L A M P I R A N. Universitas Sumatera Utara

L A M P I R A N

Lampiran 1 Data Inflasi Tahun 2007 s/d 2010 Tahun 2007 2008 2009 Bulan Tingkat Inflasi Januari 6.26% Februari 6.30% Maret 6.52% April 6.29% Mei 6.01% Juni 5.77% Juli 6.06% Agustus 6.51% September 6.95% Oktober 6.88% November 6.71% Desember 6.59% Januari 7.36% Februari 7.40% Maret 8.17% April 8.96% Mei 10.38% Juni 11.03% Juli 11.90% Agustus 11.85% September 12.14% Oktober 11.77% November 11.68% Desember 11.06% Januari 9.17% Februari 8.60% Maret 7.92% April 7.31% Mei 6.04% Juni 3.65% Juli 2.71% Agustus 2.75% Average (Triwulan) 6.36% 6.02% 6.51% 6.73% 7.64% 10.12% 11.96% 11.50% 8.56% 5.67% 2.76%

2010 September 2.83% Oktober 2.57% November 2.41% Desember 2.78% Januari 3.72% Februari 3.81% Maret 3.43% April 3.91% Mei 4.16% Juni 5.05% Juli 6.22% Agustus 6.44% September 5.80% Oktober 5.67% November 6.33% Desember 6.96% 2.59% 3.65% 4.37% 6.15% 6.32%

Lampiran 2 Data Suku Bunga Tahun 2007 s/d 2010 Tahun Bulan BI Rate 2007 2008 2009 Januari 9.50% Februari 9.25% Maret 9.00% April 9.00% Mei 8.75% Juni 8.50% Juli 8.25% Agustus 8.25% September 8.25% Oktober 8.25% November 8.25% Desember 8.00% Januari 8.00% Februari 8.00% Maret 8.00% April 8.00% Mei 8.25% Juni 8.50% Juli 8.75% Agustus 9.00% September 9.25% Oktober 9.50% November 9.50% Desember 9.25% Januari 8.75% Februari 8.25% Maret 7.75% April 7.50% Mei 7.25% Juni 7.00% Juli 6.75% Agustus 6.50% September 6.50% Average (Triwulan) 9.25% 8.75% 8.25% 8.17% 8.00% 8.25% 9.00% 9.42% 8.25% 7.25% 6.58%

2010 Oktober 6.50% November 6.50% Desember 6.50% Januari 6.50% Februari 6.50% Maret 6.50% April 6.50% Mei 6.50% Juni 6.50% Juli 6.50% Agustus 6.50% September 6.50% Oktober 6.50% November 6.50% Desember 6.50% 6.50% 6.50% 6.50% 6.50% 6.50%

Lampiran 3 Data Nilai Tukar Tahun 2007 s/d 2010 Tahun 2007 2008 2009 Bulan Kurs (USD) Januari 9,067 Februari 9,068 Maret 9,164 April 9,098 Mei 8,844 Juni 8,984 Juli 9,067 Agustus 9,367 September 9,310 Oktober 9,107 November 9,264 Desember 9,334 Januari 9,406 Februari 9,181 Maret 9,185 April 9,209 Mei 9,291 Juni 9,296 Juli 9,163 Agustus 9,149 September 9,341 Oktober 10,048 November 11,711 Desember 11,325 Januari 11,167 Februari 11,853 Maret 11,850 April 11,025 Mei 10,392 Juni 10,207 Juli 10,111 Average (Triwulan) 9,100 8,975 9,248 9,235 9,257 9,265 9,218 11,028 11,623 10,541

2010 Agustus 9,978 9,997 September 9,901 Oktober 9,483 November 9,470 Desember 9,458 9,470 Januari 9,275 Februari 9,348 Maret 9,174 9,266 April 9,027 Mei 9,183 Juni 9,148 9,119 Juli 9,049 Agustus 8,972 September 8,976 8,999 Oktober 8,928 November 8,938 Desember 9,023 8,963

