LAMPIRAN Lampiran 1 Daftar Populasi Penelitian No. Nama Emiten Kode Kriteria 1 2 3 1. PT Akasha Wira Internasional Tbk ADES X - 2. PT Tiga Pilar Sejahtera Food Tbk AISA X - 3. PT Tri Banyan Tirta Tbk ALTO X - 4. PT Cahaya Kalbar Tbk CEKA X - 5. PT Davomas Abadi Tbk DAVO X - 6. PT Delta Djakarta Tbk DLTA 1 7. PT Indofood CBP Sukses Makmur Tbk ICBP X - 8. PT Indofood Sukses Makmur Tbk INDF 2 9. PT Multi Bintang Indonesia Tbk MLBI 3 10. PT Mayora Indah Tbk MYOR 4 11. PT Prashida Aneka Niaga Tbk PSDN X - 12. PT Nippon Indosari Corporindo Tbk ROTI 5 13. PT Sekar Bumi Tbk SKBM X - 14. PT Sekar Laut Tbk SKLT 6 15. PT Siantar Top Tbk STTP X - 16. PT Ultra Jaya Milk Industry Trading Company Tbk ULTJ X - 17. PT Gudang Garam Tbk GGRM 7 18. PT Handjaya Mandala Sampoerna Tbk HMSP 8 19. PT Bentoel Internasional Investama Tbk RMBA X - 20. PT Wismilak Inti Makmur Tbk WIIM X - 21. PT Darya Varia Laboratoria Tbk DVLA 9 22. PT Indofarma (Persero) Tbk INAF X - 23. PT Kimia Farma (Persero) Tbk KAEF 10 24. PT Kalbe Farma Tbk KLBF 11 25. PT Merck Tbk MERK 12 26. PT Pyridam Farma Tbk PYFA X - 27. PT Schering Plough Indonesia Tbk SCPI X - 28. PT Industri Jamu dan Farmasi Sido Muncul Tbk SIDO X - Sampel
29. PT Taisho Pharmaceutical Indonesia Tbk SQBB X - 30. PT Tempo Scan Pasific Tbk TSPC 13 31. PT Martina Berto Tbk MBTO X - 32. PT Mustika Ratu Tbk MRAT 14 33. PT Mandom Indonesia Tbk TCID 15 34. PT Unilever Indonesia Tbk UNVR 16 35. PT Chitose Internasional Tbk CINT X - 36. PT Kedawung Setia Industrial Tbk KDSI X - 37. PT Kedaung Indah Can Tbk KICI X - 38. PT Langgeng Makmur Industry Tbk LMPI X - Sumber : www.idx.co.id (diolah). Pemilihan sampel dilakukan dengan teknik purposive sampling, yaitu pemilihan sampel yang didasarkan pada tujuan tertentu dengan kriteria sebagai berikut: 4. Perusahaan manufaktur sektor barang konsumsi yang terdaftar di Bursa Efek Indonesia (BEI) periode 2011-2013. 5. Perusahaan manufaktur sektor barang konsumsi yang membagikan dividen tunai secara kontinyu periode 2011-2013. 6. Perusahaan manufaktur sektor barang konsumsi yang menerbitkan laporan keuangan secara lengkap periode 2011-2013.
