LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k...

44
LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0.998 1.931 0.926 2.034 0.854 2.141 0.782 2.251 31 1.020 1.920 0.950 2.018 0.879 2.121 0.810 2.226 32 1.041 1.909 0.972 2.004 0.904 2.102 0.836 2.203 33 1.061 1.900 0.994 1.991 0.927 2.085 1.861 2.181 34 1.079 1.891 1.015 1.979 0.950 2.069 0.885 2.162 35 1.097 1.884 1.034 1.967 0.971 2.054 0.908 2.144 36 1.114 1.876 1.053 1.957 0.991 2.041 0.930 2.127 37 1.131 1.870 1.071 1.948 1.011 2.029 0.951 2.112 38 1.146 1.864 1.088 1.939 1.029 2.017 0.971 2.098 39 1.161 1.859 1.104 1.932 1.047 2.007 0.990 2.085 40 1.175 1.854 1.120 1.924 1.064 1.997 1.008 2.072 41 1.189 1.849 1.135 1.918 1.080 1.988 1.025 2.061 42 1.202 1.845 1.149 1.911 1.096 1.980 1.042 2.050 43 1.215 1.841 1.163 1.906 1.111 1.972 1.058 2.040 44 1.227 1.838 1.176 1.900 1.125 1.965 1.074 2.031 45 1.239 1.835 1.189 1.895 1.139 1.958 1.089 2.022 46 1.250 1.832 1.201 1.891 1.132 1.951 1.103 2.014 47 1.261 1.829 1.213 1.886 1.165 1.946 1.117 2.006 48 1.271 1.827 1.225 1.882 1.178 1.940 1.131 1.999 49 1.281 1.824 1.236 1.879 1.190 1.935 1.143 1.992 50 1.291 1.822 1.246 1.875 1.201 1.930 1.156 1.986 51 1.300 1.820 1.256 1.872 1.212 1.925 1.168 1.980 52 1.309 1.818 1.266 1.869 1.223 1.921 1.179 1.974 53 1.318 1.817 1.276 1.866 1.233 1.917 1.191 1.969 54 1.326 1.815 1.285 1.863 1.244 1.913 1.202 1.964 55 1.334 1.814 1.294 1.861 1.253 1.909 1.212 1.959 56 1.342 1.812 1.303 1.858 1.263 1.906 1.222 1.955 57 0.350 1.811 1.311 1.856 1.272 1.903 1.223 1.950 58 1.358 1.810 1.319 1.854 1.281 1.900 1.242 1.946 59 1.365 1.809 1.327 1.852 1.289 1.897 1.251 1.942 60 1.372 1.808 1.335 1.851 1.298 1.894 1.260 1.939 Sumber : N. E. Savin and K. J White, The D – W Test for Serial Correlation

Transcript of LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k...

Page 1: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5%

n k = 6 k = 7 k = 8 k = 9dL dU dL dU dL dU dL dU

30 0.998 1.931 0.926 2.034 0.854 2.141 0.782 2.25131 1.020 1.920 0.950 2.018 0.879 2.121 0.810 2.22632 1.041 1.909 0.972 2.004 0.904 2.102 0.836 2.20333 1.061 1.900 0.994 1.991 0.927 2.085 1.861 2.18134 1.079 1.891 1.015 1.979 0.950 2.069 0.885 2.16235 1.097 1.884 1.034 1.967 0.971 2.054 0.908 2.14436 1.114 1.876 1.053 1.957 0.991 2.041 0.930 2.12737 1.131 1.870 1.071 1.948 1.011 2.029 0.951 2.11238 1.146 1.864 1.088 1.939 1.029 2.017 0.971 2.09839 1.161 1.859 1.104 1.932 1.047 2.007 0.990 2.08540 1.175 1.854 1.120 1.924 1.064 1.997 1.008 2.07241 1.189 1.849 1.135 1.918 1.080 1.988 1.025 2.06142 1.202 1.845 1.149 1.911 1.096 1.980 1.042 2.05043 1.215 1.841 1.163 1.906 1.111 1.972 1.058 2.04044 1.227 1.838 1.176 1.900 1.125 1.965 1.074 2.03145 1.239 1.835 1.189 1.895 1.139 1.958 1.089 2.02246 1.250 1.832 1.201 1.891 1.132 1.951 1.103 2.01447 1.261 1.829 1.213 1.886 1.165 1.946 1.117 2.00648 1.271 1.827 1.225 1.882 1.178 1.940 1.131 1.99949 1.281 1.824 1.236 1.879 1.190 1.935 1.143 1.99250 1.291 1.822 1.246 1.875 1.201 1.930 1.156 1.98651 1.300 1.820 1.256 1.872 1.212 1.925 1.168 1.98052 1.309 1.818 1.266 1.869 1.223 1.921 1.179 1.97453 1.318 1.817 1.276 1.866 1.233 1.917 1.191 1.96954 1.326 1.815 1.285 1.863 1.244 1.913 1.202 1.96455 1.334 1.814 1.294 1.861 1.253 1.909 1.212 1.95956 1.342 1.812 1.303 1.858 1.263 1.906 1.222 1.95557 0.350 1.811 1.311 1.856 1.272 1.903 1.223 1.95058 1.358 1.810 1.319 1.854 1.281 1.900 1.242 1.94659 1.365 1.809 1.327 1.852 1.289 1.897 1.251 1.94260 1.372 1.808 1.335 1.851 1.298 1.894 1.260 1.939

