LAMPIRAN POPULASI DAN SAMPEL PENELITIAN TABEL POPULASI

LAMPIRAN POPULASI DAN SAMPEL PENELITIAN TABEL POPULASI No. Nama Emiten LQ45 Kode Status 1 PT Astra Agro Lestari Tbk AALI S1 2 PT Adaro Energy Tbk ADRO S2 3 PT Aneka Tambang Tbk ANTM S3 4 PT Astra International Tbk ASII S4 5 PT AKR Corporindo Tbk AKRA S5 6 PT Alam Sutera Realty Tbk ASRI S6 7 PT Bank Central Asia Tbk BBCA S7 8 PT Bank Negara Indonesia Tbk BBNI S8 9 PT Bank Rakyat Indonesia Tbk BBRI S9 10 PT Bank Tabungan Negara Tbk BBTN S10 11 PT Bank Danamon Indonesia Tbk BDMN S11 12 PT. Bhakti Investama Tbk BHIT S12 13 PT. Sentul City Tbk BKSL S13 14 PT Bank Mandiri Tbk BMRI S14 15 Global Mediacom Tbk BMTR S15 16 PT. Bumi Serpong Damai Tbk BSDE S16 17 PT Bumi Resources Tbk BUMI S17 18 PT. BW Plantations Tbk BWPT S18 19 PT Charoen Pokphand Indonesia Tbk CPIN S19 20 PT XL Axiata EXCL S20 21 PT Gudang Garam Tbk GGRM S21 22 Garuda Indonesia Tbk GIAA S22 23 PT Harum Energy HRUM S23 24 PT Indofood CBP Sukses Makmur Tbk ICBP S24 25 Indomobil Sukses Makmur IMAS S25 26 PT International Nickel Indonesia Tbk INCO S26 27 PT Indofood Sukses Makmur Tbk INDF S27

28 PT Indika Energy Tbk INDY S28 29 PT Indocement Tunggal Prakarsa Tbk INTP S29 30 PT Indo Tambangraya Megah Tbk ITMG S30 31 PT Jasa Marga Tbk JSMR S31 32 PT Kalbe Farma Tbk KLBF S32 33 PT Lippo Karawaci Tbk LPKR S33 34 PT PP London Sumatra Indonesia Tbk LSIP S34 35 Malindo Feedmill Tbk MAIN S35 36 Mitra Adi Perkasa Tbk MAPI S36 37 Media Nusantara Citra Tbk MNCN S37 38 PT Perusahaan Gas Negara Tbk PGAS S38 39 PT Tambang Batubara Bukit Asam Tbk PTBA S39 40 Semen Cibinong Tbk SMCB S40 41 PT Semen Gresik Tbk SMGR S41 42 Surya Semesta Internusa SSIA S42 43 PT Telekomunikasi Indonesia Tbk TLKM S43 44 PT United Tractors Tbk UNTR S44 45 PT Unilever Indonesia Tbk UNVR S45

TABEL SAMPEL No. Nama Emiten LQ45 Kode Sample 1 PT Astra Agro Lestari Tbk AALI S1 2 PT Astra International Tbk ASII S2 3 PT. BW Plantations Tbk BWPT S3 4 PT Charoen Pokphand Indonesia Tbk CPIN S4 5 PT Gudang Garam Tbk GGRM S5 6 PT Indofood CBP Sukses Makmur Tbk ICBP S6 7 Indomobil Sukses Makmur IMAS S7 8 PT Indofood Sukses Makmur Tbk INDF S8 9 PT Indocement Tunggal Prakarsa Tbk INTP S9 10 PT Kalbe Farma Tbk KLBF S10 11 PT PP London Sumatra Indonesia Tbk LSIP S11 12 Malindo Feedmill Tbk MAIN S12 13 Semen Cibinong Tbk SMCB S13 14 PT Semen Gresik Tbk SMGR S14 15 PT United Tractors Tbk UNTR S15 16 PT Unilever Indonesia Tbk UNVR S16

