004 -,436

KURS -,265 -,004 1,000 -,602

OIL -,229 -,436 -,602 1,000

Covariances

INFLASI 1,804 9,794E-006 -,001 -5,351E-006

GOLD 9,794E-006 1,060E-009 -3,152E-010 -2,469E-010

KURS -,001 -3,152E-010 4,960E-006 -2,330E-008

OIL -5,351E-006 -2,469E-010 -2,330E-008 3,024E-010

(8)

64

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) OIL KURS GOLD INFLASI

1

1 4,923 1,000 ,00 ,00 ,00 ,00 ,00

2 ,050 9,930 ,01 ,00 ,00 ,04 ,72

3 ,014 18,545 ,25 ,43 ,00 ,00 ,07

4 ,009 23,536 ,10 ,02 ,15 ,82 ,20

5 ,003 37,700 ,64 ,55 ,85 ,14 ,00

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -14,86 16,17 3,92 5,835 60

Residual -22,256 53,628 ,000 12,891 60

Std. Predicted Value -3,220 2,100 ,000 1,000 60

Std. Residual -1,667 4,016 ,000 ,966 60

(9)

65

Regression

Entered

b. All requested variables entered.

Model Summaryb

ANOVAa

b. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

Coefficientsa

Model Unstandardized Coefficients Standardized

Coefficients

(10)

66

Uji Autokorelasi

Entered

a. Dependent Variable: RES2

Model Summaryb

b. Dependent Variable: RES2

ANOVAa

(11)

67

Coefficientsa Model Unstandardized Coefficients Standardized

Coefficients

t Sig.

B Std. Error Beta

1

(Constant) 30,403 11,598 2,622 ,011

OIL 1,847E-005 ,000 ,349 1,647 ,105

KURS -,004 ,001 -,519 -2,647 ,011

GOLD -1,411E-005 ,000 -,101 -,672 ,504

INFLASI 1,312 ,866 ,229 1,515 ,135

Coefficient Correlationsa

Model INFLASI GOLD KURS OIL

1

Correlations

INFLASI 1,000 ,224 -,265 -,229

GOLD ,224 1,000 -,004 -,436

KURS -,265 -,004 1,000 -,602

OIL -,229 -,436 -,602 1,000

Covariances

INFLASI ,750 4,073E-006 ,000 -2,226E-006

GOLD 4,073E-006 4,410E-010 -1,311E-010 -1,027E-010

KURS ,000 -1,311E-010 2,063E-006 -9,690E-009

OIL -2,226E-006 -1,027E-010 -9,690E-009 1,258E-010

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68

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) OIL KURS GOLD INFLASI

1

1 4,923 1,000 ,00 ,00 ,00 ,00 ,00

2 ,050 9,930 ,01 ,00 ,00 ,04 ,72

3 ,014 18,545 ,25 ,43 ,00 ,00 ,07

4 ,009 23,536 ,10 ,02 ,15 ,82 ,20

5 ,003 37,700 ,64 ,55 ,85 ,14 ,00

Predicted Value -,6040 15,7435 9,2132 3,27825 60

Residual -12,65125 37,88416 ,00000 8,31368 60

Std. Residual -1,469 4,400 ,000 ,966 60

(13)

69

Entered

Model Summaryb

ANOVAa

b. Predictors: (Constant), INFLASI, GOLD, KURS, OIL

Coefficientsa

Model Unstandardized Coefficients Standardized

Coefficients

(14)

70

Predicted Value -14,86 16,17 3,92 5,835 60

Residual -22,256 53,628 ,000 12,891 60

Std. Residual -1,667 4,016 ,000 ,966 60