LAMPIRAN 1 Daftar Perusahaan Manufaktur yang terdaftar di BEI ( )

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1 LAMPIRAN 1 Daftar Perusahaan Manufaktur yang terdaftar di BEI ( ) No. Nama Perusahaan Kode Perusahaan 1. Indocement Tunggal Prakarsa Tbk INTP 2. Holcim Indonesia Tbk SMCB 3. Semen Gresik Tbk SMGR 4. Semen Baturaja Persero Tbk SMBR 5. Asahimas Flat Glass Tbk AMFG 6. Arwana Citra Mulia Tbk ARNA 7. Inti Keramik Alam Asri Industri Tbk IKAI 8. Keramika Indonesia Assosiasi Tbk KIAS 9. Mulia Industrindo Tbk MLIA 10. Surya Toto Indonesia Tbk TOTO 11. Alaska Industrindo Tbk ALKA 12. Alumindo Light Metal Industry Tbk ALMI 13. Beton Jaya Manunggal Tbk BTON 14. Citra Turbindo Tbk CTBN 15. Gunawan Dianjaya Steel Tbk GDST 16. Indal Aluminium Industry Tbk INAI 17. Itamaraya Tbk ITMA 18. Jakarta Kyoei Steel Work LTD Tbk JKSW 19. Jaya Pari Steel Tbk JPRS 20. Krakatau Steel Tbk KRAS 21. Lion Metal Works Tbk LION 22. Lionmesh Prima Tbk LMSH 23. Hanson International Tbk MYRX 24. Pelat Timah Nusantara Tbk NIKL 25. Pelangi Indah Canindo Tbk PICO 26. Tembaga Mulia Semanan Tbk TBMS 27. Steel Pipe Industry of Indonesia Tbk ISSP 28. Barito Pasific Tbk BRPT 29. Budi Acid Jaya Tbk BUDI 30. Duta Pertiwi Nusantara DPNS 31. Ekadharma International Tbk EKAD 32. Eterindo Wahanatama Tbk ETWA 33. Intan Wijaya International Tbk INCI 34. Sorini Agro Asia Corporindo Tbk SOBI 35. Indo Acitama Tbk SRSN 36. Chandra Asri Petrochemical TPIA 37. Unggul Indah Cahaya Tbk UNIC 38. Alam Karya Unggul Tbk AKKU 39. Argha Karya Prima Industry Tbk AKPI 70

2 40. Asiaplast Industries Tbk APLI 41. Berlina Tbk BRNA 42. Titan Kimia Nudantara Tbk FPNI 43. Champion Pasific Indonesia Tbk IGAR 44. Indopoly Swakarsa Industry Tbk IPOL 45. Sekawan Intipratama Tbk SIAP 46. Siwani Makmur Tbk SIMA 47. Trias Sentosa Tbk TRST 48. Yana Prima Hasta Persada Tbk YPAS 49. Charoen Pokphand Indonesia Tbk CPIN 50. Japfa Comfeed Indonesia Tbk JPFA 51. Malindo Feedmill Tbk MAIN 52. Muktibreeder Adirama Indonesia Tbk MBAI 53. Siearad Produce Tbk SIPD 54. Sumalindo Lestari Jaya Tbk SULI 55. Tirta Mahakam Resources Tbk TIRT 56. Alkindo Naratama Tbk ALDO 57. Fajar Surya Wisesa Tbk FASW 58. Indah Kiat Pulp & Paper Tbk INKP 59. Toba Pulp Lestari Tbk INRU 60. Kertas Basuki Rachmat Indonesia Tbk KBRI 61. Surabaya Agung Industri Pulp & Paper Tbk SAIP 62. Suparma Tbk SPMA 63. Pabrik Kertas Tjiwi Kimia Tbk TKIM 64. Grand Kartech Tbk KRAH 65. Astra International Tbk ASII 66. Astra Auto Part Tbk AUTO 67. Indo Kordsa Tbk BRAM 68. Goodyear Indonesia Tbk GDYR 69. Gajah Tunggal Tbk GJTL 70. Indomobil Sukses International Tbk IMAS 71. Indospiring Tbk INDS 72. Multi Prima Sejahtera Tbk LPIN 73. Multistrada Arah Sarana Tbk MASA 74. Nippres Tbk NIPS 75. Prima Alloy Steel Universal Tbk PRAS 76. Selamat Sempurna Tbk SMSM 77. Polychem Indonesia Tbk ADMG 78. Argo Pantes Tbk ARGO 79. Centex Tbk CNTX 80. Eratex Djaya Tbk ERTX 81. Ever Shine Textile Industry Tbk ESTI 82. Pan Asia Indosyntec Tbk HDTX 83. Indo Rama Synthetic Tbk INDR 71

