Lampiran : Statistik Deskriptif Des criptive Statistics Harga saham ROA PBV Mean Std. Deviation N -.04424.493406 33 -.058633.646777 33.074367.4407083 33
Expected Cum Prob Lampiran 2 : Hasil Uji Normalitas One -Sam ple Kolm ogor ov-sm irnov Te s t N Normal Parameters a,b Most Extreme Differences Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) Mean Std. Deviation Absolute Positive Negative a. Test distribution is Normal. b. Calculated from data. Harga saham ROA PBV 33 33 33 -.04424 -.058633.074367.493406.646777.4407083.085.95.09.085.95.09 -.072 -.090 -.087.486.8.525.972.64.946 Normal P-P Plot of Regression Standardized Residual.0 Dependent Variable: Harga saham 0.8 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8.0 Observed Cum Prob
Lampiran 3 : Hasil Uji Multikolonieritas Model (Constant) ROA PBV Unstandardized Coefficients a. Dependent Variable: Harga saham Coe fficients a Standardized Coefficients Collinearity Statistics t Sig. Tolerance VIF B Std. Error Beta -.053.085 -.623.538 -.252.36 -.329 -.853.074.936.069 -.043.98 -.038 -.26.83.936.069
Lampiran 4 : Hasil Uji Auto Korelasi Model Model Summ ary b Adjusted Std. Error of Durbin- R R Square R Square the Estimate Wats on.34 a.6.057.477225.359 a. Predictors: (Constant), PBV, ROA b. Dependent Variable: Harga saham
Regression Standardized Residual Lampiran 5 : Hasil Uji Heteroksiditas Scatterplot Dependent Variable: Harga saham 3 2 0 - -2-4 -3-2 - 0 Regression Standardized Predicted Value 2
Lampiran 6 : Hasil Uji Regresi Linear Berganda Koefisien Korelasi Cor relations Harga saham ROA PBV Pearson Correlation Sig. (2-tailed) N Pearson Correlation Sig. (2-tailed) N Pearson Correlation Sig. (2-tailed) N Harga s aham ROA PBV -.339 -.22.054.500 33 33 33 -.339.253.054.55 33 33 33 -.22.253.500.55 33 33 33 Koefisien Determinasi Model Model Summ ary b Adjusted Std. Error of Durbin- R R Square R Square the Estimate Wats on.34 a.6.057.477225.359 a. Predictors: (Constant), PBV, ROA b. Dependent Variable: Harga saham Uji F (Anova) Model Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig..896 2.448.968.57 a 6.829 30.228 7.725 32 a. Predictors: (Constant), PBV, ROA b. Dependent Variable: Harga saham
Lampiran 7 : Data Penelitian Harga Saham No Stock Nama Emiten Tahun 2005 2006 2007 2008 ASII Astra Internasional, Tbk 2250 2900 20650 8425 2 AUTO Astra Autoparts, Tbk 5300 2837,5 3087,5 3675 3 GJTL Gajah Tunggal, Tbk 390 60 530 355,5 4 GDYR Good Year Indonesia, Tbk 7050 7650 950 3800 5 HEXA Hexindo Adi Perkasa, Tbk 770 970 000 955 6 INTA Interaco Penta, Tbk 390 570 690 455 7 NIPS Nipress, Tbk 2440 400 2325 980 8 SMSM Selamat Sempurna, Tbk 620 305 357,5 675 9 SUGI Sugi Sama Persada, Tbk 955 20 2 62,5 0 TURI Tunas Ridean, Tbk 60 700 00 905 UNTR United Tractor, Tbk 6950 532,5 9000 8525 Return On Asset ( ROA ) No Stock Nama Perusahaan Return On Asset ( ROA ) 2004 2005 2006 2007 ASII Astra International, Tbk 0,38089 0,647 0,06408 0,02634 2 AUTO Astra Auto Parts, Tbk 0,0959 0,09235 0,09345 0,3695 3 GJTL Gajah Tunggal, Tbk 0,075405 0,046372 0,06273 0,00732 4 