Sumber : N. E. Savin and K. J White, The D – W Test for Serial Correlation

Page 2: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 2 Data Current Ratio (CR) Saham LQ 45 Periode 2004-2008

Dalam Persen (%)

Emiten Tahun Current Assets

(Jutaan Rp) Current Liabilities

(Jutaan Rp) Current Ratio

(%) 1 2 3 4 (2/3*100)

AALI 2004 1243319 1028286 120,912 2005 691345 407551 169,634 2006 492195 563599 87,331 2007 1647854 1027958 160,304 2008 1975656 1016167 194,422

ANTM 2004 2992480 1040423 287,621 2005 2087512 779406 267,834 2006 3317603 1179516 281,268 2007 8048100 1798817 447,411 2008 5819532 725942 801,652

ASII 2004 13576532 13235465 102,577 2005 16171141 14603140 110,737 2006 15731494 20070497 78,831 2007 19474163 21343163 91,243 2008 35531000 26883000 132,169

INDF 2004 6415060 4364102 146,996 2005 6471590 4412547 147,663 2006 7457559 6273098 118,882 2007 11766665 12776365 92,097 2008 14598422 16262161 89,769

INTP 2004 1594720 1126678 141,542 2005 2155765 855844 251,888 2006 1741702 812180 214,448 2007 2248589 759613 296,018 2008 3471276 1943885 178,574

ISAT 2004 6468457 4660892 138,782 2005 7526992 5431380 138,583 2006 5665432 6803205 83,276 2007 10794127 11658581 92,585

Page 3: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2008 9659773 10675245 90,488 KLBF 2004 2355453 782590 300,982

2005 3654806 903516 404,509 2006 3321278 658760 504,171 2007 3760008 754629 498,259 2008 4168055 1250372 333,345

TLKM 2004 9203934 11677042 78,821 2005 10304550 13513168 76,256 2006 13920792 20535685 67,788 2007 15978095 20674629 77,284 2008 14622310 26998151 54,160

UNTR 2004 3766964 2046390 184,078 2005 5641627 3605967 156,453 2006 5402542 4028416 134,111 2007 7036656 5253733 133,936 2008 12883590 7874135 163,619

UNVR 2004 1993446 1231868 161,823 2005 2030362 1501485 135,224 2006 2604552 2057451 126,591 2007 2694667 2428128 110,977 2008 3103295 3091111 100,394

Sumber : Data diolah penulis

Page 4: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 3 Data Net Profit Margin (NPM) Saham LQ 45 Periode 2004-2008

Dalam Persen (%)

Emiten Tahun Net Income (Jutaan Rp)

Total Revenue (Jutaan Rp)

Net Profit Margin (%)

1 2 3 4 (2/3*100) AALI 2004 800764 3472524 23,060

2005 790410 3370936 23,448 2006 787318 3757987 20,951 2007 1973478 5960954 33,107 2008 2631019 8161217 32,238

ANTM 2004 807109 2858538 28,236 2005 841936 3287269 25,612 2006 1552777 5629401 27,583 2007 5132460 12008202 42,741 2008 1368139 9591981 14,263

ASII 2004 5405506 44344572 12,190 2005 5457285 61172314 8,921 2006 3712097 55508135 6,687 2007 6519273 70182960 9,289 2008 9191000 97064000 9,469

INDF 2004 378056 17918528 2,110 2005 124018 18764650 0,661 2006 661210 21941558 3,014 2007 980357 27858304 3,519 2008 1034389 38799279 2,666

INTP 2004 116023 4615507 2,514 2005 739686 5592354 13,227 2006 592802 6325329 9,372 2007 983688 7323644 13,432 2008 1745501 9780498 17,847

ISAT 2004 1633208 10549070 15,482 2005 1623481 11589791 14,008 2006 1410093 12239407 11,521 2007 2042043 16488495 12,385

Page 5: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2008 1878522 18659133 10,068 KLBF 2004 372335 3413097 10,909

2005 653329 5870939 11,128 2006 676582 6071550 11,143 2007 705694 7004910 10,074 2008 706822 7877366 8,973

TLKM 2004 6129209 33947766 18,055 2005 7993566 41807184 19,120 2006 11005577 51294008 21,456 2007 12857018 59440011 21,630 2008 10619470 60689784 17,498

UNTR 2004 1099633 8895977 12,361 2005 1050729 13281246 7,911 2006 930372 13719567 6,781 2007 1493037 18165598 8,219 2008 2660742 27903196 9,536

UNVR 2004 1468445 8984822 16,344 2005 1440485 9992135 14,416 2006 1721595 11335241 15,188 2007 1964652 12544901 15,661 2008 2407231 15577881 15,453

Sumber : Data diolah penulis

Page 6: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 4 Data Gross Profit Margin (GPM) Saham LQ 45 Periode 2004-2008

Dalam Persen (%)

Emiten Tahun Gross Profit (Jutaan Rp)

Total Revenue (Jutaan Rp)

Gross Profit Margin(%)

I 2 3 4 (2/3*100) AALI 2004 1561590 3472524 44,970

2005 1463354 3370936 43,411 2006 1480247 3757987 39,389 2007 3187207 5960954 53,468 2008 3803399 8161217 46,603

