LAMPIRAN. Dafter Sampel Penelitian

LAMPIRAN Lampiran 1 Dafter Sampel Penelitian NO NAMA PERUSAHAAN KODE EMITEN 1. Astra Internasional Tbk ASII 2. Astra Otoparts Tbk AUTO 3. Sepatu bata Tbk BATA 4. Indo kordosa Tbk BRAM 5. Berlina Tbk BRNA 6 Darya-varia Laboratoria Tbk DVLA 7. Goodyear IndonesiaTbk GDYR 8. Gudang garam Tbk GGRM 9. HM sampoerna Tbk HMSP 10. Sumi IndoKabel Tbk IKBI 11. Indocement tungal Prakasa Tbk INTP 12. Kimia Farma Tbk KAEF 13. Kalbe Farma Tbk KLBF 14. Liom metal works Tbk LION 15. Mustika Ratu Tbk. MRAT 16. Fast food Indonesia Tbk. FAST 17. Semen Gresik Tbk. SMGR 18. Selamat Sempurna Tbk SMSM 19. Mandom IndonesiaTbk TCID 20. Pabrik kertas tjiwi kimia Tbk TKIM 21. Tempo scan pacific Tbk TSPC 22. Tunas Ridean Tbk TURI 23. United Tractors Tbk UNTR 24. Unilever Indonesia Tbk UNVR 25. Indospring Tbk INDS 26. Gajah Tunggal Tbk GJTL 27. Indofood Sukses Makmur Tbk INDF 28. Multi Bintang Indonesia Tbk MLBI 29. Budi Acid jayatbk BUDI 30. Delta Djakarta Tbk DLTA 62

Lampiran 2 Data Variabel Penelitian Ukuran Perusahaan No KODE PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011 1 ASII Astra Internasional Tbk. 0.00 11.63 11.94 2 AUTO Astra Otoparts Tbk. 0.69 8.63 8.85 3 BATA Sepatu Bata Tbk. 1.10 6.18 6.25 4 BRAM Indo Kordsa Tbk. 1.39 7.31 7.41 5 BRNA Berlina Tbk. 1.61 6.31 6.47 6 BUDI Budi Acid Jaya Tbk. 1.79 7.58 7.66 7 DLTA Delta Djakarta Tbk. 1.95 6.56 6.55 8 DVLA Darya-Varia Laboratoria Tbk. 2.08 6.75 6.83 9 GDYR Goodyear Indonesia Tbk. 2.20 7.04 7.08 10 GGRM Gudang Garam Tbk. 2.30 10.33 10.57 11 HMSP HM Sampoerna Tbk. 2.40 9.93 9.87 12 IKBI Sumi Indo Kabel Tbk. 2.48 6.4 6.42 13 INDF Indofood Sukses Makmur Tbk. 2.56 10.65 10.89 14 INTP Indocement Tunggal Prakasa Tbk. 2.64 9.64 9.81 15 KAEF Kimia Farma Tbk. 2.71 7.41 7.49 16 KLBF Kalbe Farma Tbk. 2.77 8.86 9.02 17 LION Lion Metal Works Tbk. 2.83 5.72 5.9 18 MLBI Multi Bintang Indonesia Tbk. 2.89 7.04 7.11 19 MRAT Mustika Ratu Tbk. 2.94 5.96 6.05 20 FAST Fast Food Indonesia Tbk. 3.00 7.12 7.12 21 SMGR Semen Gresik Tbk. 3.04 9.65 9.89 22 SMSM Selamat Sempurna Tbk. 3.09 6.97 7.04 23 TCID Mandom Indonesia Tbk. 3.14 6.95 7.03 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 3.18 9.91 10.06 25 TSPC Tempo Scan Pasific Tbk. 3.22 8.19 8.35 26 TURI Tunas Ridean Tbk. 3.26 7.65 7.84 27 UNTR United Tractors Tbk. 3.30 10.3 10.75 28 UNVR Unilever Indonesia Tbk. 3.33 9.07 9.26 29 INDS Indospring Tbk 3.37 6.65 7.04 30 GJTL Gajah Tunggal Tbk. 3.40 9.25 9.35 63

