LAMPIRAN
105
106
Lampiran 1. Data Nama Perusahaan dan Variabel Penelitian
Tahun
2007
2008
2009
Nama Perusahaan PT Astra International Tbk PT Astra Otoparts Tbk PT Hexindo Adiperkasa Tbk PT Indo Kordsa Tbk PT Indomobil Sukses Internasional Tbk PT Indospring Tbk PT Intraco Penta Tbk PT Multi Prima Sejahtera Tbk PT Multistrada Arah Sarana Tbk PT Nipress Tbk PT Selamat Sempurna Tbk PT Tunas Ridean Tbk
ROA DER Tingkat Suku (kuartal III) (kuartal III) Bunga SBI per 31 Des. 0.0911 0.0863 0.0263 0.0109 0.0014 0.0174 0.0063 0.1359 0.0133 0.0253 0.0824 0.0431
1.2159 0.5869 2.6454 0.5803 23.1981 6.0066 1.7183 0.6335 0.3646 1.8255 0.5690 3.0567
0.08 0.08 0.08 0.08 0.08 0.08 0.08 0.08 0.08 0.08 0.08 0.08
Nilai Tukar Rupiah per 31 Des. (Rp.) 9419 9419 9419 9419 9419 9419 9419 9419 9419 9419 9419 9419
Harga Saham (Rp.) 27300 3325 740 1900 1170 1450 550 1600 215 1850 430 1240
PT United Tractor Tbk
0.0876
1.3864
0.08
9419
10900
PT Astra International Tbk PT Astra Otoparts Tbk PT Hexindo Adiperkasa Tbk PT Indo Kordsa Tbk PT Indomobil Sukses Internasional Tbk PT Indospring Tbk PT Intraco Penta Tbk PT Multi Prima Sejahtera Tbk PT Multistrada Arah Sarana Tbk PT Nipress Tbk PT Selamat Sempurna Tbk PT Tunas Ridean Tbk
0.1164 0.1592 0.1282 0.0363 0.0223 0.0662 0.0350 0.0904 0.0293 0.0697 0.0649 0.0521
1.2796 0.5322 1.6686 0.4860 19.7065 5.3266 1.9418 0.5814 0.7391 1.5680 0.7642 2.9965
0.0925 0.0925 0.0925 0.0925 0.0925 0.0925 0.0925 0.0925 0.0925 0.0925 0.0925 0.0925
10950 10950 10950 10950 10950 10950 10950 10950 10950 10950 10950 10950
10550 3500 690 1800 1200 1200 234 1100 140 1490 650 750
PT United Tractor Tbk
0.1040
0.9074
0.0925
10950
4400
PT Astra International Tbk PT Astra Otoparts Tbk PT Hexindo Adiperkasa Tbk PT Indo Kordsa Tbk PT Indomobil Sukses Internasional Tbk PT Indospring Tbk PT Intraco Penta Tbk PT Multi Prima Sejahtera Tbk
0.1044 0.1288 0.0696 0.0337 0.0324 0.0782 0.0370 0.0294
1.0170 0.4076 1.6056 0.3182 11.7066 3.1432 2.0776 0.5359
0.065 0.065 0.065 0.065 0.065 0.065 0.065 0.065
9400 9400 9400 9400 9400 9400 9400 9400
34700 5750 3150 1450 860 1250 690 1100
107
Tahun
PT Nipress Tbk PT Selamat Sempurna Tbk PT Tunas Ridean Tbk
0.0485 0.0214 0.1247 0.1423
0.8167 1.2064 0.5892 0.6066
0.065 0.065 0.065 0.065
Nilai Tukar Rupiah per 31 Des. (Rp.) 9400 9400 9400 9400
PT United Tractor Tbk PT Astra International Tbk PT Astra Otoparts Tbk PT Hexindo Adiperkasa Tbk PT Indo Kordsa Tbk PT Indomobil Sukses Internasional Tbk PT Indospring Tbk PT Intraco Penta Tbk PT Multi Prima Sejahtera Tbk PT Multistrada Arah Sarana Tbk PT Nipress Tbk PT Selamat Sempurna Tbk PT Tunas Ridean Tbk
0.1278 0.1137 0.1661 0.0851 0.0684 0.0625 0.0862 0.0310 0.0680 0.0407 0.0282 0.1112 0.1016
0.7381 1.0735 0.3986 1.1118 0.2929 6.4647 2.5188 2.6447 0.2103 0.7993 1.1604 0.9020 0.6843
0.065 0.065 0.065 0.065 0.065 0.065 0.065 0.065 0.065 0.065 0.065 0.065 0.065
9400 8991 8991 8991 8991 8991 8991 8991 8991 8991 8991 8991 8991