ANTM 2004 1357025 2858538 47,473 2005 1460128 3287269 44,418 2006 2741466 5629401 48,699 2007 7213244 12008202 60,069 2008 2651184 9591981 27,640

ASII 2004 10313404 44344572 23,257 2005 13722876 61172314 22,433 2006 12122032 55508135 21,838 2007 16489272 70182960 23,495 2008 21730000 97064000 22,387

INDF 2004 4594892 17918528 25,643 2005 4423105 18764650 23,571 2006 5181176 21941558 23,614 2007 6576552 27858304 23,607 2008 8976917 38799279 23,137

INTP 2004 1523088 4615507 32,999 2005 2019899 5592354 36,119 2006 2147796 6325329 33,955 2007 2753645 7323644 37,599 2008 4024564 9780498 41,149

ISAT 2004 3234709 10549070 30,663 2005 3651917 11589791 31,510 2006 3398659 12239407 27,768 2007 4519604 16488495 27,411

Page 7: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2008 4733279 18659133 25,367 KLBF 2004 1948118 3413097 57,078

2005 3009600 5870939 51,263 2006 3098642 6071550 51,035 2007 3551631 7004910 50,702 2008 3803641 7877366 48,286

TLKM 2004 13927067 33947766 41,025 2005 17170750 41807184 41,071 2006 21593241 51294008 42,097 2007 26472708 59440011 44,537 2008 22307475 60689784 36,757

UNTR 2004 1791199 8895977 20,135 2005 2600676 13281246 19,582 2006 2380953 13719567 17,354 2007 3247387 18165598 17,877 2008 5499204 27903196 19,708

UNVR 2004 4669493 8984822 51,971 2005 4925773 9992135 49.297 2006 5630803 11335241 49,675 2007 6297712 12544901 50,201 2008 7631137 15577811 48,987

Sumber : Data diolah penulis

Page 8: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 5 Data Financial Leverage Multiplier (FLM) Saham LQ 45 Periode

2004-2008

Dalam Persen (%)

Emiten Tahun

Total Asset (Jutaan Rp)

Total Equity (Jutaan Rp)

Financial Leverage Multiplier

(%) I 2 3 4 (2/3*100)

AALI 2004 3382821 2065335 163,790 2005 3191715 2622642 121,698 2006 3496955 2748567 127,228 2007 5352986 4060602 131,827 2008 6519791 5156245 126,445

ANTM 2004 6042568 2478141 243,835 2005 6402714 3029643 211,336 2006 7290906 4281602 170,285 2007 12037917 8763579 137,363 2008 10245041 8063138 127,060

ASII 2004 39145053 16485126 237,457 2005 46985862 20424345 230,048 2006 57929290 22375766 258,893 2007 63519598 26962594 235,584 2008 80740000 33080000 244,075

INDF 2004 15669008 4256053 368,158 2005 14786084 4308448 343,188 2006 16112493 4931086 326,753 2007 29527466 7126596 414,328 2008 39594264 8498749 465,883

INTP 2004 9771012 4655793 209,868 2005 10536380 5629382 187,168 2006 9598280 6032762 159,103 2007 10016028 6926008 144,615 2008 11286707 8500194 132,782

ISAT 2004 27872467 13184592 211,402 2005 32787133 14315328 229,035

Page 9: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2006 34228658 15201745 225,163 2007 45305086 16544730 273,834 2008 51693323 17409621 296,924

KLBF 2004 3016864 1219193 247,448 2005 4728369 2389006 197,922 2006 4624619 2994817 154,421 2007 5138213 3386862 151,710 2008 5703832 3622399 157,460

TLKM 2004 56269092 20261342 277,717 2005 62171044 23292401 266,916 2006 75135745 28068689 267,685 2007 82058760 33748579 243,147 2008 91256250 34314071 265,944

UNTR 2004 6769367 3103595 218,114 2005 10633839 4105713 259,001 2006 11247846 4594437 244,814 2007 13002619 5733335 226,790 2008 22847721 11131607 205,251

UNVR 2004 3663709 2296684 159,522 2005 3842351 2173526 176,780 2006 4626000 2368527 195,311 2007 5333406 2692141 198,110 2008 6504736 3100312 209,809

Sumber : Data diolah penulis

Page 10: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 6 Data Total Asset Turnover (TATO) Saham LQ 45 Periode 2004-2008

Dalam Persen (%)

Emiten Tahun

Total Revenue (Jutaan Rp)

Total Assets (Jutaan Rp)

Total Asset Turnover

(%) I 2 3 4 (2/3*100)

AALI 2004 3472524 3382821 102,652 2005 3370936 3191715 105,615 2006 3757987 3496955 107,465 2007 5960954 5352986 111,358 2008 8161217 6519791 125,176

ANTM 2004 2858538 6042568 47,307 2005 3287269 6402714 51,342 2006 5629401 7290906 77,211 2007 12008202 12037917 99,753 2008 9591981 10245041 93,626

ASII 2004 44344572 39145053 113,283 2005 61172314 46985862 130,193 2006 55508135 57929290 95,820 2007 70182960 63519598 110,490 2008 97064000 80740000 120,218

INDF 2004 17918528 15669008 114,356 2005 18764650 14786084 126,908 2006 21941558 16112493 136,177 2007 27858304 29527466 94,347 2008 38799179 39594264 97,992