Lampiran i Rasio pertumbuhan (selisih) laba kotor, arus kas operasi. arus kas investasi. arus kas pendanaan, Ukuran Perusahaan dan return saham (sebelum ditransformasi) dari setiap perusahaan sampel pada periode 2011-2013 Rasio pertumbuhan (selisih) tahun 2011 NO Nama Emiten LQ45 Data Keuangan Return Saham Laba Operasi Investasi Pendanaan Ukuran Perusahaan 1 PT Astra Agro Lestari Tbk 2 PT Astra International Tbk 3 PT. BW Plantations Tbk 4 PT Charoen Pokphand Indonesia Tbk 5 PT Gudang Garam Tbk 6 PT Indofood CBP Sukses Makmur Tbk 7 Indomobil Sukses Makmur 8 PT Indofood Sukses Makmur Tbk 9 PT Indocement Tunggal Prakarsa Tbk 10 PT Kalbe Farma Tbk 11 PT PP London Sumatra Indonesia Tbk 12 Malindo Feedmill Tbk 13 Semen Cibinong Tbk 14 PT Semen Gresik Tbk 15 PT United Tractors Tbk 16 PT Unilever Indonesia Tbk -17.2 9.01 7.32 45.73 41.94 16.06 37 23.58 244.37 35.55 131 36.12 13.2 31.42-22.81 49-18.23 35.13 16.8 4.53-54.5 275.17 92.68 35.74 55 14.25 85.7-15 -221 27.15 11.2 1.29-3 -15-149 13.92 69.4 49.83 1.89 59.14 78.8 62.12-5.6 7.69-28 48.89 75.65 13.34 6.9 15.76 14.56 15.82 32.54 18.27 4.6 7.44 17.51 171.8-29 17.66-12.5 33.35 5.15 4.66-17 22.12 53.1 18.62-55 191.19-316 37.5-3.3 27.27 96.58 271.28 828 4.91 21.2 9.93 30.7-75 69.75 26.33 15.2 50 330.7 111.2-3243.7 49.69 10.1 17.64 50.8 9.1 40.9 20.46

Rasio pertumbuhan (selisih) tahun 2012 NO Nama Emiten LQ45 Data Keuangan Return Saham Laba Operasi Investasi Pendanaan Ukuran Perusahaan 1 PT Astra Agro Lestari Tbk 2 PT Astra International Tbk 3 PT. BW Plantations Tbk 4 PT Charoen Pokphand Indonesia Tbk 5 PT Gudang Garam Tbk 6 PT Indofood CBP Sukses Makmur Tbk 7 Indomobil Sukses Makmur 8 PT Indofood Sukses Makmur Tbk 9 PT Indocement Tunggal Prakarsa Tbk 10 PT Kalbe Farma Tbk 11 PT PP London Sumatra Indonesia Tbk 12 Malindo Feedmill Tbk 13 Semen Cibinong Tbk 14 PT Semen Gresik Tbk 15 PT United Tractors Tbk 16 PT Unilever Indonesia Tbk -9.2 10.73-17.48 29.77-61.38 21.7 2.7-6.97-10.77 0.98 135 18.11 23.2 5.24-51.17 12 76 36.88 69.8 14.45 54 21-279 39.56-9.3-9.32-4477.9 107-78.96 6.19 50 13.52 39.88 172.35 8.06 16.05-17.2 16.48 136.67 146.12 38.31 36.21 27.2 7.73-28.91 48.89 75.65 10.7 31.7 28.93 46.11 89.98-5.34 25.36 56 17.69-6.59 44.94 216.36 13.81 2.2-28.83-18.6 143.08 66.81 11.18 142.3 38.58 342.54 70.58 166.37 35.55 33.3 16.9-18.89 105.18-69.72 11.12 38.4 24.18 26.63 11.15 186.19 35.18-25.2 3.21-39.59-20.12-222.5 8.31 10.9 15.68-4.88-22.92 4.64 14.33

Rasio pertumbuhan (selisih) tahun 2013 NO Nama Emiten LQ45 Data Keuangan Return Saham Laba Operasi Investasi Pendanaan Ukuran Perusahaan 1 PT Astra Agro Lestari Tbk 2 PT Astra International Tbk 3 PT. BW Plantations Tbk 4 PT Charoen Pokphand Indonesia Tbk 5 PT Gudang Garam Tbk 6 PT Indofood CBP Sukses Makmur Tbk 7 Indomobil Sukses Makmur 8 PT Indofood Sukses Makmur Tbk 9 PT Indocement Tunggal Prakarsa Tbk 10 PT Kalbe Farma Tbk 11 PT PP London Sumatra Indonesia Tbk 12 Malindo Feedmill Tbk 13 Semen Cibinong Tbk 14 PT Semen Gresik Tbk 15 PT United Tractors Tbk 16 PT Unilever Indonesia Tbk 27,41-6,32 20,96 9,09-130 20,47-2,6-2,45 137,96-11,98 245,87 17,4 3,1-5,24-30 -0,46 6,37 26,19 32,1 14,65 22 21 54 27,31-20 18,39-37 50,09 1478,58 22,31 30,76 10,71-34,71 57,83-135,06 19,34-35,6 1,54 18,13 40,87 19,11 26,94-16,08 5,43 6,6 182,77 394,12 31,49-10,91 4,65 4,5 109,1 20,25 16,92 17,92 17,53-32,63-3,54-33,42 20,14-16,08-25,43-11,44 31,99 32,8 5,6 50,2 12,44-62,69 10,59 691,91 23,03 33,0 3,57 5,44 39,09 44,18 9,81-10,72 17,7 8,14-43,96-72,36 15,85-3,55-9,54 93,76-42,87 52,99 14,04 24,7 13,6 20 2,46 22 11,37