15500 54550 13950 7150 2400 7600 10500 2450 3125 330 3975 1070 580
PT United Tractor Tbk
0.1066
0.7656
0.065
8991
23800
Nama Perusahaan PT Multistrada Arah Sarana Tbk
2010
ROA DER Tingkat Suku (kuartal III) (kuartal III) Bunga SBI per 31 Des.
Harga Saham (Rp.) 205 1450 750 1740
108
Lampiran 2. Deskripsi Data Penelitian
Descriptive Statistics
N
Minimum
Maximum
Mean
Std. Deviation
ROA
52
.0014
.1661
.070171
.0430483
DER
52
.2103
23.1981
2.424632
4.3289067
Tingkat Suku Bunga SBI
52
.0650
.0925
.075625
.0116197
Nilai Tukar Rupiah
52
8991
10950
9690.00
754.576
Harga Saham
52
140
54550
5393.25
9927.434
Valid N (listwise)
52
109
Lampiran 3. Hasil Uji Asumsi Klasik 1. Pengaruh ROA Terhadap Harga Saham a. Uji Normalitas 1) Data sebelum ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N a,,b Normal Parameters Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
Mean Std. Deviation Absolute Positive Negative
52 .0000000 9.18742271E3 .250 .250 -.139 1.802 .003
110
2) Data setelah ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N a,,b Normal Parameters
52 .0000000 1.24038609 .062 .062 -.054 .450 .987
Mean Std. Deviation Absolute Positive Negative
Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
b. Uji Linearitas Model Summaryb
Model 1
R .064
R Square a
.004
Adjusted R Square -.016
a. Predictors: (Constant), LN_ROA2 b. Dependent Variable: Unstandardized Residual
Std. Error of the Estimate 1.25013412
111
c. Uji heterokedastisitas
d. Uji Autokorelasi Model Summaryb Model 1
R .424
R Square a
Adjusted R Square
.180
a. Predictors: (Constant), LN_ROA b. Dependent Variable: LN_HargaSaham
.164
Std. Error of the Estimate 1.25273
Durbin-Watson 1.359
112
2. Pengaruh DER Terhadap Harga Saham a. Uji Normalitas 1) Data sebelum ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N Normal Parametersa,,b Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
Mean Std. Deviation Absolute Positive Negative
52 .0000000 9.85199115E3 .288 .288 -.279 2.078 .000
113
2) Data setelah ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N a,,b Normal Parameters
52 .0000000 1.36631877 .129 .129 -.064 .927 .356
Mean Std. Deviation Absolute Positive Negative
Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
b. Uji Linearitas Model Summaryb Model 1
R .060
R Square a
.004
Adjusted R Square -.016
a. Predictors: (Constant), LN_DER2 b. Dependent Variable: Unstandardized Residual
Std. Error of the Estimate 1.37740556
114
c. Uji heterokedastisitas
d. Uji Autokorelasi Model Summaryb Model 1
R .072
R Square a
Adjusted R Square
.005
a. Predictors: (Constant), LN_DER b. Dependent Variable: LN_HargaSaham
-.015
Std. Error of the Estimate 1.37991
Durbin-Watson 1.152
115
3. Pengaruh Tingkat Suku Bunga SBI terhadap Harga Saham a. Uji Normalitas 1) Data sebelum ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N a,,b Normal Parameters Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
