appendix

Lampiran i

Daftar Sampel Perusahaan Barang Konsumsi

No Kode Emiten Nama Perusahaan

1 AISA PT Tiga Pilar Sejahtera Food

2 AQUA PT Aqua Golden Mississippi Tbk

3 CEKA PT Cahaya Kalbar Tbk.

4 DLTA PT Delta Djakarta Tbk.

5 GGRM PT Gudang Garam Tbk.

6 HMSP PT HM Sampoerna Tbk.

7 INDF PT Indofood Sukses Makmur Tbk.

8 KAEF PT Kalbe Farma Tbk

9 KLBF PT Kimia Farma (Persero) Tbk.

10 MERK PT Merck Tbk.

11 MLBI PT Multi Bintang Indonesia Tbk.

12 MRAT PT Mustika Ratu Tbk.

13 MYOR PT Mayora Indah Tbk.

14 PYFA PT Pyridam Farma Tbk.

15 RMBA PT Bentoel International Investama Tbk.

16 SCPI PT Schering Plough Indonesia Tbk.

17 STTP PT Siantar Top Tbk.

18 TCID PT Mandom Indonesia Tbk.

19 TSPC PT Tempo Scan Pacific Tbk.

20 ULTJ PT Ultra Jaya Milk Tbk

21 UNVR PT Unilever Indonesia Tbk.

Lampiran ii

Data Variabel Return On Assets (ROA)