Descriptive Statistics N Minimum Maximum Mean Std. Deviation LK 48-28,83 50,00 11,6883 15,54152 AKO 48-4477,92 342,54-66,2079 656,00901 AKI 48-75,00 1112,00 74,9246 171,01359 AKP 48-3243,70 1478,58 7,1908 558,17893 TA 48 4,91 62,12 22,6035 11,88419 RS 48-35,60 502,00 26,1948 76,78066 Valid N (listwise) 48 One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 48 Normal Parameters a,b Mean,0000000 Std. Deviation 73,59443732 Most Extreme Differences Absolute,280 Positive,280 Negative -,181 Test Statistic,280 Asymp. Sig. (2-tailed),000 c a. Test distribution is Normal. b. Calculated from data. c. Lilliefors Significance Correction.

Lampiran ii Rasio pertumbuhan (selisih) laba kotor, arus kas operasi, arus kas investasi, arus kas pendanaan, total aset dan return saham (setelah ditransformasi) dari setiap perusahaan sampel pada periode 2011-2013 Rasio pertumbuhan (selisih) tahun 2011 NO Nama Emiten LQ45 Data Keuangan 1 PT Astra Agro Lestari Tbk 2 PT Astra International Tbk 3 PT. BW Plantations Tbk 4 PT Charoen Pokphand Indonesia Tbk 5 PT Gudang Garam Tbk 6 PT Indofood CBP Sukses Makmur Tbk 7 Indomobil Sukses Makmur 8 PT Indofood Sukses Makmur Tbk 9 PT Indocement Tunggal Prakarsa Tbk 10 PT Kalbe Farma Tbk 11 PT PP London Sumatra Indonesia Tbk 12 Malindo Feedmill Tbk 13 Semen Cibinong Tbk 14 PT Semen Gresik Tbk 15 PT United Tractors Tbk Return Saham Laba Operasi Investasi Pendanaan Ukuran Perusahaan 1,02,95,86 1,66 1,62 16,06 1,57 1,37 2,39 1,55 2,12 36,12 1,12 1,50 1,89 1,69 1,45 35,13 1,23,66 1,22 2,44 1,97 35,74 1,74 1,15 1,93 1,56 2,04 27,15 1,05,11 1,03 1,45 1,22 13,92 1,84 1,70,28 1,77 1,90 62,12 1,02,89 1,23 1,69 1,88 13,34,84 1,20 1,16 1,20 1,51 18,27,66,87 1,24 2,24 2,16 17,66 1,09 1,52,71,67 1,28 22,12 1,73 1,27 1,78 2,28 2,67 37,50 1,98 1,44 1,98 2,43 2,92 4,91 1,33 1,00 1,49 1,09 1,84 26,33 1,18 1,70 2,52 3,05 2,02 49,69

16 PT Unilever Indonesia Tbk 1,00 1,25 1,71,96 1,61 20,46 Rasio pertumbuhan (selisih) tahun 2012 NO Nama Emiten LQ45 Data Keuangan Return Saham Laba Operasi Investasi Pendanaan Ukuran Perusahaan 1 PT Astra Agro Lestari Tbk 2 PT Astra International Tbk 3 PT. BW Plantations Tbk 4 PT Charoen Pokphand Indonesia Tbk 5 PT Gudang Garam Tbk 6 PT Indofood CBP Sukses Makmur Tbk 7 Indomobil Sukses Makmur 8 PT Indofood Sukses Makmur Tbk 9 PT Indocement Tunggal Prakarsa Tbk 10 PT Kalbe Farma Tbk 11 PT PP London Sumatra Indonesia Tbk 12 Malindo Feedmill Tbk 13 Semen Cibinong Tbk 14 PT Semen Gresik Tbk 15 PT United Tractors Tbk 1,12 1,03 1,12 1,47 1,98,43 1,43,89 1,01 2,13 1,37,72 1,02 1,08 1,88 1,84 1,16 1,73 1,32 1,23 2,45 1,45 1,16 2,03 1,89 1,70 1,13 1,60 2,24,91 1,89 1,22 2,14 2,16 1,58 1,43,89 1,09 1,69 1,88 1,50 1,46 1,66 1,95 1,98 1,75 1,25 1,87 1,65 2,34,34 1,78 2,15 2,16 1,82 2,15 1,59 2,53 1,85 2,22 1,52 1,23 1,34 2,02 2,21 1,58 1,38 1,43 1,05 2,27 1,56,51 2,02 1,03 1,21 21.7 18.11 36.88 39.56 6.19 16.05 36.21 10.7 25.36 13.81 11.18 35.55 11.12 35.18 8.31

