LAMPIRAN 1 Data Perusahaan dengan Kepemilikan Manajerial

Transkripsi

1 LAMPIRAN 1 Data Perusahaan dengan Kepemilikan Manajerial Kode saham AKKU AKRA ALMI APAC APLI ASII AUTO BATA BRAM BRNA BRPT BTON BUDI DPNS DYNA ETWA FPNI GGRM GJTL HDTX HEXA HMSP IKAI IKBI IMAS INAF INCI INDF INTA KICI LION LMPI LMSH MLPL MTDL MYRX NIPS PAFI PICO SKLT SMSM SOBI Nama perusahaan PT. Aneka Kemasindo Utama Tbk PT. AKR Corporindo Tbk PT. Alumindo Light Metal Industry Tbk PT. APAC Citra Centertex Tbk PT. Asiaplast Industries Tbk PT. Astra International Tbk PT. Astra Otoparts Tbk PT. Sepatu Bata Tbk PT. Branta Mulia Tbk PT. Berlina Tbk PT. Barito Pacific Timber Tbk PT. Betonjaya Manunggal Tbk PT. Budi Acid Jaya Tbk PT. Duta Pertiwi Nusantara Tbk PT. Dynaplast Tbk PT. Eterindo Wahanatama Tbk PT. Fatrapolindo Nusa Industri Tbk PT. Gudang Garam Tbk PT. Gajah Tunggal Tbk PT. Panasia Indosyntec Tbk PT. Hexindo Adiperkasa Tbk PT. HM Sampoerna Tbk PT. Intikeramik Alamasri Industri Tbk PT. Sumi Indo Kabel Tbk PT. Indomobil Sukses International Tbk PT. Indofarma Tbk PT. Intan Wijaya Internasional Tbk PT. Indofood Sukses Makmur Tbk PT. Intraco Penta Tbk PT. Kedaung Indah Can Tbk PT. Lion Metal Works Tbk PT. Langgeng Makmur Industry Tbk PT. Lionmesh Prima Tbk PT. Multipolar Corporation Tbk PT. Metrodata Electronics Tbk PT. Hanson International Tbk PT. Nipress Tbk PT. Panasia Filament Inti Tbk PT. Pelangi Indah Canindo Tbk PT. Sekar Laut Tbk PT. Selamat Sempurna Tbk PT. Sorini Corporation Tbk

2 Kode saham SSRN SSTM STTP TBLA TCID TIRA TSPC UNVR Nama perusahaan PT. Indo Acidatama Tbk (d/h Sarasa Nugraha Tbk) PT. Sunson Textile Manufacture Tbk PT. Siantar TOP Tbk PT. Tunas Baru Lampung Tbk PT. Mandom Indonesia Tbk PT. Tira Austenite Tbk PT. Tempo Scan Pacific Tbk PT. Unilever Indonesia Tbk

3 LAMPIRAN 2 Data Perusahaan tanpa Kepemilikan Manajerial Kode saham ADMG AISA AKPI AMFG AQUA ARNA ASGR BATI CEKA CLPI CNTX CTBN DAVO DLTA DOID DSUC DVLA EKAD ESTI FAST FASW FMII GYDR IGAR INAI INDR INDS INKP INTP JECC JPRS KAEF KARW KBLI KBLM KDSI KKGI KLBF Nama perusahaan PT. Polychem Indonesia (GT Petrochem Industries) Tbk PT. Tiga Pilar Sejahtera Food Tbk (Asia Intiselera) PT. Argha Karya Prima Industry Tbk PT. Asahimas Flat Glass Tbk PT. Aqua Golden Mississippi Tbk PT. Arwana Citramulia Tbk PT. Astra Graphia Tbk PT. BAT Indonesia Tbk PT. Cahaya Kalbar Tbk PT. Colorpak Indonesia Tbk PT. Century Textile Industry (Centex) Tbk PT. Citra Tubindo Tbk PT. Davomas Abadi Tbk PT. Delta Djakarta Tbk PT. Delta Dunia Petroindo (Daeyu Orchid Indonesia) Tbk PT. Daya Sakti Unggul Corporation Tbk PT. Darya-Varia Laboratoria Tbk PT. Ekadharma International Tbk PT. Ever Shine Textile Industry Tbk PT. Fast Food Indonesia Tbk PT. Fajar Surya Wisesa Tbk PT. Fortune Mate Indonesia Tbk PT. Goodyear Indonesia Tbk PT. Kageo Igar Jaya Tbk (Igarjaya) PT. Indal Aluminium Industry Tbk PT. Indorama Syntetics Tbk PT. Indospring Tbk PT. Indah Kiat Pulp & Paper Tbk PT. Indocement Tunggal Prakasa Tbk PT. Jembo Cable Company Tbk PT. Jaya Pari Steel Tbk PT. Kimia Farma (Persero) Tbk PT. Karwell Indonesia Tbk PT. GT Kabel Indonesia Tbk PT. Kabelindo Murni Tbk PT. Kedawung Setia Industrial Tbk PT. Resource Alam Indonesia Tbk (Kurnia Kapuas Utama Glue Industries) PT. Kalbe Farma Tbk