KODE 2007 2008 2009

NIAT TOTAL ASSETS ROA NIAT TOTAL ASSETS ROA NIAT TOTAL ASSETS ROA

AQUA 65,913,000,000

89,153,000,000

0.739

82,337,000,000

1,003,488,000,000

0.082

95,913,000,000

1,147,206,000,000 0.084

CEKA 24,676,000,000

61,368,000,000

0.402

27,868,000,000

605,545,000,000

0.046

49,493,000,000

568,363,000,000 0.087

DLTA 47,331,000,000

592,359,000,000

0.080

83,754,000,000

698,297,000,000

0.120

126,504,000,000

760,426,000,000 0.166

INDF 980,357,000,000

29,706,895,000,000

0.033

1,034,389,000,000

39,591,309,000,000

0.026

2,075,861,000,000

40,382,953,000,000 0.051

MYOR 141,589,000,000

1,893,175,000,000

0.075

196,230,000,000

2,922,998,000,000

0.067

372,158,000,000

3,246,498,000,000 0.115

MLBI 84,385,000,000

621,835,000,000

0.136

222,307,000,000

621,835,000,000

0.358

340,458,000,000

993,465,000,000 0.343

STTP 15,595,000,000

517,448,000,000

0.030

4,816,000,000

62,675,000,000

0.077

41,072,000,000

54,872,000,000 0.749

AISA 15,760,000,000

79,269,000,000

0.199

28,686,000,000

1,016,958,000,000

0.028

37,787,000,000

1,347,036,000,000 0.028

ULTJ 30,317,000,000

1,362,830,000,000

0.022

303,712,000,000

1,718,997,000,000

0.177

61,153,000,000

1,732,702,000,000 0.035

GGRM 1,443,585,000,000

23,779,951,000,000

0.061

1,880,492,000,000

24,072,959,000,000

0.078

3,455,702,000,000

27,230,965,000,000 0.127

HMSP 3,624,018,000,000

15,680,542,000,000

0.231

3,895,280,000,000

16,133,819,000,000

0.241

5,087,339,000,000

17,716,447,000,000 0.287

RMBA 242,917,000,000

3,859,160,000,000

0.063

239,138,000,000

4,455,532,000,000

0.054

25,165,000,000

4,302,659,000,000 0.006

KLBF 705,694,000,000

5,138,213,000,000

0.137

706,822,000,000

5,703,832,000,000

0.124

929,004,000,000

6,482,447,000,000 0.143

KAEF 52,189,000,000

1,386,739,000,000

0.038

55,394,000,000

1,445,670,000,000

0.038

62,507,000,000

1,562,625,000,000 0.040

MERK 89,485,000,000

331,062,000,000

0.270

98,620,000,000

375,064,000,000

0.263

146,700,000,000

433,971,000,000 0.338

PYFA 1,743,000,000

95,157,000,000

0.018

2,309,000,000

95,157,000,000

0.024

3,773,000,000

99,937,000,000 0.038

SCPI 2,569,000,000

128,565,000,000

0.020

6,621,000,000

199,526,000,000

0.033

10,789,000,000

206,257,000,000 0.052

TSPC 278,358,000,000

2,773,135,000,000

0.100

320,648,000,000

2,773,135,000,000

0.116

359,964,000,000

3,263,103,000,000 0.110

TCID 111,232,000,000

725,197,000,000

0.153

114,854,000,000

910,790,000,000

0.126

124,612,000,000

994,620,000,000 0.125

MRAT 11,130,000,000

315,998,000,000

0.035

22,290,000,000

354,781,000,000

0.063

21,017,000,000

365,636,000,000 0.057

UNVR 1,962,147,000,000

5,333,406,000,000

0.368

2,407,231,000,000

6,504,736,000,000

0.370

3,044,107,000,000

7,484,990,000,000 0.407

Lampiran ii (lanjutan)

Data Variabel Return On Equity (ROE)

