Data Perhitungan Perusahaan Dankos Lab. Tbkthesis.binus.ac.id/Asli/Lampiran/Lampiran05-126.pdf ·...
Transcript of Data Perhitungan Perusahaan Dankos Lab. Tbkthesis.binus.ac.id/Asli/Lampiran/Lampiran05-126.pdf ·...
Data Perhitungan Perusahaan Dankos Lab. Tbk Lampiran 1 Lampiran Korelasi Variabel Bebas Terhadap Risiko Saham Perusahaan Dankos Laboratories Tbk.
Risiko Saham Return on Assets Pearson Correlation -.039 Sig. (2-tailed) .845 N 28 Return on Equity Pearson Correlation -.037 Sig. (2-tailed) .852 N 28 Earning per Share Pearson Correlation -.048 Sig. (2-tailed) .810 N 28 Price Earning Ratio Pearson Correlation -.198 Sig. (2-tailed) .312 N 28 Assets Turnover Ratio Pearson Correlation .205 Sig. (2-tailed) .296 N 28 Current Ratio Pearson Correlation .122 Sig. (2-tailed) .535 N 28 Debt Ratio Pearson Correlation .036 Sig. (2-tailed) .854 N 28 Debt to Equity Ratio Pearson Correlation .075 Sig. (2-tailed) .705 N 28
Lampiran 2 Lampiran Uji R Square Risiko Saham Perusahaan Dankos Laboratories Tbk.
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .524(a) .275 -.031 .0933186 2.069 a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Assets, Price Earning Ratio, Debt Ratio, Assets Turnover Ratio, Earning per Share, Return on Equity b Dependent Variable: Risiko
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Lampiran 3 Lampiran Anova Risiko Saham Perusahaan Dankos Laboratories Tbk. ANOVA(b)
a Preda Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Assets, Price Earning Ratio, Debt Ratio, Assets Turnover Ratio, Earning per Share, Return on Equity
Model Sum of Squares df Mean Square F Sig. 1 Regression .063 8 .008 .900 .536(a) Residual .165 19 .009 Total .228 27
b Dependent Variable: Risiko Lampiran 4 Lampiran Koefisien Regresi Risiko Saham Perusahaan Dankos Laboratories Tbk.
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .097 .024 4.077 .001 .047 .146 Return on Assets -.018 .044 -2.330 -.400 .694 -.109 .074 .001 890.681
Return on Equity .012 .032 1.927 .364 .720 -.056 .079 .001 733.108
Earning per Share .002 .012 .259 .172 .865 -.023 .027 .017 59.535
Price Earning Ratio
-.009 .007 -.325 -1.360 .190 -.023 .005 .669 1.494
Assets Turnover Ratio
.047 .020 .673 2.296 .033 .004 .089 .444 2.253
Current Ratio .117 .055 .612 2.125 .047 .002 .231 .461 2.170
Debt Ratio .077 .053 .466 1.467 .159 -.033 .187 .378 2.649 Debt to Equity Ratio -.022 .027 -.348 -.802 .432 -.079 .035 .203 4.930
a Dependent Variable: Risiko
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Lampiran 5 Lampiran Nilai Residual Perusahaan Dankos Laboratories Tbk.
Residuals Statisticsa
-.013835 .173386 .066578 .0481784 28-.1030475 .3346340 .0000000 .0782822 28
-1.669 2.217 .000 1.000 28-1.104 3.586 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Risikoa.
Lampiran 6 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Dankos Laboratories Tbk.
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
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Lampiran 7 Lampiran Uji Stepwise R Square Risiko Saham Perusahaan Dankos Laboratories Tbk.
Model Summaryb
.282a .080 -.129 .0307615 .697Model1
R R SquareAdjustedR Square
Std. Error ofthe Estimate
Durbin-Watson
Predictors: (Constant), Debt to Equity Ratio, Current Ratio, AssetsTurnover Ratio, Price Earning Ratio, Debt Ratio
a.
Dependent Variable: Risikob.
Lampiran 8 Lampiran Uji Stepwise F-test Risiko Saham Perusahaan Dankos Laboratories Tbk.
ANOVAb
.002 5 .000 .381 .856a
.021 22 .001
.023 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Assets Turnover Ratio,Price Earning Ratio, Debt Ratio
a.
Dependent Variable: Risikob.
Lampiran 9 Lampiran Uji Stepwise Koefisien Regresi Perusahaan Dankos Laboratories Tbk.
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .053 .007 7.903 .000 .039 .067 Price Earning Ratio
.001 .002 .063 .282 .781 -.004 .006 .839 1.192
Assets Turnover Ratio
.001 .002 .081 .388 .702 -.003 .004 .960 1.041
Current Ratio .000 .004 .013 .058 .955 -.009 .009 .839 1.192
Debt Ratio -.014 .045 -.084 -.320 .752 -.108 .079 .600 1.667 Debt to Equity Ratio -.003 .004 -.195 -.749 .462 -.012 .006 .619 1.616
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a Dependent Variable: Risiko
Lampiran 10 Lampiran Korelasi Variabel Bebas Terhadap Imbal Hasil Saham Perusahaan Dankos Laboratories Tbk.
Imbal hasil Saham
Return on Assets Pearson Correlation -.132 Sig. (2-tailed) .504 N 28 Return on Equity Pearson Correlation -.137 Sig. (2-tailed) .486 N 28 Earning per Share Pearson Correlation -.187 Sig. (2-tailed) .341 N 28 Price Earning Ratio Pearson Correlation .225 Sig. (2-tailed) .250 N 28 Assets Turnover Ratio Pearson Correlation -.225 Sig. (2-tailed) .249 N 28 Current Ratio Pearson Correlation .006 Sig. (2-tailed) .976 N 28 Debt Ratio Pearson Correlation -.059 Sig. (2-tailed) .764 N 28 Debt to Equity Ratio Pearson Correlation -.178 Sig. (2-tailed) .364 N 28
Lampiran 11 Lampiran Uji R Square Imbal Hasil Saham Perusahaan Dankos Laboratories Tbk.
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .640(a) .409 .161 .0125352 2.284
a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Assets, Price Earning Ratio, Debt Ratio, Assets Turnover Ratio, Earning per Share, Return on Equity b Dependent Variable: Imbal hasil
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Lampiran 12 Lampiran Anova Imbal Hasil Saham Perusahaan Dankos Laboratories Tbk.
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .002 8 .000 1.647 .177(a) Residual .003 19 .000 Total .005 27 a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Assets, Price Earning Ratio, Debt Ratio, Assets Turnover Ratio, Earning per Share, Return on Equity b Dependent Variable: Imbal Hasil
Lampiran 13 Lampiran Koefisien Regresi Imbal hasil Saham Perusahaan Dankos Laboratories Tbk.
Coefficients(a)
a
Model Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
B Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) -.008 .003 -2.649 .016 -.015 -.002 Return on Assets .009 .006 8.369 1.591 .128 -.003 .022 .001 890.681
Return on Equity -.004 .004 -4.588 -.961 .349 -.013 .005 .001 733.108
Earning per Share -.005 .002 -3.860 -2.838 .011 -.008 -.001 .017 59.535
Price Earning Ratio
.001 .001 .281 1.303 .208 -.001 .003 .669 1.494
Assets Turnover Ratio
-.006 .003 -.595 -2.247 .037 -.012 .000 .444 2.253
Current Ratio -.012 .007 -.440 -1.693 .107 -.028 .003 .461 2.170
Debt Ratio -.012 .007 -.491 -1.711 .103 -.027 .003 .378 2.649 Debt to Equity Ratio .003 .004 .354 .905 .377 -.004 .011 .203 4.930
Dependent Variable: Imbal hasil
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Lampiran 14 Lampiran Nilai Residual Perusahaan DankosLaboratories Tbk.
Residuals Statisticsa
-.016805 .025134 -.003245 .0087555 28-.0408395 .0155754 .0000000 .0105154 28
-1.549 3.241 .000 1.000 28-3.258 1.243 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Imbal Hasila.
Lampiran 15 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan DankosLaboratories Tbk.