Lampiran 2 Data variabel Harga Saham, ROE, DER DAN CR Pada perusahaan Manufaktur Sektor Barang Konsumsi Tahun 2011 2013 No. Nama DER CR ROE Harga Saham Perusahaan 2011 2012 2013 2011 2012 2013 2011 2012 2013 2011 2012 2013 1 PT Unilever Indonesia Tbk 1.85 2.02 2.14 68.67 66.83 69.64 113.13 121.94 125.81 18800 20850 26000 2 PT Tempo Scan Pasific Tbk 0.40 0.38 0.40 308.30 309.33 296.19 19.25 18.94 16.53 2550 2550 3250 3 PT Mandom Indonesia Tbk 0.11 0.15 0.24 1174.28 772. 65 357.32 13.72 13.71 13.54 7700 11000 11900 4 PT Sekar Laut Tbk 0.74 0.93 1.16 169.74 141.48 123.38 4.86 6.15 8.19 140 180 180 5 PT Nippon Indosari Corporindo Tbk 0.39 0.81 1.32 128.35 112.46 113.64 21.22 22.37 20.07 665 1380 1020 6 PT Mayora Indah Tbk 1.72 1.71 1.47 221.87 276.11 244.34 19.94 24.27 26.87 12214 17143 26000 7 PT Mustika Ratu Tbk 0.18 0.18 0.16 627.07 601.71 605.41 7.77 7.97-1.77 500 490 465 8 PT Multi Bintang Indonesia Tbk 1.30 2.49 0.80 99.42 58.05 97.75 95.68 137.46 118.60 3590 7400 12000 9 PT Merck Tbk 0.18 0.37 0.36 751.52 387.12 397.95 46.78 25.87 34.25 152000 189000 160000 10 PT Kalbe Farma Tbk 0.27 0.28 0.33 365.27 340.54 283.93 23.37 24.08 23.18 680 1060 1250 11 PT Kimia Farma (Persero) Tbk 0.43 0.45 0.52 274.75 282.50 242.67 13.71 14.01 13.28 340 740 590 12 PT Indofood Sukses Makmur Tbk 0.70 0.74 1.04 190.95 200.32 166.73 15.47 14.00 8.90 4600 5850 6600 13 PT Handjaya Mandala Sampoerna Tbk 0.90 0.97 0.94 174.93 177.58 175.26 79.05 74.73 76.43 39000 59900 62400 14 PT Gudang Garam Tbk 0.59 0.56 0.73 224.48 217.02 172.21 20.20 15.29 14.90 62050 56300 42000 15 PT Darya Varia Laboratoria Tbk 0.28 0.28 0.30 483.04 431.02 424.18 16.61 17.69 13.75 1150 1690 2200 16 PT Delta Djakarta Tbk 0.22 0.25 0.28 600.90 526.46 470.54 26.48 35.68 39.98 111500 255000 380000 JUMLAH 10.26 12.57 12.19 5863.54 4128.53 4241.14 537.24 574.16 552.51 417479 630533 735855 RATA-RATA 0.64 0.79 0.76 366.47 258.03 265.07 33.58 35.89 34.53 26092.44 39408.31 45990.94
Lampiran 3 HASIL PENGOLAHAN DATA SPSS 22.0 Hasil Statistik Deskriptif Variabel Penelitian Descriptive Statistics N Minimum Maximum Mean Std. Deviation LnHS 48 4.94 12.85 8.6967 2.13998 Debt To Equity Ratio 48.11 2.49.7296.59543 Current Ratio 48.00 1174.28 296.5252 217.07525 Return On Equity 48-1.77 137.46 34.6648 36.45778 Dividend Payout Ratio 48.01 1.44.4383.36174 Valid N (listwise) 48 Sumber: Output SPSS 16 Gambar 4.1 Histogram
Gambar 4.2 Kurva Normal P-P Plot Hasil Uji Non-Parametik Kolmogrov-Smirnov One-Sample Kolmogorov-Smirnov Test Residual N 48 Normal Parameters a,b Mean.0000000 Std. Deviation 1.89630026 Most Extreme Differences Absolute.138 Positive.138 Negative -.093 Kolmogorov-Smirnov Z.954 Asymp. Sig. (2-tailed).323 a. Test distribution is Normal. b. Calculated from data.
