LAMPIRAN I TABEL PERUBAHAN DAR PERUSAHAAN 2006 2007 2008 2009 Aqua golden missisippi -0.02326 0-0.02381 0.02439 Astra internasional -0.07407 0.125 0-0.1 Astra otoparts -0.08571-0.07895-0.0625-0.1 Sepatu bata 0.233333-0.28571-0.13514-0.125 Indo kordsa -0.09091-0.21429-0.03333-0.41379 Barito pacifik -0.17949-0.27778 0.5-0.04167 Cahaya kalbar 1.064516-0.32609-0.07813-0.20339 Delta djakarta -0.08333 0 0.136364-0.16 Goodyear indonesia 0.263158-0.05 0.479167-0.11268 Gudang garam 0.051282-0.04878-0.12195-0.11111 Sumi indo kabel -0.32432-0.02632-0.2-0.4 Indofood sukses makmur -0.03077-0.04412 0.063492-0.07463 Indospring 0.011628 0.011765 0.011494-0.17045 Indocement tunggal prakarsa -0.16216-0.21277-0.22581-0.20833 JAPFA comfeed indonesia -0.05-0.06977 0.013158-0.20779 Kalbe farma -0.04348-0.41026 0.090909 0.083333 Mustika ratu 0.333333-0.25 0.166667-0.07143 Nipress 0.155172 0.035714-0.07463-0.03226 Bentoel internasional 0.22449 0.225 0.016667-0.03279 Holcim indonesia -0.01429-0.06667-0.02899-0.19403 mandom indonesia -0.3-0.375 0.428571 0.1 Pabrik kertas tjiwi kimia 0 0.057143-0.01351-0.0137 Ultra jaya milk 0.114286 0-0.10256-0.11429
Unggul indah cahaya -0.10345 0.074074 0.057692-0.2 Unilever indonesia 0 0.139535 0.061224-0.03846 Dynaplast -0.01724 0.017544 0.017544-0.03448 tiga pilar sejahtera food 0.054054 0.013699-0.20513 0.096774 budi acid jaya -0.22535-0.06579 0.127273-0.17742 gajah tunggal 0.014085-0.0274 0.125-0.1358 HM sampoerna -0.09259-0.1 0.020408-0.18 kabelindo 0.088889 0 0.040816-0.27451 mulia industrindo 0.141304 0.115152 0.109524-0.103 siwani makmur 0.333333 0.028571 0.125 0.148148 suparma -0.19118-0.01449 0.054545-0.10345 sumalindo lestari jaya -0.05634-0.14458 0.238806 0.036145 trias sentosa 0.038462-0.03704-0.03704-0.23077 voksel electric 0.377778 0.022727 0.177419-0.0411 surya toto indonesia -0.05797-0.08 0-0.26154
TABEL PERUBAHAN LDAR PERUSAHAAN 2006 2007 2008 2009 Aqua golden missisippi -0.04019-0.01389-0.02197-0.04604 Astra internasional 0.137093-0.18851 0.027441-0.09279 Astra otoparts -0.08125-0.10615-0.17934-0.23956 Sepatu bata 0.03602-0.31363 0.030749-0.35272 Indo kordsa -0.12035-0.0704-0.8865 0.236334 Barito pacifik -0.38185 0.714024 0.977256-0.1656 Cahaya kalbar -0.40917-0.11846 4.211931-0.33011 Delta djakarta -0.05306-0.02042-0.06612-0.08793 Goodyear indonesia -0.20818-0.15912 5.519174-0.42197 Gudang garam 0.395768 0.119262 0.012698-0.11198 Sumi indo kabel 0.110084 0.208912 0.085939 0.43474 Indofood sukses makmur -0.30771-0.24205 0.285599 0.323445 Indospring 0.038088-0.14391-0.39553 0.109511 Indocement tunggal prakarsa -0.25393-0.19638-0.68442-0.17061 JAPFA comfeed indonesia -0.21039 0.061767-0.20485-0.23018 Kalbe farma -0.53068-0.21711-0.73307-0.04917 Mustika ratu -0.17912 0.253006 0.190901 0.305887 Nipress -0.05973-0.2511-0.32722-0.32383 Bentoel internasional -0.26256 7.673414-0.12298 0.03851 Holcim indonesia -0.11481-0.08147-0.02642-0.26288 mandom indonesia -0.04082 0.114248-0.08939 0.000858