KODE 2007 2008 2009

NIAT TOTAL EQUITY ROE NIAT TOTAL EQUITY ROE NIAT TOTAL EQUITY ROE

AQUA 65,913,000,000 507,270,000,000 0.130

82,337,000,000 581,580,000,000 0.142

95,913,000,000 656,915,000,000

0.146

CEKA 24,676,000,000 219,037,000,000 0.113

27,868,000,000 235,025,000,000 0.119

49,493,000,000 301,503,000,000

0.164

DLTA 47,331,000,000 458,432,000,000 0.103

83,754,000,000 519,768,000,000 0.161

126,504,000,000 590,226,000,000

0.214

INDF 980,357,000,000 7,190,549,000,000 0.136

1,034,389,000,000 8,571,533,000,000 0.121

2,075,861,000,000 10,155,495,000,000

0.204

MYOR 141,589,000,000 1,081,795,000,000 0.131

196,230,000,000 1,245,109,000,000 0.158

372,158,000,000 1,581,755,000,000

0.235

MLBI 84,385,000,000 197,723,000,000 0.427

222,307,000,000 344,178,000,000 0.646

340,458,000,000 105,211,000,000

3.236

STTP 15,595,000,000 358,620,000,000 0.043

4,816,000,000 363,437,000,000 0.013

41,072,000,000 404,509,000,000

0.102

AISA 15,760,000,000 350,215,000,000 0.045

28,686,000,000 390,656,000,000 0.073

37,787,000,000 428,442,000,000

0.088

ULTJ 30,317,000,000 831,157,000,000 0.036

303,712,000,000 1,135,324,000,000 0.268

61,153,000,000 1,191,583,000,000

0.051

GGRM 1,443,585,000,000 14,119,796,000,000 0.102

1,880,492,000,000 15,519,266,000,000 0.121

3,455,702,000,000 18,301,537,000,000

0.189

HMSP 3,624,018,000,000 8,063,542,000,000 0.449

3,895,280,000,000 8,047,896,000,000 0.484

5,087,339,000,000 10,461,616,000,000

0.486

RMBA 242,917,000,000 1,541,519,000,000 0.158

239,138,000,000 1,730,201,000,000 0.138

25,165,000,000 1,755,366,000,000

0.014

KLBF 705,694,000,000 3,386,862,000,000 0.208

706,822,000,000 3,622,399,000,000 0.195

929,004,000,000 4,310,438,000,000

0.216

KAEF 52,189,000,000 908,028,000,000 0.057

55,394,000,000 947,765,000,000 0.058

62,507,000,000 995,315,000,000

0.063

MERK 89,485,000,000 280,224,000,000 0.319

98,620,000,000 327,324,000,000 0.301

146,700,000,000 354,184,000,000

0.414

PYFA 1,743,000,000 66,944,000,000 0.026

2,309,000,000 69,253,000,000 0.033

3,773,000,000 73,026,000,000

0.052

SCPI 2,569,000,000 1,799,000,000 1.428

6,621,000,000 8,349,000,000 0.793

10,789,000,000 19,668,000,000

0.549

TSPC 278,358,000,000 2,115,644,000,000 0.132

320,648,000,000 2,235,688,000,000 0.143

359,964,000,000 2,408,871,000,000

0.149

TCID 111,232,000,000 673,640,000,000 0.165

114,854,000,000 816,166,000,000 0.141

124,612,000,000 880,797,000,000

0.141

MRAT 11,130,000,000 279,559,000,000 0.040

22,290,000,000 303,623,000,000 0.073

21,017,000,000 316,412,000,000

0.066

UNVR 1,962,147,000,000 2,692,141,000,000 0.729

2,407,231,000,000 3,100,312,000,000 0.776

3,044,107,000,000 3,702,819,000,000

0.822


Data Variabel Net Profit Margin (NPM)

KODE

2007 2008 2009

NIAT TOTAL SALES NPM NIAT TOTAL SALES NPM NIAT TOTAL SALES NPM

AQUA 65,913,000,000 1,952,156,000,000 0.034 82,337,000,000 2,331,532,000,000 0.035 95,913,000,000 2,733,713,000,000 0.035

CEKA 24,676,000,000 812,635,000,000 0.030 27,868,000,000 1,963,638,000,000 0.014 49,493,000,000 1,194,544,000,000 0.041

DLTA 47,331,000,000 439,823,000,000 0.108 83,754,000,000 673,770,000,000 0.124 126,504,000,000 740,681,000,000 0.171

INDF 980,357,000,000 27,858,304,000,000 0.035 1,034,389,000,000 38,799,279,000,000 0.027 2,075,861,000,000 37,140,830,000,000 0.056

MYOR 141,589,000,000 2,828,440,000,000 0.050 196,230,000,000 3,907,674,000,000 0.050 372,158,000,000 4,777,175,000,000 0.078

MLBI 84,385,000,000 978,600,000,000 0.086 222,307,000,000 1,325,661,000,000 0.168 340,458,000,000 1,616,264,000,000 0.211

STTP 15,595,000,000 600,330,000,000 0.026 4,816,000,000 624,624,401,000,000 0.000 41,072,000,000 627,115,000,000 0.065

AISA 15,760,000,000 483,734,000,000 0.033 28,686,000,000 489,172,000,000 0.059 37,787,000,000 533,194,000,000 0.071

ULTJ 30,317,000,000 1,126,800,000,000 0.027 303,712,000,000 1,362,607,000,000 0.223 61,153,000,000 1,613,928,000,000 0.038

GGRM 1,443,585,000,000 27,389,365,000,000 0.053 1,880,492,000,000 30,251,643,000,000 0.062 3,455,702,000,000 32,973,080,000,000 0.105

HMSP 3,624,018,000,000 29,787,725,000,000 0.122 3,895,280,000,000 34,680,445,000,000 0.112 5,087,339,000,000 38,972,186,000,000 0.131

RMBA 242,917,000,000 4,586,007,000,000 0.053 239,138,000,000 5,940,801,000,000 0.040 25,165,000,000 6,081,726,000,000 0.004

KLBF 705,694,000,000 7,004,910,000,000 0.101 706,822,000,000 7,877,366,000,000 0.090 929,004,000,000 9,087,348,000,000 0.102

KAEF 52,189,000,000 2,365,636,000,000 0.022 55,394,000,000 2,704,728,000,000 0.020 62,507,000,000 2,854,058,000,000 0.022

MERK 89,485,000,000 547,238,000,000 0.164 98,620,000,000 637,134,000,000 0.155 146,700,000,000 751,403,000,000 0.195

PYFA 1,743,000,000 86,643,000,000 0.020 2,309,000,000 119,581,000,000 0.019 3,773,000,000 132,001,000,000 0.029

SCPI 2,569,000,000 170,351,000,000 0.015 6,621,000,000 204,012,000,000 0.032 10,789,000,000 284,900,000,000 0.038

TSPC 278,358,000,000 3,124,073,000,000 0.089 320,648,000,000 3,633,789,000,000 0.088 359,964,000,000 4,497,931,000,000 0.080

TCID 111,232,000,000 1,018,334,000,000 0.109 114,854,000,000 1,239,775,000,000 0.093 124,612,000,000 1,388,725,000,000 0.090