INTP 2004 4615507 9771012 47,237 2005 5592354 10536380 53,077 2006 6325329 9598280 65,901 2007 7323644 10016028 73,119 2008 9780498 11286706 86,655

ISAT 2004 10549070 27872467 37,848 2005 11589791 32787133 35,349 2006 12239407 34228658 35,758

Page 11: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2007 16488495 45305086 36,394 2008 18659133 51693323 36,096

KLBF 2004 3413097 3016864 113,134 2005 5870939 4728369 124,164 2006 6071550 4624619 131,288 2007 7004910 5138213 136,330 2008 7877366 5703832 138,107

TLKM 2004 33947766 56269092 60,331 2005 41807184 62171044 67,245 2006 51294008 75135745 68,268 2007 59440011 82058760 72,436 2008 60689784 91256250 66,505

UNTR 2004 8895977 6769367 131,415 2005 13281246 10633839 124,896 2006 13719567 11247846 121,975 2007 18165598 13002619 139,707 2008 27903196 22847721 122,127

UNVR 2004 8984822 3663709 245,238 2005 9992135 3842351 260,053 2006 11335241 4626000 245,033 2007 12544901 5333406 235,214 2008 15577811 6504736 239,484

Sumber : Data diolah penulis

Page 12: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 7 Data Retained Earning to Total Assets (RETA) Saham LQ 45

Periode 2004-2008

Dalam Persen (%)

Emiten Tahun

Retained Earning

(Jutaan Rp)

Total Assets

(Jutaan Rp)

Retained Earning to Total Assets

(%) I 2 3 4 (2/3*100)

AALI 2004 1197468 3382821 35,399 2005 1751666 3191715 54,822 2006 1877591 3496955 53,692 2007 3189626 5352986 59,586 2008 4285269 6519791 65,727

ANTM 2004 1500178 6042568 24,827 2005 2053273 6402714 32,069 2006 3304895 7290906 45,329 2007 7785189 12037917 64,672 2008 7054793 10245041 68,861

ASII 2004 11673123 39145053 29,820 2005 15643977 46985862 33,295 2006 17372380 57929290 29,989 2007 22069976 63519598 34,745 2008 29027000 80740000 35,951

INDF 2004 3756081 15669008 23,971 2005 3664712 14786084 24,785 2006 4283280 16112493 26,584 2007 4999251 29527466 16,931 2008 5328387 39594264 13,457

INTP 2004 1611089 9771012 16,488 2005 854260 10536380 8,108 2006 1263000 9598280 13,159 2007 2136252 10016028 21,328 2008 3951301 11286707 35,008

ISAT 2004 11299744 27872467 40,541 2005 12106634 32787133 36,925

Page 13: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2006 12707771 34228658 37,126 2007 14044761 45305086 31,000 2008 14902299 51693323 28,828

KLBF 2004 744389 3016864 24,674 2005 1876588 4728369 39,688 2006 2497335 4624619 54,001 2007 3101989 5138213 60,371 2008 3717530 5703832 65,176

TLKM 2004 20820206 56269092 37,001 2005 16470968 62171044 26,493 2006 22105438 75135745 29,421 2007 28915008 82058760 35,237 2008 31499963 91256250 34,518

UNTR 2004 1801170 6769367 26,608 2005 2752127 10633839 25,881 2006 3240500 11247846 28,810 2007 4320054 13002619 33,224 2008 6243117 22847721 27,325

UNVR 2004 1836791 3663709 50,135 2005 1713633 3842351 44,599 2006 1908634 4626000 41,259 2007 2232248 5333406 41,854 2008 2928012 6504736 45,014

Sumber : Data diolah penulis

Page 14: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 8 Data Price to Book Value (PBV) Saham LQ 45 Periode 2004-2008

Dalam Persen (%)

Emiten Tahun Price (Rp)

Book Value (Rp)

Price Book Value (%)

I 2 3 4 (2/3*100) AALI 2004 3100 1313,08 236,086

2005 4900 1665,44 294.217 2006 12600 1745,40 721,898 2007 28000 2578,58 1085,869 2008 9800 3274,34 299,297

ANTM 2004 345 1299,03 26,558 2005 715 1588,12 45,022 2006 1600 2244,39 71,289 2007 4475 918,76 487,070 2008 1090 845,33 128,944

ASII 2004 9600 4072,06 235,753 2005 10200 5045,10 202,176 2006 15700 5527,13 284,053 2007 27300 6660,14 409,901 2008 10550 8171,22 129,112

INDF 2004 800 450,65 177,521 2005 910 456,20 199,474 2006 1350 522,13 258,556 2007 2575 754,60 341,240 2008 930 967,92 96,082

INTP 2004 3075 1264,74 243,133 2005 3550 1529,21 232,146 2006 5750 1638,79 350,869 2007 8200 1881,44 435,836 2008 4600 2309,06 199,215

ISAT 2004 5750 2494,57 230,501 2005 5550 2672,68 207,657 2006 6750 2797,56 241,282 2007 8650 3044,71 284,099

Page 15: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2008 5750 3203,87 179,470 KLBF 2004 550 150,12 366,374

2005 990 235,23 420,865 2006 1190 294,88 403,554 2007 1260 333,48 377,834 2008 400 356,68 112,145

TLKM 2004 4825 1005,03 480,085 2005 5900 1155,38 510,655 2006 10100 1392,30 725,418 2007 10150 1674,04 606,318 2008 6900 1702,09 405,384