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
L7
Lampiran 16 Lampiran Uji Stepwise R Square Imbal Hasil Saham Perusahaan Dankos Laboratories Tbk.
Model Summaryb
.394a .155 -.037 .0139328 3.015Model1
R R SquareAdjustedR Square
Std. Error ofthe Estimate
Durbin-Watson
Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Price EarningRatio, Debt Ratio, Assets Turnover Ratio
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 17 Lampiran Uji Stepwise F-test Imbal Hasil Perusahaan Dankos Laboratories Tbk.
ANOVAb
.001 5 .000 .808 .556a
.004 22 .000
.005 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Price Earning Ratio,Debt Ratio, Assets Turnover Ratio
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 18 Lampiran Uji Stepwise Koefisien Regresi Imbal Hasil Perusahaan Dankos Laboratories Tbk.
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) -.006 .003 -1.817 .083 -.013 .001 Price Earning Ratio
.001 .001 .223 1.006 .326 -.001 .003 .781 1.281
Assets Turnover Ratio
-.004 .003 -.431 -1.576 .129 -.010 .001 .513 1.950
Current Ratio -.009 .008 -.324 -1.151 .262 -.026 .007 .483 2.069
Debt Ratio -.006 .007 -.228 -.846 .406 -.019 .008 .527 1.896 Debt to Equity Ratio .000 .002 .021 .083 .934 -.005 .005 .588 1.702
L8
a Dependent Variable: Imbal Hasil Data Perhitungan Perusahaan Darya Varia Lab.Tbk Lampiran 19 Lampiran Korelasi Variabel Bebas Terhadap Risiko Saham Perusahaan Darya Varia Lab. Tbk
Risiko Saham
Return on Assets Pearson Correlation -.239 Sig. (2-tailed) .221 N 28 Return on Equity Pearson Correlation -.249 Sig. (2-tailed) .202 N 28 Earning per Share Pearson Correlation -.241 Sig. (2-tailed) .216 N 28 Price Earning Ratio Pearson Correlation .055 Sig. (2-tailed) .779 N 28 Assets Turnover Ratio Pearson Correlation .107 Sig. (2-tailed) .589 N 28 Current Ratio Pearson Correlation -.002 Sig. (2-tailed) .992 N 28 Debt Ratio Pearson Correlation -.217 Sig. (2-tailed) .267 N 28 Debt to Equity Ratio Pearson Correlation -.253 Sig. (2-tailed) .194 N 28
Lampiran 20 Lampiran Uji R Square Risiko Saham Perusahaan Darya Varia Lab. Tbk
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .418(a) .175 -.173 .0313436 1.041
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a Predictors: (Constant), Debt to Equity Ratio, Return on Equity, Price Earning Ratio, Current Ratio, Assets Turnover Ratio, Debt Ratio, Earning per Share, Return on Assets b Dependent Variable: Risiko Lampiran 21 Lampiran Anova Risiko Saham Perusahaan Darya Varia Lab. Tbk
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .004 8 .000 .503 .839(a) Residual .019 19 .001 Total .023 27
a Predictors: (Constant), Debt to Equity Ratio, Return on Equity, Price Earning Ratio, Current Ratio, Assets Turnover Ratio, Debt Ratio, Earning per Share, Return on Assets b Dependent Variable: Risiko
Lampiran 22 Lampiran Koefisien Regresi Risiko Saham Perusahaan Darya Varia Lab. Tbk
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) .053 .007 7.621 .000 .038 .067 Return on Assets .001 .025 1.135 .056 .956 -.050 .053 .000 9492.324
Return on Equity .001 .017 .942 .062 .951 -.034 .036 .000 5333.846
Earning per Share -.003 .015 -2.418 -.231 .820 -.034 .027 .000 2518.967
Price Earning Ratio
.001 .003 .058 .254 .802 -.005 .006 .826 1.211
Assets Turnover Ratio
.002 .002 .234 .978 .341 -.002 .006 .756 1.323
Current Ratio .000 .005 .017 .075 .941 -.009 .010 .819 1.221
Debt Ratio -.009 .046 -.051 -.188 .853 -.106 .088 .588 1.700 Debt to Equity Ratio -.004 .012 -.225 -.329 .746 -.028 .020 .093 10.776
a Dependent Variable: Risiko
L10
Lampiran 23 Lampiran Nilai Residual Perusahaan Darya Varia Lab. Tbk
Residuals Statisticsa
.025077 .090826 .055109 .0121038 28-.0322468 .0561766 .0000000 .0262932 28
-2.481 2.951 .000 1.000 28-1.029 1.792 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Risikoa.
Lampiran 24 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Darya Varia Lab. Tbk
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
L11
Lampiran 25 Lampiran Uji Stepwise F-test Risiko Saham Perusahaan Darya Varia Lab. Tbk.
ANOVAb
.001 4 .000 .343 .846a
.021 23 .001
.023 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt Ratio, Assets Turnover Ratio, Price Earning Ratio,Current Ratio
a.
Dependent Variable: Risikob.
Lampiran 27 Lampiran Uji Stepwise Koefisien Regresi Perusahaan Darya Varia Lab. Tbk.
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .054 .007 8.092 .000 .040 .067 Price Earning Ratio
.000 .002 .039 .179 .859 -.005 .005 .856 1.168
Assets Turnover Ratio
.001 .002 .090 .437 .666 -.003 .004 .964 1.038
Current Ratio .000 .004 .000 -.001 .999 -.009 .009 .844 1.185
Debt Ratio -.035 .035 -.205 -.988 .333 -.108 .038 .953 1.049 a Dependent Variable: Risiko
L12
Lampiran 28 Lampiran Korelasi Variabel Bebas Terhadap Imbal Hasil Saham Perusahaan Darya Varia Lab. Tbk
Imbal Hasil Saham
Return on Assets Pearson Correlation -0.118 Sig. (2-tailed) 0.550 N 28 Return on Equity Pearson Correlation -0.101 Sig. (2-tailed) 0.610 N 28 Earning per Share Pearson Correlation -0.121 Sig. (2-tailed) 0.540 N 28 Price Earning Ratio Pearson Correlation -0.143 Sig. (2-tailed) 0.468 N 28 Assets Turnover Ratio Pearson Correlation -0.156 Sig. (2-tailed) 0.428 N 28 Current Ratio Pearson Correlation 0.057 Sig. (2-tailed) 0.772 N 28 Debt Ratio Pearson Correlation 0.223 Sig. (2-tailed) 0.253 N 28 Debt to Equity Ratio Pearson Correlation 0.423(*) Sig. (2-tailed) 0.025 N 28
• Correlation is significant at the 0.05 level (2-tailed).
Lampiran 29 Lampiran Uji R Square Imbal Hasil Saham Perusahaan Darya Varia Lab. Tbk Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .567(a) .321 .035 .0096160 2.459
L13
a Predictors: (Constant), Debt to Equity Ratio, Return on Equity, Price Earning Ratio, Current Ratio, Assets Turnover Ratio, Debt Ratio, Earning per Share, Return on Assets b Dependent Variable: Imbal Hasil Lampiran 30 Lampiran Anova Imbal Hasil Saham Perusahaan Darya Varia Lab. Tbk ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .001 8 .000 1.123 .392(a) Residual .002 19 .000 Total .003 27
a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Assets, Price Earning Ratio, Debt Ratio, Assets Turnover Ratio, Earning per Share, Return on Equity b Dependent Variable: Imbal Hasil
Lampiran 31 Lampiran Koefisien Regresi Imbal Hasil Saham Perusahaan Darya Varia Lab.
