LAMPIRAN
ampiran 1 UJI NORMALITAS Npar Tests One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 132 Normal Parameters a..b Mean.0000000 Std. Deviation.79054310 Most Extreme Differences Absolute.069 Positive.060 Negative -.069 Kolmogorov-Smirnov Z.790 Asymp. Sig. (2-tailed).560 a. Test distribution is Normal. b. Calculated from data.
Lampiran 2 STATISTIC DATA Descriptive Statistics N Minimum Maximum Sum Mean Std. Deviation PER 132 1.110 48.570 1508.640 11.42909 7.716989 BVA 132.030.930 59.390.44992.206462 DER 132.100 6.720 150.890 1.14311 1.063850 BDA 132.090.870 58.450.44280.180632 DP 132.033.966 35.054.26556.168539 DY 132.005.301 5.091.03857.046590 PBV 132.100 6.260 219.580 1.66348 1.281428 Valid N (listwise) 132
Lampiran 3 HASIL REGRESI BERGANDA Variables Entered/Removed Variables Model Variables Entered Removed Method 1 DY. DER. BVA. PER. DP. BDA a. Enter a. All requested variables entered. Model Summaryb Model R R Square Adjusted R Square Std. Error of the Estimate 1.787 a.619.601.809294 a. Predictors: (Constant). DY. DER. BVA. PER. DP. BDA b. Dependent Variable: PBV ANOVA b Model Sum of Squares df Mean Square F Sig. 1 Regression 133.240 6 22.207 33.906.000 a Residual 81.870 125.655 Total 215.110 131 a. Predictors: (Constant). DY. DER. BVA. PER. DP. BDA b. Dependent Variable: PBV Model Coefficients a Unstandardized Coefficients Standardized Coefficients B Std. Error Beta 1 (Constant) -.138.317 -.433.666 PER.130.010.783 12.765.000 BVA 1.160.349.187 3.323.001 DER.170.118.141 1.440.152 BDA -1.141.698 -.161-1.636.104 DP -.302.530 -.040 -.570.569 DY 4.773 2.087.174 2.287.024 a. Dependent Variable: PBV t Sig.
Lampiran 4 UJI HETEROSKEDASTISITAS Variables Entered/Removed Variables Variables Model Entered Removed Method 1 DY, DER, BVA, PER, DP, BDA a. Enter a. All requested variables entered. Model Summary Model R R Square Adjusted R Square Std. Error of the Estimate 1.389 a.151.110.46926 a. Predictors: (Constant), DY, DER, BVA, PER, DP, BDA ANOVAb Model Sum of Squares df Mean Square F Sig. 1 Regression 4.897 6.816 3.706.002 a Residual 27.526 125.220 Total 32.422 131 a. Predictors: (Constant), DY, DER, BVA, PER, DP, BDA b. Dependent Variable: absres Coefficients a Unstandardized Coefficients Standardized Coefficients Model B Std. Error Beta t Sig. 1 (Constant).574.184 3.119.002 PER.024.006.366 3.990.000 BVA.169.202.070.833.407 DER.088.069.188 1.279.203 BDA -.643.404 -.234-1.590.114 DP -.683.307 -.232-2.224.028 DY 1.526 1.210.143 1.261.210 a. Dependent Variable: absres
