LAMPIRAN A SAMPEL PERUSAHAAN

LAMPIRAN A SAMPEL PERUSAHAAN No Kode Nama Perusahaan Sub Sektor 1 ASII Astra Internasional Tbk. Otomotif & Komponen 2 AUTO Astra Otoparts Tbk. Otomotif & Komponen 3 BATA Sepatu Bata Tbk. Alas Kaki 4 BRAM Indo Kordsa Tbk. Otomotif & Komponen 5 BRNA Berlina Tbk. Kimia 6 BUDI Budi Acid Jaya Tbk. Makanan & Minuman 7 DLTA Delta Djakarta Tbk. Makanan & Minuman 8 DVLA DaryaVaria Laboratoria Tbk. Farmasi 9 GDYR Goodyear Indonesia Tbk. Otomotif & Komponen 10 GGRM Gudang Garam Tbk. Rokok 11 HMSP HM Sampoerna Tbk. Rokok 12 IKBI Sumi Indo Kabel Tbk. Kabel 13 INDF Indofood Sukses Makmur Tbk. Makanan & Minuman 14 INTP Indocement Tunggal Prakasa Tbk. Semen 15 KAEF Kimia Farma Tbk. Farmasi 16 KLBF Kalbe Farma Tbk. Farmasi 17 LION Lion Metal Works Tbk. Logam & Sejenisnya 18 MLBI Multi Bintang Indonesia Tbk. Makanan & Minuman 19 MRAT Mustika Ratu Tbk. Kosmetik & Barang R. T. 20 FAST Fast Food Indonesia Tbk. Kabel 21 SMGR Semen Gresik Tbk. Semen 22 SMSM Selamat Sempurna Tbk. Otomotif & Komponen 23 TCID Mandom Indonesia Tbk. Kosmetik & Barang R. T. 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. Pulp & Kertas 25 TSPC Tempo Scan Pasific Tbk. Farmasi 26 TURI Tunas Ridean Tbk. Otomotif & Komponen 27 UNTR United Tractors Tbk. Otomotif & Komponen 28 UNVR Unilever Indonesia Tbk. Kosmetik & Barang R. T 29 INDS Indospring Tbk Otomotif & Komponen 30 GJTL Gajah Tunggal Tbk. Otomotif & Komponen

LAMPIRAN B DATA PRICE EARNING RATIO PERUSAHAAN No KODE PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011 1 ASII Astra Internasional Tbk. 13.99 15.37 14.03 2 AUTO Astra Otoparts Tbk. 5.77 9.43 11.86 3 BATA Sepatu Bata Tbk. 8.83 14.41 12.63 4 BRAM Indo Kordsa Tbk. 9.05 8.05 17.60 5 BRNA Berlina Tbk. 4.09 6.35 15.15 6 BUDI Budi Acid Jaya Tbk. 5.64 17.98 13.83 7 DLTA Delta Djakarta Tbk. 7.85 13.77 5.88 8 DVLA DaryaVaria Laboratoria Tbk. 11.86 11.82 10.65 9 GDYR Goodyear Indonesia Tbk. 3.25 7.70 10.52 10 GGRM Gudang Garam Tbk. 12.00 18.56 24.08 11 HMSP HM Sampoerna Tbk. 8.96 19.21 10.62 12 IKBI Sumi Indo Kabel Tbk. 17.26 79.82 12.83 13 INDF Indofood Sukses Makmur Tbk. 15.02 14.50 8.05 14 INTP Indocement Tunggal Prakasa Tbk. 18.36 18.21 17.43 15 KAEF Kimia Farma Tbk. 11.28 6.37 10.99 16 KLBF Kalbe Farma Tbk. 14.21 25.66 22.43 17 LION Lion Metal Works Tbk. 3.25 5.12 5.20 18 MLBI Multi Bintang Indonesia Tbk. 10.95 13.08 14.91 19 MRAT Mustika Ratu Tbk. 8.04 11.39 8.30 20 FAST Fast Food Indonesia Tbk. 17.16 20.57 20.00 21 SMGR Semen Gresik Tbk. 13.46 15.43 17.15 22 SMSM Selamat Sempurna Tbk. 8.13 10.24 8.93 23 TCID Mandom Indonesia Tbk. 13.07 11.01 11.04 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 8.05 9.58 6.11 25 TSPC Tempo Scan Pasific Tbk. 9.13 15.74 19.61 26 TURI Tunas Ridean Tbk. 7.82 12.03 10.36 27 UNTR United Tractors Tbk. 13.51 20.44 16.76 28 UNVR Unilever Indonesia Tbk. 27.70 37.17 34.45 29 INDS Indospring Tbk 0.80 5.54 6.54 30 GJTL Gajah Tunggal Tbk. 1.64 9.65 11.05