Tbk Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) -.001 .002 -.644 .527 -.006 .003 Return on Assets .007 .008 16.779 .911 .374 -.009 .023 .000 9492.324
Return on Equity -.001 .005 -1.595 -.116 .909 -.011 .010 .000 5333.846
Earning per Share -.007 .005 -15.256 -1.608 .124 -.017 .002 .000 2518.967
Price Earning Ratio
-.001 .001 -.187 -.899 .380 -.002 .001 .826 1.211
Assets Turnover Ratio
.000 .001 -.079 -.362 .721 -.002 .001 .756 1.323
Current Ratio .000 .001 .013 .063 .950 -.003 .003 .819 1.221
Debt Ratio -.007 .014 -.115 -.465 .647 -.036 .023 .588 1.700 Debt to Equity Ratio .004 .004 .669 1.078 .295 -.004 .011 .093 10.776
a Dependent Variable: Imbal Hasil
L14
Lampiran 32 Lampiran Nilai Residual Perusahaan Darya Varia Lab. Tbk
Residuals Statisticsa
-.025140 .007155 -.002292 .0055478 28-.0134595 .0280169 .0000000 .0080666 28
-4.118 1.703 .000 1.000 28-1.400 2.914 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Imbal Hasila.
Lampiran 33 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Darya Varia Lab. Tbk
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000
L15
Sig. (2-tailed) 1.000 N 28
Lampiran 34 Lampiran Uji Stepwise R Square Imbal Hasil Perusahaan Darya Varia Lab. Tbk
Model Summaryb
.293a .086 -.073 .0101431 2.186Model1
R R SquareAdjustedR Square
Std. Error ofthe Estimate
Durbin-Watson
Predictors: (Constant), Debt Ratio, Assets Turnover Ratio, Price EarningRatio, Current Ratio
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 35 Lampiran Uji Stepwise F-test Imbal Hasil Perusahaan Darya Varia Lab. Tbk
ANOVAb
.000 4 .000 .538 .709a
.002 23 .000
.003 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt Ratio, Assets Turnover Ratio, Price Earning Ratio,Current Ratio
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 36 Lampiran Uji Stepwise Koefisien Regresi Imbal Hasil Perusahaan Darya
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) -.002 .002 -.808 .428 -.006 .003 Price Earning Ratio
.000 .001 -.123 -.569 .575 -.002 .001 .856 1.168
Assets Turnover Ratio
.000 .001 -.142 -.697 .493 -.002 .001 .964 1.038
Current Ratio .000 .001 .021 .096 .924 -.003 .003 .844 1.185
Debt Ratio .012 .012 .201 .983 .336 -.013 .036 .953 1.049 a Dependent Variable: Imbal Hasil
L16
Data Perhitungan Perusahaan Kalbe Farma Tbk Lampiran 37 Lampiran Korelasi Variabel Bebas Terhadap Risiko Saham Perusahaan Kalbe Farma.
Risiko Saham
Return on Assets Pearson Correlation -.022 Sig. (2-tailed) .913 N 28 Return on Equity Pearson Correlation .042 Sig. (2-tailed) .831 N 28 Earning per Share Pearson Correlation -.036 Sig. (2-tailed) .854 N 28 Price Earning Ratio Pearson Correlation -.251 Sig. (2-tailed) .198 N 28 Assets Turnover Ratio Pearson Correlation .086 Sig. (2-tailed) .665 N 28 Current Ratio Pearson Correlation -.027 Sig. (2-tailed) .892 N 28 Debt Ratio Pearson Correlation -.223 Sig. (2-tailed) .254 N 28 Debt to Equity Ratio Pearson Correlation -.262 Sig. (2-tailed) .178 N 28
Lampiran 38 Lampiran Uji R Square Risiko Saham Perusahaan Kalbe Farma
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
L17
1 .596(a) .355 .084 .0933755 2.254 a Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Current Ratio, Earning per Share, Return on Equity, Return on Assets b Dependent Variable: Risiko Lampiran 39 Lampiran Anova Risiko Saham Perusahaan Kalbe Farma
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .091 8 .011 1.310 .297(a) Residual .166 19 .009 Total .257 27
a Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Current Ratio, Earning per Share, Return on Equity, Return on Assets b Dependent Variable: Risiko
Lampiran 40 Lampiran Koefisien Regresi Risiko Saham Perusahaan Kalbe Farma
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) .055 .023 2.432 .025 .008 .102 Return on Assets .017 .019 .737 .900 .379 -.023 .058 .051 19.775
Return on Equity .003 .001 .797 2.132 .046 .000 .006 .243 4.120
Earning per Share -.014 .016 -.656 -.877 .391 -.048 .020 .061 16.506
Price Earning Ratio
-.007 .006 -.223 -1.187 .250 -.019 .005 .961 1.041
Assets Turnover Ratio
.009 .018 .105 .483 .635 -.029 .046 .723 1.383
Current Ratio -.015 .040 -.087 -.386 .704 -.099 .068 .665 1.503
Debt Ratio -.311 .263 -.232 -1.184 .251 -.862 .239 .882 1.134 Debt to Equity Ratio -.025 .010 -.744 -2.466 .023 -.047 -.004 .373 2.683
a Dependent Variable: Risiko
L18
Lampiran 41 Lampiran Nilai Residual Perusahaan Kalbe Farma
Residuals Statisticsa
-.041640 .269260 .065079 .0581749 28-.0674767 .2726588 .0000000 .0783300 28
-1.834 3.510 .000 1.000 28-.723 2.920 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Risikoa.
Lampiran 42 Lampiran Uji Korelasi Variabel Bebas Tehadap Nilai Residualnya Perusahaan Kalbe Farma
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
L19
Debt to Equity Ratio Pearson Correlation Sig. (2-tailed) N
:
Lampiran Uji Stepwise R Square Risiko Saham Perusahaan Kalbe Farma Laboratories Tbk.
.000 1.000 28
Lampiran 43
Model Summaryb
.572a .328 .136 .0907096 1.878Model1
R R SquareAdjustedR Square
Std. Error ofthe Estimate
Durbin-Watson
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, PriceEarning Ratio, Debt Ratio, Current Ratio, Retun on Equity
a.
Dependent Variable: Risikob.
Lampiran 44 Lampiran Uji Stepwise F-test Risiko Saham Perusahaan Dankos
ANOVAb
.084 6 .014 1.706 .169a
.173 21 .008
.257 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Price EarningRatio, Debt Ratio, Current Ratio, Retun on Equity
a.
Dependent Variable: Risikob.
Lampiran 45 Lampiran Uji Stepwise Koefisien Regresi Perusahaan Dankos
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .062 .020 3.038 .006 .019 .104 Return on Equity .003 .001 .670 2.260 .035 .000 .005 .364 2.746
Price Earning Ratio
-.007 .006 -.214 -1.181 .251 -.018 .005 .975 1.025
Assets Turnover Ratio
.011 .017 .130 .621 .542 -.025 .046 .735 1.361
Current Ratio -.011 .037 -.063 -.302 .766 -.087 .065 .744 1.345
L20
Debt Ratio -.263 .250 -.196 -1.051 .305 -.783 .257 .920 1.087 Debt to Equity Ratio -.025 .010 -.723 -2.479 .022 -.045 -.004 .377 2.655
a Dependent Variable: Risiko
Lampiran 46 Lampiran Korelasi Variabel Bebas Terhadap Imbal Hasil Saham Perusahaan Kalbe Farma.
