LAMPIRAN Lampiran 1
Daftar Populasi Penelitian
ADES AISA ALTO CEKA DAVO DLTA ICBP INDF MLBI MYOR PSDN ROTI SKBM SKLT STTP
1 √ √ √ √ √ √ √ √ √ √ √ √ √ √ √
Kriteria 2 X X X X X √ X √ √ √ X √ X √ X
3 √ √ √ √ √ √ √ √ √ √ √ √ √ √ √
ULTJ
√
X
√
-
GGRM HMSP
√ √
√ √
√ √
7 8
RMBA
√
X
√
-
WIIM DVLA INAF KAEF KLBF MERK PYFA SCPI
√ √ √ √ √ √ √ √
X √ X √ √ √ X X
√ √ √ √ √ √ √ √
9 10 11 12 -
SIDO
√
X
√
-
No.
Nama Emiten
Kode
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15.
PT Akasha Wira Internasional Tbk PT Tiga Pilar Sejahtera Food Tbk PT Tri Banyan Tirta Tbk PT Cahaya Kalbar Tbk PT Davomas Abadi Tbk PT Delta Djakarta Tbk PT Indofood CBP Sukses Makmur Tbk PT Indofood Sukses Makmur Tbk PT Multi Bintang Indonesia Tbk PT Mayora Indah Tbk PT Prashida Aneka Niaga Tbk PT Nippon Indosari Corporindo Tbk PT Sekar Bumi Tbk PT Sekar Laut Tbk PT Siantar Top Tbk PT Ultra Jaya Milk Industry Trading Company Tbk PT Gudang Garam Tbk PT Handjaya Mandala Sampoerna Tbk PT Bentoel Internasional Investama Tbk PT Wismilak Inti Makmur Tbk PT Darya Varia Laboratoria Tbk PT Indofarma (Persero) Tbk PT Kimia Farma (Persero) Tbk PT Kalbe Farma Tbk PT Merck Tbk PT Pyridam Farma Tbk PT Schering Plough Indonesia Tbk PT Industri Jamu dan Farmasi Sido Muncul Tbk
16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28.
Sampel
1 2 3 4 5 6 -
Universitas Sumatera Utara
PT Taisho Pharmaceutical Indonesia SQBB Tbk 30. PT Tempo Scan Pasific Tbk TSPC 31. PT Martina Berto Tbk MBTO 32. PT Mustika Ratu Tbk MRAT 33. PT Mandom Indonesia Tbk TCID 34. PT Unilever Indonesia Tbk UNVR 35. PT Chitose Internasional Tbk CINT 36. PT Kedawung Setia Industrial Tbk KDSI 37. PT Kedaung Indah Can Tbk KICI 38. PT Langgeng Makmur Industry Tbk LMPI Sumber : www.idx.co.id (diolah). 29.
√
√
X
-
√ √ √ √ √ √ √ √ √
√ X √ √ √ X X X X
√ √ √ √ √ √ √ √ √
13 14 15 16 -
Pemilihan sampel dilakukan dengan teknik purposive sampling, yaitu pemilihan sampel yang didasarkan pada tujuan tertentu dengan kriteria sebagai berikut: 4.
Perusahaan manufaktur sektor barang konsumsi yang terdaftar di Bursa Efek Indonesia (BEI) periode 2011-2013.
5.
Perusahaan manufaktur sektor barang konsumsi yang membagikan dividen tunai secara kontinyu periode 2011-2013.
6.
Perusahaan manufaktur sektor barang konsumsi yang menerbitkan laporan keuangan secara lengkap periode 2011-2013.
Universitas Sumatera Utara
Lampiran 2 Data variabel Harga Saham, ROE, DER DAN CR Pada perusahaan Manufaktur Sektor Barang Konsumsi Tahun 2011 – 2013 Nama
No.