Lampiran 5 UJI AUTOKORELASI DAN MULTIKOLINEARITAS Variables Entered/Removed Variables Model Variables Entered Removed Method 1 DY. DER. BVA. PER. DP. BDA a. Enter a. All requested variables entered. Model Summaryb Model Durbin-Watson 1 1.771 a a. Predictors: (Constant). DY. DER. BVA. PER. DP. BDA b. Dependent Variable: PBV Coefficients a Collinearity Statistics Model Tolerance VIF 1 PER.809 1.236 BVA.963 1.039 DER.316 3.168 BDA.315 3.175 DP.627 1.595 DY.529 1.891 a. Dependent Variable: PBV
Lampiran 6 DATA PERUSAHAAN TAHUN 2008 NO NAMA PERUSAHAAN Jenis Investasi Pendanaan Dividen PER BVA DER BDA DP DY PBV 1 PT Bakrie Sumatra Plantations Tbk Agriculture 5.67 0.84 0.90 0.47 0.196 0.035 0.40 2 PT Gozko Plantations Tbk Agriculture 7.76 0.74 0.59 0.36 0.273 0.035 0.48 3 PT Sampoerna Agro Tbk Agriculture 5.12 0.63 0.37 0.27 0.386 0.076 1.45 4 PT Bumi Resources Tbk Mining 26.28 0.69 5.19 0.71 0.243 0.056 3.40 5 PT Indika Energy Tbk Mining 5.23 0.55 0.67 0.40 0.404 0.077 1.09 6 PT Medco Energi Internasional Tbk Mining 2.02 0.56 1.68 0.62 0.178 0.088 0.77 7 PT Perdana Karya Perkasa Tbk Mining 6.19 0.69 1.55 0.61 0.296 0.048 1.01 8 PT Duta Graha Indah Tbk Constructions 4.55 0.28 0.59 0.37 0.182 0.040 0.32 9 PT Jaya Konstruksi Manggala Pratama Tbk Constructions 23.01 0.19 1.35 0.57 0.314 0.014 4.04 10 PT Aqua Golden Mississippi Tbk Manufactur 20.30 0.34 0.71 0.41 0.192 0.009 2.87 11 PT Fast Food Indonesia Tbk Manufactur 11.04 0.60 0.63 0.39 0.203 0.018 2.87 12 PT Mayora Indah Tbk Manufactur 4.45 0.42 1.32 0.56 0.195 0.044 2.18 13 PT SMART Tbk Manufactur 4.67 0.53 1.17 0.54 0.495 0.106 1.06 14 PT Gudang Garam Tbk Manufactur 4.35 0.29 0.55 0.36 0.358 0.082 0.53 15 PT Sepatu Bata Tbk Manufactur 1.69 0.41 0.47 0.32 0.067 0.040 0.98 16 PT Colorpak Indonesia Tbk Manufactur 25.14 0.10 1.86 0.65 0.303 0.012 5.59 17 PT Unggul Indah CahayaTbk Manufactur 26.33 0.43 1.29 0.55 0.371 0.014 0.79 18 PT Intan Wijaya Internasional Tbk Manufactur 4.64 0.15 0.10 0.09 0.526 0.114 0.10
19 PT Resource Alam Indonesia Tbk Manufactur 10.81 0.28 0.82 0.45 0.123 0.011 3.53 20 PT Argha Karya Prima Industry Tbk Manufactur 4.24 0.55 1.17 0.52 0.400 0.094 0.39 21 PT Kageo Igar Jaya Tbk Manufactur 8.29 0.20 0.38 0.24 0.429 0.052 0.32 22 PT Semen Gresik Tbk Manufactur 9.81 0.33 0.30 0.23 0.506 0.051 3.07 23 PT Sumi Indo Kabel Tbk Manufactur 1.57 0.23 0.25 0.20 0.392 0.250 0.30 24 PT Metroda Electronics Tbk Manufactur 4.82 0.23 2.74 0.67 0.067 0.014 0.46 25 PT Indo Kordsa Tbk Manufactur 8.55 0.42 0.48 0.29 0.592 0.069 0.81 26 PT Intraco Penta Tbk Manufactur 4.41 0.11 2.46 0.71 