Imbal Hasil Saham
Return on Assets Pearson Correlation -.110 Sig. (2-tailed) .578 N 28 Return on Equity Pearson Correlation .112 Sig. (2-tailed) .572 N 28 Earning per Share Pearson Correlation -.180 Sig. (2-tailed) .359 N 28 Price Earning Ratio Pearson Correlation .176 Sig. (2-tailed) .370 N 28 Assets Turnover Ratio Pearson Correlation -.161 Sig. (2-tailed) .414 N 28 Current Ratio Pearson Correlation .130 Sig. (2-tailed) .509 N 28 Debt Ratio Pearson Correlation .278 Sig. (2-tailed) .153 N 28 Debt to Equity Ratio Pearson Correlation .364 Sig. (2-tailed) .057 N 28
Lampiran 47 Lampiran Uji R Square Imbal hasil Saham Perusahaan Kalbe Farma
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
L21
1 .626(a) .391 .135 .0138947 2.214 a Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Current Ratio, Earning per Share, Return on Equity, Return on Assets b Dependent Variable: Imbal hasil Lampiran 48 Lampiran Anova Imbal Hasil Saham Perusahaan Kalbe Farma
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .002 8 .000 1.528 .213(a) Residual .004 19 .000 Total .006 27
a Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Current Ratio, Earning per Share, Return on Equity, Return on Assets b Dependent Variable: Imbal hasil
Lampiran 49 Lampiran Koefisien Regresi Imbal hasil Saham Perusahaan Kalbe Farma
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) -.003 .003 -.990 .334 -.010 .004 Return on Assets .003 .003 .814 1.022 .320 -.003 .009 .051 19.775
Return on Equity .000 .000 -.502 -1.383 .183 -.001 .000 .243 4.120
Earning per Share -.003 .002 -.931 -1.281 .216 -.008 .002 .061 16.506
Price Earning Ratio
.001 .001 .141 .774 .449 -.001 .003 .961 1.041
Assets Turnover Ratio
-.002 .003 -.154 -.732 .473 -.007 .004 .723 1.383
Current Ratio .005 .006 .176 .800 .433 -.008 .017 .665 1.503
Debt Ratio .042 .039 .202 1.061 .302 -.040 .123 .882 1.134 Debt to Equity Ratio .003 .002 .660 2.253 .036 .000 .007 .373 2.683
a Dependent Variable: Imbal hasil
L22
Lampiran 50 Lampiran Nilai Residual Perusahaan Kalbe Farma
Residuals Statisticsa
-.031956 .019349 -.003174 .0093478 28-.0338764 .0162386 .0000000 .0116559 28
-3.079 2.409 .000 1.000 28-2.438 1.169 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Imbal Hasila.
Lampiran 51 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Kalbe Farma
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
L23
Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
: Lampiran 52 Lampiran Uji Stepwise R Square Imbal Hasil Perusahaan Kalbe Farma
Model Summaryb
.574a .329 .137 .0138766 2.446Model1
R R SquareAdjustedR Square
Std. Error ofthe Estimate
Durbin-Watson
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, PriceEarning Ratio, Debt Ratio, Current Ratio, Retun on Equity
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 53 Lampiran Uji Stepwise F-test Imbal Hasil Perusahaan Dankos
ANOVAb
.002 6 .000 1.717 .166a
.004 21 .000
.006 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Price EarningRatio, Debt Ratio, Current Ratio, Retun on Equity
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 54 Lampiran Uji Stepwise Koefisien Regresi Imbal Hasil Perusahaan Dankos
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) -.003 .003 -.834 .413 -.009 .004 Return on Equity .000 .000 -.518 -1.750 .095 -.001 .000 .364 2.746
Price Earning Ratio
.001 .001 .135 .747 .464 -.001 .002 .975 1.025
Assets Turnover Ratio
-.002 .003 -.123 -.592 .560 -.007 .004 .735 1.361
L24
Current Ratio .004 .006 .149 .718 .481 -.008 .016 .744 1.345
Debt Ratio .051 .038 .247 1.324 .200 -.029 .130 .920 1.087 Debt to Equity Ratio .004 .002 .702 2.411 .025 .001 .007 .377 2.655
a Dependent Variable: Imbal Hasil Data Perhitungan Perusahaan Merck Tbk Lampiran 55 Lampiran Korelasi Variabel Bebas Terhadap Risiko Saham Perusahaan Merck Tbk
Risiko Saham
Return on Assets Pearson Correlation .037 Sig. (2-tailed) .853 N 28 Return on Equity Pearson Correlation -.064 Sig. (2-tailed) .747 N 28 Earning per Share Pearson Correlation .002 Sig. (2-tailed) .990 N 28 Price Earning Ratio Pearson Correlation .202 Sig. (2-tailed) .303 N 28 Assets Turnover Ratio Pearson Correlation .080 Sig. (2-tailed) .685 N 28 Current Ratio Pearson Correlation -.157 Sig. (2-tailed) .425 N 28 Debt Ratio Pearson Correlation -.324 Sig. (2-tailed) .093 N 28 Debt to Equity Ratio Pearson Correlation -.330 Sig. (2-tailed) .087 N 28
Lampiran 56 Lampiran Uji R Square Risiko Saham Perusahaan Merck Tbk.
Model Summary(b)
L25
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .575(a) .331 .049 .0745462 1.577 a Predictors: (Constant), Debt to Equity Ratio, Price Earning Ratio, Current Ratio, Assets Turnover Ratio, Return on Assets, Debt Ratio, Return on Equity, Earning per Share b Dependent Variable: Risiko Lampiran 57 Lampiran Anova Risiko Saham Perusahaan Merck Tbk.
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .052 8 .007 1.176 .363(a) Residual .106 19 .006 Total .158 27
a Predictors: (Constant), Debt to Equity Ratio, Price Earning Ratio, Current Ratio, Assets Turnover Ratio, Return on Assets, Debt Ratio, Return on Equity, Earning per Share b Dependent Variable: Risiko
Lampiran 58 Lampiran Koefisien Regresi Risiko Saham Perusahaan Merck Tbk.
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) .049 .021 2.364 .029 .006 .093 Return on Assets .114 .081 4.923 1.410 .175 -.055 .284 .003 346.469
Return on Equity .000 .004 -.079 -.054 .957 -.009 .008 .017 59.253
Earning per Share -.119 .088 -4.811 -1.357 .191 -.303 .065 .003 356.867
Price Earning Ratio
.008 .006 .261 1.345 .195 -.004 .019 .937 1.067
Assets Turnover Ratio
.000 .000 .077 .383 .706 .000 .000 .862 1.161
Current Ratio -.004 .018 -.043 -.190 .851 -.042 .035 .676 1.478
Debt Ratio -.034 .124 -.260 -.271 .789 -.293 .226 .038 25.981 Debt to Equity Ratio -.001 .047 -.022 -.016 .987 -.099 .097 .018 54.828
a Dependent Variable: Risiko
L26
Lampiran 59 Lampiran Nilai Residual Perusahaan Merck Tbk
Residuals Statisticsa
-.020135 .190941 .051454 .0439977 28-.1404075 .1858685 .0000000 .0625346 28
-1.627 3.170 .000 1.000 28-1.883 2.493 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Risikoa.
Lampiran 60 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Merck Tbk
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000
L27
Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
Lampiran 61 Lampiran Uji Stepwise F-test Risiko Saham Perusahaan Merch Tbk
ANOVAb
.011 3 .004 .584 .631a
.147 24 .006
.158 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Current Ratio, Price Earning Ratio, Assets Turnover Ratioa.
Dependent Variable: Risikob.
Lampiran 62 Lampiran Uji Stepwise Koefisien Regresi Perusahaan Merch Tbk
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .046 .016 2.900 .008 .013 .079 Price Earning Ratio
.006 .006 .199 1.007 .324 -.006 .018 .997 1.003
Assets Turnover Ratio
.000 .000 .053 .265 .793 .000 .000 .985 1.015
Current Ratio -.012 .016 -.151 -.761 .454 -.045 .021 .988 1.012
a Dependent Variable: Risiko
L28
Lampiran 63 Korelasi Variabel Bebas Terhadap Imbal Hasil Saham Perusahaan Merck Tbk.
Imbal Hasil Saham
Return on Assets Pearson Correlation .113 Sig. (2-tailed) .566 N 28 Return on Equity Pearson Correlation .070 Sig. (2-tailed) .722 N 28 Earning per Share Pearson Correlation .142 Sig. (2-tailed) .470 N 28 Price Earning Ratio Pearson Correlation -.301 Sig. (2-tailed) .119 N 28 Assets Turnover Ratio Pearson Correlation -.059 Sig. (2-tailed) .766 N 28 Current Ratio Pearson Correlation -.262 Sig. (2-tailed) .179 N 28 Debt Ratio Pearson Correlation .156 Sig. (2-tailed) .429 N 28 Debt to Equity Ratio Pearson Correlation .200 Sig. (2-tailed) .307 N 28
Lampiran 64 Lampiran Uji R Square Imbal hasil Saham Perusahaan Merck Tbk.
