LAMPIRAN Jumlah. Perusahaan yang bergerak di

Transkripsi

1 69 LAMPIRAN Lampiran 1 : Perincian Pemilihan Sampel Tahun Keterangan Jumlah Perusahaan yang bergerak di bidang manufaktur Perusahaan manufaktur yang (40) (57) (47) (76) (62) (282) memiliki return negatif Perusahaan manufaktur yang memiliki return positif Perusahaan manufaktur yang (5) (6) (5) (7) (5) (28) tidak memperoleh laba Perusahaan manufaktur yang memperoleh laba Perusahaan manufaktur yang (6) (7) (6) (5) (8) (32) mempunyai hutang Perusahaan manufaktur yang tidak mempunyai hutang Data Outlayer 14 Total Sampel 279

2 70 Lampiran 2 : Data Perusahaan Manufaktur Yang Menjadi Sampel Penelitian No 1 Indocement Tunggal Prakasa Tbk 2 Holcim Indonesia Tbk 3 Semen Gresik Tbk 4 Asahimas Flat Glass Tbk 5 Arwana Citra Mulia Tbk 6 Inti Keramik Alam Asri Industri Tbk 7 Keramika Indonesia Assosiasi Tbk 8 Mulia Industrindo Tbk 9 Surya Toto Indonesia Tbk 10 Alaska Industrindo Tbk 11 Alumindo Light Metal Industry Tbk 12 Beton Jaya Manunggal Tbk 13 Citra Turbindo Tbk 14 Gunawan Dianjaya Steel Tbk 15 Indal Aluminium Industry Tbk 16 Itamaraya Tbk 17 Jakarta Kyoei Steel Work LTD Tbk 18 Jaya Pari Steel Tbk 19 Krakatau Steel Tbk 20 Lion Metal Works Tbk 21 Lionmesh Prima Tbk 22 Hanson International Tbk 23 Pelat Timah Nusantara Tbk 24 Pelangi Indah Canindo Tbk 25 Tembaga Mulia Semanan Tbk 26 Barito Pasific Tbk 27 Budi Acid Jaya Tbk 28 Duta Pertiwi Nusantara 29 Ekadharma International Tbk 30 Eterindo Wahanatama Tbk 31 Intan Wijaya International Tbk 32 Sorini Agro Asia Corporindo Tbk 33 Indo Acitama Tbk 34 Chandra Asri Petrochemical Tbk 35 Unggul Indah Cahaya Tbk 36 Alam Karya Unggul Tbk 37 Argha Karya Prima Industry Tbk 38 Asiaplast Industries Tbk Nama

3 71 39 Berlina Tbk 40 Titan Kimia Nusantara Tbk 41 Champion Pasific Indonesia Tbk 42 Indopoly Swakarsa Industry Tbk 43 Sekawan Intipratama Tbk 44 Siwani Makmur Tbk 45 Trias Sentosa Tbk 46 Yana Prima Hasta Persada Tbk 47 Charoen Pokphand Indonesia Tbk 48 Japfa Comfeed Indonesia Tbk 49 Malindo Feedmill Tbk 50 Siearad Produce Tbk 51 Sumalindo Lestari Jaya Tbk 52 Tirta Mahakam Resources Tbk 53 Alkindo Naratama Tbk 54 Fajar Surya Wisesa Tbk 55 Indah Kiat Pulp & paper Tbk 56 Toba Pulp Lestari Tbk 57 Kertas Basuki Rachmat Indonesia Tbk 58 Suparma Tbk 59 Pabrik Kertas Tjiwi Kimia Tbk 60 Astra International Tbk 61 Astra Auto Part Tbk 62 Indo Kordsa Tbk 63 Goodyear Indonesia Tbk 64 Gajah Tunggal Tbk 65 Indomobil Sukses International Tbk 66 Indospring Tbk 67 Multi Prima Sejahtera Tbk 68 Multistrada Arah Sarana Tbk 69 Nippres Tbk 70 Prima alloy steel Universal Tbk 71 Selamat Sempurna Tbk 72 Polychem Indonesia Tbk 73 Argo Pantes Tbk 74 Centex Tbk 75 Eratex Djaya Tbk 76 Ever Shine Textile Industry Tbk 77 Pan Asia Indosyntec Tbk 78 Indo Rama Synthetic Tbk

