67
DAFTAR PUSTAKA Ahmad, Hamid, Fida, dan Zakaria. 2013. The Co-Determinants of Capital Structure and Stock Returns: Evidence from The Karachi Stock Exchange.The Lahore Journal of Economics. 81-92. 2013. Anthony, Robert dan Vijay Govindarajan. 2005. Management Control System. Jakarta : Salemba Empat. Asri, Muhammad Imam. 2013. Analisis Faktor-faktor Perataan Laba terhadap Return Saham Pada Perusahaan Sektor Otomotif yang Terdaftar di Bursa Efek Indonesia. Palembang : STIE MDP. Berggren, Sofie dan Alexander Bergqvist. 2014. Capital Structure and Stock Returns : A Study of Swedish Large Cap Companies. Swedia : University of Gothenburg. Bukit, Inka Natasya Hagaina. 2013. The Effect of Price to Book Value (PBV), Dividend Payout Ratio (DPR), Return on Equity (ROE), Return on Asset (ROA), and Earning Per Share(EPS) Toward Stock Return of LQ 45 for The Period of 2006-2011. International Journal of Business Economic Vol. 2 No. 2. 2013. Brigham, Eugene dan Joel F. Houston. 2010. Dasar-Dasar Manajemen Keuangan (Eds.11). Jakarta : Salemba Empat. Daniati, Ninna dan Suhairi. 2006. Pengaruh Kandungan Informasi Komponen Arus Kas, Laba Kotor, dan Size Perusahaan Terhadap Expected Return Saham. Simposium Nasional Akuntansi IX. 23-26 Agustus 2006. Fahmi, Irham. 2012. Pengantar Pasar Modal. Banda Aceh : Alfabeta. Ganerse, I Made Brian. 2011. Pengukuran Profitabilitas, Likuiditas, dan Ukuran Perusahaan terhadap Return Saham Perusahaan F&B. Bali : Universitas Udayana. Ghozali, Imam. 2013. Aplikasi Analisis Multivariate dengan Program IBM SPSS 21. Semarang : Badan Penerbit Universitas Diponegoro. Gunadi, Gilang dan I Ketut Wijaya Kesuma. 2015. Pengaruh ROA, DER, EPS terhadap Return Saham Perusahaan Food and Beverage BEI. E-Jurnal Manajemen Unud Vol. 4 No. 6. 2015. Har, Wong Pik. 2015. The Impact of Accounting Earnings on Stock Return : The Case of Malaysia’s Plantation Industry. International Journal of Business and Management Vol. 10 No. 4. 2015. Hery. 2016. Analisis Laporan Keuangan : Integrated and Comprehensive Edition. Jakarta : PT Grasindo.
http://digilib.mercubuana.ac.id/
68
Ikatan Akuntan Indonesia. 2012. Standar Akuntansi Keuangan Per 1 Juni 2012. Jakarta : Ikatan Akuntan Indonesia. Jogiyanto. 2009. Teori Portofolio dan Analisis Investasi. Yogyakarta : Universitas Gadjah Mada. Kabajeh, Nu’aimat, dan Dahmas. 2012. The Relationship Between The ROA, ROE, and ROI Ratios with Jordanian Insurance Public Companies Market Share Price. International Journal of Humanities and Social Science Vol. 2 No. 11. June 2012. Manurung, Adler Haymans. 2013. Teori Investasi : Konsep dan Empiris. Jakarta : PT Adler Manurung Press. Meesuwan, Norraset. 2015. Tock Return Predictability with Financial Ratios : A Panel Data Analysis in The Stock Exchange of Thailand (SET). Thailand : Chulalongkorn University. Ramdoni, Nuzul. 2013. Pengaruh ROA, ROE, DER, dan EPS terhadap Harga Saham Pada Perusahaan Sektor Perbankan di BEI. Jakarta: Universitas Mercu Buana. Raningsih, Ni Kadek. 2015. Pengaruh Rasio-Rasio Keuangan dan Ukuran Perusahaan Pada Return Saham. Jurnal Akuntansi Vol. 13. No. 2 Nov 2015. Subramanyam, K.R. dan Jhon J. Wild. 2010. Analisis Laporan Keuangan (Eds. 10). Jakarta : Salemba Empat. Sugiarto, Rengga Jeni Ery. 2014. Pengaruh DER, DPS, ROA terhadap Harga Saham Pada Perusahaan Telekomunikasi di BEI. Jurnal Ilmu dan Riset Manajemen Vol 3. No. 9 2014. Sunariyah. 2011. Pengantar Pengetahuan Pasar Modal (Eds.6). Yogyakarta : STIM YKPN. Suteja, Jaja. 2015. Determinan Return Saham Industri Otomotif dan Komponen yang Terdaftar di BEI. Trikonomika Vol. 14. No. 1 Juni 2015. Suwardjono. 2008. Teori Akuntansi Perekayasaan Pelaporan Keuangan (Eds.3). Yogyakarta : BPFE Yogyakarta. www.idx.co.id www.sahamok.com.