Lampiran 4 Rasio PT Bank Mandiri Tbk Tahun 2007 s/d 2010 Periode Rasio LDR ROA CAR Triwulan 1 55.33% 2.31% 26.31% 2007 Triwulan 2 53.64% 2.42% 24.40% Triwulan 3 55.10% 2.39% 22.29% Triwulan 4 52.02% 2.40% 20.75% Triwulan 1 56.64% 2.78% 22.14% 2008 Triwulan 2 59.53% 2.62% 17.58% Triwulan 3 62.07% 2.64% 16.98% Triwulan 4 56.89% 2.69% 15.66% Triwulan 1 61.32% 2.46% 15.30% 2009 Triwulan 2 59.81% 2.67% 14.02% Triwulan 3 60.43% 2.78% 14.13% Triwulan 4 59.15% 3.13% 15.43% Triwulan 1 61.89% 2.93% 15.96% 2010 Triwulan 2 88.36% 3.51% 14.60% Triwulan 3 88.98% 3.65% 13.36% Triwulan 4 65.44% 3.63% 13.36%

Lampiran 5 Rasio PT Bank Negara Indonesia Tbk Tahun 2007 s/d 2010 2007 2008 2009 2010 Periode Rasio LDR ROA CAR Triwulan 1 48.66% 1.63% 15.34% Triwulan 2 55.32% 1.78% 14.27% Triwulan 3 59.42% 1.74% 17.61% Triwulan 4 60.56% 0.85% 15.74% Triwulan 1 70.46% 0.50% 16.33% Triwulan 2 69.55% 0.76% 14.51% Triwulan 3 73.20% 1.06% 13.85% Triwulan 4 68.61% 1.12% 13.47% Triwulan 1 68.76% 1.91% 15.00% Triwulan 2 70.97% 1.62% 14.30% Triwulan 3 74.60% 1.57% 14.67% Triwulan 4 64.06% 1.72% 13.78% Triwulan 1 67.23% 2.51% 13.09% Triwulan 2 68.21% 2.34% 13.32% Triwulan 3 68.64% 2.61% 12.02% Triwulan 4 70.15% 2.49% 18.63%

Lampiran 6 Rasio PT Bank Rakyat Indonesia Tbk Tahun 2007 s/d 2010 Periode Rasio LDR ROA CAR Triwulan 1 74.70% 4.49% 20.87% 2007 Triwulan 2 72.73% 4.29% 17.93% Triwulan 3 73.88% 4.27% 17.18% Triwulan 4 68.80% 4.61% 15.84% Triwulan 1 74.19% 4.17% 16.52% 2008 Triwulan 2 77.01% 4.06% 13.89% Triwulan 3 86.35% 4.14% 13.45% Triwulan 4 79.93% 4.18% 13.18% Triwulan 1 81.35% 3.92% 14.91% 2009 Triwulan 2 85.33% 3.61% 14.60% Triwulan 3 87.35% 3.47% 13.50% Triwulan 4 80.88% 3.73% 13.20% Triwulan 1 86.53% 3.71% 15.44% 2010 Triwulan 2 88.36% 3.51% 14.11% Triwulan 3 88.98% 3.65% 13.36% Triwulan 4 75.17% 4.64% 13.76%

Lampiran 7 Perhitungan Standar Deviasi PT Bank Mandiri Tbk Tahun 2007 s/d 2010 Tahun Periode Bulan Harga Return Penutupan Bulanan Jan 2,667-0.05 Triwulan 1 Feb 2,463-0.08 Mar 2,393-0.03 Apr 2,895 0.21 Triwulan 2 Mei 3,101 0.07 2007 Jun 3,110 0.00 Jul 3,419 0.10 Triwulan 3 Agt 3,053-0.11 Sep 3,237 0.06 Okt 3,695 0.14 Triwulan 4 Nov 3,449-0.07 Des 3,458 0.00 Jan 3,148-0.09 Triwulan 1 Feb 3,264 0.04 Mar 3,059-0.06 Apr 2,783-0.09 Triwulan 2 Mei 2,868 0.03 2008 Jun 2,713-0.05 Jul 2,730 0.01 Triwulan 3 Agt 2,845 0.04 Sep 2,614-0.08 Okt 1,821-0.30 Triwulan 4 Nov 1,612-0.11 Des 1,862 0.16 Jan 1,903 0.02 Triwulan 1 Feb 1,736-0.09 Mar 1,886 0.09 Apr 2,377 0.26 2009 Triwulan 2 Mei 2,735 0.15 Jun 3,239 0.18 Jul 3,411 0.05 Triwulan 3 Agt 3,961 0.16 Sep 4,299 0.09 Rata- Rata Total Risiko (St Dev) -0.05 0.02 0.09 0.11 0.02 0.11 0.03 0.11-0.04 0.07-0.04 0.06-0.01 0.06-0.09 0.23 0.01 0.09 0.20 0.06 0.10 0.06

