LAMPIRAN I DATA A. HARGA SAHAM PERUSAHAAN

Transkripsi

1 82 LAMPIRAN I DATA A. HARGA SAHAM PERUSAHAAN Nama Perusahaan Tahun Harga Saham (dalam Rp) BATI (PT BAT Indonesia, Tbk) GGRM (PT Gudang Garam, Tbk) HMSP (PT H.M Sampoerna, Tbk) RMBA (PT Bentoel International Inv, Tbk)

2 83 B. DATA NILAI TUKAR, SUKU BUNGA DAN INFLASI Indikator Tahun Nilai Tukar 10, , , , , , , , Suku Bunga Inflasi C. LABA KOTOR (GROSS PROFIT) EMITEN TAHUN BATI GGRM HMSP RMBA Keterangan : dalam jutaan rupiah D. TOTAL HUTANG (TOTAL LIABILITIES) EMITEN TAHUN BATI GGRM HMSP RMBA Keterangan : dalam jutaan rupiah E. BEBAN BUNGA (INTEREST EXPENSE) EMITEN TAHUN BATI GGRM HMSP RMBA Keterangan : dalam jutaan rupiah

3 84 LAMPIRAN II NILAI VARIABEL A. HARGA SAHAM (Y) Emiten Tahun Rata-Rata BATI 9,217 9,129 9,504 8,500 7,991 5,765 5,008 4,758 7, GGRM 12,391 10,062 10,541 13,662 13,045 10,037 9,279 7,166 10, HMSP 3,204 4,210 3,997 5,566 9,103 8,254 14,091 11,892 7, RMBA B. NILAI TUKAR (X 1 ) Rata-rata nilai tukar tahunan = Σ nilai tukar bulanan 12 = Gross Profit Rata-rata nilai tukar tahunan Sehingga nilai variabel Nilai Tukar dikaitkan dengan gross profit Emiten Tahun BATI GGRM HMSP , RMBA

4 85 C. SUKU BUNGA (X 2 ) Rata-rata suku bunga tahunan = Liabilities Σ suku bunga bulanan 12 = Rata-rata suku bunga tahunan x Total Sehingga nilai variabel Suku Bunga dikaitkan dengan total hutang Emiten Tahun BATI 52, , , , , , , ,013.7 GGRM 859, , , , , ,016, , ,355. HMSP 831, , , , , , , ,240. RMBA 164, , , , , , , ,013. D. INFLASI (X 3 ) Rata-rata inflasi tahunan = Σ inflasi perbulan 12 = Rata-rata inflasi tahunan x Interest Expense Sehingga nilai variabel Inflasi dikaitkan dengan beban bunga Emiten Tahun BATI GGRM 3, , , , , , , , HMSP 3, , , , , , , , RMBA , , , , , , ,224.98

5 86 LAMPIRAN III HASIL SPSS FOR WINDOWS 1. HASIL REGRESI BERGANDA Unstandardized a Standardized B Std. Error Beta t Sig. 1 (Constant) Nilai_Tukar Suku_Bunga Inflasi UJI ASUMSI KLASIK a. Normalitas One-Sample Kolmogorov-Smirnov Test N Normal Parameters a,b Me an Std. Deviation Most Extreme Absolute Differences Positive Negative Kolmogorov-Smirnov Z As ymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data. Unstandardiz ed Residual

6 Dependent Variable: Harga_Saham Regression Standardized Residual of Plot P-P Normal Dependent Variable: Harga_Saham Scatterplot Expected Cum Prob Observed Cum Prob b. Heterokedastisitas 2 Regression Studentized Residual Regression Standardized Predicted Value 2

7 88 c. Autokorelasi 1 Summary b Adjusted Std. Error of Durbin- R R Square R Square the Estimate Watson.530 a a. Predictors: (Constant), Inflas i, Nilai_Tukar, Suku_Bunga b. Dependent Variable: Harga_Saham Runs Test Test Value a Cases < Test Value Cases >= Test Value Total Cases Number of Runs Z As ymp. Sig. (2-tailed) a. Median Harga_ Saham d. Multikolinearitas a Unstandardized Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 1 (Constant) Nilai_Tukar Suku_Bunga Inflasi

8 89 3. PENGUJIAN HIPOTESIS a. Uji-F (Uji Signifikan Simultan) 1 Regres sion Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 1.8E a 4.7E E a. Predic tors: (Constant), Inflasi, Nilai_Tukar, Suku_Bunga b. Dependent Variable: Harga_Saham b. Uji-t (Uji Parsial) Unstandardized a Standardized B Std. Error Beta t Sig. 1 (Constant) Nilai_Tukar Suku_Bunga Inflasi DESCRIPTIVE STATISTIC Descriptive Statistics Harga_Saham Nilai_Tukar Suku_Bunga Inflasi Valid N (listwise) N Minimum Maximum Mean St d. Deviat ion

9 90 5. DATA RESIDUAL STATISTIC Residuals Statistics a Minimum Maximum Mean St d. Deviat ion N Predic ted Value Std. Predicted Value Standard Error of Predic ted Value Adjust ed Predicted Value Residual St d. Residual St ud. Residual Deleted Residual St ud. Deleted Residual Mahal. Distance Cook's Distance Centered Leverage Value DATA COLLINEARITY DIAGNOSTIC Collinearity Diagnostics a Condition Variance Proportions Dimension Eigenvalue Index (Constant) Nilai_Tukar Suku_Bunga Inflasi