Lampiran 1. Daftar Perusahaan Sampel Penelitian No 1 2 3 4 5 6 7
Entitas ASII ASRM AUTO BBCA BDMN GGRM JKON
8 9 10 11 12 13 14
LION LMSH LTLS MFIN PEGE RALS SDRA
15
TCID
Nama Entitas Astra International Tbk. Asuransi Ramayana Tbk. Astra Otoparts Tbk. Bank Central Asia Tbk. Bank Danamon Indonesia Tbk. Gudang Garam Tbk. Jaya Konstruksi Manggala Pratama Tbk. Lion Metal Works Tbk. Lionmesh Prima Tbk. Lautan Luas Tbk. Mandala Multifinance Tbk. Panca Global Securities Tbk. Ramayana Lestari Sentoas Tbk. Bank Himpunan Saudara 1906 Tbk. Mandom Indonesia Tbk.
16 17
TOTL WIKA
Total Bangun Persada Tbk. Wijaya Karya (Persero) Tbk.
Sub-industri Otomotif dan Komponen Asuransi Otomotif dan Komponen Perbankan Perbankan Tembakau Konstruksi Logam Logam Perdagangan Besar Institusi Keuangan Perusahaan Sekuritas Perdagangan Eceran Perbankan Kosmetik dan Rumah Tangga Konstruksi Konstruksi
Lampiran 2. Data dan Statistik Deskriptif Sampel Penelitian Data variabel-variabel yang digunakan No Entitas Tahun ∆ DPS 1 2009 0.1026 2 2010 0.5116 ASII 3 2011 0.3308 4 2012 0.1792 5 2013 0.0490 6 2009 -0.1826 7 2010 -0.2533 8 ASRM 2011 -0.2143 9 2012 0.0000 10 2013 0.0000 11 2009 -0.0656 12 2010 0.5987 AUTO 13 2011 -0.8400 14 2012 -0.8418 15 2013 0.4533 16 2009 0.5625 17 2010 0.5300 18 BBCA 2011 -0.2542 19 2012 0.0000 20 2013 0.0175 21 2009 -0.5625 22 2010 0.0000 23 BDMN 2011 0.3187 24 2012 -0.1333 25 2013 0.2115
Mown 0.0004 0.0004 0.0004 0.0004 0.0004 0.4358 0.4358 0.4591 0.4591 0.4591 0.0008 0.0007 0.0007 0.0007 0.0006 0.0029 0.0028 0.0027 0.0025 0.0026 0.0016 0.0016 0.0027 0.0027 0.0027
Iown 0.5011 0.5011 0.5011 0.5011 0.5011 0.2388 0.2388 0.2388 0.2388 0.2388 0.9565 0.9565 0.9565 0.9565 0.8000 0.4833 0.4833 0.4796 0.4715 0.4715 0.6742 0.6742 0.7357 0.7375 0.7377
MTBV 3.5210 4.4782 3.9499 3.4257 2.5925 0.5678 0.7780 0.8121 1.3127 1.1264 1.3816 2.7858 2.7752 2.6011 1.8405 4.2926 4.6263 4.6931 4.3231 3.7002 2.4152 2.6004 1.5210 1.8848 1.1467
CH 0.0986 0.0627 0.0859 0.0616 0.0879 0.0298 0.0394 0.0354 0.0221 0.0301 0.1666 0.0869 0.0525 0.0734 0.1168 0.0406 0.1888 0.0387 0.0871 0.0573 0.1092 0.1401 0.1405 0.1035 0.1035
51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80
MFIN
PEGE
RALS
SDRA
TCID
TOTL
2009 2010 2011 2012 2013 2009 2010 2011 2012 2013 2009 2010 2011 2012 2013 2009 2010 2011 2012 2013 2009 2010 2011 2012 2013 2009 2010 2011 2012 2013
0.6000 0.0000 0.2500 0.3667 -0.5854 1.0000 1.0000 0.0000 -0.5000 1.5000 0.0000 -0.1935 0.2000 0.0000 0.0000 -0.5000 0.2000 0.5000 0.2222 0.6364 0.0714 0.0667 0.0625 0.0882 0.0000 -0.7500 3.0000 0.8750 1.9333 -0.3409
0.0506 0.0506 0.0506 0.0506 0.0506 0.3599 0.3928 0.3458 0.3458 0.3458 0.0366 0.0366 0.0366 0.0366 0.0366 0.0017 0.0069 0.0056 0.0054 0.0052 0.0016 0.0015 0.0015 0.0015 0.0015 0.0256 0.0256 0.0256 0.0256 0.0183