Model Summary(b)
L29
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .730(a) .534 .337 .1179583 1.849 a Predictors: (Constant), Debt to Equity Ratio, Price Earning Ratio, Current Ratio, Assets Turnover Ratio, Return on Assets, Debt Ratio, Return on Equity, Earning per Share b Dependent Variable: Imbal hasil Lampiran 65 Lampiran Anova Imbal Hasil Saham Perusahaan Merck Tbk.
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .302 8 .038 2.717 .035(a) Residual .264 19 .014 Total .567 27
a Predictors: (Constant), Debt to Equity Ratio, Price Earning Ratio, Current Ratio, Assets Turnover Ratio, Return on Assets, Debt Ratio, Return on Equity, Earning per Share b Dependent Variable: Imbal hasil
Lampiran 67 Lampiran Koefisien Regresi Imbal Hasil Saham Perusahaan Merck Tbk.
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients T Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) -.038 .033 -1.139 .269 -.107 .031 Return on Assets -.263 .128 -5.967 -2.046 .055 -.532 .006 .003 346.469
Return on Equity -.012 .007 -2.303 -1.910 .071 -.026 .001 .017 59.253
Earning per Share .350 .139 7.451 2.517 .021 .059 .641 .003 356.867
Price Earning Ratio
-.024 .009 -.437 -2.702 .014 -.043 -.005 .937 1.067
Assets Turnover Ratio
.000 .000 .009 .051 .960 .000 .000 .862 1.161
Current Ratio -.035 .029 -.228 -1.195 .247 -.096 .026 .676 1.478
Debt Ratio -.205 .196 -.836 -1.047 .308 -.616 .205 .038 25.981 Debt to Equity Ratio .080 .074 1.254 1.081 .293 -.075 .236 .018 54.828
a Dependent Variable: Imbal hasil
L30
Lampiran 68 Lampiran Nilai Residual Perusahaan Merck Tbk
Residuals Statisticsa
-.319111 .110695 -.044970 .1058457 28-.2817971 .1921922 .0000000 .0989517 28
-2.590 1.471 .000 1.000 28-2.389 1.629 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Imbal Hasila.
Lampiran 69 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Merck Tbk
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000
L31
Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
Lampiran 70 Lampiran Uji Stepwise F-test Imbal Hasil Perusahaan Merch Tbk
ANOVAb
.093 3 .031 1.574 .222a
.474 24 .020
.567 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Current Ratio, Price Earning Ratio, Assets Turnover Ratioa.
Dependent Variable: Imbal_Hasilb.
Lampiran 71 Lampiran Uji Stepwise Koefisien Regresi Imbal Hasil Perusahaan Merch Tbk
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) -.051 .029 -1.768 .090 -.110 .008 Price Earning Ratio
-.016 .010 -.298 -1.593 .124 -.038 .005 .997 1.003
Assets Turnover Ratio
.000 .000 -.071 -.378 .709 -.001 .000 .985 1.015
Current Ratio -.041 .029 -.270 -1.438 .163 -.101 .018 .988 1.012
a Dependent Variable: Imbal Hasil
L32
Data Perhitungan Schering Plough Ind Tbk Lampiran 72 Korelasi Variabel Bebas Terhadap Risiko Saham Perusahaan Schering Plough Ind.
Risiko Saham
Return on Assets Pearson Correlation -.201 Sig. (2-tailed) .305 N 28 Return on Equity Pearson Correlation -.195 Sig. (2-tailed) .320 N 28 Earning per Share Pearson Correlation -.203 Sig. (2-tailed) .301 N 28 Price Earning Ratio Pearson Correlation .428(*) Sig. (2-tailed) .023 N 28 Assets Turnover Ratio Pearson Correlation .269 Sig. (2-tailed) .166 N 28 Current Ratio Pearson Correlation -.081 Sig. (2-tailed) .681 N 28 Debt Ratio Pearson Correlation .151 Sig. (2-tailed) .443 N 28 Debt to Equity Ratio Pearson Correlation -.116 Sig. (2-tailed) .556 N 28
Lampiran 73
L33
Lampiran Uji R Square Risiko Saham Perusahaan Schering Plough Ind.
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .572(a) .327 .091 .0413283 1.054 a Predictors: (Constant), Debt to Equity Ratio, Return on Equity, Current Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Earning per Share b Dependent Variable: Risiko Lampiran 74 Lampiran Anova Risiko Saham Perusahaan Schering Plough Ind.
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .017 7 .002 1.388 .264(a) Residual .034 20 .002 Total .051 27
a Predictors: (Constant), Debt to Equity Ratio, Return on Equity, Current Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Earning per Share b Dependent Variable: Risiko
Lampiran 75 Lampiran Koefisien Regresi Risiko Saham Perusahaan Schering Plough Ind.
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) .048 .009 5.290 .000 .029 .067 Return on Equity .001 .001 2.260 .736 .470 -.002 .004 .004 280.213
Earning per Share -.001 .001 -2.399 -.782 .443 -.004 .002 .004 279.447
Price Earning Ratio
.000 .000 .537 2.076 .051 .000 .000 .503 1.987
Assets Turnover Ratio
.005 .006 .182 .859 .400 -.008 .018 .752 1.329
Current Ratio -.003 .011 -.079 -.284 .780 -.026 .020 .431 2.320
Debt Ratio .023 .064 .113 .354 .727 -.111 .156 .332 3.016 Debt to Equity Ratio .008 .015 .179 .560 .582 -.023 .040 .329 3.036
a Dependent Variable: Risiko
L34
Excluded Variablesb
1.732a .050 .961 .011 2.94E-005Return on AssetsModel1
Beta In t Sig.Partial
Correlation Tolerance
CollinearityStatistics
Predictors in the Model: (Constant), Debt to Equity Ratio, Retun on Equity, Current Ratio,Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Earning per Share
a.
Dependent Variable: Risikob.
Lampiran 76 Lampiran Nilai Residual Perusahaan Schering Plough Ind.
Residuals Statisticsa
.006306 .146086 .049056 .0247922 28-.0542195 .0892088 .0000000 .0355697 28
-1.724 3.914 .000 1.000 28-1.312 2.159 .000 .861 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Risikoa.
Lampiran 77 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Schering Plough Ind.
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28
L35
Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
Lampiran 78 Lampiran Uji Stepwise F-test Risiko Saham Perusahaan Schering Plough Ind.
ANOVAb
.015 5 .003 1.799 .155a
.036 22 .002
.051 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Current Ratio,Price Earning Ratio, Debt Ratio
a.
Dependent Variable: Risikob.
Lampiran 79 Lampiran Uji Stepwise Koefisien Regresi Perusahaan Schering Plough Ind.
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .046 .009 5.323 .000 .028 .063 Price Earning Ratio
.000 .000 .497 1.984 .060 .000 .000 .515 1.943
Assets Turnover Ratio
.007 .006 .224 1.122 .274 -.006 .019 .810 1.234
Current Ratio -.003 .011 -.086 -.323 .750 -.025 .019 .454 2.204
Debt Ratio .028 .061 .142 .463 .648 -.099 .156 .344 2.907 Debt to Equity Ratio .004 .014 .095 .314 .757 -.025 .034 .352 2.841
a Dependent Variable: Risiko
L36
Lampiran 80 Korelasi Variabel Bebas Terhadap Imbal Hasil Saham Perusahaan Schering Plough Ind.
Imbal Hasil Saham
Return on Assets Pearson Correlation .216 Sig. (2-tailed) .269 N 28 Return on Equity Pearson Correlation .220 Sig. (2-tailed) .260 N 28 Earning per Share Pearson Correlation .215 Sig. (2-tailed) .272 N 28 Price Earning Ratio Pearson Correlation -.352 Sig. (2-tailed) .066 N 28 Assets Turnover Ratio Pearson Correlation .008 Sig. (2-tailed) .969 N 28 Current Ratio Pearson Correlation .079 Sig. (2-tailed) .689 N 28 Debt Ratio Pearson Correlation .037 Sig. (2-tailed) .852 N 28 Debt to Equity Ratio Pearson Correlation .223 Sig. (2-tailed) .254 N 28
Lampiran 81
L37
Lampiran Uji R Square Imbal Hasil Saham Perusahaan Schering Plough Ind.