MRAT 11,130,000,000 252,123,000,000 0.044 22,290,000,000 307,804,000,000 0.072 21,017,000,000 345,576,000,000 0.061

UNVR 1,962,147,000,000 12,544,901,000,000 0.156 2,407,231,000,000 15,577,811,000,000 0.155 3,044,107,000,000 8,246,872,000,000 0.369


Data Variabel Debt to Equity Ratio (DER)

KODE

2007 2008 2009

TOTAL DEBT TOTAL EQUITY DER TOTAL DEBT TOTAL EQUITY DER TOTAL DEBT TOTAL EQUITY DER

AQUA 377,577,000,000 507,270,000,000 0.744 412,466,000,000 581,580,000,000 0.709 480,891,000,000 656,915,000,000 0.709

CEKA 394,642,000,000 219,037,000,000 1.802 370,520,000,000 235,025,000,000 1.577 266,860,000,000 301,503,000,000 1.577

DLTA 131,545,000,000 458,432,000,000 0.287 174,316,000,000 519,768,000,000 0.335 160,808,000,000 590,226,000,000 0.335

INDF 18,794,518,000,000 7,190,549,000,000 2.614 26,432,369,000,000 8,571,533,000,000 3.084 24,886,781,000,000 10,155,495,000,000 3.084

MYOR 785,034,000,000 1,081,795,000,000 0.726 1,646,934,000,000 1,245,109,000,000 1.323 1,623,443,000,000 1,581,755,000,000 1.323

MLBI 424,028,000,000 197,723,000,000 2.145 597,123,000,000 344,178,000,000 1.735 888,122,000,000 105,211,000,000 1.735

STTP 158,828,000,000 358,620,000,000 0.443 263,313,000,000 363,437,000,000 0.725 144,211,000,000 404,509,000,000 0.725

AISA 442,098,000,000 350,215,000,000 1.262 625,913,000,000 390,656,000,000 1.602 918,170,000,000 428,442,000,000 1.602

ULTJ 530,492,000,000 831,157,000,000 0.638 603,996,000,000 1,135,324,000,000 0.532 599,688,000,000 1,191,583,000,000 0.532

GGRM 9,640,418,000,000 14,119,796,000,000 0.683 8,553,688,000,000 15,519,266,000,000 0.551 8,848,424,000,000 18,301,537,000,000 0.551

HMSP 7,614,388,000,000 8,063,542,000,000 0.944 8,083,584,000,000 8,047,896,000,000 1.004 7,250,522,000,000 10,461,616,000,000 1.004

RMBA 2,317,641,000,000 1,541,519,000,000 1.503 2,725,331,000,000 1,730,201,000,000 1.575 2,547,293,000,000 1,755,366,000,000 1.575

KLBF 1,121,539,000,000 3,386,862,000,000 0.331 1,359,297,000,000 3,622,399,000,000 0.375 1,691,775,000,000 4,310,438,000,000 0.375

KAEF 478,712,000,000 908,028,000,000 0.527 497,905,000,000 947,765,000,000 0.525 567,310,000,000 995,315,000,000 0.525

MERK 50,830,000,000 280,224,000,000 0.181 47,741,000,000 327,324,000,000 0.146 79,787,000,000 354,184,000,000 0.146

PYFA 28,213,000,000 66,944,000,000 0.421 29,402,000,000 69,253,000,000 0.425 26,911,000,000 73,026,000,000 0.425

SCPI 126,767,000,000 1,799,000,000 70.465 191,178,000,000 8,349,000,000 22.898 186,589,000,000 19,668,000,000 22.898

TSPC 558,369,000,000 2,115,644,000,000 0.264 655,932,000,000 2,235,688,000,000 0.293 819,647,000,000 2,408,871,000,000 0.293

TCID 51,557,000,000 673,640,000,000 0.077 94,624,000,000 816,166,000,000 0.116 113,823,000,000 880,797,000,000 0.116

MRAT 36,426,000,000 279,559,000,000 0.130 51,146,000,000 303,623,000,000 0.168 49,211,000,000 316,412,000,000 0.168

UNVR 2,639,287,000,000 2,692,141,000,000 0.980 3,397,915,000,000 3,100,312,000,000 1.096 3,776,415,000,000 3,702,819,000,000 1.096