UNTR 2004 2177 1089,52 199,813 2005 3516 1439,79 244,202 2006 6267 1611,17 388,972 2007 10429 2010,56 518,711 2008 4400 3345,96 131,502

UNVR 2004 3300 301,01 1096,309 2005 4275 284,87 1500,685 2006 6600 310,42 2126,152 2007 6750 352,84 1913,048 2008 7800 406,33 1919,622

Sumber : Data diolah penulis

Page 16: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 9 Nilai Rata-Rata Variabel Setiap Perusahaan

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA AALI 2004 236,086 120,912 23,060 163,790 102,652 44,970 35,399

2005 294.217 169,634 23,448 121,698 105,615 43,411 54,822 2006 721,898 87,331 20,951 127,228 107,465 39,389 53,692 2007 1085,869 160,304 33,107 131,827 111,358 53,468 59,586 2008 299,297 194,422 32,238 126,445 125,176 46,603 65,727

Rata-rata 527,473 146,521 26.561 134,198 110,453 45,568 53,845 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA ANTM 2004 26,558 287,621 28,236 243,835 47,307 47,473 24,827

2005 45,022 267,834 25,612 211,336 51,342 44,418 32,069 2006 71,289 281,268 27,583 170,285 77,211 48,699 45,329 2007 487,070 447,411 42,741 137,363 99,753 60,069 64,672 2008 128,944 801,652 14,263 127,060 93,626 27,640 68,861

Rata-rata 151,777 417,157 27,687 177,976 73,848 45,660 47,152 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA

ASII 2004 235,753 102,577 12,190 237,457 113,283 23,257 29,820 2005 202,176 110,737 8,921 230,048 130,193 22,433 33,295 2006 284,053 78,831 6,687 258,893 95,820 21,838 29,989 2007 409,901 91,243 9,289 235,584 110,490 23,495 34,745 2008 129,112 132,169 9,469 244,075 120,218 22,387 35,951

Rata-rata 252,199 103,111 9,311 241,211 114,001 22,682 32,760 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA INDF 2004 177,521 146,996 2,110 368,158 114,356 25,643 23,971

Page 17: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

2005 199,474 147,663 0,661 343,188 126,908 23,571 24,785 2006 258,556 118,882 3,014 326,753 136,177 23,614 26,584 2007 341,240 92,097 3,519 414,328 94,347 23,607 16,931 2008 96,082 89,769 2,666 465,883 97,992 23,137 13,457

Rata-rata 214,575 119,081 2,827 383,662 113,956 23,914 21,146 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA INTP 2004 243,133 141,542 2,514 209,868 47,237 32,999 16,488

2005 232,146 251,888 13,227 187,168 53,077 36,119 8,108 2006 350,869 214,448 9,372 159,103 65,901 33,955 13,159 2007 435,836 296,018 13,432 144,615 73,119 37,599 21,328 2008 199,215 178,574 17,847 132,782 86,655 41,149 35,008

Rata-rata 292,240 216,494 11,278 166,707 65,198 36,364 18,818 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA ISAT 2004 230,501 138,782 15,482 211,402 37,848 30,663 40,541

2005 207,657 138,583 14,008 229,035 35,349 31,510 36,925 2006 241,282 83,276 11,521 225,163 35,758 27,768 37,126 2007 284,099 92,585 12,385 273,834 36,394 27,411 31,000 2008 179,470 90,488 10,068 296,924 36,096 25,367 28,828

Rata-rata 228,602 108,743 12,693 247,272 36,289 28,544 34,884 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA KLBF 2004 366,374 300,982 10,909 247,448 113,134 57,078 24,674

2005 420,865 404,509 11,128 197,922 124,164 51,263 39,688 2006 403,554 504,171 11,143 154,421 131,288 51,035 54,001 2007 377,834 498,259 10,074 151,710 136,330 50,702 60,371 2008 112,145 333,345 8,973 157,460 138,107 48,286 65,176

Rata-rata 336,154 408,253 10,445 181,792 128,605 51,673 48,782

Page 18: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA TLKM 2004 480,085 78,821 18,055 277,717 60,331 41,025 37,001

2005 510,655 76,256 19,120 266,916 67,245 41,071 26,493 2006 725,418 67,788 21,456 267,685 68,268 42,097 29,421 2007 606,318 77,284 21,630 243,147 72,436 44,537 35,237 2008 405,384 54,160 17,498 265,944 66,505 36,757 34,518

Rata-rata 545,572 70,862 19,552 264,282 66,957 41,097 32,534 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA UNTR 2004 199,813 184,078 12,361 218,114 131,415 20,135 26,608

2005 244,202 156,453 7,911 259,001 124,896 19,582 25,881 2006 388,972 134,111 6,781 244,814 121,975 17,354 28,810 2007 518,711 133,936 8,219 226,790 139,707 17,877 33,224 2008 131,502 163,619 9,536 205,251 122,127 19,708 27,325

Rata-rata 296,640 154,439 8,962 230,794 128,024 18,931 28,370 Sumber : Data diolah penulis

Dalam Persen (%) Emiten Tahun PBV CR NPM FLM TATO GPM RETA UNVR 2004 1096,309 161,823 16,344 159,522 245,238 51,971 50,135