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .467(a) .218 -.056 .1180967 1.120 a Predictors: (Constant), Debt to Equity Ratio, Return on Equity, Current Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Earning per Share b Dependent Variable: Imbal hasil Lampiran 82 Lampiran Anova Imbal Hasil Saham Perusahaan Schering Plough Ind.
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .078 7 .011 .795 .600(a) Residual .279 20 .014 Total .357 27
a Predictors: (Constant), Debt to Equity Ratio, Return on Equity, Current Ratio, Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Earning per Share b Dependent Variable: Imbal hasil
Lampiran 83 Lampiran Koefisien Regresi Imbal Hasil Saham Perusahaan Schering Plough Ind.
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) .048 .026 1.839 .081 -.006 .102 Return on Equity .003 .004 2.363 .714 .484 -.006 .011 .004 280.213
Earning per Share -.003 .004 -2.093 -.633 .534 -.011 .006 .004 279.447
Price Earning Ratio
.000 .000 -.401 -1.439 .166 -.001 .000 .503 1.987
Assets Turnover Ratio
.007 .018 .087 .382 .707 -.031 .044 .752 1.329
Current Ratio .025 .032 .240 .795 .436 -.041 .091 .431 2.320
Debt Ratio .091 .182 .171 .497 .625 -.290 .471 .332 3.016 Debt to Equity Ratio -.011 .043 -.091 -.265 .793 -.101 .078 .329 3.036
a Dependent Variable: Imbal hasil
L38
Excluded Variablesb
-7.839a -.210 .836 -.048 2.94E-005Return on AssetsModel1
Beta In t Sig.Partial
Correlation Tolerance
CollinearityStatistics
Predictors in the Model: (Constant), Debt to Equity Ratio, Retun on Equity, Current Ratio,Assets Turnover Ratio, Price Earning Ratio, Debt Ratio, Earning per Share
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 84 Lampiran Nilai Residual Perusahaan Schering Plough Ind.
Residuals Statisticsa
-.171685 .162467 .033704 .0536106 28-.0651939 .4364348 .0000000 .1016415 28
-3.831 2.402 .000 1.000 28-.552 3.696 .000 .861 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Imbal Hasila.
Lampiran 85 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Schering Plough Ind.
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) .999 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000
28
L39
N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
Lampiran 86 Lampiran Uji Stepwise F-test Imbal Hasil Perusahaan Schering Plough Ind.
ANOVAb
.049 5 .010 .707 .624a
.307 22 .014
.357 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Current Ratio,Price Earning Ratio, Debt Ratio
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 87 Lampiran Uji Stepwise Koefisien Regresi Imbal Hasil Perusahaan Schering Plough Ind.
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .047 .025 1.877 .074 -.005 .099 Price Earning Ratio
.000 .000 -.379 -1.373 .184 -.001 .000 .515 1.943
Assets Turnover Ratio
.001 .017 .012 .056 .956 -.035 .037 .810 1.234
Current Ratio .016 .031 .150 .511 .615 -.048 .080 .454 2.204
Debt Ratio .042 .179 .080 .236 .815 -.329 .414 .344 2.907 Debt to Equity Ratio -.006 .042 -.045 -.134 .894 -.092 .081 .352 2.841
a Dependent Variable: Imbal Hasil
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Data Perhitungan Temposcan Pasific, Tbk Lampiran 88 Lampiran Korelasi Variabel Bebas Terhadap Risiko Saham Perusahaan Temposcan Pasific, Tbk
Risiko Saham
Return on Assets Pearson Correlation .193 Sig. (2-tailed) .325 N 28 Return on Equity Pearson Correlation .418(*) Sig. (2-tailed) .027 N 28 Earning per Share Pearson Correlation .174 Sig. (2-tailed) .377 N 28 Price Earning Ratio Pearson Correlation -.349 Sig. (2-tailed) .069 N 28 Assets Turnover Ratio Pearson Correlation .136 Sig. (2-tailed) .489 N 28 Current Ratio Pearson Correlation -.007 Sig. (2-tailed) .971 N 28 Debt Ratio Pearson Correlation .008 Sig. (2-tailed) .968 N 28 Debt to Equity Ratio Pearson Correlation .025 Sig. (2-tailed) .898 N 28 * Correlation is significant at the 0.05 level (2-tailed).
L41
Lampiran 89 Lampiran Uji R Square Risiko Saham Perusahaan Temposcan Pasific, Tbk Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .638(a) .406 .157 .0243113 .733 a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Equity, Price Earning Ratio, Assets Turnover Ratio, Earning per Share, Return on Assets, Debt Ratio b Dependent Variable: Risiko
Lampiran 90 Lampiran Anova Risiko Saham Perusahaan Temposcan Pasific,Tbk
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .008 8 .001 1.626 .183(a) Residual .011 19 .001 Total .019 27
a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Equity, Price Earning Ratio, Assets Turnover Ratio, Earning per Share, Return on Assets, Debt Ratio b Dependent Variable: Risiko
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Lampiran 91 Lampiran Koefisien Regresi Risiko Saham Perusahaan Temposcan Pasific, Tbk
Coefficients(a)
Model Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
B Std. Error Beta
Lower Bound
Upper Bound
Tolerance VIF
(Constant) .026 .007 3.537 .002 .011 .042 Return on Assets -.017 .009 -.808 -1.825 .084 -.037 .003 .159 6.283
Return on Equity .009 .003 .841 2.785 .012 .002 .016 .343 2.919
Earning per Share .000 .000 .003 .009 .993 .000 .000 .353 2.831
Price Earning Ratio
.000 .000 -.530 -2.446 .024 .000 .000 .666 1.502
Assets Turnover Ratio
.003 .007 .147 .432 .670 -.011 .017 .271 3.684
Current Ratio -.002 .004 -.127 -.584 .566 -.011 .006 .665 1.505
Debt Ratio -.034 .025 -.805 -1.345 .194 -.086 .019 .087 11.463 Debt to Equity Ratio .002 .002 .433 .819 .423 -.003 .006 .111 8.975
a Dependent Variable: Risiko
Lampiran 92 Lampiran Nilai Residual Perusahaan Temposcan Pasific, Tbk
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Residuals Statisticsa
.016165 .095681 .038179 .0168767 28-.0264831 .0592058 .0000000 .0203940 28
-1.304 3.407 .000 1.000 28-1.089 2.435 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Risikoa.
Lampiran 93 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Temposcan Pasific, Tbk
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000
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Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28
Lampiran 94 Lampiran Uji Stepwise F-test Risiko Saham Perusahaan Temposcan Pasific, Tbk
ANOVAb
.007 7 .001 1.538 .211a
.012 20 .001
.019 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Retun on Equity, PriceEarning Ratio, Assets Turnover Ratio, Earning per Share, Return on Assets
a.
Dependent Variable: Risikob.