4 72 79 Apac Citra Centertex Tbk 80 Pan Brothers Tbk 81 Asia Pasific Fibers Tbk 82 Ricky Putra Globalindo Tbk 83 Sunson Textile Manufacturer Tbk 84 Tifico Fiber Indonesia Tbk 85 Nusantara Inti Corpora Tbk 86 Unitex Tbk 87 Sepatu Bata Tbk 88 Primarindo Asia Infrastructure Tbk 89 Sumi Indo Kabel Tbk 90 Jembo Cable Company Tbk 91 KMI Wire and Cable Tbk 92 Kabelindo Murni Tbk 93 Supreme Cable Manufacturing and Commerce Tbk 94 Voksel Electric Tbk 95 Sat Nusa Persada Tbk 96 Akasha Wira International Tbk 97 Tiga Pilar Sejahtera Food Tbk 98 Cahaya Kalbar Tbk 99 Delta Djakarta Tbk 100 Indofood CBP Sukses Makmur Tbk 101 Indofood Sukses Makmur Tbk 102 Multi Bintang Indonesia Tbk 103 Mayora Indah Tbk 104 Prashida Aneka Niaga Tbk 105 Nippon Indosari Corporindo Tbk 106 Sekar Laut Tbk 107 Siantar Top Tbk 108 Ultrajaya Milk Industry and Trading Company Tbk 109 Gudang Garam Tbk 110 Hanjaya Mandala Sampoerna Tbk 111 Bentoel International Investama Tbk 112 Darya Varia Laboratoria Tbk 113 Indofarma Tbk 114 Kimia Farma Tbk 115 Kalbe Farma Tbk 116 Merck Indonesia Tbk 117 Pyridam Farma Tbk 118 Merck Sharp Dohme Pharma Tbk

5 119 Taisho Pharmaceutical Indonesia Tbk 120 Tempo Scan Pasific Tbk 121 Martina Berto Tbk 122 Mustika Ratu Tbk 123 Mandom Indonesia Tbk 124 Unilever Indonesia Tbk 125 Kedawung Setia Industrial Tbk 126 Kedaung Indag Can Tbk 127 Langgeng Makmur Industry Tbk 73

6 74 Lampiran 3 : Tabulasi Data Perhitungan Variabel-Variabel NO NAMA TAHUN CP CP-1 DEVIDEN RETURN LIABILITIES EQUITY DER EPS SB 1 ADES AISA ADMG ASII AUTO AKPI APLI ALKA ALMI ARNA AMFG BRAM

7 75 39 BATA BRNA BTON BUDI CEKA CNTX CPIN CTBN DLTA DPNS DVLA ESTI ERTX EKAD ETWA FASW

8 GGRM GJTL GDYR GDST HMSP HDTX INDS INAF INDR IMAS ICBP INDF IKBI IGAR IPOL

9 INRU INKP INAI INCI INTP ITMA JECC JPFA JPRS KAEF KLBF KBLI KBLM KICI KDSI KIAS

10 LPIN LMSH LMPI LION MRAT MASA MERK MLBI MAIN MLIA MYOR MYRX NIPS NIKL PBRX

11 PTSN PYFA PRAS PSDN PICO RMBA ROTI RICY SPMA STTP SKLT SCCO SQBI SMSM SIPD SMCB

12 SMGR SIAP SOBI tcid TFCO TSPC TKIM TIRT TBMS TOTO TRST TPIA UNIT ULTJ

13 UNVR UNIC YPAS VOKS

14 82 Lampiran 4 : Tabulasi Data Setelah Purposive Sampling dan Outlier No NAMA TAHUN RETURN DER EPS SB 1 ADES AISA ADMG ASII AUTO AKPI APLI ALKA ALMI ARNA AMFG BRAM