Data Variabel Earnings Per Share (EPS)

KODE 2007 2008 2009

EPS EPS EPS

AQUA 5,008 6,256 7,287

CEKA 83 94 166

DLTA 2,956 5,230 7,900

INDF 104 118 236

MYOR 185 256 485

MLBI 4,005 10,551 16,158

STTP 12 4 31

AISA 15.10 17.22 22.68

ULTJ 10 105 21

GGRM 750 977 1,796

HMSP 827 889 1,161

RMBA 36 36 4

KLBF 69 70 91

KAEF 9 10 11

MERK 3,995 4,403 6,549

PYFA 3 4 7

SCPI 714 1,839 2,997

TSPC 62 71 80

TCID 615 571 620

MRAT 26 52 49

UNVR 257 315 399


Data Variabel Harga Saham

KODE 2007 2008 2009

Harga Saham Harga Saham Harga Saham

AQUA 129,500 127,000 244,800

CEKA 800 700 1,490

DLTA 16,000 20,000 62,000

INDF 2,575 930 3,550

MYOR 1,750 1,140 4,500

MLBI 55,000 49,500 177,000

STTP 370 150 250

AISA 750 425 360

ULTJ 650 800 580

GGRM 8,500 4,250 21,550

HMSP 8,900 8,100 10,400

RMBA 560 520 650

KLBF 1,260 400 1,300

KAEF 305 76 127

MERK 52,500 35,500 80,000

PYFA 81 50 110

SCPI 21,500 10,350 39,000

TSPC 750 400 730

TCID 8,400 5,500 8,100

MRAT 295 153 395

UNVR 6,750 7,800 11,050

Lampiran iii

Data Variabel Penelitian Tahun 2007 (Sebelum Transformasi)

KODE ROA ROE NPM DER EPS HS

AQUA 0.739 0.130 0.034 0.744 5,008 129,500

CEKA 0.402 0.113 0.030 1.802 83 800

DLTA 0.080 0.103 0.108 0.287 2,956 16,000

INDF 0.033 0.136 0.035 2.614 104 2,575

MYOR 0.075 0.131 0.050 0.726 185 1,750

MLBI 0.136 0.427 0.086 2.145 4,005 55,000

STTP 0.030 0.043 0.026 0.443 12 370

AISA 0.199 0.045 0.033 1.262 15.10 750

ULTJ 0.022 0.036 0.027 0.638 10 650

GGRM 0.061 0.102 0.053 0.683 750 8,500

HMSP 0.231 0.449 0.122 0.944 827 8,900

RMBA 0.063 0.158 0.053 1.503 36 560

KLBF 0.137 0.208 0.101 0.331 69 1,260

KAEF 0.038 0.057 0.022 0.527 9 305

MERK 0.270 0.319 0.164 0.181 3,995 52,500

PYFA 0.018 0.026 0.020 0.421 3 81

SCPI 0.020 1.428 0.015 70.465 714 21,500

TSPC 0.100 0.132 0.089 0.264 62 750

TCID 0.153 0.165 0.109 0.077 615 8,400

MRAT 0.035 0.040 0.044 0.130 26 295

UNVR 0.368 0.729 0.156 0.980 257 6,750

Lampiran iii (lanjutan)