2010 Triwulan 4 Triwulan 1 Triwulan 2 Triwulan 3 Triwulan 4 Okt 4,709 0.10 Nov 4,581-0.03 Des 4,513-0.01 Jan 4,679 0.04 Feb 4,370-0.07 Mar 4,853 0.11 Apr 5,191 0.07 Mei 5,191 0.00 Jun 5,527 0.06 Jul 5,889 0.07 Agt 5,837-0.01 Sep 6,389 0.09 Okt 6,787 0.06 Nov 6,885 0.01 Des 6,458-0.06 0.02 0.07 0.03 0.09 0.04 0.04 0.05 0.05 0.00 0.06

Lampiran 8 Perhitungan Standar Deviasi PT Bank Negara Indonesia Tbk Tahun 2007 s/d 2010 Tahun Periode Bulan Harga Return Penutupan Bulanan Jan 1,778-0.03 Triwulan 1 Feb 1,698-0.05 Mar 1,692 0.00 Apr 1,961 0.16 Triwulan 2 Mei 2,228 0.14 2007 Jun 2,309 0.04 Jul 2,488 0.08 Triwulan 3 Agt 1,890-0.24 Sep 1,857-0.02 Okt 1,962 0.06 Triwulan 4 Nov 1,790-0.09 Des 1,907 0.07 Jan 1,703-0.11 Triwulan 1 Feb 1,620-0.05 Mar 1,389-0.14 Apr 1,182-0.15 Triwulan 2 Mei 1,159-0.02 2008 Jun 1,158 0.00 Jul 1,192 0.03 Triwulan 3 Agt 1,227 0.03 Sep 1,071-0.13 Okt 552-0.48 Triwulan 4 Nov 470-0.15 Des 558 0.19 Jan 714 0.28 Triwulan 1 Feb 699-0.02 Mar 665-0.05 2009 Apr 939 0.41 Triwulan 2 Mei 1,429 0.52 Jun 1,600 0.12 Triwulan 3 Jul 1,677 0.05 Rata- Rata Total Risiko (St Dev) -0.03 0.02 0.11 0.07-0.06 0.16 0.01 0.09-0.10 0.05-0.06 0.08-0.02 0.09-0.15 0.34 0.07 0.18 0.35 0.21

2010 Triwulan 4 Triwulan 1 Triwulan 2 Triwulan 3 Triwulan 4 Agt 1,837 0.10 0.06 0.03 Sep 1,899 0.03 Okt 1,907 0.00 Nov 1,853-0.03 Des 1,876 0.01 0.00 0.02 Jan 1,854-0.01 Feb 1,787-0.04 Mar 1,930 0.08 0.01 0.06 Apr 2,281 0.18 Mei 2,285 0.00 Jun 2,269-0.01 0.06 0.11 Jul 2,529 0.11 Agt 3,035 0.20 Sep 3,463 0.14 0.15 0.04 Okt 3,687 0.06 Nov 3,686 0.00 Des 3,920 0.06 0.04 0.04

Lampiran 9 Perhitungan Standar Deviasi PT Bank Rakyat Indonesia Tbk Tahun 2007 s/d 2010 Tahun Periode Bulan Harga Return Penutupan Bulanan Jan 2,609 0.00 Triwulan 1 Feb 2,468-0.05 Mar 2,477 0.00 Apr 2,704 0.09 Triwulan 2 Mei 2,889 0.07 2007 Jun 2,971 0.03 Jul 3,145 0.06 Triwulan 3 Agt 2,964-0.06 Sep 3,210 0.08 Okt 3,874 0.21 Triwulan 4 Nov 3,855 0.00 Des 3,713-0.04 Jan 3,559-0.04 Triwulan 1 Feb 3,563 0.00 Mar 3,121-0.12 Apr 2,966-0.05 Triwulan 2 Mei 3,136 0.06 2008 Jun 2,608-0.17 Jul 2,830 0.09 Triwulan 3 Agt 2,958 0.05 Sep 2,804-0.05 Okt 1,900-0.32 Triwulan 4 Nov 1,624-0.15 Des 2,004 0.23 Jan 2,310 0.15 Triwulan 1 Feb 2,130-0.08 Mar 2,061-0.03 2009 Apr 2,524 0.22 Triwulan 2 Mei 3,020 0.20 Jun 3,177 0.05 Triwulan 3 Jul 3,417 0.08 Rata- Rata Total Risiko (St Dev) -0.02 0.03 0.06 0.03 0.03 0.08 0.06 0.13-0.06 0.06-0.05 0.11 0.03 0.07-0.08 0.28 0.01 0.12 0.16 0.09