LAMPIRAN C DATA BOOK TO MARKET RATIO PERUSAHAAN No KODE PERUSAHAA N NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011 1 ASII Astra Internasional Tbk. 0.35 0.27 0.25 2 AUTO Astra Otoparts Tbk. 0.76 0.38 0.36 3 BATA Sepatu Bata Tbk. 0.65 0.38 0.5 4 BRAM Indo Kordsa Tbk. 20.33 1.12 1.24 5 BRNA Berlina Tbk. 2.42 1.01 1.85 6 BUDI Budi Acid Jaya Tbk. 0.95 0.97 0.89 7 DLTA Delta Djakarta Tbk. 0.6 0.3 0.32 8 DVLA DaryaVaria Laboratoria Tbk. 0.52 0.49 0.02 9 GDYR Goodyear Indonesia Tbk. 1.06 0.81 1.09 10 GGRM Gudang Garam Tbk. 0.42 0.28 0.21 11 HMSP HM Sampoerna Tbk. 0.23 0.08 0.06 12 IKBI Sumi Indo Kabel Tbk. 0.99 1.34 2.18 13 INDF Indofood Sukses Makmur Tbk. 0.5 0.46 0.78 14 INTP Indocement Tunggal Prakasa Tbk. 0.24 0.22 0.25 15 KAEF Kimia Farma Tbk. 0.08 1.26 0.66 16 KLBF Kalbe Farma Tbk. 6.79 0.17 0.19 17 LION Lion Metal Works Tbk. 2.08 1.31 1.11 18 MLBI Multi Bintang Indonesia Tbk. 0.03 0.08 0.07 19 MRAT Mustika Ratu Tbk. 1.88 1.21 1.67 20 FAST Fast Food Indonesia Tbk. 0.18 2.04 0.18 21 SMGR Semen Gresik Tbk. 0.23 0.22 0.22 22 SMSM Selamat Sempurna Tbk. 0.39 0.39 0.34 23 TCID Mandom Indonesia Tbk. 0.54 0.65 0.66 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 8.58 1.33 2.37 25 TSPC Tempo Scan Pasific Tbk. 0.74 0.34 0.27 26 TURI Tunas Ridean Tbk. 0.41 0.38 0.26 27 UNTR United Tractors Tbk. 0.26 0.2 7.37 28 UNVR Unilever Indonesia Tbk. 0.04 0.03 0.48 29 INDS Indospring Tbk 13.47 0.58 0.8 30 GJTL Gajah Tunggal Tbk. 3.59 0.44 0.42

LAMPIRAN D DATA DEBT EQUITY RATIO PERUSAHAAN No KODE PERUSAHAAN NAMA PERUSAHAAN TAHUN PENELITIAN SAMPEL 2009 2010 2011 1 ASII Astra Internasional Tbk. 1.00 1.10 1.02 2 AUTO Astra Otoparts Tbk. 0.39 0.38 0.47 3 BATA Sepatu Bata Tbk. 0.38 0.45 0.45 4 BRAM Indo Kordsa Tbk. 0.23 0.25 0.38 5 BRNA Berlina Tbk. 1.70 1.52 1.53 6 BUDI Budi Acid Jaya Tbk. 1.10 1.53 1.62 7 DLTA Delta Djakarta Tbk. 0.27 0.20 0.22 8 DVLA DaryaVaria Laboratoria Tbk. 0.41 0.33 0.28 9 GDYR Goodyear Indonesia Tbk. 1.71 1.75 1.77 10 GGRM Gudang Garam Tbk. 0.48 0.44 0.59 11 HMSP HM Sampoerna Tbk. 0.69 1.01 8.99 12 IKBI Sumi Indo Kabel Tbk. 0.14 0.22 0.22 13 INDF Indofood Sukses Makmur Tbk. 2.45 1.34 0.70 14 INTP Indocement Tunggal Prakasa Tbk. 0.24 0.17 0.15 15 KAEF Kimia Farma Tbk. 0.57 0.49 0.43 16 KLBF Kalbe Farma Tbk. 0.39 0.23 0.27 17 LION Lion Metal Works Tbk. 0.19 0.17 0.21 18 MLBI Multi Bintang Indonesia Tbk. 8.44 1.41 1.30 19 MRAT Mustika Ratu Tbk. 0.16 0.14 0.18 20 FAST Fast Food Indonesia Tbk. 0.63 0.54 0.85 21 SMGR Semen Gresik Tbk. 0.25 0.29 0.35 22 SMSM Selamat Sempurna Tbk. 0.80 0.95 0.70 23 TCID Mandom Indonesia Tbk. 0.13 0.10 0.11 24 TKIM Pabrik Kertas Tjiwi Kimia Tbk. 2.63 2.45 2.45 25 TSPC Tempo Scan Pasific Tbk. 0.34 0.35 0.40 26 TURI Tunas Ridean Tbk. 0.77 0.73 0.73 27 UNTR United Tractors Tbk. 0.76 0.84 0.69 28 UNVR Unilever Indonesia Tbk. 1.02 1.15 1.85 29 INDS Indospring Tbk 2.75 2.39 0.80 30 GJTL Gajah Tunggal Tbk. 2.32 1.94 1.61

LAMPIRAN E DATA RETURN SAHAM PERUSAHAAN No KODE TAHUN PENELITIAN SAMPEL NAMA PERUSAHAAN PERUSAHAAN 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 DaryaVaria 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

LAMPIRAN F PENGOLAHAN DATA Descriptive Statistics N Minimum Maximum Sum Mean Price Earnings Ratio 90.80 79.82 1203.32 13.3702 Book To Market Ratio 90 3.59 20.33 106.90 1.1878 Debt Equity Ratio 90.10 8.99 89.52.9947 Return Saham 90.97 34.76 133.51 1.4834 Valid N (listwise) 90

OneSample KolmogorovSmirnov Test Unstandardized Residual N 66 Normal Parameters a,b Mean.0000000 Std. Deviation 1.35990963 Most Extreme Differences Absolute.063 Positive.063 Negative.041 KolmogorovSmirnov Z.511 Asymp. Sig. (2tailed).956

Coefficients a Model 1(Constant) Collinearity Statistics Tolerance VIF X1 =Price.590 1.693 X2 = book to market ratio X3= Debt Equity Ratio.610 1.638.896 1.116 Model Summary b Model DurbinWatson 1 1.452

Model Summary b Model R R Square Adjusted R Square 1.275 a.076.031 Model Coefficients a Unstandardized Coefficients Standardized Coefficients B Std. Error Beta 1 (Constant).266.837 Saham Price Earnings Ratio.405.380.169 Book To Market Ratio.383.187.319 Debt Equity Ratio.071.184.050