http://digilib.mercubuana.ac.id/
69
LAMPIRAN 1 NAMA PERUSAHAAN No
Perusahaan
1.
PT. Astra Internasional, Tbk
2.
PT. Astra Otoparts, Tbk
3.
PT. Indo Kordsa, Tbk
4.
PT. Goodyear Indonesia, Tbk
5.
PT. Gajah Tunggal, Tbk
6.
PT. Indomobil Sukses Internasional, Tbk
7. 8. 9. 10. 11.
PT. Indospring, Tbk PT. Multi Prima Sejahtera, Tbk PT. Multistrada Arah Sarana, Tbk PT. Nipress, Tbk PT. Selamat Sempurna, Tbk
http://digilib.mercubuana.ac.id/
70
LAMPIRAN 2 TABULASI DATA KODE
RETURN
TAHUN
ROA
DER
ROCE
ASII
2015
6.36
0.94
12.66
-0.0182
ASII
2014
9.37
0.96
19.55
-0.0774
ASII
2013
10.42
1.02
22.75
0.0102
ASII
2012
12.48
1.03
27.46
-0.8965
ASII
2011
13.66
1.03
31.31
0.2645
ASII
2010
15
0.93
31.57
0.1909
AUTO
2015
2.25
0.41
3.18
-0.3591
AUTO
2014
6.65
0.42
9.75
-0.2238
AUTO
2013
8.39
0.32
13.41
0.0526
AUTO
2012
12.79
0.62
22.26
0.0629
AUTO
2011
15.82
0.47
24.96
-0.7859
AUTO
2010
21.94
0.36
32.74
0.1557
BRAM
2015
4.3
0.59
6.97
-0.4182
BRAM
2014
5.33
0.73
9.67
2.1977
BRAM
2013
2.32
0.47
3.34
-0.0444
BRAM
2012
9.79
0.36
3.29
0.1538
BRAM
2011
4.28
0.38
5.89
-0.0714
BRAM
2010
9.7
0.23
12.41
0.75
GDYR
2015
-0.09
1.15
-0.21
-0.8643
GDYR
2014
2.18
1.17
4.84
-0.1135
GDYR
2013
4.17
0.98
9.48
0.0882
GDYR
2012
5.39
1.35
13.36
0.5455
GDYR
2011
1.65
1.77
4.62
-0.0598
GDYR
2010
5.8
1.76
17.24
-0.1847
GJTL
2015
1.79
2.25
-5.68
-0.2773
GJTL
2014
1.68
1.68
5.08
-0.4256
PERUSAHAAN
http://digilib.mercubuana.ac.id/
SAHAM
71
GJTL
2013
0.78
1.68
2.19
-0.3397
GJTL
2012
8.8
1.35
22.73
0.1262
GJTL
2011
5.92
1.61
17.09
0.1075
GJTL
2010
8.01
1.94
26.81
1.2356
IMAS
2015
-0.09
2.71
-0.34
-0.5595
IMAS
2014
0.29
2.49
-0.97
-0.1515
IMAS
2013
2.78
2.35
10.06
-0.066
IMAS
2012
5.11
2.08
16.66
-0.7014
IMAS
2011
7.52
1.54
29.02
1.017
IMAS
2010
6.36
3.97
44.98
10.5789
INDS
2015
0.08
0.33
0.1
-0.5889
INDS
2014
5.59
0.25
7.16
-0.5046
INDS
2013
6.72
0.25
10.23
-0.4171
INDS
2012
8.05
0.46
15.16
-0.187
INDS
2011
10.56
0.8
28.05
-0.4773
INDS
2010
9.1
2.4
35.73
2.6667
LPIN
2015
-5.61
1.78
-14.62
-0.3308
LPIN
2014
-5.21
0.377
-6.86
0.3
LPIN
2013
4.35
0.38
6.17
0.0582
LPIN
2012
9.64
0.28
13.12
0.8529
LPIN
2011
7.19
0.33
10.05
-0.1429
LPIN
2010
9.36
0.41
14.14
1.975
MASA
2015
-4.49
0.73
-7.47
-0.3477
MASA
2014
0.08
0.67
0.15
0.0417
MASA
2013
0.57
0.68
0.96
-0.2571
MASA
2012
0.05
0.68
0.17
-0.2632
MASA
2011
3.01
1.68
8.41
0.6056
MASA
2010
5.79
0.86
11.4
0.2034
NIPS
2015
1.98
1.54
5.15
-0.025
NIPS