2010 Triwulan 4 Triwulan 1 Triwulan 2 Triwulan 3 Triwulan 4 Agt 3,679 0.08 0.05 0.04 Sep 3,718 0.01 Okt 3,889 0.05 Nov 3,723-0.04 Des 3,855 0.04 0.01 0.05 Jan 3,901 0.01 Feb 3,713-0.05 Mar 3,876 0.04 0.00 0.05 Apr 4,289 0.11 Mei 4,176-0.03 Jun 4,460 0.07 0.05 0.07 Jul 4,810 0.08 Agt 4,726-0.02 Sep 4,974 0.05 0.04 0.05 Okt 5,407 0.09 Nov 5,911 0.09 Des 5,359-0.09 0.03 0.11

Lampiran 10 HASIL PENGOLAHAN SPSS Normalitas Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test Unstandardize d Residual N 48 Normal Parameters a,,b Mean.0000000 Std. Deviation.04724152 Most Extreme Absolute.117 Differences Positive.117 Negative -.062 Kolmogorov-Smirnov Z.812 Asymp. Sig. (2-tailed).524 a. Test distribution is Normal.

Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test Unstandardize d Residual N 48 Normal Parameters a,,b Mean.0000000 Most Extreme Differences Std. Deviation.04724152 Absolute.117 Positive.117 Negative -.062 Kolmogorov-Smirnov Z.812 Asymp. Sig. (2-tailed).524 a. Test distribution is Normal. b. Calculated from data. Heteroskedastisitas Uji Glejser Model Coefficients a Unstandardized Coefficients Standardized Coefficients t Sig.

B Std. Error Beta 1 (Constant) -.123.075-1.636.110 Inflasi.039.240.035.164.870 Suku_Bunga.808.694.284 1.165.251 Nilai_Tukar 1.513E-5.097.387 1.940.076 LDR -.043.048 -.158 -.904.371 ROA -.205.413 -.074 -.498.621 CAR -.100.169 -.102 -.593.556 a. Dependent Variable: absut Model R R Square Autokorelasi Model Summaryb Adjusted R Square Std. Error of the Estimate Durbin-Watson 1.694 a.482.406.05058 2.106 a. Predictors: (Constant), CAR, Inflasi, ROA, Nilai_Tukar, LDR, Suku_Bunga b. Dependent Variable: Risiko_Investasi Model Unstandardized Coefficients Multikolinieritas Coefficients a Standardized Coefficients Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 1 (Constant) -.302.146-2.062.046 Inflasi.757.467.314 1.620.113.337 2.971 Suku_Bunga.424 1.351.069.314.755.259 3.857 Nilai_Tukar 3.990E-5.000.475 3.847.000.828 1.208 LDR -.058.093 -.099 -.625.536.504 1.985 ROA.031.803.005.038.970.693 1.443 CAR -.228.328 -.108 -.694.491.525 1.905 a. Dependent Variable: Risiko_Investasi

ANALISIS REGRESI LINIER BERGANDA Model Variables Entered/Removed Variables Entered 1 CAR, ROA, Nilai_Tukar, Inflasi, LDR, Suku_Bunga a Variables Removed a. All requested variables entered. Model R R Square Model Summary Adjusted R Square Method. Enter Std. Error of the Estimate 1.694 a.482.406.05058 a. Predictors: (Constant), CAR, Inflasi, ROA, Nilai_Tukar, LDR, Suku_Bunga Model ANOVA b Sum of Squares df Mean Square F Sig. 1 Regression.098 6.016 6.352.000 a Residual.105 41.003 Total.202 47 a. Predictors: (Constant), CAR, Inflasi, ROA, Nilai_Tukar, LDR, Suku_Bunga b. Dependent Variable: Risiko_Investasi Model Coefficients a Unstandardized Coefficients Standardized Coefficients B Std. Error Beta 1 (Constant) -.302.146-2.062.046 Inflasi.757.467.314 1.620.113 Suku_Bunga.424 1.351.069.314.755 t Sig.

Nilai_Tukar 3.990E-5.000.475 3.847.000 LDR -.058.093 -.099 -.625.536 ROA.031.803.005.038.970 CAR -.228.328 -.108 -.694.491 a. Dependent Variable: Risiko_Investasi