2005 1500,685 135,224 14,416 176,780 260,053 49,297 44,599 2006 2126,152 126,591 15,188 195,311 245,033 49,675 41,259 2007 1913,048 110,977 15,661 198,110 235,214 50,201 41,854 2008 1919,622 100,394 15,453 209,809 239,484 49,887 45,014

Rata-rata 1711,163 127,002 15,412 187,906 245,004 50,206 44,572 Sumber : Data diolah penulis

Page 19: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 10 Output SPSS 12

Regression Descriptive Statistics

Mean Std. Deviation N PBV 367.62782 290.078536 44CR 190.23243 147.348082 44NPM 13.88416 8.640336 44FLM 227.91080 75.808999 44TATO 98.31834 47.373014 44GPM 34.85405 12.267226 44RETA 34.54416 13.950186 44

Correlations PBV CR NPM FLM TATO GPM RETA Pearson Correlation PBV 1.000 -.140 .265 -.291 .582 .449 .353 CR -.140 1.000 .208 -.482 .088 .393 .502 NPM .265 .208 1.000 -.541 -.158 .685 .543 FLM -.291 -.482 -.541 1.000 -.129 -.504 -.612 TATO .582 .088 -.158 -.129 1.000 .101 .288 GPM .449 .393 .685 -.504 .101 1.000 .479 RETA .353 .502 .543 -.612 .288 .479 1.000Sig. (1-tailed) PBV . .182 .041 .028 .000 .001 .009 CR .182 . .087 .000 .285 .004 .000 NPM .041 .087 . .000 .152 .000 .000 FLM .028 .000 .000 . .202 .000 .000 TATO .000 .285 .152 .202 . .256 .029 GPM .001 .004 .000 .000 .256 . .000 RETA .009 .000 .000 .000 .029 .000 .N PBV 44 44 44 44 44 44 44 CR 44 44 44 44 44 44 44 NPM 44 44 44 44 44 44 44 FLM 44 44 44 44 44 44 44 TATO 44 44 44 44 44 44 44 GPM 44 44 44 44 44 44 44 RETA 44 44 44 44 44 44 44

Page 20: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

Variables Entered/Removed(b)

Model Variables Entered

Variables Removed Method

1 RETA, TATO, GPM, CR, FLM, NPM(a)

. Enter

a All requested variables entered. b Dependent Variable: PBV

Model Summary(b) a. Predictors: (Constant), RETA, TATO, GPM, CR, FLM, NPM

b Dependent Variable: PBV

ANOVA(b)

Model Sum of

Squares df Mean

Square F Sig. 1 Regression 2436728.249 6 406121.375 12.718 .000(a) Residual 1181530.696 37 31933.262 Total 3618258.945 43

a Predictors: (Constant), RETA, TATO, GPM, CR, FLM, NPM b Dependent Variable: PBV

Coefficients(a)

Model Unstandardized

Coefficients Standardized Coefficients t Sig. Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) -88.611 208.804 -.424 .674

CR -1.039 .240 -.528 -4.329 .000 .593 1.686 NPM -2.018 5.614 -.060 -.360 .721 .316 3.168 FLM -.621 .505 -.162 -1.228 .227 .506 1.975 TATO 3.047 .690 .498 4.417 .000 .695 1.439 GPM 11.348 3.411 .480 3.327 .002 .424 2.357 RETA 3.714 3.065 .179 1.212 .233 .406 2.461

a Dependent Variable: PBV

Change Statistics

Model R R

Square Adjusted R

Square Std. Error of the Estimate

R Square Change

F Change df1 df2

Sig. F Change

Durbin-Watson

1 .821(a) .673 .620 178.698803 .673 12.718 6 37 .000 1.957

Page 21: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

Variance Proportions

Collinearity Diagnostics(a)

Model

Dimension Eigenvalue

Condition

Index (Constant) CR NPM FLM TATO GPM RETA

1 1 6.056 1.000 .00 .00 .00 .00 .00 .00 .00 2 .407 3.857 .00 .17 .03 .04 .03 .00 .00 3 .275 4.695 .00 .33 .14 .00 .05 .01 .00 4 .162 6.121 .00 .15 .00 .08 .42 .00 .02 5 .058 10.245 .00 .03 .00 .01 .11 .29 .55 6 .030 14.210 .00 .30 .81 .04 .37 .63 .29 7 .012 22.122 .99 .03 .02 .83 .03 .07 .13 a Dependent Variable: PBV

Residuals Statistics(a) Minimum Maximum Mean Std. Deviation N Predicted Value -174.81543 1149.58936 367.62782 238.050622 44Std. Predicted Value -2.279 3.285 .000 1.000 44Standard Error of Predicted Value 44.222 140.856 68.211 20.915 44

Adjusted Predicted Value -673.18646 1150.81238 353.77770 265.939924 44Residual -342.665283 351.095673 .000000 165.763259 44Std. Residual -1.918 1.965 .000 .928 44Stud. Residual -2.006 2.762 .030 1.059 44Deleted Residual -381.744324 802.130493 13.850115 226.168618 44Stud. Deleted Residual -2.096 3.058 .039 1.102 44Mahal. Distance 1.656 25.739 5.864 4.658 44Cook's Distance .000 1.788 .068 .274 44Centered Leverage Value .039 .599 .136 .108 44

a Dependent Variable: PBV

Page 22: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

210-1 -2 Regression Standardized Residual

10

8

6

4

2

0

Freq

uenc

y

Mean = 3.05E-16Std. Dev. = 0.928N = 44

Dependent Variable: PBV

Histogram

Page 23: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

1.00.80.60.40.20.0

Observed Cum Prob

1.0

0.8

0.6

0.4

0.2

0.0

Expe

cted

Cum

Pro

b

Dependent Variable: PBV

Normal P-P Plot of Regression Standardized Residual

420-2-4

Regression Studentized Residual

4

2

0

-2

-4Reg

ress

ion

Stan

dard

ized

Pre

dict

ed

Valu

e

Dependent Variable: PBV

Scatterplot

Page 24: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 11 Tabel dan Grafik Rata-Rata Current Ratio (CR) Pada Perusahaan