4 Kode saham KONI LAPD LTLS LPIN MASA MDRN MERK MLBI MRAT MYOR PBRX PRAS PSDN PTSP PYFA RDTX RICY RMBA SCCO SCPI SIMA SIMM SIPD SMAR SMCB SMGR SPMA SQBI SQMI SUGI SULI TBMS TIRT TKIM TOTO TRST TURI ULTJ UNIC VOKS Nama perusahaan PT. Perdana Bangun Pusaka Tbk PT. Lapindo International Tbk PT. Lautan Luas Tbk PT. Multi Prima Sejahtera Tbk PT. Multistrada Arah Sarana Tbk PT. Modern Photo Film Company Tbk PT. Merck Tbk PT. Multi Bintang Indonesia Tbk PT. Mustika Ratu Tbk PT. Mayora Indah Tbk PT. Pan Brothers Tex Tbk PT. Prima Alloy Steel Tbk PT. Prasidha Aneka Niaga Tbk PT. Pioneerindo Gourmet International (d/h Putra Sejahtera Pioneerindo (CFC)) Tbk PT. Pyridam Farma Tbk PT. Roda Vivatex Tbk. PT. Ricky Putra Globalindo Tbk PT. Bentoel International Investama Tbk PT. Sucaco Tbk PT. Schering Plough Indonesia Tbk PT. Siwani Makmur Tbk PT. Surya Intrindo Makmur Tbk PT. Sierad Produce Tbk PT. SMART Tbk PT. Holcim Indonesia Tbk PT. Semen Gresik (Persero) Tbk PT. Suparma Tbk PT. Bristol-Myers Squibb Indonesia Tbk PT. Sanex Qianjiang Motor International Tbk PT. Sugi Samapersada PT. Sumalindo Lestari Jaya Tbk PT. Tembaga Mulia Semanan Tbk PT. Tirta Mahakam Resources Tbk PT. Pabrik Kertas Tjiwi Kimia Tbk PT. Surya Toto Indonesia Tbk PT. Trias Sentosa Tbk PT. Tunas Ridean Tbk PT. Ultra Jaya Milk Tbk PT. Unggul Indah Cahaya Tbk PT. Voksel Electric Tbk

5 LAMPIRAN 3 Data Perhitungan Indikator Penelitian pada Perusahaan dengan Kepemilikan Manajerial Kode saham Tobins_q DER DPR DPRdummy Size profit AKKU AKRA ALMI APAC APLI ASII AUTO BATA BRAM BRNA BRPT BTON BUDI DPNS DYNA ETWA FPNI GGRM GJTL HDTX HEXA HMSP IKAI IKBI IMAS INAF INCI INDF INTA KICI LION LMPI LMSH

6 Kode saham Tobins_q DER DPR DPRdummy Size profit MLPL MTDL MYRX NIPS PAFI PICO SKLT SMSM SOBI SSRN SSTM STTP TBLA TCID TIRA TSPC UNVR AKKU AKRA ALMI APAC APLI ASII AUTO BATA BRAM BRNA BRPT BTON BUDI DPNS DYNA ETWA FPNI GGRM GJTL HDTX HEXA

7 Kode saham Tobins_q DER DPR DPRdummy Size profit HMSP IKAI IKBI IMAS INAF INCI INDF INTA KICI LION LMPI LMSH MLPL MTDL MYRX NIPS PAFI PICO SKLT SMSM SOBI SSRN SSTM STTP TBLA TCID TIRA TSPC UNVR ADES AKKU AKRA ALMI APAC APLI ASII AUTO BATA BRAM

8 Kode saham Tobins_q DER DPR DPRdummy Size profit BRNA BRPT BTON BUDI DPNS DYNA ETWA GGRM GJTL HDTX HEXA HMSP IKAI IKBI INAF INCI INDF INTA KICI LION LMPI LMSH MLPL MTDL MYRX NIPS PAFI PICO SKLT SMSM SOBI SSRN SSTM STTP TBLA TCID TIRA TSPC UNVR

9 LAMPIRAN 4 Data Perhitungan Indikator Penelitian pada Perusahaan tanpa Kepemilikan Manajerial Kode saham Tobins_q DER DPR DPR Size profit ADMG AISA AKPI AMFG AQUA ARNA ASGR BATI CEKA CLPI CNTX CTBN DAVO DLTA DOID DSUC DVLA EKAD ESTI FAST FASW FMII GYDR IGAR INAI INDR INDS INKP INTP JECC JPRS KAEF KARW KBLI

10 Kode saham Tobins_q DER DPR DPR Size profit KBLM KDSI KKGI KLBF KONI LAPD LTLS LPIN MASA MDRN MERK MLBI MRAT MYOR PBRX PRAS PSDN PTSP PYFA RDTX RICY RMBA SCCO SCPI SIMA SIMM SIPD SMAR SMCB SMGR SPMA SQBI SQMI SUGI SULI TBMS TIRT TKIM TOTO

