L A M P I R A N. Universitas Sumatera Utara

L A M P I R A N Universitas Sumatera Utara

Lampiran 1 Data Inflasi Tahun 2007 s/d 2010 Tahun

2007

2008

2009

Bulan Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus

Tingkat Inflasi 6.26% 6.30% 6.52% 6.29% 6.01% 5.77% 6.06% 6.51% 6.95% 6.88% 6.71% 6.59% 7.36% 7.40% 8.17% 8.96% 10.38% 11.03% 11.90% 11.85% 12.14% 11.77% 11.68% 11.06% 9.17% 8.60% 7.92% 7.31% 6.04% 3.65% 2.71% 2.75%

Average (Triwulan) 6.36%

6.02%

6.51%

6.73%

7.64%

10.12%

11.96%

11.50%

8.56%

5.67% 2.76%

Universitas Sumatera Utara

2010

September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember

2.83% 2.57% 2.41% 2.78% 3.72% 3.81% 3.43% 3.91% 4.16% 5.05% 6.22% 6.44% 5.80% 5.67% 6.33% 6.96%

2.59%

3.65%

4.37%

6.15%

6.32%


Lampiran 2 Data Suku Bunga Tahun 2007 s/d 2010 Tahun

2007

2008

2009

Bulan

BI Rate

Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September

9.50% 9.25% 9.00% 9.00% 8.75% 8.50% 8.25% 8.25% 8.25% 8.25% 8.25% 8.00% 8.00% 8.00% 8.00% 8.00% 8.25% 8.50% 8.75% 9.00% 9.25% 9.50% 9.50% 9.25% 8.75% 8.25% 7.75% 7.50% 7.25% 7.00% 6.75% 6.50% 6.50%

Average (Triwulan) 9.25%

8.75%

8.25%

8.17%

8.00%

8.25%

9.00%

9.42%

8.25%

7.25%

6.58%


2010

Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember

6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50% 6.50%

6.50%

6.50%

6.50%

6.50%

6.50%


Lampiran 3 Data Nilai Tukar Tahun 2007 s/d 2010 Tahun

2007

2008

2009

Bulan Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli

Kurs (USD) 9,067 9,068 9,164 9,098 8,844 8,984 9,067 9,367 9,310 9,107 9,264 9,334 9,406 9,181 9,185 9,209 9,291 9,296 9,163 9,149 9,341 10,048 11,711 11,325 11,167 11,853 11,850 11,025 10,392 10,207 10,111

Average (Triwulan) 9,100

8,975

9,248

9,235

9,257

9,265

9,218

11,028

11,623

10,541


2010

Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember

9,978 9,901 9,483 9,470 9,458 9,275 9,348 9,174 9,027 9,183 9,148 9,049 8,972 8,976 8,928 8,938 9,023

9,997

9,470

9,266

9,119

8,999

8,963


Lampiran 4 Rasio PT Bank Mandiri Tbk Tahun 2007 s/d 2010 Periode

2007

2008

2009

2010

Triwulan 1 Triwulan 2 Triwulan 3 Triwulan 4 Triwulan 1 Triwulan 2 Triwulan 3 Triwulan 4 Triwulan 1 Triwulan 2 Triwulan 3 Triwulan 4 Triwulan 1 Triwulan 2 Triwulan 3 Triwulan 4

LDR 55.33% 53.64% 55.10% 52.02% 56.64% 59.53% 62.07% 56.89% 61.32% 59.81% 60.43% 59.15% 61.89% 88.36% 88.98% 65.44%

Rasio ROA 2.31% 2.42% 2.39% 2.40% 2.78% 2.62% 2.64% 2.69% 2.46% 2.67% 2.78% 3.13% 2.93% 3.51% 3.65% 3.63%

CAR 26.31% 24.40% 22.29% 20.75% 22.14% 17.58% 16.98% 15.66% 15.30% 14.02% 14.13% 15.43% 15.96% 14.60% 13.36% 13.36%


Lampiran 5 Rasio PT Bank Negara Indonesia Tbk Tahun 2007 s/d 2010 Periode

2007

2008

2009

2010


LDR 48.66% 55.32% 59.42% 60.56% 70.46% 69.55% 73.20% 68.61% 68.76% 70.97% 74.60% 64.06% 67.23% 68.21% 68.64% 70.15%

Rasio ROA CAR 1.63% 15.34% 1.78% 14.27% 1.74% 17.61% 0.85% 15.74% 0.50% 16.33% 0.76% 14.51% 1.06% 13.85% 1.12% 13.47% 1.91% 15.00% 1.62% 14.30% 1.57% 14.67% 1.72% 13.78% 2.51% 13.09% 2.34% 13.32% 2.61% 12.02% 2.49% 18.63%