AQUA 0.082 0.142 0.035 0.709 6,256 127,000

CEKA 0.046 0.119 0.014 1.577 94 700

DLTA 0.120 0.161 0.124 0.335 5,230 20,000

INDF 0.026 0.121 0.027 3.084 118 930

MYOR 0.067 0.158 0.050 1.323 256 1,140

MLBI 0.358 0.646 0.168 1.735 10,551 49,500

STTP 0.077 0.013 0.000 0.725 4 150

AISA 0.028 0.073 0.059 1.602 17.22 425

ULTJ 0.177 0.268 0.223 0.532 105 800

GGRM 0.078 0.121 0.062 0.551 977 4,250

HMSP 0.241 0.484 0.112 1.004 889 8,100

RMBA 0.054 0.138 0.040 1.575 36 520

KLBF 0.124 0.195 0.090 0.375 70 400

KAEF 0.038 0.058 0.020 0.525 10 76

MERK 0.263 0.301 0.155 0.146 4,403 35,500

PYFA 0.024 0.033 0.019 0.425 4 50

SCPI 0.033 0.793 0.032 22.898 1,839 10,350

TSPC 0.116 0.143 0.088 0.293 71 400

TCID 0.126 0.141 0.093 0.116 571 5,500

MRAT 0.063 0.073 0.072 0.168 52 153

UNVR 0.370 0.776 0.155 1.096 315 7,800

Lampiran iii (lanjutan)



AQUA 0.084 0.146 0.035 0.732 7,287 244,800

CEKA 0.087 0.164 0.041 0.885 166 1,490

DLTA 0.166 0.214 0.171 0.272 7,900 62,000

INDF 0.051 0.204 0.056 2.451 236 3,550

MYOR 0.115 0.235 0.078 1.026 485 4,500

MLBI 0.343 3.236 0.211 8.441 16,158 177,000

STTP 0.749 0.102 0.065 0.357 31 250

AISA 0.028 0.088 0.071 2.143 22.68 360

ULTJ 0.035 0.051 0.038 0.503 21 580

GGRM 0.127 0.189 0.105 0.483 1,796 21,550

HMSP 0.287 0.486 0.131 0.693 1,161 10,400

RMBA 0.006 0.014 0.004 1.451 4 650

KLBF 0.143 0.216 0.102 0.392 91 1,300

KAEF 0.040 0.063 0.022 0.570 11 127

MERK 0.338 0.414 0.195 0.225 6,549 80,000

PYFA 0.038 0.052 0.029 0.369 7 110

SCPI 0.052 0.549 0.038 9.487 2,997 39,000

TSPC 0.110 0.149 0.080 0.340 80 730

TCID 0.125 0.141 0.090 0.129 620 8,100

MRAT 0.057 0.066 0.061 0.156 49 395

UNVR 0.407 0.822 0.369 1.020 399 11,050

Lampiran iv

Data Variabel Penelitian Tahun 2007 (Setelah Transformasi)

KODE ROA ROE DER NPM EPS HS

AQUA -0.30 -2.04 -3.38 -.30 8.52 11.77

CEKA -0.91 -2.18 -3.51 .59 4.42 6.68

DLTA -2.53 -2.27 -2.23 -1.25 7.99 9.68

INDF -3.41 -2.00 -3.35 0.96 4.64 7.85

MYOR -2.59 -2.03 -3.00 -0.32 5.22 7.47

MLBI -2.00 -0.85 -2.45 0.76 8.30 10.92

STTP -3.51 -3.15 -3.65 -0.81 2.48 5.91

AISA -1.61 -3.10 -3.41 0.23 2.71 6.62

ULTJ -3.82 -3.32 -3.61 -0.45 2.30 6.48

GGRM -2.80 -2.28 -2.94 -0.38 6.62 9.05

HMSP -1.47 -0.80 -2.10 -0.06 6.72 9.09

RMBA -2.76 -1.85 -2.94 0.41 3.58 6.33

KLBF -1.99 -1.57 -2.29 -1.11 4.23 7.14

KAEF -3.27 -2.86 -3.82 -0.64 2.20 5.72

MERK -1.31 -1.14 -1.81 -1.71 8.29 10.87

PYFA -4.02 -3.65 -3.91 -0.87 1.10 4.39

SCPI -3.91 0.36 -4.20 4.26 6.57 9.98

TSPC -2.30 -2.02 -2.42 -1.33 4.13 6.62

TCID -1.88 -1.80 -2.22 -2.56 6.42 9.04

MRAT -3.35 -3.22 -3.12 -2.04 3.26 5.69

UNVR -1.00 -0.32 -1.86 -0.02 5.55 8.82

Lampiran iv (lanjutan)