15 39 BATA BRNA BTON BUDI CEKA CNTX CPIN CTBN DLTA DPNS DVLA ESTI ERTX EKAD ETWA FASW

16 GGRM GJTL GDYR GDST HMSP HDTX INDS INAF INDR IMAS ICBP INDF IKBI IGAR IPOL

17 121 INRU INKP INAI INCI INTP ITMA JECC JPFA JPRS KAEF KLBF KBLI KBLM KICI KDSI KIAS

18 162 LPIN LMSH LMPI LION MRAT MASA MERK MLBI MAIN MLIA MYOR MYRX NIPS NIKL PBRX

19 203 PTSN PYFA PRAS PSDN PICO RMBA ROTI RICY SPMA STTP SKLT SCCO SQBI SMSM SIPD SMCB

20 SMGR SIAP SOBI TCID TFCO TSPC TKIM TIRT TBMS TOTO TRST TPIA UNIT ULTJ

21 285 UNVR UNIC YPAS VOKS

22 90 Lampiran 5 : Data Tabulasi Setelah Transformasi LN(Log Natural) No NAMA TAHUN LN_DER LN_EPS LN_SB 1 ADES AISA ADMG ASII AUTO AKPI APLI ALKA ALMI ARNA AMFG BRAM

23 39 BATA BRNA BTON BUDI CEKA CNTX CPIN CTBN DLTA DPNS DVLA ESTI ERTX EKAD ETWA FASW

24 GGRM GJTL GDYR GDST HMSP HDTX INDS INAF INDR IMAS ICBP INDF IKBI IGAR IPOL

25 121 INRU INKP INAI INCI INTP ITMA JECC JPFA JPRS KAEF KLBF KBLI KBLM KICI KDSI KIAS

26 162 LPIN LMSH LMPI LION MRAT MASA MERK MLBI MAIN MLIA MYOR MYRX NIPS NIKL PBRX

27 203 PTSN PYFA PRAS PSDN PICO RMBA ROTI RICY SPMA STTP SKLT SCCO SQBI SMSM SIPD SMCB

28 SMGR SIAP SOBI TCID TFCO TSPC TKIM TIRT TBMS TOTO TRST TPIA UNIT ULTJ

29 285 UNVR UNIC YPAS VOKS

30 98 Lampiran 6 : Hasil Pengujian Statistik Deskriptif RETURN DER EPS SB Mean Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability Sum Sum Sq. Dev E Observations

31 99 Lampiran 7 : Hasil Pengujian Uji Multikolinearitas Variance Inflation Factors Date: 07/18/17 Sample: Included observations: 279 Coefficient Uncentered Centered Variable Variance VIF VIF C NA DER EPS SB

32 100 Lampiran 8 : Hasil Pengujian Uji Heteroskedasitas Heteroskedasticity Test: Harvey F-statistic Prob. F(3,275) Obs*R-squared Prob. Chi-Square(3) Scaled explained SS Prob. Chi-Square(3) Test Equation: Dependent Variable: LRESID2 Method: Least Squares Date: 07/18/17 Sample: Included observations: 279 Variable Coefficient Std. Error t-statistic Prob. C DER EPS SB 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 Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)

33 101 Lampiran 9 : Hasil Pengujian Uji Autokorelasi Sample: Included observations: 279 Autocorrelation Partial Correlation AC PAC Q-Stat Prob *. * *. * *. * * *. *

34 102 Lampiran 10 : Hasil Pengujian Koefisien Determinasi, Uji F, Uji t Dependent Variable: RETURN Method: Least Squares Date: 07/18/17 Sample: Included observations: 279 Variable Coefficient Std. Error t-statistic Prob. C DER EPS SB 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 Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)