Lampiran 6 Rasio PT Bank Rakyat Indonesia Tbk Tahun 2007 s/d 2010 Periode

2007

2008

2009

2010


LDR 74.70% 72.73% 73.88% 68.80% 74.19% 77.01% 86.35% 79.93% 81.35% 85.33% 87.35% 80.88% 86.53% 88.36% 88.98% 75.17%

Rasio ROA CAR 4.49% 20.87% 4.29% 17.93% 4.27% 17.18% 4.61% 15.84% 4.17% 16.52% 4.06% 13.89% 4.14% 13.45% 4.18% 13.18% 3.92% 14.91% 3.61% 14.60% 3.47% 13.50% 3.73% 13.20% 3.71% 15.44% 3.51% 14.11% 3.65% 13.36% 4.64% 13.76%


Lampiran 7 Perhitungan Standar Deviasi PT Bank Mandiri Tbk Tahun 2007 s/d 2010 Tahun

Periode Triwulan 1

Triwulan 2 2007 Triwulan 3

Triwulan 4

Triwulan 1


Triwulan 4

Triwulan 1

2009

Triwulan 2

Triwulan 3

Bulan Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul Agt Sep

Harga Penutupan 2,667 2,463 2,393 2,895 3,101 3,110 3,419 3,053 3,237 3,695 3,449 3,458 3,148 3,264 3,059 2,783 2,868 2,713 2,730 2,845 2,614 1,821 1,612 1,862 1,903 1,736 1,886 2,377 2,735 3,239 3,411 3,961 4,299

Return Bulanan -0.05 -0.08 -0.03 0.21 0.07 0.00 0.10 -0.11 0.06 0.14 -0.07 0.00 -0.09 0.04 -0.06 -0.09 0.03 -0.05 0.01 0.04 -0.08 -0.30 -0.11 0.16 0.02 -0.09 0.09 0.26 0.15 0.18 0.05 0.16 0.09

RataRata

Total Risiko (St Dev)

-0.05

0.02

0.09

0.11

0.02

0.11

0.03

0.11

-0.04

0.07

-0.04

0.06

-0.01

0.06

-0.09

0.23

0.01

0.09

0.20

0.06

0.10

0.06


Triwulan 4

Triwulan 1


Triwulan 4

Okt Nov Des Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des

4,709 4,581 4,513 4,679 4,370 4,853 5,191 5,191 5,527 5,889 5,837 6,389 6,787 6,885 6,458

0.10 -0.03 -0.01 0.04 -0.07 0.11 0.07 0.00 0.06 0.07 -0.01 0.09 0.06 0.01 -0.06

0.02

0.07

0.03

0.09

0.04

0.04

0.05

0.05

0.00

0.06


Lampiran 8 Perhitungan Standar Deviasi PT Bank Negara Indonesia Tbk Tahun 2007 s/d 2010 Tahun

Periode Triwulan 1


Triwulan 4

Triwulan 1


Triwulan 4

Triwulan 1 2009 Triwulan 2 Triwulan 3

Bulan Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul

Harga Return Penutupan Bulanan 1,778 -0.03 1,698 -0.05 1,692 0.00 1,961 0.16 2,228 0.14 2,309 0.04 2,488 0.08 1,890 -0.24 1,857 -0.02 1,962 0.06 1,790 -0.09 1,907 0.07 1,703 -0.11 1,620 -0.05 1,389 -0.14 1,182 -0.15 1,159 -0.02 1,158 0.00 1,192 0.03 1,227 0.03 1,071 -0.13 552 -0.48 470 -0.15 558 0.19 714 0.28 699 -0.02 665 -0.05 939 0.41 1,429 0.52 1,600 0.12 1,677 0.05

RataRata


-0.03

0.02

0.11

0.07

-0.06

0.16

0.01

0.09

-0.10

0.05

-0.06

0.08

-0.02

0.09

-0.15

0.34

0.07

0.18

0.35

0.21


Triwulan 4

Triwulan 1


Triwulan 4

Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des

1,837 1,899 1,907 1,853 1,876 1,854 1,787 1,930 2,281 2,285 2,269 2,529 3,035 3,463 3,687 3,686 3,920

0.10 0.03 0.00 -0.03 0.01 -0.01 -0.04 0.08 0.18 0.00 -0.01 0.11 0.20 0.14 0.06 0.00 0.06

0.06

0.03

0.00

0.02

0.01

0.06

0.06

0.11

0.15

0.04

0.04

0.04


Lampiran 9 Perhitungan Standar Deviasi PT Bank Rakyat Indonesia Tbk Tahun 2007 s/d 2010 Tahun

Periode Triwulan 1


Triwulan 4

Triwulan 1


Triwulan 4

Triwulan 1 2009 Triwulan 2 Triwulan 3

Bulan Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul

Harga Penutupan 2,609 2,468 2,477 2,704 2,889 2,971 3,145 2,964 3,210 3,874 3,855 3,713 3,559 3,563 3,121 2,966 3,136 2,608 2,830 2,958 2,804 1,900 1,624 2,004 2,310 2,130 2,061 2,524 3,020 3,177 3,417