AQUA -2.50 -1.95 -0.34 -0.34 8.74 11.75

CEKA -3.08 -2.13 0.46 0.46 4.54 6.55

DLTA -2.12 -1.83 -1.09 -1.09 8.56 9.90

INDF -3.65 -2.11 1.13 1.13 4.77 6.84

MYOR -2.70 -1.85 0.28 0.28 5.55 7.04

MLBI -1.03 -0.44 0.55 0.55 9.26 10.81

STTP -2.56 -4.34 -0.32 -0.32 1.39 5.01

AISA -3.58 -2.62 0.47 0.47 2.85 6.05

ULTJ -1.73 -1.32 -0.63 -0.63 4.65 6.68

GGRM -2.55 -2.11 -.60 -0.60 6.88 8.35

HMSP -1.42 -0.73 0.00 0.00 6.79 9.00

RMBA -2.92 -1.98 0.45 0.45 3.58 6.25

KLBF -2.09 -1.63 -0.98 0-.98 4.25 5.99

KAEF -3.27 -2.85 -0.64 -0.64 2.30 4.33

MERK -1.34 -1.20 -1.92 -1.92 8.39 10.48

PYFA -3.73 -3.41 -0.86 -0.86 1.39 3.91

SCPI -3.41 -0.23 3.13 3.13 7.52 9.24

TSPC -2.15 -1.94 -1.23 -1.23 4.26 5.99

TCID -2.07 -1.96 -2.15 -2.15 6.35 8.61

MRAT -2.76 -2.62 -1.78 -1.78 3.95 5.03

UNVR -0.99 -0.25 0.09 0.09 5.75 8.96

Lampiran iv (lanjutan)



AQUA -2.48 -1.92 -3.35 -0.31 8.89 12.41

CEKA -2.44 -1.81 -3.19 -0.12 5.11 7.31

DLTA -1.80 -1.54 -1.77 -1.30 8.97 11.03

INDF -2.98 -1.59 -2.88 0.90 5.46 8.17

MYOR -2.16 -1.45 -2.55 0.03 6.18 8.41

MLBI -1.07 1.17 -1.56 2.13 9.69 12.08

STTP -0.29 -2.28 -2.73 -1.03 3.43 5.52

AISA -3.58 -2.43 -2.65 0.76 3.12 5.89

ULTJ -3.35 -2.98 -3.27 -0.69 3.04 6.36

GGRM -2.06 -1.67 -2.25 -0.73 7.49 9.98

HMSP -1.25 -0.72 -2.03 -0.37 7.06 9.25

RMBA -5.12 -4.27 -5.52 0.37 1.39 6.48

KLBF -1.94 -1.53 -2.28 -0.94 4.51 7.17

KAEF -3.22 -2.76 -3.82 -0.56 2.40 4.84

MERK -1.08 -0.88 -1.63 -1.49 8.79 11.29

PYFA -3.27 -2.96 -3.54 -1.00 1.95 4.70

SCPI -2.96 -0.60 -3.27 2.25 8.01 10.57

TSPC -2.21 -1.90 -2.53 -1.08 4.38 6.59

TCID -2.08 -1.96 -2.41 -2.05 6.43 9.00

MRAT -2.86 -2.72 -2.80 -1.86 3.89 5.98

UNVR -0.90 -0.20 -1.00 0.02 5.99 9.31

Lampiran v

Statistik Deskriptif Sebelum Transformasi

Descriptive Statistics

N Minimum Maximum Mean Std.

Deviation

ROA 63 .01 .75 .1446 .15461

ROE 63 .01 3.24 .2783 .45546

NPM 63 .00 .37 .0795 .06519

DER 63 .08 70.47 2.5410 9.25621

EPS 63 3.00 16158.00 1550.4762 2987.64882

HS 63 50.00 244800.00 19982.2540 44493.81770

Valid N (listwise)

63

Statistik Deskriptif Setelah Transformasi

Descriptive Statistics

N Minimum Maximum Mean Std.

Deviation

LN_ROA 63 -5.12 -.29 -2.4045 .99722

LN_ROE 63 -4.34 1.17 -1.8825 1.05382

LN_NPM 62 -5.52 -1.00 -2.8186 .82605

LN_DER 63 -2.56 4.26 -.3125 1.22062

LN_EPS 63 1.10 9.69 5.2887 2.35534

LN_HS 63 3.91 12.41 7.8613 2.19823

Valid N (listwise)

62

Lampiran vi

Hasil Uji Normalitas Sebelum Transformasi Data One-Sample Kolmogorov–Smirnov Test

Unstandardized Residual

N 63

Normal Parametersa,b Mean .0000000

Std. Deviation 2.46962309E4

Most Extreme Differences Absolute .282

Positive .282

Negative -.228

Kolmogorov-Smirnov Z 2.240

Asymp. Sig. (2-tailed) .000

a. Test distribution is Normal.

b. Calculated from data.