Lampiran 95 Lampiran Uji Stepwise Koefisien Regresi Perusahaan Temposcan Pasific, Tbk
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .029 .007 3.855 .001 .013 .044 Return on Assets -.011 .009 -.530 -1.327 .200 -.029 .006 .204 4.910
Return on Equity .008 .003 .753 2.504 .021 .001 .015 .359 2.782
Earning per Share .000 .000 -.172 -.631 .535 .000 .000 .437 2.290
Price Earning Ratio
.000 .000 -.405 -2.029 .056 .000 .000 .815 1.226
Assets Turnover Ratio
.004 .007 .225 .659 .517 -.009 .018 .280 3.576
Current Ratio -.002 .004 -.115 -.520 .609 -.011 .007 .666 1.502
Debt to Equity Ratio -.001 .001 -.219 -1.013 .323 -.003 .001 .695 1.440
a Dependent Variable: Risiko
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Lampiran 96 Korelasi Variabel Bebas Terhadap Imbal Hasil Saham Perusahaan Temposcan Pasific, Tbk
Imbal Hasil Saham
Return on Assets Pearson Correlation -.484(**) Sig. (2-tailed) .009 N 28 Return on Equity Pearson Correlation -.582(**) Sig. (2-tailed) .001 N 28 Earning per Share Pearson Correlation -.316 Sig. (2-tailed) .101 N 28 Price Earning Ratio Pearson Correlation .132 Sig. (2-tailed) .502 N 28 Assets Turnover Ratio Pearson Correlation -.224 Sig. (2-tailed) .252 N 28 Current Ratio Pearson Correlation .293 Sig. (2-tailed) .130 N 28
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Debt Ratio Pearson Correlation .254 Sig. (2-tailed) .193 N 28 Debt to Equity Ratio Pearson Correlation .260 Sig. (2-tailed) .182 N 28
* Correlation is significant at the 0.05 level (2-tailed). ** Correlation is significant at the 0.01 level (2-tailed). Lampiran 97 Lampiran Uji R Square Imbal Hasil Saham Perusahaan Temposcan Pasific, Tbk
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .774(a) .599 .430 .0057000 1.720 a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Equity, Price Earning Ratio, Assets Turnover Ratio, Earning per Share, Return on Assets, Debt Ratio b Dependent Variable: Imbal hasil Lampiran 98 Lampiran Anova Imbal Hasil Saham Perusahaan Temposcan Pasific, Tbk
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .001 8 .000 3.544 .011(a) Residual .001 19 .000 Total .002 27
a Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Return on Equity, Price Earning Ratio, Assets Turnover Ratio, Earning per Share, Return on Assets, Debt Ratio b Dependent Variable: Imbal hasil
Lampiran 99 Lampiran Koefisien Regresi Imbal Hasil Saham Perusahaan Temposcan Pasific,
Tbk
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients T
Collinearity Statistics
Model
Std. Error Beta
Lower Bound
Upper Bound
Tolerance
(Constant) .004 2.444 .024 .001 .008 Return on Assets .000 .002 .195 .848 -.004 .005 .159 6.283
Return on Equity -.002 .001 -.779 -3.139 .005 -.004 .343 2.919
Sig. 95% Confidence Interval for B
B VIF .002
.071
-.001
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Earning per Share .000 .000 .179 .734 .472 .000 .000 .353 2.831
Price Earning Ratio
.000 .000 .250 1.406 .176 .000 .000 .666 1.502
Assets Turnover Ratio
.001 .002 .225 .807 .429 .271 3.684
Current Ratio .002 .001 .448 2.513 .021 .000 .005 1.505
Debt Ratio .001 .006 .126 .255 .801 -.011 .014 11.463 Debt to Equity Ratio .000 .000 .346 .795 .436 -.001 .001 .111 8.975
-.002 .004
.665
.087
a Dependent Variable: Imbal hasil Lampiran 100 Lampiran Nilai Residual Perusahaan Temposcan Pasific, Tbk
Residuals Statisticsa
-.023074 .008204 .000398 .0058409 28-.0081130 .0125011 .0000000 .0047815 28
-4.018 1.337 .000 1.000 28-1.423 2.193 .000 .839 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Imbal Hasila.
Lampiran 101 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Temposcan Pasific, Tbk
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000 28 N
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Earning per Share Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Price Earning Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 28 Assets Turnover Ratio
Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Current Ratio 28 Debt Ratio N 28 Debt to Equity Ratio .000 1.000 N 28
N
Pearson Correlation .000 Sig. (2-tailed) 1.000 N Pearson Correlation .000 Sig. (2-tailed) 1.000
Pearson Correlation Sig. (2-tailed)
Lampiran 102 Lampiran Uji Stepwise F-test Imbal Hasil Perusahaan Temposcan Pasific, Tbk
ANOVAb
.001 7 .000 4.239 .005a
.001 20 .000
.002 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Current Ratio, Retun on Equity, PriceEarning Ratio, Assets Turnover Ratio, Earning per Share, Return on Assets
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 103 Lampiran Uji Stepwise Koefisien Regresi Imbal Hasil Perusahaan Temposcan Pasific, Tbk
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound Tolerance VIF
(Constant) .004 .002 2.508 .021 .001 .008
Upper Bound
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Return on Assets .000 .002 .027 .087 .931 -.004 .004
Return on Equity -.002 .001 -.766 -3.235 -.001 .359 2.782
Earning per Share .000 .207 .963 .347 .437 2.290
.000 .000 .231 .157 .000 .000 .815 1.226
Assets Turnover Ratio
.001 .001 .213 .794 .437 -.002 .004 .280 3.576
Current Ratio .002 .001 .446 2.565 .018 .000 .005 .666 1.502
Debt to Equity Ratio .000 .000 .448 2.632 .016 .000 .001 .695 1.440
.204 4.910
.004 -.004
.000 .000 .000
Price Earning Ratio
1.469
a Dependent Variable: Imbal Hasil
Data Perhitungan Perusahaan Secara Rata-Rata Lampiran 104 Lampiran Korelasi Variabel Bebas Terhadap Risiko Saham Perusahaan Secara Rata-Rata
Risiko Saham
Return on Assets Pearson Correlation Sig. (2-tailed) .495 N 28 Return on Equity -.105 Sig. (2-tailed) .594 N 28 Earning per Share Pearson Correlation .115 Sig. (2-tailed) .561 N 28 Price Earning Ratio Pearson Correlation -.257 Sig. (2-tailed) .187 N 28 Assets Turnover Ratio Pearson Correlation .161 Sig. (2-tailed) .412
-.134
Pearson Correlation
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N 28 Current Ratio Pearson Correlation -.142 .471 N 28 Debt Ratio Pearson Correlation -.285
Sig. (2-tailed) .141 N 28 Debt to Equity Ratio Pearson Correlation -.101 Sig. (2-tailed) .608 N 28
Sig. (2-tailed)
Lampiran 105 Lampiran Uji R Square Risiko Saham Perusahaan Secara Rata-Rata.
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .561(a) .315 .027 .0414634 1.311 a Predictors: (Constant), Debt to Equity Ratio, Return on Assets, Assets Turnover Ratio, Current Ratio, Price Earning Ratio, Earning per Share, Debt Ratio, Return on Equity b Dependent Variable: Risiko Lampiran 106 Lampiran Anova Risiko Saham Perusahaan Secara Rata-Rata.
ANOVA(b)
Model Sum of Squares Df Mean Square F Sig. 1 Regression .002 1.093 Residual 19 .002 Total .048 27
.015 8 .409(a)
.033
a Predictors: (Constant), Debt to Equity Ratio, Return on Assets, Assets Turnover Ratio, Current Ratio, Price Earning Ratio, Earning per Share, Debt Ratio, Return on Equity b Dependent Variable: Risiko
Lampiran 107 Lampiran Koefisien Regresi Risiko Saham Perusahaan Secara Rata-Rata.
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
Collinearity Statistics
Model Beta
Lower Bound
Upper Bound
Tolerance VIF
.043 .012 3.729 .001 .043 .012 3.729 Return on -.002 .002 -.688 -.749 .463 -.002 .002 -.749
95% Confidence Interval for B
B Std. Error
(Constant)
-.688
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Assets Return on Equity .003 .558 .566 .578 .003 .558 .566
Earning per Share
8.86E-006 .000 .035 .125 .902 8.86E-
006 .000 .035 .125
Price Earning Ratio
-8.15E-005
.000 -.330 -1.475 .157 -8.15E-005 .000 -1.475
Assets Turnover Ratio
.000 .000 .196 .979 .340 .000 .000 .979
Current Ratio -.006 .014 -.082 -.385 .704 -.006 .014 -.385
Debt Ratio -.107 -.535 -1.868 .077 -.107 .057 -.535 Debt to Equity Ratio .001 .009 .081 .936 .001 .009 .081
.001 .001
-.330
.196
-.082
.057 -1.868
.030 .030
a Dependent Variable: Risiko
Lampiran 108 Lampiran Nilai Residual Perusahaan Secara Rata-Rata
Residuals Statisticsa
.006306 .146086 .049056 .0247922 28-.0542195 .0892088 .0000000 .0355697 28
-1.724 3.914 .000 1.000 28-1.312 2.159 .000 .861 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Risikoa.