0.377 0.085 0.31 27 PT Tunas Ridean Tbk Manufactur 4.27 0.43 2.50 0.71 0.955 0.224 1.02 28 PT United Tractor Tbk Manufactur 5.50 0.44 1.05 0.51 0.275 0.050 1.32 29 PT Darya_Varia Indonesia Tbk Manufactur 7.59 0.28 0.26 0.20 0.357 0.047 1.06 30 PT Kimia Farma Tbk Manufactur 7.62 0.34 0.53 0.34 0.200 0.026 0.45 31 PT Taisho Pharmaceutical Indonesia Tbk Manufactur 5.65 0.27 0.37 0.27 0.869 0.154 2.48 32 PT Tempo Scan Pasific Tbk Manufactur 5.61 0.31 0.29 0.22 0.211 0.038 0.81 33 PT Mandom Indonesia Tbk Manufactur 9.63 0.45 0.12 0.10 0.525 0.055 1.35 34 PT Mustika Ratu Tbk Manufactur 2.94 0.23 0.17 0.14 0.250 0.085 0.22 35 PT Indosat Tbk Telecomunication 16.63 0.81 1.95 0.66 0.500 0.030 1.79 36 PT Catur Sentosa Adiprana Tbk Retail Trade 8.70 0.27 1.72 0.61 0.211 0.024 1.12 37 PT Ensevel Putera Megatrading Tbk Retail Trade 2.78 0.14 0.88 0.47 0.239 0.086 0.55 38 PT Ramayana Lestari Sentosa Tbk Retail Trade 8.22 0.43 0.29 0.23 0.508 0.062 1.52 39 PT Alam Sutera Realty Tbk Real Estate 14.56 0.37 0.74 0.42 0.294 0.020 0.49 40 PT Bumi Serpong Damai Tbk Real Estate 4.65 0.37 1.11 0.53 0.200 0.042 0.50 41 PT Jaya Real Property Tbk Real Estate 9.30 0.59 0.75 0.42 0.315 0.034 1.11 42 PT Pudjiadi and Sons Tbk Real Estate 4.76 0.66 1.81 0.59 0.316 0.067 1.17 43 PT Pudjiadi Pristige Tbk Real Estate 5.65 0.76 0.23 0.18 0.143 0.025 0.11
44 PT Sumarecon Agung Tbk Real Estate 11.35 0.66 1.31 0.57 0.200 0.018 0.68 45 PT Fortune Indonesia Tbk Other 2.55 0.09 1.08 0.52 0.200 0.080 0.25 46 PT Jasuindo Tiga Perkasa Tbk Other 11.77 0.49 0.76 0.43 0.217 0.019 0.45 47 PT Radiant Utama Interisco Tbk Other 10.75 0.33 2.07 0.67 0.308 0.029 1.60
Lampiran 7 DATA PERUSAHAAN TAHUN 2009 NO NAMA PERUSAHAAN Jenis Investasi Pendanaan Dividen PER BVA DER BDA DP DY PBV 1 PT Astra Agro Lestari Tbk Agriculture 21.57 0.77 0.18 0.15 0.649 0.301 5.75 2 PT Bakrie Sumatra Plantations Tbk Agriculture 8.69 0.87 0.90 0.47 0.060 0.007 0.82 3 PT PP London Sumatera Indonesia Tbk Agriculture 16.11 0.80 0.27 0.21 0.403 0.025 2.99 4 PT Sampoerna Agro Tbk Agriculture 18.11 0.73 0.27 0.21 0.302 0.017 2.89 5 PT Malindo Feedmill Tbk Husbandry 4.02 0.38 6.35 0.87 0.250 0.062 2.53 6 PT Adaro Energy Tbk Mining 12.67 0.63 1.43 0.59 0.124 0.010 3.17 7 PT Indika Energy Tbk Mining 15.97 0.58 1.19 0.54 0.504 0.031 2.17 8 PT Medco Energi Internasional Tbk Mining 38.65 0.61 1.85 0.64 0.415 0.011 1.05 9 PT Perusahaan Gas Negara Tbk Mining 15.18 0.68 1.35 0.55 0.560 0.037 8.06 10 PT Duta Graha Indah Tbk Constructions 7.22 0.27 0.63 0.39 0.208 0.029 0.53 11 PT Jaya Konstruksi