Lampiran 1 Tabel 4.1 Daftar Populasi Perusahaan Food and Beverages No Nama Perusahaan Kode Kriteria Penentuan Sampel 1 2 3 4 Sampel 1 PT Akasha Wira International Tbk. ADES 1 2 PT Tiga Pilar Sejahtera Food Tbk. AISA 1 3 PT Tri Banyan Tirta Tbk. ALTO X X 4 PT Wilmar Cahaya Indonesia Tbk. CEKA 1 5 PT Davomas Abadi Tbk. DAVO X 6 PT Delta Djakarta Tbk. DLTA 1 7 PT Indofood CBP Sukses Makmur Tbk. ICBP 1 8 PT Indofood Sukses Makmur Tbk. INDF 1 9 PT Multi Bintang Indonesia Tbk. MLBI 1 10 PT Mayora Indah Tbk. MYOR 1 11 PT Prashida Aneka Niaga Tbk PSDN X X 12 PT Nippon Indosari Corpindo Tbk. ROTI 1 13 PT Sekar Bumi Tbk SKBM X X 14 PT Sekar Laut Tbk. SKLT 1
15 PT Siantar Top Tbk. STTP 1 16 PT Ultrajaya Milk Industry and Trading Co. Tbk. ULTJ 1 JUMLAH 12 Tabel 4.2 Daftar Sampel Perusahaan Food and Beverages No Kode Emiten Nama Perusahaan 1 ADES PT Akasha Wira International Tbk. 2 AISA PT Tiga Pilar Sejahtera Food Tbk. 3 CEKA PT Wilmar Cahaya Indonesia Tbk. 4 DLTA PT Delta Djakarta Tbk. 5 ICBP PT Indofood CBP Sukses Makmur Tbk. 6 INDF PT Indofood Sukses Makmur Tbk. 7 MLBI PT Multi Bintang Indonesia Tbk. 8 MYOR PT Mayora Indah Tbk. 9 ROTI PT Nippon Indosari Corpindo Tbk. 10 SKLT PT Sekar Laut Tbk. 11 STTP PT Siantar Top Tbk. 12 ULTJ PT Ultrajaya Milk Industry and Trading Co. Tbk.
Lampiran 2 Data Variabel Return On Assets (ROA) KODE 2010 2011 2012 2013 ADES 9,76 8,18 21,43 12,62 AISA 4,13 4,18 6,56 6,91 CEKA 3,48 11,70 5,68 6,06 DLTA 20,61 21,79 28,64 31,20 ICBP 13,68 13,57 12,86 10,51 INDF 8,32 9,13 8,06 4,38 MLBI 52,25 55,74 52,71 5,56 MYOR 11,36 7,33 8,97 10,90 ROTI 17,56 15,27 12,38 8,67 SKLT 2,42 2,79 3,19 3,79 STTP 6,43 4,57 5,97 7,78 ULTJ 5,35 4,65 14,6 11,56 Data Variabel Return On Equity (ROE) KODE 2010 2011 2012 2013 ADES 31,70 20,57 39,87 21,02 AISA 13,57 8,18 12,47 14,71 CEKA 9,57 23,78 12,59 12,28 DLTA 25,28 26,48 35,68 39,98 ICBP 20,49 19,29 19,04 16,85 INDF 23,44 15,47 14 8,9 MLBI 126,09 128,33 184,1 120,75 MYOR 25,09 19,94 24,27 26,87 ROTI 21,91 21,22 22,37 20,07 SKLT 4,09 4,86 6,15 8,19 STTP 9,33 8,71 12,87 16,49 ULTJ 8,27 7,22 21,08 16,13
Data Variabel Net Profit Margin (NPM) KODE 2010 2011 2012 2013 ADES 14,47 8,64 17,49 11,08 AISA 11,35 8,55 9,23 8,55 CEKA 4,12 7,78 5,19 2,56 DLTA 26,66 26,9 12,41 31,20 ICBP 10,18 10,67 10,58 8,91 INDF 10,25 10,79 9,55 5,92 MLBI 24,74 27,3 28,93 33,48 MYOR 6,92 5,11 7,08 8,81 ROTI 16,3 14,25 12,52 10,50 SKLT 1,54 1,74 1,98 2,02 STTP 5,47 4,15 5,81 6,75 ULTJ 5,71 4,82 12,58 9,40 Data Variabel Debt to Equity Ratio (DER) KODE 2010 2011 2012 2013 ADES 2,25 1,51 0,86 0,67 AISA 2,28 0,96 0,90 1,13 CEKA 1,75 1,03 1,22 1,02 DLTA 0,20 0,22 0,25 0,28 ICBP 0,45 0,42 0,48 0,60 INDF 1,34 0,7 0,74 1,04 MLBI 1,41 1,3 2,49 0,80 MYOR 1,18 1,72 1,71 1,47 ROTI 0,25 0,39 0,81 1,32 SKLT 0,69 0,74 0,93 1,16 STTP 0,45 0,91 1,16 1,12 ULTJ 0,54 0,55 0,44 0,40