Lampiran 109 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Secara Rata-Rata
Unstandardized Residual
Return on Assets Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Return on Equity Pearson Correlation .000 Sig. (2-tailed) 1.000
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N Earning per Share 1.000 Price Earning Ratio 1.000 28 Assets Turnover Ratio .000
Sig. (2-tailed) 1.000 N 28 Current Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000 N 28 Debt Ratio Pearson Correlation .000 Sig. (2-tailed) 1.000
N 28 Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28
28 Pearson Correlation .000 Sig. (2-tailed) N 28 Pearson Correlation .000 Sig. (2-tailed) N Pearson Correlation
Debt to Equity Ratio
Lampiran 110 Lampiran Uji Stepwise F-test Risiko Saham Perusahaan Secara Rata-Rata
ANOVAb
.013 6 .002 1.335 .286a
.035 21 .002
.048 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Current Ratio,Price Earning Ratio, Earning per Share, Debt Ratio
a.
Dependent Variable: Risikob.
Lampiran 111 Lampiran Uji Stepwise Koefisien Regresi Perusahaan Secara Rata-Rata
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Model B
Std. Error Beta
Lower Bound
Upper Bound Tolerance VIF
(Constant) .044 .011 .001 .021 .067
Collinearity Statistics
3.920
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Earning per Share .000 .000 .038 .862 .000 .000 1.344
Price Earning Ratio
.000 .000 -.344 -1.623 .119 .000 .000 .767 1.303
Assets Turnover Ratio
.000 .000 .202 1.030 .000 .001 .898 1.114
Current Ratio -.005 .014 -.068 .743 -.033 .024 .821 1.219
Debt Ratio -.111 .055 -.555 -2.014 .057 -.226 .004 .454 2.204 Debt to Equity Ratio .004 .008 .170 .558 -.012 .020 .370 2.706
.176 .744
.315
-.332
.583
a Dependent Variable: Risiko
Lampiran 112 Lampiran Korelasi Variabel Bebas Terhadap Imbal Hasil Saham Perusahaan Secara Rata-Rata.
Imbal Hasil Saham
Return on Assets Pearson Correlation .369 Sig. (2-tailed) .053 N 28 Return on Equity Pearson Correlation .328 Sig. (2-tailed) .088 N 28 Earning per Share Pearson Correlation .033 Sig. (2-tailed) .869 N 28 Price Earning Ratio Pearson Correlation -.091 .646 N 28 Assets Turnover Ratio Pearson Correlation -.001
Sig. (2-tailed) .994 N 28
Sig. (2-tailed)
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Current Ratio Pearson Correlation -.123 Sig. (2-tailed) .531 N 28 Debt Ratio Pearson Correlation Sig. (2-tailed) .277 N 28 Debt to Equity Ratio .076 Sig. (2-tailed) .699 N 28
.213
Pearson Correlation
Lampiran 113 Lampiran Uji R Square Imbal Hasil Saham Perusahaan Secara Rata-Rata.
Model Summary(b)
Model R R Square Adjusted R Square
Std. Error of the Estimate Durbin-Watson
1 .506(a) .256 -.057 .0335900 .989 a Predictors: (Constant), Debt to Equity Ratio, Return on Assets, Assets Turnover Ratio, Current Ratio, Price Earning Ratio, Earning per Share, Debt Ratio, Return on Equity b Dependent Variable: Imbal hasil Lampiran 114 Lampiran Anova Imbal Hasil Saham Perusahaan Secara Rata-Rata.
ANOVA(b)
Model Sum of Squares df Mean Square F Sig. 1 Regression .007 8 .001 .817 .597(a) Residual .021 19 .001 Total .029 27
a Predictors: (Constant), Debt to Equity Ratio, Return on Assets, Assets Turnover Ratio, Current Ratio, Price Earning Ratio, Earning per Share, Debt Ratio, Return on Equity b Dependent Variable: Imbal hasil
Lampiran 115 Lampiran Koefisien Regresi Imbal Hasil Saham Perusahaan Secara Rata- Rata.
Coefficients(a)
Unstandardized Coefficients
Standardized Coefficients t Sig.
95% Confidence Interval for B
Collinearity Statistics
Model B
Std. Error Beta
Lower Bound
Upper Bound VIF
(Constant) -.002 -.172 .865 -.021 .018 Return on Assets .001 .002 .769 .804 .432 .043 23.374
Tolerance
.009
-.002 .005
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Return on Equity -.001 .002 -.340 -.331 .744 -.005 .004 .037 26.944
Earning per Share
2.77E-005 .000 .139 .481 .636 .000 .469 2.132
Price Earning Ratio
-3.02E-006
.000 -.016 -.067 .947 .000 .000 .722 1.386
Assets Turnover Ratio
.000 .000 -.065 -.312 .758 -.001 .001 .897 1.115
Current Ratio -.003 .012 -.066 -.300 .767 .021 .801 1.248
Debt Ratio .054 .046 .345 1.155 .262 -.044 .151 .440 2.273 Debt to Equity Ratio -.001 .007 -.053 -.141 .889 -.017 .014 .273 3.659
.000
-.028
a Dependent Variable: Imbal hasil
Lampiran 115 Lampiran Nilai Residual Perusahaan Secara Rata-Rata
Residuals Statisticsa
-.171685 .162467 .033704 .0536106 28-.0651939 .4364348 .0000000 .1016415 28
-3.831 2.402 .000 1.000 28-.552 3.696 .000 .861 28
Predicted Value Residual Std. Predicted Value Std. Residual
Minimum Maximum Mean Std. Deviation N
Dependent Variable: Imbal Hasila.
Lampiran 116 Lampiran Uji Korelasi Variabel Bebas Terhadap Nilai Residualnya Perusahaan Secara Rata-Rata
Unstandardized Residual
Pearson Correlation .000 Sig. (2-tailed) .999
N 28 Pearson Correlation .000
Return on Assets
Return on Equity
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Sig. (2-tailed) 1.000 N 28
Pearson Correlation .000 Sig. (2-tailed) 1.000
N 28 Pearson Correlation .000 Sig. (2-tailed) 1.000
N 28 Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28
Current Ratio .000 Sig. (2-tailed) 1.000
N 28 Debt Ratio Pearson Correlation .000
Sig. (2-tailed) 1.000 N 28 Debt to Equity Ratio .000 Sig. (2-tailed) 1.000 N 28
Earning per Share
Price Earning Ratio
Assets Turnover Ratio
Pearson Correlation
Pearson Correlation
Lampiran 117 Lampiran Uji Stepwise F-test Imbal Hasil Perusahaan Secara Rata-Rata
ANOVAb
.002 6 .000 .281 .940a
.027 21 .001
.029 27
RegressionResidualTotal
Model1
Sum ofSquares df Mean Square F Sig.
Predictors: (Constant), Debt to Equity Ratio, Assets Turnover Ratio, Current Ratio,Price Earning Ratio, Earning per Share, Debt Ratio
a.
Dependent Variable: Imbal_Hasilb.
Lampiran 119 Lampiran Uji Stepwise Koefisien Regresi Imbal Hasil Perusahaan Secara Rata-
Rata
Unstandardized Coefficients
Standardized Coefficients t Sig.
Model B
Std. Error
Lower Bound
Upper Bound Tolerance
(Constant) -.004 .010 -.391 .700 -.024 .017 Earning per Share .000 .000 -.022 -.091 .929 .000 .000 1.344
95% Confidence Interval for B
Collinearity Statistics
Beta VIF
.744
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Price Earning Ratio
.000 -.036 -.150 .882 .000 .767 1.303
Assets Turnover Ratio
.000 .000 -.077 -.347 .732 -.001 .001 .898 1.114
Current Ratio -.006 .012 -.121 -.522 .607 -.032 .019 1.219
Debt Ratio .053 .049 .343 1.100 .284 -.048 .154 .454 2.204 Debt to Equity Ratio -.004 .007 -.214 -.621 .541 -.018 .010 .370 2.706
.000 .000
.821
a Dependent Variable: Imbal Hasil
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