0.7042 0.7042 0.7042 0.7042 0.7042 0.1460 0.1460 0.1460 0.1460 0.1460 0.5588 0.5588 0.5588 0.5588 0.5588 0.1125 0.1427 0.1103 0.1103 0.1103 0.7378 0.7378 0.7378 0.7378 0.7378 0.5650 0.5650 0.5650 0.5650 0.5650
0.6864 1.2024 1.6093 0.8948 0.8123 0.8206 0.7859 1.0850 0.9949 1.1130 1.7713 2.2502 1.7981 2.8460 2.3380 1.6146 1.7065 1.0768 2.7556 3.5673 1.8484 1.5258 1.5167 2.0158 2.0219 1.0400 1.5572 1.4425 4.3480 2.0818
0.0519 0.0232 0.0201 0.0238 0.0313 0.6478 0.2565 0.3785 0.0242 0.0627 0.2675 0.2958 0.3075 0.2875 0.1987 0.0584 0.0563 0.1305 0.1296 0.0496 0.1492 0.1250 0.0813 0.1089 0.0524 0.3682 0.3817 0.4194 0.3859 0.2912
81 82 83 84 85
WIKA
2009 2010 2011 2012 2013
0.3333 0.2500 0.7000 0.0000 0.2941
0.0026 0.0022 0.0021 0.0042 0.0022
0.6842 0.6665 0.6637 0.6551 0.6515
1.2394 2.2654 1.6565 3.2114 3.0063
0.2124 0.1953 0.1495 0.1370 0.1101
Statistik deskriptif sampel penelitian Descriptive Statistics Minimum Maximum
N DPS Mown Iown MTBV CH Valid N (listwise)
85 85 85 85 85 85
-.8418 .0004 .1103 .4040 .0150
Mean
3.0000 .215724 .4591 .075303 .9565 .552738 5.5498 2.103775 .6478 .156561
Std. Deviation .5697812 .1353823 .2255362 1.3082249 .1438506
Lampiran 3. Hasil Uji Normalitas Sebelum reduksi outlier One-Sample Kolmogorov-Smirnov Test Unstandardize d Residual N Normal Parametersa,b
Most Extreme Differences
105 Mean Std. Deviation
5.33756824
Absolute
.368
Positive
.368
Negative
-.345
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
.0000000
3.775 .000
Lampiran 3. Hasil Uji Normalitas (Lanjutan) Setelah reduksi outlier One-Sample Kolmogorov-Smirnov Test Unstandardize d Residual N Normal Parametersa,b
Most Extreme Differences
85 Mean Std. Deviation
.53497117
Absolute
.126
Positive
.126
Negative
-.057
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
.0000000
1.162 .134
Lampiran 4. Hasil Pengujian Regresi Berganda Sebelum Reduksi Outlier Variables Entered/Removeda Model
1
Variables
Variables
Method
Entered
Removed
CH, Iown, MTBV,
. Enter
Mownb
a. Dependent Variable: DPS b. All requested variables entered.
Model Summaryb Mod
R
R Square
Adjusted R
Std. Error of the
Durbin-
Square
Estimate
Watson
el 1
.076a
.006
-.034
5.4432729
1.865
a. Predictors: (Constant), CH, Iown, MTBV, Mown b. Dependent Variable: DPS
ANOVAa Model
Sum of
df
Mean Square
F
Sig.
Squares Regression 1
17.014
4
4.254
Residual
2962.922
100
29.629
Total
2979.936
104
.144
a. Dependent Variable: DPS b. Predictors: (Constant), KontrolCash, Iown, KontrolMTBV, Mown
.965b
Lampiran 4. Hasil Pengujian Regresi Berganda Sebelum Reduksi Outlier (Lanjutan)
Coefficientsa Model
Unstandardized
Standard
Coefficients
ized
t
Sig.
Collinearity Statistics
Coefficie nts B
Std.