Momentum No KODE PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011 1 ASII Astra Internasional Tbk. 24150 19850 19450 2 AUTO Astra Otoparts Tbk. 2250 8200 10550 3 BATA Sepatu Bata Tbk. 15500 31600 12600 4 BRAM Indo Kordsa Tbk. 350 950 250 5 BRNA Berlina Tbk. 280 1000 1547 6 BUDI Budi Acid Jaya Tbk. 90 0 20 7 DLTA Delta Djakarta Tbk. 42000 58000 8500 8 DVLA Darya-Varia Laboratoria Tbk. 570 360 20 9 GDYR Goodyear Indonesia Tbk. 4600 2900 2950 10 GGRM Gudang Garam Tbk. 17300 18450 22050 11 HMSP HM Sampoerna Tbk. 2300 17750 10850 12 IKBI Sumi Indo Kabel Tbk. 1120 420 450 13 INDF Indofood Sukses Makmur Tbk. 2620 1325 275 14 INTP Indocement Tunggal Prakasa Tbk. 9100 2250 1100 15 KAEF Kimia Farma Tbk. 1224 1141 181 16 KLBF Kalbe Farma Tbk. 273 3123 150 17 LION Lion Metal Works Tbk. 975 1700 1450 18 MLBI Multi Bintang Indonesia Tbk. 172050 97950 84050 19 MRAT Mustika Ratu Tbk. 242 255 150 20 FAST Fast Food Indonesia Tbk. 5369 550 550 21 SMGR Semen Gresik Tbk. 3375 1900 2000 22 SMSM Selamat Sempurna Tbk. 292 128 290 23 TCID Mandom Indonesia Tbk. 2600 900 500 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 1100 1200 875 25 TSPC Tempo Scan Pasific Tbk. 330 980 840 26 TURI Tunas Ridean Tbk. 990 1160 20 27 UNTR United Tractors Tbk. 11100 8300 2550 28 UNVR Unilever Indonesia Tbk. 3250 5450 2300 29 INDS Indospring Tbk 1203 10106 700 30 GJTL Gajah Tunggal Tbk. 1056 5715 700 64

Price Earning Ratio No KODE PERUSAHAA N NAMA PERUSAHAAN 1 ASII Astra Internasional Tbk. 2 AUTO Astra Otoparts Tbk. 3 BATA Sepatu Bata Tbk. 4 BRAM Indo Kordsa Tbk. 5 BRNA Berlina Tbk. 6 BUDI Budi Acid Jaya Tbk. 7 DLTA Delta Djakarta Tbk. 8 DVLA Darya-Varia Laboratoria Tbk. 9 GDYR Goodyear Indonesia Tbk. 10 GGRM Gudang Garam Tbk. 11 HMSP HM Sampoerna Tbk. 12 IKBI Sumi Indo Kabel Tbk. 13 INDF Indofood Sukses Makmur Tbk. 14 INTP Indocement Tunggal Prakasa Tbk. 15 KAEF Kimia Farma Tbk. 16 KLBF Kalbe Farma Tbk. 17 LION Lion Metal Works Tbk. 18 MLBI Multi Bintang Indonesia Tbk. 19 MRAT Mustika Ratu Tbk. 20 FAST Fast Food Indonesia Tbk. 21 SMGR Semen Gresik Tbk. 22 SMSM Selamat Sempurna Tbk. 23 TCID Mandom Indonesia Tbk. 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 25 TSPC Tempo Scan Pasific Tbk. 26 TURI Tunas Ridean Tbk. 27 UNTR United Tractors Tbk. 28 UNVR Unilever Indonesia Tbk. 29 INDS Indospring Tbk 30 GJTL Gajah Tunggal Tbk. TAHUN PENELITIAN SAMPEL 2009 2010 2011 65