Manggala Pratama Tbk Constructions 17.01 0.19 1.30 0.56 0.326 0.019 1.39 12 PT Petrosea Tbk Constructions 10.04 0.58 2.65 0.71 0.966 0.014 1.24 13 PT Aqua Golden Mississippi Tbk Manufactur 33.59 0.32 0.73 0.42 0.247 0.007 4.90 14 PT Fast Food Indonesia Tbk Manufactur 12.75 0.53 0.63 0.39 0.203 0.016 3.63 15 PT SMART Tbk Manufactur 9.79 0.57 1.13 0.53 0.287 0.029 1.53 16 PT Gudang Garam Tbk Manufactur 12.00 0.28 0.48 0.32 0.362 0.030 2.27 17 PT Sepatu Bata Tbk Manufactur 8.83 0.42 0.38 0.28 0.263 0.030 1.55 18 PT Colorpak Indonesia Tbk Manufactur 16.55 0.15 0.90 0.47 0.297 0.018 4.44
19 PT Unggul Indah CahayaTbk Manufactur 23.50 0.50 0.81 0.44 0.471 0.020 0.75 20 PT Semen Gresik Tbk Manufactur 13.46 0.37 0.26 0.20 0.446 0.033 4.39 21 PT Metroda Electronics Tbk Manufactur 17.58 0.27 2.04 0.62 0.200 0.011 0.55 22 PT Intraco Penta Tbk Manufactur 7.95 0.18 1.91 0.66 0.345 0.043 0.83 23 PT Tunas Ridean Tbk Manufactur 7.82 0.53 0.77 0.44 0.072 0.009 2.43 24 PT United Tractor Tbk Manufactur 13.51 0.51 0.76 0.43 0.288 0.021 3.72 25 PT Darya_Varia Indonesia Tbk Manufactur 11.86 0.23 0.41 0.29 0.349 0.029 1.54 26 PT Taisho Pharmaceutical Indonesia Tbk Manufactur 10.67 0.22 0.21 0.17 0.663 0.062 5.32 27 PT Tempo Scan Pasific Tbk Manufactur 9.13 0.28 0.34 0.25 0.438 0.048 1.36 28 PT Mandom Indonesia Tbk Manufactur 13.07 0.43 0.13 0.11 0.516 0.040 1.85 29 PT Mustika Ratu Tbk Manufactur 8.04 0.24 0.16 0.13 0.204 0.025 0.53 30 PT Indofood Sukses Makmur Tbk Manufactur 15.02 0.68 2.45 0.62 0.394 0.026 3.07 31 PT Tunas Baru Lampung Tbk Manufactur 10.26 0.65 1.80 0.64 0.061 0.006 1.43 32 PT Fajar Surya Wisesa Tbk Manufactur 14.33 0.71 1.32 0.57 0.205 0.014 2.50 33 PT AKR Corporindo Tbk Manufactur 13.37 0.56 2.20 0.63 0.284 0.021 2.11 34 PT Budi Acid Jaya Tbk Manufactur 5.64 0.66 1.10 0.51 0.231 0.041 1.11 35 PT Sorini Agro Asia Corporindo Tbk Manufactur 9.42 0.56 0.78 0.41 0.316 0.034 2.21 36 PT Duta Pertiwi Nusantara Tbk Manufactur 21.38 0.39 0.26 0.19 0.273 0.013 1.41 37 PT Ekadharma Internasional Tbk Manufactur 4.25 0.45 1.10 0.46 0.103 0.024 1.01 38 PT Asahimas Flat Glass Tbk Manufactur 11.93 0.60 0.29 0.22 0.258 0.022 0.53 39 PT Kageo Igar Jaya Tbk Manufactur 5.90 0.16 0.29 0.19 0.125 0.022 0.72 40 PT Trias Sentosa Tbk Manufactur 4.29 0.71 0.68 0.40 0.294 0.068 0.54 41 PT Indocement Tuggal Prakasa Tbk Manufactur 18.36 0.60 0.24 0.19 0.302 0.016 4.72 42 PT Lion Metal Work Tbk Manufactur 3.25 0.13 0.19 0.16 0.193 0.060 0.48 43 PT Lionmesh Prima Tbk Manufactur 9.60 0.36 0.83 0.45 0.120 0.013 0.58