3 84. Karwell Indonesia Tbk KARW 85. Apac Citra Centertex Tbk MYTX 86. Pan Asia Filament Inti PAFI 87. Pan Brothers Tbk PBRX 88. Asia Pasific Fibers Tbk POLY 89. Ricky Putra Globalindo Tbk RICY 90. Sunson textile Manufacturer Tbk SSTM 91. Nusantara Inti Corpora Tbk UNIT 92. Unitex Tbk UNTX 93. Trisula International Tbk TRIS 94. Sri Rejeki Isman Tbk SRIL 95. Sepatu Bata Tbk BATA 96. Primarindo Asia Infrastructure Tbk BIMA 97. Surya Intrindo Makmur Tbk SIMM 98. Sumi Indo Kabel Tbk IKBI 99. Jembo Cable Company Tbk JECC 100. KMI Wire and Cable Tbk KBLI 101. Kabelindo Murni Tbk KBLM 102. Supreme Cable Manufacturing and Commerce Tbk SCCO 103. Voksel Electric Tbk VOKS 104. Sat Nusa Persada Tbk PTSN 105. Akasha Wira International Tbk ADES 106. Tiga Pilar Sejahtera Food Tbk AISA 107. Cahaya Kalbar Tbk CEKA 108. Davomas Abadi Tbk DAVO 109. Delta Djakarta Tbk DLTA 110. Indofood CBP Sukses Makmur Tbk ICBP 111. Indofood Sukses Makmur Tbk INDF 112. Multi Bintang Indonesia Tbk MLBI 113. Mayora Indah Tbk MYOR 114. Prashida Aneka Niaga Tbk PSDN 115. Nippon Indosari Corporindo Tbk ROTI 116. Sekar Laut Tbk SKLT 117. Siantar Top Tbk STTP 118. Ultrajaya Milk Industry and Trading Company Tbk ULTJ 119. Tri Banyan Tirta Tbk ALTO 120. Sekar Bumi Tbk SKBM 121. Gudang Garam Tbk GGRM 122. Hanjaya Mandala Sampoerna Tbk HMSP 123. Bentoel International Investama Tbk RMBA 124. Wismilak Inti Makmur Tbk WIMM 125. Darya varia laboratoria Tbk DVLA 126. Indofarma Tbk INAF 127. Kimia farma Tbk KAEF 72

4 128. Kalbe Farma Tbk KLBF 129. Merck Tbk MERK 130. Pyridam Farma Tbk PYFA 131. Schering Plough Indonesia Tbk SCPI 132. Taisho Pharmaceutical Indonesia Tbk SQBI 133. Tempo Scan Pacific Tbk TSPC 134. Industri Jamu dan farmasi Sido Muncul Tbk SIDO 135. Martina Berto Tbk MBTO 136. Mustika Ratu Tbk MRAT 137. Mandom Indonesia Tbk TCID 138. Unilever Indonesia Tbk UNVR 139. Kedawung Setia Industrial Tbk KDSI 140. Kedaung Indag Can Tbk KICI 141. Langgeng Makmur Industry Tbk LMPI Sumber : 73

5 LAMPIRAN 2 Daftar Pemilihan Sampel Daftar perusahaan manufaktur yang menjadi populasi : No. Kode Populasi Kriteria Sampel 1. INTP Indocement Tunggal Prakarsa Tbk 1 2. SMCB Holcim Indonesia Tbk 3. SMGR Semen Gresik Tbk 2 4. SMBR Semen Baturaja Persero Tbk 5. AMFG Asahimas Flat Glass Tbk 3 6. ARNA Arwana Citra Mulia Tbk 7. IKAI Inti Keramik Alam Asri Industri Tbk 8. KIAS Keramika Indonesia Assosiasi Tbk 9. MLIA Mulia Industrindo Tbk 10. TOTO Surya Toto Indonesia Tbk 11. ALKA Alaska Industrindo Tbk 12. ALMI Alumindo Light Metal Industry Tbk BTON Beton Jaya Manunggal Tbk 14. CTBN Citra Turbindo Tbk 15. GDST Gunawan Dianjaya Steel Tbk 16. INAI Indal Aluminium Industry Tbk 17. ITMA Itamaraya Tbk 18. JKSW Jakarta Kyoei Steel Work LTD Tbk 19. JPRS Jaya Pari Steel Tbk 20. KRAS Krakatau Steel Tbk 21. LION Lion Metal Works Tbk 22. LMSH Lionmesh Prima Tbk 23. MYRX Hanson International Tbk 24. NIKL Pelat Timah Nusantara Tbk 25. PICO Pelangi Indah Canindo Tbk 26. TBMS Tembaga Mulia Semanan Tbk 27. ISSP Steel Pipe Industry of Indonesia Tbk 28. BRPT Barito Pasific Tbk 29. BUDI Budi Acid Jaya Tbk 30. DPNS Duta Pertiwi Nusantara 31. EKAD Ekadharma International Tbk 32. ETWA Eterindo Wahanatama Tbk 33. INCI Intan Wijaya International Tbk 34. SOBI Sorini Agro Asia Corporindo Tbk 35. SRSN Indo Acitama Tbk 36. TPIA Chandra Asri Petrochemical 74