11 Kode saham Tobins_q DER DPR DPR Size profit TRST TURI ULTJ UNIC VOKS E ADMG AISA AKPI AMFG AQUA ARNA ASGR BATI CEKA CLPI CNTX CTBN DAVO DLTA DOID DSUC DVLA EKAD ESTI FAST FASW FMII GYDR IGAR INAI INDR INDS INKP INTP JECC JPRS KAEF KBLI KBLM

12 Kode saham Tobins_q DER DPR DPR Size profit KDSI KKGI KLBF KONI LAPD LTLS LPIN MASA MDRN MERK MLBI MRAT MYOR PBRX PRAS PSDN PTSP PYFA RDTX RICY RMBA SCCO SIMA SIMM SIPD SMAR SMCB SMGR SPMA SQBI SQMI SUGI SULI TBMS TIRT TKIM TOTO TRST TURI

13 Kode saham Tobins_q DER DPR DPR Size profit ULTJ UNIC VOKS ADMG AISA AKPI AMFG AQUA ARNA ASGR BATI CEKA CLPI CNTX CTBN DAVO DLTA DOID DVLA EKAD ESTI FAST FASW FMII GYDR IGAR INAI INDR INDS INKP INTP JECC JPRS KAEF KBLI KBLM KDSI KKGI KLBF

14 Kode saham Tobins_q DER DPR DPR Size profit KONI LAPD LTLS LPIN MASA MDRN MERK MLBI MRAT MYOR PBRX PRAS PSDN PTSP RDTX RICY RMBA SCCO SCPI SIMA SIMM SIPD SMAR SMCB SMGR SPMA SQBI SQMI SUGI SULI TBMS TIRT TKIM TOTO TRST TURI ULTJ UNIC VOKS

15 LAMPIRAN 5 Statistik Deskriptif untuk Perusahaan dengan Kepemilikan Manajerial TOBINS_Q DER DPR SIZE PROFIT Mean Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability Sum Sum Sq. Dev Observations

16 LAMPIRAN 6 Statistik Deskriptif untuk Perusahaan tanpa Kepemilikan Manajerial TOBINS_Q DER DPR SIZE PROFIT Mean Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability Sum Sum Sq. Dev Observations

17 LAMPIRAN 7 Hasil Pengujian terhadap Heteroskedastisitas untuk Perusahaan dengan Kepemilikan Manajerial White Heteroskedasticity Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 12/10/08 Time: 21:52 Sample: Included observations: 131 Excluded observations: 16 Variable Coefficient Std. Error t-statistic Prob. C DER DER^ DPR SIZE SIZE^ PROFIT PROFIT^ R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 4.15E+11 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

18 LAMPIRAN 8 Hasil Pengujian terhadap Heteroskedastisitas untuk Perusahaan tanpa Kepemilikan Manajerial White Heteroskedasticity Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 12/09/08 Time: 08:23 Sample: Included observations: 173 Excluded observations: 54 Variable Coefficient Std. Error t-statistic Prob. C DER DER^ DPR SIZE SIZE^ PROFIT PROFIT^ R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 1.08E+08 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

19 LAMPIRAN 9 Hasil Pengujian terhadap Autokolerasi untuk Perusahaan dengan Kepemilikan Manajerial Breusch-Godfrey Serial Correlation LM Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID Method: Least Squares Date: 12/10/08 Time: 21:53 Presample and interior missing value lagged residuals set to zero. Variable Coefficient Std. Error t-statistic Prob. DER DPR SIZE PROFIT C AR(2) RESID(-1) RESID(-2) R-squared Mean dependent var -2.73E-11 Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

20 LAMPIRAN 10 Hasil Pengujian terhadap Autokolerasi untuk Perusahaan tanpa Kepemilikan Manajerial Breusch-Godfrey Serial Correlation LM Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID Method: Least Squares Date: 12/09/08 Time: 08:23 Presample and interior missing value lagged residuals set to zero. Variable Coefficient Std. Error t-statistic Prob. DER DPR SIZE PROFIT C AR(2) RESID(-1) RESID(-2) R-squared Mean dependent var -4.25E-13 Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

21 LAMPIRAN 11 Hasil Regresi pada Perusahaan tanpa Kepemilikan Manajerial terhadap Nilai Perusahaan Dependent Variable: TOBINS_Q Method: Least Squares Date: 12/09/08 Time: 08:22 Sample(adjusted): Included observations: 173 Excluded observations: 54 after adjusting endpoints Convergence achieved after 6 iterations Variable Coefficien t Std. Error t-statistic Prob. DER DPR SIZE PROFIT C AR(2) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) Inverted AR Roots

22 LAMPIRAN 12 Hasil Regresi pada Perusahaan dengan Kepemilikan Manajerial terhadap Nilai Perusahaan Dependent Variable: TOBINS_Q Method: Least Squares Date: 12/09/08 Time: 08:38 Sample(adjusted): Included observations: 131 Excluded observations: 16 after adjusting endpoints Convergence achieved after 5 iterations Variable Coefficien t Std. Error t-statistic Prob. DER DPR SIZE PROFIT C AR(2) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)