44 PT Tembaga Mulia Semanan Tbk Manufactur 1.11 0.11 6.72 0.87 0.239 0.215 0.46 45 PT Supreme Cable Manufacturing and Comercee Tbk Manufactur 14.58 0.25 1.77 0.64 0.333 0.023 0.72 46 PT Astra Graphia Tbk Manufactur 6.35 0.32 1.03 0.51 0.280 0.044 1.12 47 PT Astra Otoparts Tbk Manufactur 5.77 0.54 0.39 0.27 0.480 0.083 1.38 48 PT Gajah Tunggal Tbk Manufactur 1.64 0.63 2.32 0.69 0.058 0.035 0.55 49 PT Goodyear Indonesia Tbk Manufactur 3.25 0.65 1.71 0.63 0.076 0.023 0.95 50 PT Kalbe Farma Tbk Manufactur 14.21 0.27 0.39 0.26 0.275 0.019 3.06 51 PT Ensevel Putera Megatrading Tbk Retail Trade 5.54 0.14 0.86 0.46 0.194 0.035 1.14 52 PT Mitra Adiperkasa Tbk Retail Trade 6.28 0.46 1.62 0.62 0.152 0.024 0.80 53 PT Ramayana Lestari Sentosa Tbk Retail Trade 13.08 0.45 0.30 0.23 0.532 0.040 1.77 54 PT Alam Sutera Realty Tbk Real Estate 19.95 0.32 0.84 0.46 0.189 0.010 0.97 55 PT Bakrieland Development Tbk Real Estate 29.09 0.63 1.25 0.50 0.143 0.005 0.83 56 PT Ciputra Priperty Tbk Real Estate 20.31 0.57 0.07 0.06 0.333 0.016 0.45 57 PT Jakarta Setiabudi Internasional Tbk Real Estate 20.47 0.77 1.15 0.47 0.176 0.009 1.54 58 PT Jaya Real Property Tbk Real Estate 11.48 0.56 0.87 0.45 0.343 0.030 1.63 59 PT Metropolitan Kencana Tbk Real Estate 11.03 0.93 0.48 0.42 0.442 0.040 2.32 60 PT Pembangunan Jaya Ancol Tbk Real Estate 5.94 0.56 0.37 0.24 0.465 0.078 0.84 61 PT Summarecon Agung Tbk Real Estate 23.08 0.62 1.59 0.61 0.308 0.013 2.25
Lampiran 8 DATA PERUSAHAAN TAHUN 2010 NO NAMA PERUSAHAAN Jenis Investasi Pendanaan Dividen PER BVA DER BDA DP DY PBV 1 PT Bakrie Sumatra Plantations Tbk Agriculture 16.16 0.90 3.73 0.54 0.161 0.010 0.68 2 PT Sampoerna Agro Tbk Agriculture 18.09 0.72 0.34 0.25 0.169 0.009 3.11 3 PT Astra Agro Lestari Tbk Agriculture 25.20 0.77 0.22 0.18 0.236 0.009 6.14 4 PT BW Plantation Tbk Agriculture 27.46 0.82 0.77 0.44 0.219 0.008 5.08 5 PT Malindo Feedmill Tbk Husbandry 7.26 0.47 2.78 0.74 0.049 0.007 5.07 6 PT Bumi Resources Tbk Mining 27.00 0.64 3.49 0.64 0.228 0.008 5.01 7 PT Indika Energy Tbk Mining 23.79 0.57 1.10 0.52 0.184 0.008 4.37 8 PT Perdana Karya Perkasa Tbk Mining 12.78 0.61 1.43 0.59 0.138 0.011 0.55 9 PT Adaro Energy Tbk Mining 25.96 0.75 1.19 0.54 0.328 0.009 4.44 10 PT Duta Graha Indah Tbk Constructions 14.65 0.20 1.57 0.61 0.119 0.008 0.86 11 PT Jaya Konstruksi Manggala Pratama Tbk Constructions 40.02 0.24 1.01 0.50 0.347 0.009 3.52 12 PT Fast Food Indonesia Tbk Manufactur 18.78 0.55 0.35 0.35 0.183 0.010 5.36 13 PT SMART Tbk Manufactur 14.25 0.50 1.11 0.52 0.161 0.011 2.70 14 PT Gudang Garam Tbk Manufactur 19.18 0.25 0.31 0.31 0.206 0.108 3.84 15 PT Sepatu Bata Tbk Manufactur 13.31 0.39 0.46 0.32 0.128 0.010 2.61 16 PT Colorpak Indonesia Tbk Manufactur 4.42 0.17 1.05 0.51 0.058 0.013 0.85 17 PT Unggul Indah CahayaTbk Manufactur 12.83 0.45 0.85 0.45 0.138 0.011 0.58 18 PT Semen Gresik Tbk Manufactur 16.67 0.53 0.29 0.22 0.170 0.010 5.01