Pabrik kertas tjiwi kimia 0.032497-0.0162-0.02359-0.05724 Ultra jaya milk -0.5597 2.53046-0.58421-0.02278 Unggul indah cahaya -0.04576-0.7158 1.642959-0.06006 Unilever indonesia 0.016002-0.04574 0.191314-0.08921 Dynaplast -0.21107 0.226347-0.29182 0.033147 tiga pilar sejahtera food 0.226242-0.34548 0.289648 0.581682 budi acid jaya 0.121812-0.46188-0.13977-0.13248 gajah tunggal -0.08174-0.00342 0.074461-0.04194 HM sampoerna -0.40473-0.10215-0.69396 0.038827 kabelindo 0.230818-0.05299 0.468404-0.22711 mulia industrindo -0.88431 0.079638 0.29533 0.155897 siwani makmur 1.587016-0.47462-0.7432 0.688104 suparma 0.347256-0.21266 0.000876-0.29892 sumalindo lestari jaya -0.29549-0.07596-0.02299-0.02496 trias sentosa -0.12345-0.05774-0.16686-0.26075 voksel electric -0.01007-0.27801-0.2612-0.04286 surya toto indonesia -0.22449-0.09543-0.17129-0.16362
TABEL PERUBAHAN EAR PERUSAHAAN 2006 2007 2008 2009 Aqua golden missisippi 0.013668 0.011758 0.018577-0.01197 Astra internasional -0.11142 0.098941-0.03479 0.094822 Astra otoparts 0.13949 0.063289 0.01784 0.036702 Sepatu bata 0.214535-0.1068 0.086519 0.064216 Indo kordsa 0.132767 0.055402 0.037667 0.219509 Barito pacifik 0.325889-0.09743-0.28177-0.00214 Cahaya kalbar 0.290254-0.48433 0.144079 0.299075 Delta djakarta 0.004853 0.020034-0.03821 0.042778 Goodyear indonesia 0.038033-0.16428-0.43829 0.269065 Gudang garam 0.021768-0.02532 0.09254 0.042516 Sumi indo kabel 0.024514 0.180778 0.067185 0.098935 Indofood sukses makmur 0.050297-0.21136-0.11066 0.171603 Indospring -0.03246-0.06374-0.09905 1.252177 Indocement tunggal prakarsa 0.176396 0.100182 0.089116 0.068226 JAPFA comfeed indonesia 0.470195 0.189743-0.01212 0.787925 Kalbe farma 0.281706 0.017867-0.03652 0.047015 Mustika ratu 0.030012-0.02342-0.03265 0.011183 Nipress -0.05295-0.20291 0.146905 0.064367 Bentoel internasional -0.16115-0.21255-0.02783 0.050591 Holcim indonesia 0.180727 0.054365 0.055921 0.37978 mandom indonesia 0.073792 0.027582-0.03531-0.01177
Pabrik kertas tjiwi kimia -0.10688-0.0058 0.044585 0.005534 Ultra jaya milk 0.004705-0.06507 0.069468 0.054365 Unggul indah cahaya -0.08653 0.135395-0.06 0.26818 Unilever indonesia -0.09488-0.01413-0.05576 0.037924 Dynaplast -0.05529 0.014834-0.06144 0.047924 tiga pilar sejahtera food -0.01555-0.1773 0.785271-0.17202 budi acid jaya 0.213527 0.715701-0.13538 0.277438 gajah tunggal 0.081279-0.03842-0.32919 0.589309 HM sampoerna 0.17314 0.143349-0.02998 0.183796 kabelindo -0.00144-0.07781-0.04029 0.30397 mulia industrindo 0.296016 0.303034 0.208944-0.18231 siwani makmur -0.02574-0.1839-0.12196-0.17015 suparma 0.057417 0.385903-0.06057 0.136774 sumalindo lestari jaya 0.624206 0.123929-0.51046-0.26516 trias sentosa 0.060614-0.04991 0.047572 0.239684 voksel electric -0.01861-0.30333-0.29503 0.121529 surya toto indonesia 0.214479 0.123057 0.014786 0.484781
TABEL PERUBAHAN HARGA SAHAM PERUSAHAAN 2006 2007 2008 2009 Aqua golden missisippi 0.720026 0.439104-0.04291 0.423626 Astra internasional 0.104297 0.581535-0.43368 1.308847 Astra otoparts -0.02849 0.092481 0.209222 0.093341 Sepatu bata -0.09243 0.190223 0.229068 0.353899 Indo kordsa 0.33913 0.392532 0.035206-0.03649 Barito pacifik -0.28795 2.909475-0.27938-0.203 Cahaya kalbar 0.015437 0.256757 0.666667-0.01694 Delta djakarta 0.368972-0.31253-0.12771 1.134335 Goodyear indonesia -0.08506 0.248866 0.574671-0.52782 Gudang garam -0.22517-0.00453-0.3617 