Return Saham No KODE PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011 1 ASII Astra Internasional Tbk. 2.289099526 0.57204611 0.356554 2 AUTO Astra Otoparts Tbk. 0.642857143 1.426086957 0.75627 3 BATA Sepatu Bata Tbk. 0.756097561 0.877777778 0.18639 4 BRAM Indo Kordsa Tbk. 0.194444444 0.655172414 0.10417 5 BRNA Berlina Tbk. 0.875 1.666666667 0.96688 6 BUDI Budi Acid Jaya Tbk. 0.692307692 0 0.090909 7 DLTA Delta Djakarta Tbk. 2.1 0.935483871 0.07083 8 DVLA Darya-Varia Laboratoria Tbk. 0.59375 0.235294118 0.01709 9 GDYR Goodyear Indonesia Tbk. 0.92 0.302083333 0.236 10 GGRM Gudang Garam Tbk. 4.070588235 0.856148492 0.55125 11 HMSP HM Sampoerna Tbk. 0.283950617 1.706730769 0.385435 12 IKBI Sumi Indo Kabel Tbk. 2.24 0.259259259 0.375 13 INDF Indofood Sukses Makmur Tbk. 2.817204301 0.373239437 0.05641 14 INTP Indocement Tunggal Prakasa Tbk. 1.97826087 0.164233577 0.068966 15 KAEF Kimia Farma Tbk. 16.10526316 0.877692308 1.138365 16 KLBF Kalbe Farma Tbk. 0.6825 24.59055118 0.046154 17 LION Lion Metal Works Tbk. 0.317073171 0.80952381 0.381579 18 MLBI Multi Bintang Indonesia Tbk. 34.75757576 0.553389831 0.305692 19 MRAT Mustika Ratu Tbk. 1.581699346 0.64556962 0.23077 20 FAST Fast Food Indonesia Tbk. 2.209677419 0.055276382 0.05238 21 SMGR Semen Gresik Tbk. 0.808383234 0.251655629 0.21164 22 SMSM Selamat Sempurna Tbk. 0.449230769 0.135881104 0.271028 23 TCID Mandom Indonesia Tbk. 0.472727273 0.111111111 0.069444 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 1.571428571 0.666666667 0.29167 25 TSPC Tempo Scan Pasific Tbk. 0.825 1.342465753 0.491228 26 TURI Tunas Ridean Tbk. 1.32 0.666666667 0.034483 27 UNTR United Tractors Tbk. 2.522727273 0.535483871 0.107143 28 UNVR Unilever Indonesia Tbk. 0.416666667 0.49321267 0.139394 29 INDS Indospring Tbk 0.041666667 7.4 0.66667 30 GJTL Gajah Tunggal Tbk. 1.125 4.411764706 0.304348 66

Lampiran 3 Hasil Pengolahan Data SPSS 19 Descriptive Statistics N Minimum Maximum Mean Standart deviation X1= Ukuran Perusahaan 90.00 11.94 562.20 6.2467 X2= Momentum 90-12600.00 172050.00 715656.00 7951.7333 X3= Price Earning 90.80 79.82 1203.32 13.3702 Ratio Y = Return Saham 90 -.97 34.76 133.51 1.4834 Valid N (listwise) 90 Hasil Uji Normalitas Melalui Histogram 67

Uji Hasil Normalitas melalui Normal P-Plots Hasil Uji Normalitas melalui Kolmogorov-Smirnov One-Sample Kolmogorov-Smirnov Test Unstandardiz ed Residual N 65 Normal Parameters a,b Mean.0000000 Std. Deviation 1.15260662 Most Extreme Absolute.090 Differences Positive.090 Negative -.072 Kolmogorov-Smirnov Z.724 Asymp. Sig. (2-tailed).670 a. Test distribution is Normal b. Calculated from data 68

Uji Multikolinearitas Coefficients a Collinearity Statistics Model Tolerance VIF 1 X1= Ukuran Perusahaan.809 1.236 X2= Momentum.961 1.040 X3= Price Earning Ratio.782 1.279 a. Dependent Variable: Y = Return Saham Hasil Uji Heteroskedastisitas 69

Hasil Uji Autokorelasi Model Summary b Model Durbin-Watson 1 1.793 a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1= Ukuran Perusahaan b. Dependent Variable: Y = Return Saham sumber: SPSS 19, diolah 2014 Koefisien Regresi Coefficients a Unstandardized Coefficients Standardized Coefficients Model B Std. Error Beta 1 (Constant) -2.020.806 X1= Ukuran Perusahaan -.850.247 -.404 X2= Momentum.301.078.414 X3= Price Earning Ratio.255.281.109 a. Dependent Variable: Y = Return Saham Sumber: SPSS 19, diolah 2014 Hasil Uji Koefisien Determinasi Model Summary b Model R R Square Adjusted R Square 1.564 a.318.285 a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1=ukuran perusahaan b. Dependent Variabel: Y= Return Saham 70

Hasil Uji F ANOVA b Model Sum of Squares df Mean Square F Sig. 1 Regression 39.693 3 13.231 9.492.000 a Residual 85.024 61 1.394 Total 124.717 64 a. Predictors: (Constant), X3= Price Earning Ratio, X2= Momentum, X1= Ukuran Perusahaan b. Dependent Variable: Y = Return Saham Sumber : SPSS 19, diolah 2014 Hasil Uji t Coefficients a Model T Sig. 1 (Constant) -2.505.015 X1= Ukuran Perusahaan -3.439.001 X2= Momentum 3.842.000 X3= Price Earning Ratio.909.367 a. Dependent Variable: Y = Return Saham Sumber : SPSS 19, diolah 2014 71