GDYR Good Year Indonesia, Tbk 0,056689 0,055835 0,07345 0,000794 5 HEXA Hexindo Adiperkasa, Tbk 0,4375 0,0946 0,032745 0,035786 6 INTA Interaco Penta, Tbk 0,006974 0,020276 0,008494 0,004 7 NIPS Nipres, Tbk 0,0363 0,03650 0,028025 0,004772 8 SMSM Selamat Sempurna, Tbk 0,08837 0,090683 0,092334 0,09677 9 SUGI Sugi Sama Persada, Tbk 0,023277 0,069988 0,06585 0,04035 0 TURI Tunas Ridean, Tbk 0,076259 0,05242 0,007772 0,005674 UNTR United Tractor, Tbk 0,62443 0,0988 0,08276 0,4826
Price to Book Value (PBV) No Stock Nama Perusahaan Price to Book Value ( PBV ) 2004 2005 2006 2007 ASII Astra International, Tbk 2,36 2,02 2,84 4, 2 AUTO Astra Auto Parts, Tbk,06,32,2,3 3 GJTL Gajah Tunggal, Tbk,22 0,87 0,86 0,72 4 GDYR Good Year Indonesia, Tbk,23 0,97 0,96,78 5 HEXA Hexindo Adiperkasa, Tbk,83 2,34 2,9,63 6 INTA Interaco Penta, Tbk 0,67 0,79 0,67 0,74 7 NIPS Nipres, Tbk 0,3 0,28 0,03 0,02 8 SMSM Selamat Sempurna, Tbk,,59 0,96,06 9 SUGI Sugi Sama Persada, Tbk 4,77 0,23 0,78,45 0 TURI Tunas Ridean, Tbk,59,42,47 2,02 UNTR United Tractor, Tbk 2,09 2,55 4,07 5,42 Persentase Perubahan Harga Saham No Stock Nama Emiten Persentase Perubahan Harga Saham 2005-2006 2006-2007 2007-2008 ASII Astra Internasional, Tbk (0,476) 0,6008 (0,077) 2 AUTO Astra Autoparts, Tbk (0,4646) 0,088 0,903 3 GJTL Gajah Tunggal, Tbk (0,562) (0,3) (0,3292) 4 GDYR Good Year Indonesia, Tbk (0,553) 0,2420 0,4525 5 HEXA Hexindo Adi Perkasa, Tbk (0,8742) 0,0309 0,9550 6 INTA Interaco Penta, Tbk (0,5899) 0,205 (0,3406) 7 NIPS Nipress, Tbk (0,4262) 0,6607 (0,484) 8 SMSM Selamat Sempurna, Tbk (0,508) 0,72 0,888 9 SUGI Sugi Sama Persada, Tbk (0,9386) 0,0083 0,3430 0 TURI Tunas Ridean, Tbk (0,5652) 0,4429 (0,040) UNTR United Tractor, Tbk (0,2356) 0,694 (0,0528)
Persentase Perubahan Return On Asset (ROA) No Stock Nama Perusahaan Persentase Perubahan ROA 2004-2005 2005-2006 2006-2007 ASII Astra International, Tbk (0,59) (0,448) 0,602 2 AUTO Astra Auto Parts, Tbk 0,006 0,0 0,44 3 GJTL Gajah Tunggal, Tbk (0,385) (0,649) (0,34) 4 GDYR Good Year Indonesia, Tbk (0,05) 0,30 (0,989) 5 HEXA Hexindo Adiperkasa, Tbk (0,364) (0,642) 0,093 6 INTA Interaco Penta, Tbk,907 (0,58) 0,297 7 NIPS Nipres, Tbk 0,006 (0,232) (0,830) 8 SMSM Selamat Sempurna, Tbk 0,029 0,08 0,048 9 SUGI Sugi Sama Persada, Tbk 2,007 (0,059) (0,387) 0 TURI Tunas Ridean, Tbk (0,33) (0,852) (0,270) UNTR United Tractor, Tbk (0,392) (0,63) 0,388 Persentase Perubahan Price to Book Value (PBV) No Stock Nama Perusahaan Persentase Perubahan PBV 2004-2005 2005-2006 2006-2007 ASII Astra International, Tbk (0,44) 0,4059 0,4437 2 AUTO Astra Auto Parts, Tbk 0,2453 (0,0833) (0,066) 3 GJTL Gajah Tunggal, Tbk (0,2869) (0,05) (0,628) 4 GDYR Good Year Indonesia, Tbk (0,24) (0,003) 0,8542 5 HEXA Hexindo Adiperkasa, Tbk 0,2787 (0,064) (0,2557) 6 INTA Interaco Penta, Tbk 0,79 (0,59) 0,045 7 NIPS Nipres, Tbk (0,0667) (0,8929) (0,3333) 8 SMSM Selamat Sempurna, Tbk 0,4455 (0,3962) 0,042 9 SUGI Sugi Sama Persada, Tbk,447 (0,9238) 0,8590 0 TURI Tunas Ridean, Tbk (0,069) 0,0352 0,374 UNTR United Tractor, Tbk 0,220 0,596 0,337