19 PT Metroda Electronics Tbk Manufactur 7.86 0.22 1.64 0.62 0.078 0.010 0.77 20 PT Intraco Penta Tbk Manufactur 16.73 0.35 2.74 0.73 0.162 0.010 0.85 21 PT Darya_Varia Indonesia Tbk Manufactur 11.77 0.24 0.36 0.27 0.146 0.012 2.14 22 PT Merck Tbk Manufactur 17.70 0.25 0.20 0.17 0.157 0.009 6.44 23 PT Tempo Scan Pasific Tbk Manufactur 13.87 0.26 0.38 0.27 0.140 0.010 2.89 24 PT Mandom Indonesia Tbk Manufactur 9.81 0.42 0.10 0.09 0.100 0.010 1.56 25 PT Mustika Ratu Tbk Manufactur 15.82 0.25 0.14 0.13 0.147 0.009 0.85 26 PT Lautan Luas Tbk Manufactur 8.77 0.49 2.52 0.72 0.089 0.010 0.78 27 PT Goodyear Indonesia Tbk Manufactur 9.70 0.54 1.76 0.64 0.092 0.009 1.30 28 PT Indofood Sukses Makmur Tbk Manufactur 14.28 0.64 1.34 0.53 0.145 0.010 3.68 29 PT Indocement Tunggal Prakasa Tbk Manufactur 18.48 0.51 0.17 0.15 0.204 0.011 4.80 30 PT Japfa Comfeed Indonesia Tbk Manufactur 8.12 0.36 1.00 0.50 0.087 0.011 2.40 31 PT Kalbe Farma Tbk Manufactur 27.45 0.28 0.23 0.18 0.266 0.010 6.62 32 PT Radiant Utama Indonesia Tbk Manufactur 13.56 0.34 1.58 0.64 0.137 0.010 0.73 33 PT Tunas Baru Lampung Tbk Manufactur 11.47 0.55 1.95 0.65 0.125 0.011 1.62 34 PT Pabrik Kertas Tjiwi Kimia Tbk Manufactur 4.57 0.61 2.45 0.71 0.057 0.012 0.73 35 PT Telekomunikasi Indonesia Tbk Telecomunication 13.46 0.81 3.61 0.43 0.142 0.011 3.75 36 PT Ensevel Putera Megatrading Tbk Retail Trade 13.74 0.16 0.81 0.45 0.134 0.010 1.53 37 PT Ramayana Lestari Sentosa Tbk Retail Trade 14.23 0.44 0.30 0.23 0.149 0.010 2.77 38 PT Alam Sutera Realty Tbk Real Estate 17.05 0.03 0.62 0.30 0.159 0.009 2.45 39 PT Pudjiadi and Sons Tbk Real Estate 6.41 0.68 1.11 0.46 0.033 0.005 1.60 40 PT Pudjiadi Pristige Tbk Real Estate 8.51 0.61 0.29 0.22 0.088 0.010 0.42 41 PT Summarecon Agung Tbk Real Estate 32.44 0.47 1.85 0.65 0.333 0.010 3.61 42 PT Jaya Real Property Tbk Real Estate 16.30 0.47 1.10 0.51 0.103 0.006 2.51 43 PT Bumi Serpong Damai Tbk Real Estate 48.57 0.36 0.70 0.36 0.485 0.010 6.26
44 PT Jakarta Setiabudi Internasional Tbk Real Estate 13.87 0.74 0.65 0.40 0.140 0.010 1.43 45 PT Fortune Indonesia Tbk Other 8.63 0.06 1.62 0.62 0.119 0.014 0.52 46 PT Surya Citra Media Tbk Other 15.34 0.40 0.69 0.41 0.149 0.010 4.85