16 PT Unilever Indonesia Tbk 1,04 1,20 1,07 1,78,67 Rasio pertumbuhan (selisih) tahun 2013 14.33 NO Nama Emiten LQ45 Data Keuangan Return Saham Laba Operasi Investasi Pendanaan Ukuran Perusahaan 1 PT Astra Agro Lestari Tbk 2 PT Astra International Tbk 3 PT. BW Plantations Tbk 4 PT Charoen Pokphand Indonesia Tbk 5 PT Gudang Garam Tbk 6 PT Indofood CBP Sukses Makmur Tbk 7 Indomobil Sukses Makmur 8 PT Indofood Sukses Makmur Tbk 9 PT Indocement Tunggal Prakarsa Tbk 10 PT Kalbe Farma Tbk 11 PT PP London Sumatra Indonesia Tbk 12 Malindo Feedmill Tbk 13 Semen Cibinong Tbk 14 PT Semen Gresik Tbk 15 PT United Tractors Tbk 1,44 1,89 1,32,96 1,23 1,45 1,89 2,14 1,78 2,39,49 1,32 1,14 1,22,80 1,51 1,17 1,34 1,32 1,73 1,23 1,26 1.06 1,70 3,17 1,49 1,03 1,29 1,76 1,67 1,02,19 1,26 1,61 1,28 1,04,73,82 2,26 2,60 1,21,67,65 2,04 1,31 1,25 1,24 1,22 1,09 1,98 1,54 1,42 1,23 1,51 1,52 1,70 1,09 1,08 1,02 2,84 1,52,55,74 1,59 1,65 1,34 1,25,91 1,89 1,76 1,23 1,09 1,97 1,45 1,72 20,47 17,4 26,19 27,31 22,31 19,34 26,94 31,49 16,92 20,14 5,6 23,03 9,81 15,85 14,04

16 PT Unilever Indonesia Tbk 1,39 1,13 1,30,39 1,34 11,37 One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual N 48 Normal Parameters a,b Mean,0000000 Std. Deviation 27,03698638 Most Extreme Differences Absolute,101 Positive,101 Negative -,071 Test Statistic,101 Asymp. Sig. (2-tailed),200 c,d a. Test distribution is Normal. b. Calculated from data. c. Lilliefors Significance Correction. d. This is a lower bound of the true significance. Model Summary b Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson 1,285 a,081 -,028 77,85191 1,871 a. Predictors: (Constant), TA, AKO_1, AKP_1, LK_1, AKI_1 b. Dependent Variable: RS1 Coefficients a Unstandardized Coefficients Standardize d Coefficients Collinearity Statistics Toleranc Model B Std. Error Beta t Sig. e VIF 1 (Constan) -4,860 26,994 -,180,858 LK_1,729,939,148,776,442,605 1,653 AKO_1,001,018,002,010,992,917 1,091 AKI_1,005,100,011,049,961,441 2,269 AKP_1,030,030,220 1,013,317,463 2,158 TA,971 1,225,150,793,432,609 1,643 a. Dependent Variable: RS1

Model Summary b Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson 1,285 a,081 -,028 77,85191 1,871 a. Predictors: (Constant), TA, AKO_1, AKP_1, LK_1, AKI_1 b. Dependent Variable: RS1

Coefficients a Unstandardized Coefficients Standardized Coefficients B Std. Error Beta t Sig. -4,860 26,994 -,180,858,729,939,148,776,442,001,018,002,010,992,005,100,011,049,961,030,030,220 1,013,317,971 1,225,150,793,432 Dependent variabel : RS1 ANOVA b Model Sum of Squares Df Mean Square F Sig. 1 Regression 22519,056 5 4503,811,743,596 b Residual 254558,637 42 6060,920 Total 277077,693 47 a. Dependent Variable: RS1 b. Predictors: (Constant), TA, AKO_1, AKP_1, LK_1, AKI_1