DER
CR
ROE
Harga Saham
2011
2012
2013
2011
2012
2013
2011
2012
2013
2011
2012
2013
1.85
2.02
2.14
68.67
66.83
69.64
113.13
121.94
125.81
18800
20850
26000
0.40
0.38
0.40
308.30
309.33
296.19
19.25
18.94
16.53
2550
2550
3250
0.11
0.15
0.24
1174.28
772. 65
357.32
13.72
13.71
13.54
7700
11000
11900
0.74
0.93
1.16
169.74
141.48
123.38
4.86
6.15
8.19
140
180
180
0.39
0.81
1.32
128.35
112.46
113.64
21.22
22.37
20.07
665
1380
1020
1.72
1.71
1.47
221.87
276.11
244.34
19.94
24.27
26.87
12214
17143
26000
0.18
0.18
0.16
627.07
601.71
605.41
7.77
7.97
-1.77
500
490
465
1.30
2.49
0.80
99.42
58.05
97.75
95.68
137.46
118.60
3590
7400
12000
0.18
0.37
0.36
751.52
387.12
397.95
46.78
25.87
34.25
152000
189000
160000
0.27
0.28
0.33
365.27
340.54
283.93
23.37
24.08
23.18
680
1060
1250
0.43
0.45
0.52
274.75
282.50
242.67
13.71
14.01
13.28
340
740
590
0.70
0.74
1.04
190.95
200.32
166.73
15.47
14.00
8.90
4600
5850
6600
0.90
0.97
0.94
174.93
177.58
175.26
79.05
74.73
76.43
39000
59900
62400
0.59
0.56
0.73
224.48
217.02
172.21
20.20
15.29
14.90
62050
56300
42000
15
Perusahaan PT Unilever Indonesia Tbk PT Tempo Scan Pasific Tbk PT Mandom Indonesia Tbk PT Sekar Laut Tbk PT Nippon Indosari Corporindo Tbk PT Mayora Indah Tbk PT Mustika Ratu Tbk PT Multi Bintang Indonesia Tbk PT Merck Tbk PT Kalbe Farma Tbk PT Kimia Farma (Persero) Tbk PT Indofood Sukses Makmur Tbk PT Handjaya Mandala Sampoerna Tbk PT Gudang Garam Tbk PT Darya Varia Laboratoria Tbk
0.28
0.28
0.30
483.04
431.02
424.18
16.61
17.69
13.75
1150
1690
2200
16
PT Delta Djakarta Tbk
0.22
0.25
0.28
600.90
526.46
470.54
26.48
35.68
39.98
111500
255000
380000
JUMLAH
10.26
12.57
12.19
5863.54
4128.53
4241.14
537.24
574.16
552.51
417479
630533
735855
RATA-RATA
0.64
0.79
0.76
366.47
258.03
265.07
33.58
35.89
34.53
26092.44
39408.31
45990.94
1 2 3 4 5 6 7 8 9 10 11 12 13 14
Universitas Sumatera Utara
Lampiran 3 HASIL PENGOLAHAN DATA SPSS 22.0 Hasil Statistik Deskriptif Variabel Penelitian Descriptive Statistics N
Minimum
Maximum
Mean
Std. Deviation
LnHS
48
4.94
12.85
8.6967
2.13998
Debt To Equity Ratio
48
.11
2.49
.7296
.59543
Current Ratio
48
.00
1174.28
296.5252
217.07525
Return On Equity
48
-1.77
137.46
34.6648
36.45778
Dividend Payout Ratio
48
.01
1.44
.4383
.36174
Valid N (listwise)
48
Sumber: Output SPSS 16 Gambar 4.1 Histogram
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Gambar 4.2 Kurva Normal P-P Plot
Hasil Uji Non-Parametik Kolmogrov-Smirnov One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N Normal Parameters
48 a,b
Mean Std. Deviation
Most Extreme Differences
.0000000 1.89630026
Absolute
.138
Positive
.138
Negative
-.093
Kolmogorov-Smirnov Z
.954
Asymp. Sig. (2-tailed)
.323
a. Test distribution is Normal. b. Calculated from data.
Universitas Sumatera Utara
Hasil Uji Multikolinearitas Collinearity Statistics Model
Tolerance
Keterangan
VIF
(Constant) Debt To Equity Ratio
.249
4.012
Bebas Multikolinearitas
Current Ratio
.222
4.513
Bebas Multikolinearitas
Return On Equity
.259
3.860
Bebas Multikolinearitas
Dividend Payout Ratio
.909
1.100
Bebas Multikolinearitas
DER.DPR
.249
4.012
Bebas Multikolinearitas
CR.DPR
.222
4.513
Bebas Multikolinearitas
ROE.DPR
.259
3.860
Bebas Multikolinearitas
Hasil Uji Autokorelasi Runs Test Unstandardized Residual a
Test Value
-.58781
Cases < Test Value
24
Cases >= Test Value
24
Total Cases
48
Number of Runs
30
Z Asymp. Sig. (2-tailed)
1.313 .189
a. Median
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Gambar 4.3 Grafik Scatterplot Hasil Uji Heteroskedastisitas
Hasil Uji Glejser Coefficients Unstandardized
Standardized
Coefficients
Coefficients
Model 1 (Constant)
B
Std. Error
1.055
.387
Debt To Equity Ratio
.381
.318
Current Ratio
.002
Return On Equity Dividend Payout Ratio
a
Beta
t
Sig.