Return Bulanan 0.00 -0.05 0.00 0.09 0.07 0.03 0.06 -0.06 0.08 0.21 0.00 -0.04 -0.04 0.00 -0.12 -0.05 0.06 -0.17 0.09 0.05 -0.05 -0.32 -0.15 0.23 0.15 -0.08 -0.03 0.22 0.20 0.05 0.08

RataRata


-0.02

0.03

0.06

0.03

0.03

0.08

0.06

0.13

-0.06

0.06

-0.05

0.11

0.03

0.07

-0.08

0.28

0.01

0.12

0.16

0.09


Triwulan 4

Triwulan 1


Triwulan 4

Agt Sep Okt Nov Des Jan Feb Mar Apr Mei Jun Jul Agt Sep Okt Nov Des

3,679 3,718 3,889 3,723 3,855 3,901 3,713 3,876 4,289 4,176 4,460 4,810 4,726 4,974 5,407 5,911 5,359

0.08 0.01 0.05 -0.04 0.04 0.01 -0.05 0.04 0.11 -0.03 0.07 0.08 -0.02 0.05 0.09 0.09 -0.09

0.05

0.04

0.01

0.05

0.00

0.05

0.05

0.07

0.04

0.05

0.03

0.11


Lampiran 10 HASIL PENGOLAHAN SPSS Normalitas

Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test Unstandardize d Residual N

48 a,,b

Normal Parameters

Mean Std. Deviation

Most Extreme Differences

.0000000 .04724152

Absolute

.117

Positive

.117

Negative

-.062

Kolmogorov-Smirnov Z

.812

Asymp. Sig. (2-tailed)

.524

a. Test distribution is Normal.


Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test Unstandardize d Residual N

48 a,,b

Normal Parameters

Mean

.0000000

Std. Deviation Most Extreme Differences

.04724152

Absolute

.117

Positive

.117

Negative

-.062

Kolmogorov-Smirnov Z

.812

Asymp. Sig. (2-tailed)

.524

a. Test distribution is Normal. b. Calculated from data.

Heteroskedastisitas

Uji Glejser Coefficientsa Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.


B 1

(Constant)

Std. Error -.123

.075

Inflasi

.039

.240

Suku_Bunga

.808

Nilai_Tukar

Beta -1.636

.110

.035

.164

.870

.694

.284

1.165

.251

1.513E-5

.097

.387

1.940

.076

LDR

-.043

.048

-.158

-.904

.371

ROA

-.205

.413

-.074

-.498

.621

CAR

-.100

.169

-.102

-.593

.556

a. Dependent Variable: absut Autokorelasi Model Summaryb Model

R

R Square a

1

.694

Adjusted R Square

.482

Std. Error of the Estimate

.406

Durbin-Watson

.05058

2.106

a. Predictors: (Constant), CAR, Inflasi, ROA, Nilai_Tukar, LDR, Suku_Bunga b. Dependent Variable: Risiko_Investasi

Multikolinieritas Coefficientsa Unstandardized Coefficients


Std. Error

Beta

Collinearity Statistics

Model

B

t

1 (Constant)

-.302

.146

-2.062

.046

Inflasi

.757

.467

.314 1.620

.113

.337 2.971

Suku_Bunga

.424

1.351

.069

.314

.755

.259 3.857

Nilai_Tukar 3.990E-5

.000

.475 3.847

.000

.828 1.208

LDR

-.058

.093

-.099 -.625

.536

.504 1.985

ROA

.031

.803

.038

.970

.693 1.443

CAR

-.228

.328

-.108 -.694

.491

.525 1.905

.005

Sig.

Tolerance VIF

a. Dependent Variable: Risiko_Investasi


ANALISIS REGRESI LINIER BERGANDA Variables Entered/Removed Variables Entered

Model 1

Variables Removed

Method

CAR, ROA, Nilai_Tukar, Inflasi, LDR, Suku_Bungaa

. Enter

a. All requested variables entered. Model Summary Model

R

1

.694a

Adjusted R Square

R Square .482

Std. Error of the Estimate

.406

.05058

a. Predictors: (Constant), CAR, Inflasi, ROA, Nilai_Tukar, LDR, Suku_Bunga

ANOVAb Sum of Squares

Model 1

df

Mean Square

Regression

.098

6

.016

Residual

.105

41

.003

Total

.202

47

F

Sig.

6.352

.000a

a. Predictors: (Constant), CAR, Inflasi, ROA, Nilai_Tukar, LDR, Suku_Bunga b. Dependent Variable: Risiko_Investasi Coefficientsa Unstandardized Coefficients Model 1

B (Constant)


Std. Error -.302

.146

Inflasi

.757

.467

Suku_Bunga

.424

1.351

Beta

t

Sig.

-2.062

.046

.314

1.620

.113

.069

.314

.755


Nilai_Tukar

3.990E-5

.000

.475

3.847

.000

LDR

-.058

.093

-.099

-.625

.536

ROA

.031

.803

.005

.038

.970

CAR

-.228

.328

-.108

-.694

.491

a. Dependent Variable: Risiko_Investasi


L A M P I R A N. Universitas Sumatera Utara

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