Hasil Uji Normalitas Setelah Transformasi Data One-Sample Kolmogorov–Smirnov Test

Unstandardized Residual

N 62

Normal Parametersa,b Mean .0000000

Std. Deviation .63839967

Most Extreme Differences Absolute .070

Positive .070

Negative -.052

Kolmogorov-Smirnov Z .552

Asymp. Sig. (2-tailed) .920

a. Test distribution is Normal.

b. Calculated from data.

Lampiran vii

Gambar Histogram Sebelum Transformasi

Grafik Normal P-P Plot Sebelum Transformasi

Lampiran vii (lanjutan)

Gambar Histogram Setelah Transformasi

Grafik Normal P-P Plot Setelah Transformasi

Lampiran viii

Uji Multikolonieritas

Coefficientsa

Model Unstandardized Coefficients

Standardized Coefficients

t Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) 2.380 .619 3.845 .000

LN_ROA .100 .138 .046 .727 .470 .378 2.645

LN_ROE -.090 .239 -.042 -.377 .708 .124 8.047

LN_NPM -.225 .232 -.085 -.972 .335 .199 5.030

LN_DER .127 .141 .071 .895 .375 .240 4.160

LN_EPS .936 .056 .994 16.617 .000 .426 2.346

a. Dependent Variable: LN_HS

Coefficient Correlationsa

Model LN_EPS LN_DER LN_ROA LN_NPM LN_ROE

1 Correlations LN_EPS 1.000 .203 -.112 .104 -.468

LN_DER .203 1.000 .284 .697 -.832

LN_ROA -.112 .284 1.000 -.202 -.277

LN_NPM .104 .697 -.202 1.000 -.687

LN_ROE -.468 -.832 -.277 -.687 1.000

Covariances LN_EPS .003 .002 -.001 .001 -.006

LN_DER .002 .020 .006 .023 -.028

LN_ROA -.001 .006 .019 -.006 -.009

LN_NPM .001 .023 -.006 .054 -.038

LN_ROE -.006 -.028 -.009 -.038 .057


Lampiran ix

Uji Autokorelasi

Hasil Uji Autokorelasi

Model Summaryb

Model R R Square Adjusted R Square

Std. Error of the Estimate Durbin-Watson

1 .956a .915 .907 .66629 1.560

a. Predictors: (Constant), LN_EPS, LN_DER, LN_ROA, LN_NPM, LN_ROE

b. Dependent Variable: LN_HS

Coefficientsa



t Sig.



1 (Constant) 2.380 .619 3.845 .000

LN_ROA .100 .138 .046 .727 .470 .378 2.645

LN_ROE -.090 .239 -.042 -.377 .708 .124 8.047

LN_NPM -.225 .232 -.085 -.972 .335 .199 5.030

LN_DER .127 .141 .071 .895 .375 .240 4.160

LN_EPS .936 .056 .994 16.617 .000 .426 2.346


Lampiran x

Uji Heteroskedastisitas

Lampiran xi

Hasil uji T

Coefficientsa



t Sig.



1 (Constant) 2.380 .619 3.845 .000

LN_ROA .100 .138 .046 .727 .470 .378 2.645

LN_ROE -.090 .239 -.042 -.377 .708 .124 8.047

LN_NPM -.225 .232 -.085 -.972 .335 .199 5.030

LN_DER .127 .141 .071 .895 .375 .240 4.160

LN_EPS .936 .056 .994 16.617 .000 .426 2.346


Hasil uji F

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 266.480 5 53.296 120.051 .000a

Residual 24.861 56 .444

Total 291.340 61

a. Predictors: (Constant), LN_EPS, LN_DER, LN_ROA, LN_NPM, LN_ROE

b. Dependent Variable: LN_HS

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