6 37. UNIC Unggul Indah Cahaya Tbk 38. AKKU Alam Karya Unggul Tbk 39. AKPI Argha Karya Prima Industry Tbk 40. APLI Asiaplast Industries Tbk 41. BRNA Berlina Tbk 42. FPNI Titan Kimia Nudantara Tbk 43. IGAR Champion Pasific Indonesia Tbk 44. IPOL Indopoly Swakarsa Industry Tbk 45. SIAP Sekawan Intipratama Tbk 46. SIMA Siwani Makmur Tbk 47. TRST Trias Sentosa Tbk 48. YPAS Yana Prima Hasta Persada Tbk 49. CPIN Charoen Pokphand Indonesia Tbk JPFA Japfa Comfeed Indonesia Tbk 51. MAIN Malindo Feedmill Tbk MBAI Muktibreeder Adirama Indonesia Tbk 53. SIPD Siearad Produce Tbk 54. SULI Sumalindo Lestari Jaya Tbk 55. TIRT Tirta Mahakam Resources Tbk 56. ALDO Alkindo Naratama Tbk 57. FASW Fajar Surya Wisesa Tbk 58. INKP Indah Kiat Pulp & Paper Tbk 59. INRU Toba Pulp Lestari Tbk 60. KBRI Kertas Basuki Rachmat Indonesia Tbk 61. SAIP Surabaya Agung Industri Pulp & Paper Tbk 62. SPMA Suparma Tbk 63. TKIM Pabrik Kertas Tjiwi Kimia Tbk 64. KRAH Grand Kartech Tbk 65. ASII Astra International Tbk AUTO Astra Auto Part Tbk 67. BRAM Indo Kordsa Tbk 68. GDYR Goodyear Indonesia Tbk 69. GJTL Gajah Tunggal Tbk 70. IMAS Indomobil Sukses International Tbk 71. INDS Indospiring Tbk 72. LPIN Multi Prima Sejahtera Tbk 73. MASA Multistrada Arah Sarana Tbk 74. NIPS Nippres Tbk 75. PRAS Prima Alloy Steel Universal Tbk 76. SMSM Selamat Sempurna Tbk 77. ADMG Polychem Indonesia Tbk 78. ARGO Argo Pantes Tbk 79. CNTX Centex Tbk 80. ERTX Eratex Djaya Tbk 75

7 81. ESTI Ever Shine Textile Industry Tbk 82. HDTX Pan Asia Indosyntec Tbk 83. INDR Indo Rama Synthetic Tbk 84. KARW Karwell Indonesia Tbk 85. MYTX Apac Citra Centertex Tbk 86. PAFI Pan Asia Filament Inti 87. PBRX Pan Brothers Tbk 88. POLY Asia Pasific Fibers Tbk 89. RICY Ricky Putra Globalindo Tbk 90. SSTM Sunson textile Manufacturer Tbk 91. UNIT Nusantara Inti Corpora Tbk 92. UNTX Unitex Tbk 93. TRIS Trisula International Tbk 94. SRIL Sri Rejeki Isman Tbk 95. BATA Sepatu Bata Tbk 96. BIMA Primarindo Asia Infrastructure Tbk 97. SIMM Surya Intrindo Makmur Tbk 98. IKBI Sumi Indo Kabel Tbk 99. JECC Jembo Cable Company Tbk 100. KBLI KMI Wire and Cable Tbk 101. KBLM Kabelindo Murni Tbk 102. SCCO Supreme Cable Manufacturing and Commerce Tbk 103. VOKS Voksel Electric Tbk 104. PTSN Sat Nusa Persada Tbk 105. ADES Akasha Wira International Tbk 106. AISA Tiga Pilar Sejahtera Food Tbk CEKA Cahaya Kalbar Tbk 108. DAVO Davomas Abadi Tbk 109. DLTA Delta Djakarta Tbk 110. ICBP Indofood CBP Sukses Makmur Tbk 111. INDF Indofood Sukses Makmur Tbk MLBI Multi Bintang Indonesia Tbk 113. MYOR Mayora Indah Tbk 114. PSDN Prashida Aneka Niaga Tbk 115. ROTI Nippon Indosari Corporindo Tbk 116. SKLT Sekar Laut Tbk 117. STTP Siantar Top Tbk 118. ULTJ Ultrajaya Milk Industry and Trading Company Tbk 119. ALTO Tri Banyan Tirta Tbk 120. SKBM Sekar Bumi Tbk 121. GGRM Gudang Garam Tbk HMSP Hanjaya Mandala Sampoerna Tbk 123. RMBA Bentoel International Investama Tbk 76