2.723
.009
.263
1.198
.238
.001
.416
2.338
.024
-.003
.005
-.110
-.559
.579
-.377
.354
-.158
-1.064
.293
a. Dependent Variable: AbsUt
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Hasil Regresi Linier Berganda Coefficients
a
Unstandardize
Standardized
Collinearity
d Coefficients
Coefficients
Statistics
Std. Model
B
1 (Constant)
Error
7.278
.874
-.438
.744
.002
Return On Equity .032 a. Dependent Variable: LnHS
Debt To Equity
Beta
t
Sig.
Tolerance
VIF
8.324
.000
-.122
-.589
.559
.417
2.399
.002
.214
1.283
.206
.641
1.560
.010
.547
3.059
.004
.558
1.791
Ratio Current Ratio
Hasil Uji MRA (DER, DPR dan DER.DPR) Coefficients
a
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Std. Model 1
B (Constant)
Error
7.019
.812
.944
.985
3.023
DER.DPR -1.008 a. Dependent Variable: LnHS
Debt To
Beta
t
Sig.
Tolerance
VIF
8.640
.000
.263
.959
.343
.249
4.012
1.242
.511
2.434
.019
.424
2.356
1.357
-.241
-.743
.462
.178
5.629
Equity Ratio Dividend Payout Ratio
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Hasil Uji MRA (CR, DPR dan CR.DPR) Coefficients
a
Standardize Unstandardized
d
Collinearity
Coefficients
Coefficients
Statistics Toleranc
Model
B
1 (Constant)
Std. Error
7.805
.888
Current Ratio
-.001
.003
Dividend Payout
1.893
1.250
CR.DPR .002 a. Dependent Variable: LnHS
.004
Beta
T
Sig.
e
VIF
8.791
.000
-.210
.835
.222 4.513
.320 1.515
.137
.424 2.357
.160
.640
.164 6.111
-.061
Ratio .470
Hasil Uji MRA (ROE, DPR dan ROE.DPR) Coefficients
a
Unstandardized
Standardized
Collinearity
Coefficients
Coefficients
Statistics
Std. Model
B
Error
1 (Constant)
6.633
.591
Return On
.038
.015
3.093
Beta
T
Sig.
Tolerance
VIF
11.228
.000
.655
2.625
.012
.259
3.860
1.057
.523
2.925
.005
.505
1.981
.021
-.490
-1.646
.107
.182
5.503
Equity Dividend Payout Ratio ROE.DPR -.034 a. Dependent Variable: LnHS
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Hasil Uji Hipotesis Uji Simultan DER, CR, dan ROE a
ANOVA
Mean Model 1
Sum of Squares Regression
Df
Square
F
46.228
3
15.409
Residual
169.010
44
3.841
Total
215.238
47
Sig.
4.012
.013
b
a. Dependent Variable: LnHS b. Predictors: (Constant), Return On Equity, Current Ratio, Debt To Equity Ratio
Koefisien Determinasi Persamaan 1 b
Model Summary
Model
R
1
R Square
.463
a
Adjusted R
Std. Error of the
Square
Estimate
.215
.161
1.95988
a. Predictors: (Constant), Debt To Equity Ratio, Current Ratio, Return On Equity b. Dependent Variable: LnHS
Koefisien Determinasi Persamaan 2 b
Model Summary
Adjusted R Model 1
R
R Square
.420
a
.177
Square
Std. Error of the Estimate .121
2.00674
a. Predictors: (Constant), DER.DPR, Dividend Payout Ratio, Debt To Equity Ratio b. Dependent Variable: LnHS
Koefisien Determinasi Persamaan 3
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b
Model Summary
Model
R
1
R Square
.408
a
Adjusted R
Std. Error of the
Square
Estimate
.167
.110
2.01893
a. Predictors: (Constant), CR.DPR, Dividend Payout Ratio, Current Ratio b. Dependent Variable: LnHS
Koefisien Determinasi Persamaan 4 b
Model Summary
Model 1
R .539
R Square a
.290
Adjusted R
Std. Error of the
Square
Estimate .242
1.86321
a. Predictors: (Constant), ROE.DPR, Dividend Payout Ratio, Return On Equity b. Dependent Variable: LnHS
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