Hasil Uji Multikolinearitas Collinearity Statistics Keterangan Tolerance VIF (Constant) Debt To Equity Ratio.249 4.012 Bebas Multikolinearitas Current Ratio.222 4.513 Bebas Multikolinearitas Return On Equity.259 3.860 Bebas Multikolinearitas Dividend Payout Ratio.909 1.100 Bebas Multikolinearitas DER.DPR.249 4.012 Bebas Multikolinearitas CR.DPR.222 4.513 Bebas Multikolinearitas ROE.DPR.259 3.860 Bebas Multikolinearitas Hasil Uji Autokorelasi Runs Test Residual Test Value a -.58781 Cases < Test Value 24 Cases >= Test Value 24 Total Cases 48 Number of Runs 30 Z 1.313 Asymp. Sig. (2-tailed).189 a. Median
Gambar 4.3 Grafik Scatterplot Hasil Uji Heteroskedastisitas Hasil Uji Glejser a Standardized B Std. Error Beta t Sig. 1 (Constant) 1.055.387 2.723.009 Debt To Equity Ratio.381.318.263 1.198.238 Current Ratio.002.001.416 2.338.024 Return On Equity -.003.005 -.110 -.559.579 Dividend Payout Ratio -.377.354 -.158-1.064.293 a. Dependent Variable: AbsUt
Hasil Regresi Linier Berganda a Unstandardize d Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 1 (Constant) 7.278.874 8.324.000 Debt To Equity Ratio -.438.744 -.122 -.589.559.417 2.399 Current Ratio.002.002.214 1.283.206.641 1.560 Return On Equity.032.010.547 3.059.004.558 1.791 a. Dependent Variable: LnHS Hasil Uji MRA (DER, DPR dan DER.DPR) a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 1 (Constant) 7.019.812 8.640.000 Debt To Equity Ratio Dividend Payout Ratio.944.985.263.959.343.249 4.012 3.023 1.242.511 2.434.019.424 2.356 DER.DPR -1.008 1.357 -.241 -.743.462.178 5.629 a. Dependent Variable: LnHS
Hasil Uji MRA (CR, DPR dan CR.DPR) a Standardize d Collinearity Statistics Toleranc B Std. Error Beta T Sig. e VIF 1 (Constant) 7.805.888 8.791.000 Current Ratio -.001.003 -.061 -.210.835.222 4.513 Dividend Payout Ratio 1.893 1.250.320 1.515.137.424 2.357 CR.DPR.002.004.160.470.640.164 6.111 a. Dependent Variable: LnHS Hasil Uji MRA (ROE, DPR dan ROE.DPR) a Standardized Collinearity Statistics B Std. Error Beta T Sig. Tolerance VIF 1 (Constant) 6.633.591 11.228.000 Return On Equity Dividend Payout Ratio.038.015.655 2.625.012.259 3.860 3.093 1.057.523 2.925.005.505 1.981 ROE.DPR -.034.021 -.490-1.646.107.182 5.503 a. Dependent Variable: LnHS
Hasil Uji Hipotesis Uji Simultan DER, CR, dan ROE ANOVA a Sum of Squares Df Mean Square F Sig. 1 Regression 46.228 3 15.409 4.012.013 b Residual 169.010 44 3.841 Total 215.238 47 a. Dependent Variable: LnHS b. Predictors: (Constant), Return On Equity, Current Ratio, Debt To Equity Ratio Koefisien Determinasi Persamaan 1 Summary b R R Square Adjusted R Square Std. Error of the Estimate 1.463 a.215.161 1.95988 a. Predictors: (Constant), Debt To Equity Ratio, Current Ratio, Return On Equity b. Dependent Variable: LnHS Koefisien Determinasi Persamaan 2 Summary b R R Square Adjusted R Square Std. Error of the Estimate 1.420 a.177.121 2.00674 a. Predictors: (Constant), DER.DPR, Dividend Payout Ratio, Debt To Equity Ratio b. Dependent Variable: LnHS Koefisien Determinasi Persamaan 3
Summary b R R Square Adjusted R Square Std. Error of the Estimate 1.408 a.167.110 2.01893 a. Predictors: (Constant), CR.DPR, Dividend Payout Ratio, Current Ratio b. Dependent Variable: LnHS Koefisien Determinasi Persamaan 4 Summary b R R Square Adjusted R Square Std. Error of the Estimate 1.539 a.290.242 1.86321 a. Predictors: (Constant), ROE.DPR, Dividend Payout Ratio, Return On Equity b. Dependent Variable: LnHS