LQ 45 Periode 2004-2008

Emiten 2004 2005 2006 2007 2008 AALI 120,912 169,634 87,331 160,304 194,422

ANTM 287,621 267,834 281,268 447,411 801,652 ASII 102,577 110,737 78,831 91,243 132,169 INDF 146,996 147,663 118,882 92,097 89,769 INTP 141,542 251,888 214,448 296,018 178,574 ISAT 138,782 138,583 83,276 92,585 90,488 KLBF 300,982 404,509 504,171 498,259 333,345 TLKM 78,821 76,256 67,788 77,284 54,160 UNTR 184,078 156,453 134,111 133,936 163,619 UNVR 161,823 135,224 126,591 110,977 100,394

Rata-Rata 166,413 185,878 169,670 200,011 213,859 Sumber : Data diolah penulis

AALI

0.00

50.00

100.00

150.00

200.00

250.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ratio (%

)

AALI

ANTM

0.00

200.00

400.00

600.00

800.00

1,000.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ratio (%

)

ANTM

Page 25: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

0.00

50.00

100.00

150.00

200.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ra

tio (%

)

UNTR

TLKM

0.00

20.00

40.00

60.00

80.00

100.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ra

tio (%)

TLKM

INTP

0.00

100.00

200.00

300.00

400.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ra

tio (%)

INTP

ISAT

0.00

50.00

100.00

150.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ra

tio (%

)

ISAT

UNTR

0.00

50.00

100.00

150.00

200.00

2004 2005 2006 2007 2008

Tahun

Current Ratio (%)

UNTR

TLKM

0.00

20.00

40.00

60.00

80.00

100.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ratio (%

)

TLKM

Page 26: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

0.00

50.00

100.00

150.00

200.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ratio (%

)

UNTR

UNVR

0.00

50.00

100.00

150.00

200.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ratio (%

)

UNVR

Rata‐Rata CR Per Tahun

0.00

50.00

100.00

150.00

200.00

250.00

2004 2005 2006 2007 2008

Tahun

Curren

t Ra

tio (%

)

Rata‐Rata CR Per Tahun

Page 27: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 12 Tabel dan Grafik Rata-Rata Net Profit Margin (NPM) Pada

Perusahaan LQ 45 Periode 2004-2008

Emiten 2004 2005 2006 2007 2008 AALI 23,060 23,448 20,951 33,107 32,238

ANTM 28,236 25,612 27,583 42,741 14,263 ASII 12,190 8,921 6,687 9,289 9,469 INDF 2,110 0,661 3,014 3,519 2,666 INTP 2,514 13,227 9,372 13,432 17,847 ISAT 15,482 14,008 11,521 12,385 10,068 KLBF 10,909 11,128 11,143 10,074 8,973 TLKM 18,055 19,120 21,456 21,630 17,498 UNTR 12,361 7,911 6,781 8,219 9,536 UNVR 16,344 14,416 15,188 15,661 15,453

Rata-Rata 14,126 15,310 13,370 17,006 13,801 Sumber : Data diolah penulis

AALI

0.005.0010.0015.00

20.0025.0030.0035.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

AALI

ANTM

0.00

10.00

20.00

30.00

40.00

50.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

ANTM

Page 28: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

KLBF

0.002.004.006.008.0010.0012.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

KLBF

TLKM

0.00

5.00

10.00

15.00

20.00

25.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

TLKM

ASII

0.00

5.00

10.00

15.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

ASII

INDF

0.00

1.00

2.00

3.00

4.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

INDF

INTP

0.00

5.00

10.00

15.00

20.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

INTP

ISAT

0.00

5.00

10.00

15.00

20.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

ISAT

Page 29: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

0.00

5.00

10.00

15.00

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

UNTR

UNVR

13.0013.5014.0014.5015.0015.5016.0016.50

2004 2005 2006 2007 2008

Tahun

Net Profit Margin (%)

UNVR

Rata‐Rata NPM Per Tahun

0.00

5.00

10.00

15.00

20.00

2004 2005 2006 2007 2008

Tahun

Net Profit M

argin (%

)

Rata‐Rata NPM Per Tahun

Page 30: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 13 Tabel dan Grafik Rata-Rata Gross Profit Margin (GPM) Pada

Perusahaan LQ 45 Periode 2004-2008

Emiten 2004 2005 2006 2007 2008 AALI 44,970 43,411 39,389 53,468 46,603

ANTM 47,473 44,418 48,699 60,069 27,640 ASII 23,257 22,433 21,838 23,495 22,387 INDF 25,643 23,571 23,614 23,607 23,137 INTP 32,999 36,119 33,955 37,599 41,149 ISAT 30,663 31,510 27,768 27,411 25,367 KLBF 57,078 51,263 51,035 50,702 48,286 TLKM 41,025 41,071 42,097 44,537 36,757 UNTR 20,135 19,582 17,354 17,877 19,708 UNVR 51,971 49.297 49,675 50,201 49,887