0.871554 Sumi indo kabel 0.581169 0.535934-0.12344 0.242501 Indofood sukses makmur 0.144725 0.771135 0.076113 0.008991 Indospring -0.20089 0.992863 0.39992-0.1029 Indocement tunggal prakarsa 0.455497 0.381295-0.0931 0.435032 JAPFA comfeed indonesia 0.351563 1.206647-0.07597 0.312544 Kalbe farma 0.895833 0.010989-0.40889 0.320173 Mustika ratu -0.11405 0.020325-0.30863 0.48252 Nipress 0.19794 0.209459-0.01295-0.03525 Bentoel internasional 0.501672 0.939866 0.3938 0.234761 Holcim indonesia 0.191238 0.751061-0.03473 0.103766 mandom indonesia 0.140793 0.468737-0.16138-0.04977
Pabrik kertas tjiwi kimia -0.09414-0.40947 0.115916-0.05813 Ultra jaya milk 0.012162 0.666222 0.231571-0.00716 Unggul indah cahaya -0.01609-0.01558-0.10414-0.09958 Unilever indonesia 0.150307 0.368889 0.11039 0.325731 Dynaplast -0.40799 0.002045-0.1949 0.191381 tiga pilar sejahtera food -0.14477 1.0625 0.656566-0.27744 budi acid jaya 0.061776 1.468364-0.10253-0.25345 gajah tunggal -0.12268-0.08121-0.36387-0.10488 HM sampoerna -0.05754 0.632694-0.17367-0.09349 kabelindo 0.098361 0.220896 0.03912 0.086275 mulia industrindo -0.30606 0.387264 0.227474-0.00554 siwani makmur -0.17296 0.355288-0.25328-0.4247 suparma -0.12362 0.431579-0.21912-0.20339 sumalindo lestari jaya 0.858896 1.272727-0.59884-0.64953 trias sentosa -0.18382 0.404805 0.002993-0.03666 voksel electric 0.281646 0.591358 0-0.32661 surya toto indonesia 0.042361-0.00067 0.2896-0.02709
LAMPIRAN II A. Pengujian Hipotesis Model Summary Model R R Square Adjusted R Square Std. Error of the Estimate 1.244 a.060.041.44372 a. Predictors: (Constant), EAR, LDAR, DAR ANOVA b Model Sum of Squares df Mean Square F Sig. 1 Regression 1.847 3.616 3.126.028 a Residual 29.140 148.197 Total 30.987 151 a. Predictors: (Constant), EAR, LDAR, DAR b. Dependent Variable: PRICE Coefficients a Unstandardized Coefficients Standardized Coefficients Model B Std. Error Beta t Sig. 1 (Constant).146.037 3.913.000 DAR -.307.253 -.124-1.213.227 LDAR.108.040.222 2.708.008 EAR.117.206.058.568.571 a. Dependent Variable: PRICE
B. Uji Asumsi Klasik 1. Uji Normalitas One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 152 Normal Parameters a Mean.0000000 Std. Deviation.43929502 Most Extreme Differences Absolute.106 Positive.106 Negative -.074 Kolmogorov-Smirnov Z 1.308 Asymp. Sig. (2-tailed).065 a. Test distribution is Normal. 2. Uji Multikolinieritas Coefficients a Unstandardized Coefficients Standardized Coefficients Collinearity Statistics Model B Std. Error Beta t Sig. Tolerance VIF 1 (Constant).146.037 3.913.000 DAR -.307.253 -.124-1.213.227.604 1.657 LDAR.108.040.222 2.708.008.943 1.060 EAR.117.206.058.568.571.610 1.640 a. Dependent Variable: PRICE
3. Uji Autokorelasi Model Summary b Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson 1.244 a.060.041.44372 1.608 a. Predictors: (Constant), EAR, LDAR, DAR b. Dependent Variable: PRICE 4. Uji Heterokedastisitas Uji Glejser Coefficients a Unstandardized Coefficients Standardized Coefficients Model B Std. Error Beta t Sig. 1 (Constant).319.026 12.410.000 DAR -.152.174 -.092 -.873.384 LDAR -.020.027 -.062 -.741.460 EAR -.082.141 -.060 -.577.565 a. Dependent Variable: ABS