Mean Std. Deviation Absolute Positive Negative
52 .0000000 9.63060070E3 .288 .288 -.221 2.079 .000
116
2) Data setelah ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N a,,b Normal Parameters
52 .0000000 1.31392072 .113 .113 -.044 .814 .521
Mean Std. Deviation Absolute Positive Negative
Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
b. Uji Linearitas Model Summaryb Model 1
R .000
R Square a
.000
Adjusted R Square -.020
a. Predictors: (Constant), LN_TingkatSukuBungaSBI2 b. Dependent Variable: Unstandardized Residual
Std. Error of the Estimate 1.32699483
117
c. Uji heterokedastisitas
d. Uji Autokorelasi b
Model Summary Model 1
R .283
R Square a
.080
Adjusted R Square .062
a. Predictors: (Constant), LN_TingkatSukuBungaSBI b. Dependent Variable: LN_HargaSaham
Std. Error of the Estimate 1.32699
Durbin-Watson 1.196
118
4. Pengaruh Nilai Tukar Rupiah Terhadap Harga Saham a. Uji Normalitas 1. Data sebelum ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N a,,b Normal Parameters Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
Mean Std. Deviation Absolute Positive Negative
52 .0000000 9.64065496E3 .273 .273 -.226 1.972 .001
119
2) Data setelah ditransformasi
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N Normal Parametersa,,b
52 .0000000 1.31366006 .105 .105 -.043 .756 .617
Mean Std. Deviation Absolute Positive Negative
Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data.
b. Uji Linearitas b
Model Summary Model 1
R .001a
R Square .000
Adjusted R Square -.020
a. Predictors: (Constant), LN_NilaiTukarRupiah2 b. Dependent Variable: Unstandardized Residual
Std. Error of the Estimate 1.32673146
120
c. Uji heterokedastisitas
d. Uji Autokorelasi Model Summaryb Model 1
R .283
R Square a
Adjusted R Square
.080
a. Predictors: (Constant), LN_NilaiTukarRupiah b. Dependent Variable: LN_HargaSaham
.062
Std. Error of the Estimate 1.32673
Durbin-Watson 1.199
121
Lampiran 4. Hasil Analisis Regresi Linear Sederhana 1. Return on Assets (ROA) Coefficients
a
Standardized Coefficients
Unstandardized Coefficients Model 1
B (Constant)
Std. Error
Beta
9.477
.596
.644
.194
LN_ROA
t
Sig.
15.903
.000
3.314
.002
.424
a. Dependent Variable: LN_HargaSaham
2. Debt to Equity Ratio (DER) Coefficientsa Standardized Coefficients
Unstandardized Coefficients Model 1
B
Std. Error
Beta
(Constant)
7.608
.195
LN_DER
-.096
.190
t
-.072
Sig.
38.932
.000
-.508
.613
a. Dependent Variable: LN_HargaSaham
3. Tingkat Suku Bunga SBI Coefficients
a
Unstandardized Coefficients Model 1
B (Constant) LN_TingkatSukuBungaSBI
Std. Error .920
3.203
-2.571
1.233
Standardized Coefficients Beta
t
-.283
Sig. .287
.775
-2.085
.042
a. Dependent Variable: LN_HargaSaham
4. Nilai Tukar Rupiah Coefficientsa Unstandardized Coefficients Model 1
B 54.905
22.639
LN_NilaiTukarRupiah
-5.157
2.467
a. Dependent Variable: LN_HargaSaham
Std. Error
(Constant)
Standardized Coefficients Beta
t
-.283
Sig.
2.425
.019
-2.090
.042