Data Variabel Earning Per Share (EPS) KODE 2010 2011 2012 2013 ADES 53,67 43,85 141,34 94,34 AISA 45,37 74,22 72,18 106,08 CEKA 99,36 324 196,12 218,06 DLTA 871,575 947,44 13327,84 16,89 ICBP 292,24 338,77 373,8 381,63 INDF 336,3 350,46 371,41 285,16 MLBI 21021,2 24080,78 21518,98 56,59 MYOR 651,79 630,70 971,1 1183,45 ROTI 98,56 114,52 147,33 31,22 SKLT 7,00 8,65 11,53 16,56 STTP 32,54 32,58 56,97 87,36 ULTJ 37,16 35,08 122,36 112,56 Data Variabel Harga Saham KODE 2010 2011 2012 2013 ADES 1105 1231 1346 2995 AISA 524.2 691.25 718.75 1300.83 CEKA 1181.7 1019.2 1810 1397.5 DLTA 90912.5 119333.3 196958.3 334167 ICBP 1289.6 4293.75 6258.3 10475 INDF 4345.83 5300 5252.1 6900 MLBI 195162.5 320954.2 621258.3 1069.25 MYOR 7539.6 12941.7 20383.3 2987.5 ROTI 104.6 193.75 211.1 6032.5 SKLT 1377.5 2991.67 4795.83 180 STTP 140.83 140 160 1479.17 ULTJ 305.42 525.83 744.17 3686.67
Lampiran 3 Hasil Pengolahan Data SPSS 16.0 Hasil Uji Statistik Deskriptif Descriptive Statistics N Minimum Maximum Mean Std. Deviation LNROA 48.88 4.02 2.2439.74794 ROE 48 4.09 184.10 28.1169 35.84814 NPM 48 1.54 33.48 11.2696 8.12288 DER 48.20 2.49.9633.55234 LNEPS 48 1.95 10.09 5.1703 1.91026 LNHS 48 4.65 13.34 7.8464 2.19465 Valid N (listwise) 48 Hasil Uji Normalitas One-Sample Kolmogorov-Smirnov Test One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 48 Normal Parameters a Mean.0000000 Std. Deviation 1.14056922 Most Extreme Differences Absolute.166 Positive.093 Negative -.166 Kolmogorov-Smirnov Z 1.147 Asymp. Sig. (2-tailed).144 a. Test distribution is Normal.
Gambar Histogram sebelum Transformasi Grafik Normal P-P Plot Sebelum Transformasi
Gambar Histogram Setelah Transformasi Grafik Normal P-P Plot Setelah Transformasi
Hasil Uji Multikolinearitas Coefficients a Unstandardized Coefficients Standardized Coefficients Collinearity Statistics Model B Std. Error Beta t Sig. Tolerance VIF 1 (Constant) 3.215.859 3.744.001 ROE -.006.010 -.100 -.611.544.240 4.159 NPM.125.045.462 2.804.008.236 4.230 DER -.343.403 -.086 -.852.399.625 1.599 LNROA.767.518.261 1.481.146.207 4.839 LNEPS.388.165.338 2.349.024.311 3.213 a. Dependent Variable: LNHS Uji Autokorelasi Model Summary b Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson 1.854 a.730.698 1.20655 1.902 a. Predictors: (Constant), LNEPS, DER, NPM, ROE, LNROA b. Dependent Variable: LNHS
Hasil Uji Heteroskedastisitas Coefficients a Unstandardized Coefficients Standardize d Coefficients Collinearity Statistics Toleranc Model B Std. Error Beta t Sig. e VIF 1 (Constant ).478.569.841.405 ROE.002.007.080.262.795.240 4.159 NPM.010.030.100.323.748.236 4.230 DER.050.267.036.188.852.625 1.599 LNROA.060.343.058.175.862.207 4.839 LNEPS.002.109.005.019.985.311 3.213 a. Dependent Variable: ABSRES1
Hasil Uji T Coefficients a Unstandardized Coefficients Standardized Coefficients Model B Std. Error Beta t Sig. 1 (Constant) 3.215.859 3.744.001 ROE -.006.010 -.100 -.611.544 NPM.125.045.462 2.804.008 DER -.343.403 -.086 -.852.399 LNROA.767.518.261 1.481.146 LNEPS.388.165.338 2.349.024 a. Dependent Variable: LNHS Hasil Uji F ANOVA b Model 1 Regression Sum of Squares df Mean Square F Sig. 165.232 5 33.046 22.700.000 a Residual 61.142 42 1.456 Total 226.374 47 a. Predictors: (Constant), LNEPS, DER, NPM, ROE, LNROA b. Dependent Variable: LNHS
Hasil Uji Regresi Linier Berganda Coefficients a Unstandardized Coefficients Standardized Coefficients Model B Std. Error Beta t Sig. 1 (Constant) 3.215.859 3.744.001 ROE -.006.010 -.100 -.611.544 NPM.125.045.462 2.804.008 DER -.343.403 -.086 -.852.399 LNROA.767.518.261 1.481.146 LNEPS.388.165.338 2.349.024 a. Dependent Variable: LNHS