Beta
Tolera
Error (Consta
.912
2.571
Mown
-2.062
5.858
Iown
-.786
MTBV CH
VIF
nce .355
.723
-.048
-.352
.726
.542 1.844
3.347
-.030
-.235
.815
.607 1.647
.236
.471
.055
.502
.617
.827 1.209
.321
3.984
.008
.080
.936
.991 1.009
nt) 1
a. Dependent Variable: DPS
Lampiran 5. Hasil Pengujian Regresi Berganda Setelah Reduksi Outlier Variables Entered/Removeda Model
Variables
Variables
Entered
Removed
CH, Iown, 1
Method
. Enter
MTBV, Mownb
a. Dependent Variable: DPS b. All requested variables entered. Model Summaryb Mo
R
R Square
Adjusted R
Std. Error of
Durbin-
Square
the Estimate
Watson
del 1
.344a
.118
.074
.5481823
2.183
a. Predictors: (Constant), CH, Iown, MTBV, Mown b. Dependent Variable: DPS ANOVAa Model
Sum of
df
Mean Square
F
Sig.
Squares Regression 1
3.230
4
.808
Residual
24.040
80
.301
Total
27.271
84
2.687
a. Dependent Variable: DPS b. Predictors: (Constant), KontrolCash, Iown, KontrolMTBV, Mown
.037b
Lampiran 5. Hasil Pengujian Regresi Berganda Setelah Reduksi Outlier (Lanjutan) Coefficientsa Model
Unstandardized
Standard
Coefficients
ized
t
Sig.
Collinearity Statistics
Coefficie nts B
Std.
Beta
Tolera
Error (Consta
.128
.277
Mown
-.025
.611
Iown
-.396
VIF
nce .462
.645
-.006
-.041
.967
.522 1.915
.343
-.157
-1.154
.252
.597 1.676
.056
.051
.129
1.105
.272
.807 1.239
1.215
.422
.307
2.882
.005
.973 1.028
nt) 1
MTBV CH
a. Dependent Variable: DPS
Lampiran 6. Hasil Uji Heteroskedastisitas Sebelum Reduksi Outlier Correlations Mown Correlation Coefficient Mown Sig. (2-tailed) N Correlation Coefficient Iown Sig. (2-tailed) N Correlation Coefficient Spearman's rho MTBV Sig. (2-tailed) N Correlation Coefficient CH Sig. (2-tailed) N Correlation Coefficient ABSRESIDUAL Sig. (2-tailed) N **. Correlation is significant at the 0.01 level (2-tailed).
Iown
MTBV
CH
ABSRESIDUAL
1.000
-.311**
-.394**
-.097
-.278**
. 105 -.311**
.001 105 1.000
.000 105 .265**
.325 105 .061
.004 105 .013
.001 105 -.394**
. 105 .265**
.006 105 1.000
.540 105 .083
.893 105 .497**
.000 105 -.097
.006 105 .061
. 105 .083
.397 105 1.000
.000 105 .126
.325 105 -.278**
.540 105 .013
.397 105 .497**
. 105 .126
.202 105 1.000
.004 105
.893 105
.000 105
.202 105
. 105
Lampiran 7. Hasil Uji Heteroskedastisitas Setelah Reduksi Outlier Correlations Mown Correlation Coefficient Mown Sig. (2-tailed) N Correlation Coefficient Iown Sig. (2-tailed) N Correlation Coefficient Spearman's rho MTBV Sig. (2-tailed) N Correlation Coefficient CH Sig. (2-tailed) N Correlation Coefficient ABSRESIDUAL Sig. (2-tailed) N **. Correlation is significant at the 0.01 level (2-tailed). *. Correlation is significant at the 0.05 level (2-tailed).
Iown
MTBV **
CH
ABSRESIDUAL
**
-.153
.209
1.000
-.366
-.431
. 85 -.366**
.001 85 1.000
.000 85 .268*
.163 85 .044
.054 85 -.078
.001 85 -.431**
. 85 .268*
.013 85 1.000
.687 85 .056
.478 85 -.029
.000 85 -.153
.013 85 .044
. 85 .056
.609 85 1.000
.793 85 .015
.163 85 .209
.687 85 -.078
.609 85 -.029
. 85 .015
.893 85 1.000
.054 85
.478 85
.793 85
.893 85
. 85