8 124. WIMM Wismilak Inti Makmur Tbk 125. DVLA Darya varia laboratoria Tbk 126. INAF Indofarma Tbk 127. KAEF Kimia farma Tbk 128. KLBF Kalbe Farma Tbk 129. MERK Merck Tbk 130. PYFA Pyridam Farma Tbk 131. SCPI Schering Plough Indonesia Tbk 132. SQBI Taisho Pharmaceutical Indonesia Tbk 133. TSPC Tempo Scan Pacific Tbk 134. SIDO Industri Jamu dan Farmasi Sido Muncul Tbk 135. MBTO Martina Berto Tbk 136. MRAT Mustika Ratu Tbk 137. TCID Mandom Indonesia Tbk 138. UNVR Unilever Indonesia Tbk KDSI Kedawung Setia Industrial Tbk 140. KICI Kedaung Indag Can Tbk 141. LMPI Langgeng Makmur Industry Tbk Sumber : Diolah oleh Peneliti (2015) 77

9 LAMPIRAN 3 Daftar Perusahaan Manufaktur yang menjadi sampel No. Kode Nama Perusahaan 1. INTP Indocement Tunggal Prakarsa Tbk 2. SMGR Semen Gresik Tbk 3. AMFG Asahimas Flat Glass Tbk 4. ALMI Alumindo Light Metal Industry Tbk 5. CPIN Charoen Pokphand Indonesia Tbk 6. MAIN Malindo Feedmill Tbk 7. ASII Astra International Tbk 8. AISA Tiga Pilar Sejahtera Food Tbk 9. INDF Indofood Sukses Makmur Tbk 10. GGRM Gudang Garam Tbk 11. UNVR Unilever Indonesia Tbk Sumber : Diolah oleh Peneliti (2015) 78

10 LAMPIRAN 4 Daftar Nilai DER, DPR, PBV dan Return Saham pada Perusahaan yang dijadikan Sampel No. Perusahaan Tahun DER DPR PBV Return Saham INTP SMGR AMFG ALMI CPIN MAIN ASII AISA INDF GGRM UNVR Sumber : 79

11 LAMPIRAN 5 Hasil Output SPSS Tests of Normality Kolmogorov-Smirnov a Shapiro-Wilk Statistic Df Sig. Statistic df Sig. DER DPR PBV Yield * *. This is a lower bound of the true significance. a. Lilliefors Significance Correction 80

12 81

13 Model Summary b Model R R Square Adjusted R Square Std. Error of the Estimate Durbin-Watson a a. Predictors: (Constant), PBV, DPR, DER b. Dependent Variable: Yield Coefficients a Model Unstandardized Standardized t Sig. Collinearity Coefficients Coefficients Statistics B Std. Beta Toleranc VIF Error e (Constant) DER DPR PBV a. Dependent Variable: Yield Model Summary Model R R Square Adjusted R Square Std. Error of the Estimate a a. Predictors: (Constant), DPR, DER ANOVA a Model Sum of Squares df Mean Square F Sig. Regression b 1 Residual Total a. Dependent Variable: Yield b. Predictors: (Constant), DPR, DER 82

14 Coefficients a Model Unstandardized Coefficients Standardized Coefficients B Std. Error Beta t Sig. (Constant) DER DPR a. Dependent Variable: Yield Model Summary Model R R Square Adjusted R Square Std. Error of the Estimate a a. Predictors: (Constant), DERxPBV, DER, PBV ANOVA a Model Sum of Squares Df Mean Square F Sig. Regression b 1 Residual Total a. Dependent Variable: Yield b. Predictors: (Constant), DERxPBV, DER, PBV Coefficients a Model Unstandardized Coefficients Standardized Coefficients B Std. Error Beta t Sig. (Constant) DER PBV DERxPBV a. Dependent Variable: Yield 83

15 Model Summary Model R R Square Adjusted R Square Std. Error of the Estimate a a. Predictors: (Constant), DPRxPBV, DPR, PBV ANOVA a Model Sum of Squares df Mean Square F Sig. Regression b 1 Residual Total a. Dependent Variable: Yield b. Predictors: (Constant), DPRxPBV, DPR, PBV Coefficients a Model Unstandardized Coefficients Standardized Coefficients B Std. Error Beta t Sig. (Constant) DPR PBV DPRxPBV a. Dependent Variable: Yield 84