2014
4.12
1.07
12.18
1.2059
NIPS
2013
4.24
2.4
15.51
-0.9664
http://digilib.mercubuana.ac.id/
72
NIPS
2012
4.12
1.6
0.03
1.3143
NIPS
2011
3.99
1.7
11.35
0.0606
NIPS
2010
3.75
1.28
9.2
0.6583
SMSM
2015
20.78
0.54
36.01
0.0011
SMSM
2014
23.96
0.57
39.66
0.3079
SMSM
2013
19.69
0.71
35.39
0.3229
SMSM
2012
16.36
0.71
28.48
0.3293
SMSM
2011
16.71
0.64
31.15
0.7521
SMSM
2010
13.53
0.81
27.11
-0.1203
LAMPIRAN 3 HASIL STATISTIK DESKRIPTIF Descriptive Statistics N ROA DER ROCE RETURN SAHAM Valid N (listwise)
Minimum
Maximum
Mean
Std. Deviation
66 66 66
-5.61 .23 -14.62
23.96 3.97 44.98
6.6206 1.0912 13.5364
6.20940 .75606 12.84091
66
-.9664
10.5789
.271615
1.4591411
66
http://digilib.mercubuana.ac.id/
73
LAMPIRAN 4 HASIL UJI NORMALITAS One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N
66 0E-7
Mean Std. Deviation Absolute Most Extreme Positive Differences Negative Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) Normal Parametersa,b
1.13010013 .198 .198 -.105 1.610 .011
a. Test distribution is Normal. b. Calculated from data.
LAMPIRAN 5 HASIL UJI NORMALITAS One-Sample Kolmogorov-Smirnov Test Unstandardize d Residual N Mean Std. Deviation Absolute Most Extreme Positive Differences Negative Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) Normal Parametersa,b
a. Test distribution is Normal. b. Calculated from data.
http://digilib.mercubuana.ac.id/
66 0E-7 1.20713101 .158 .158 -.115 1.281 .075
74
LAMPIRAN 6 HASIL UJI MULTIKOLNIERITAS DAN UJI T a
Coefficients Model
Unstandardized
Standardized
Coefficients
Coefficients
B (Constant) 1
Std. Error
t
Sig.
Statistics
Beta
-1.144
.304
DER
.785
.202
ROCE
.041
.012
Collinearity
Tolerance
VIF
-3.760
.000
.407
3.896
.000
.996
1.004
.364
3.482
.001
.996
1.004
a. Dependent Variable: RETURN SAHAM
LAMPIRAN 7 HASIL UJI AUTOKORELASI DAN KOEFISIEN DETERMINASI Model Summaryb Mode l
R
1
.562a
R Square
Adjusted R Square
.316
Std. Error of the Estimate
.294
DurbinWatson
1.2261421
1.711
a. Predictors: (Constant), ROCE, DER b. Dependent Variable: RETURN SAHAM
LAMPIRAN 8 HASIL UJI F ANOVAa Model
1
Sum of Squares
df
Mean Square
Regression
43.675
2
21.838
Residual
94.716
63
1.503
138.391
65
Total
a. Dependent Variable: RETURN SAHAM b. Predictors: (Constant), ROCE, DER
http://digilib.mercubuana.ac.id/
F 14.525
Sig. .000b
75
LAMPIRAN 9 HASIL UJI HETEROSKEDASTISITAS
Charts
http://digilib.mercubuana.ac.id/