Rata-Rata 37,521 31,343 35,542 38,897 34,092 Sumber : Data diolah penulis

AALI

0.0010.0020.0030.0040.0050.0060.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%

)

AALI

ANTM

0.00

20.00

40.00

60.00

80.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%)

ANTM

Page 31: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

ASII

21.0021.5022.0022.5023.0023.5024.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%

)

ASII

INDF

21.0022.0023.00

24.0025.0026.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%)

INDF

INTP

0.00

10.00

20.0030.00

40.00

50.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%

)

INTP

ISAT

0.00

10.00

20.00

30.00

40.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%)

ISAT

KLBF

42.0044.0046.0048.0050.0052.0054.0056.0058.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%)

KLBF

TLKM

0.00

10.00

20.00

30.00

40.00

50.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (GPM

)

TLKM

Page 32: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

15.0016.0017.0018.0019.0020.0021.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%)

UNTR

UNVR

47.0048.0049.0050.0051.0052.0053.00

2004 2005 2006 2007 2008

Tahun

Gross Profit Margin (%)

UNVR

Rata‐Rata GPM Per Tahun

0.00

10.00

20.00

30.00

40.00

50.00

2004 2005 2006 2007 2008

Tahun

Gross Profit M

argin (%

)

Rata‐Rata GPM Per Tahun

Page 33: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 14 Tabel dan Grafik Rata-Rata Financial Leverage Multiplier (FLM)

Pada Perusahaan LQ 45 Periode 2004-2008

Emiten 2004 2005 2006 2007 2008 AALI 163,790 121,698 127,228 131,827 126,445

ANTM 243,835 211,336 170,285 137,363 127,060 ASII 237,457 230,048 258,893 235,584 244,075 INDF 368,158 343,188 326,753 414,328 465,883 INTP 209,868 187,168 159,103 144,615 132,782 ISAT 211,402 229,035 225,163 273,834 296,924 KLBF 247,448 197,922 154,421 151,710 157,460 TLKM 277,717 266,916 267,685 243,147 265,944 UNTR 218,114 259,001 244,814 226,790 205,251 UNVR 159,522 176,780 195,311 198,110 209,809

Rata-Rata 233,731 222,309 212,966 215,731 223,163 Sumber : Data diolah penulis

AALI

0.00

50.00

100.00

150.00

200.00

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier (%)

AALI

ANTM

0.00050.000100.000150.000200.000250.000300.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier (%)

ANTM

Page 34: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

ASII

210.000

220.000

230.000

240.000

250.000

260.000

270.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier 

(%)

ASII

INDF

0.000

100.000

200.000

300.000

400.000

500.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier 

(%)

INDF

INTP

0.000

50.000

100.000

150.000

200.000

250.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier 

(%)

INTP

ISAT

0.00050.000

100.000150.000200.000250.000300.000350.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier (%)

ISAT

KLBF

0.00050.000

100.000150.000200.000250.000300.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier 

(%)

KLBF

TLKM

220.000230.000

240.000250.000260.000

270.000280.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier 

(%)

TLKM

Page 35: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

0.000

50.000

100.000

150.000

200.000

250.000

300.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier 

(%)

UNTR

UNVR

0.000

50.000

100.000

150.000

200.000

250.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier (%)

UNVR

Rata‐Rata FLM Per Tahun

200.000205.000210.000215.000220.000225.000230.000235.000240.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage 

Multiplier (%

)

Rata‐Rata FLM Per Tahun

Page 36: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 15 Tabel dan Grafik Rata-Rata Total Asset Turnover (TATO) Pada

Perusahaan LQ 45 Periode 2004-2008

Emiten 2004 2005 2006 2007 2008 AALI 102,652 105,615 107,465 111,358 125,176

ANTM 47,307 51,342 77,211 99,753 93,626 ASII 113,283 130,193 95,820 110,490 120,218 INDF 114,356 126,908 136,177 94,347 97,992 INTP 47,237 53,077 65,901 73,119 86,655 ISAT 37,848 35,349 35,758 36,394 36,096 KLBF 113,134 124,164 131,288 136,330 138,107 TLKM 60,331 67,245 68,268 72,436 66,505 UNTR 131,415 124,896 121,975 139,707 122,127 UNVR 245,238 260,053 245,033 235,214 239,484

Rata-Rata 101,280 107,884 108,490 110,915 112.599 Sumber : Data diolah penulis

AALI

0.0020.0040.0060.0080.00100.00120.00140.00

2004 2005 2006 2007 2008

Tahun

Total A

sset Turno

ver (%)

AALI

ANTM

0.00020.00040.00060.00080.000100.000120.000

2004 2005 2006 2007 2008

Tahun

Total A

sset Turno

ver (%)

ANTM

Page 37: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

ASII

0.000

20.000

40.000

60.000

80.000

100.000

120.000

140.000

2004 2005 2006 2007 2008

Tahun

Total A

sset Turno

ver  (%

)

ASII

INDF

0.000

100.000

200.000

300.000

400.000

500.000

2004 2005 2006 2007 2008

Tahun

Financial Leverage Multiplier 

(%)

INDF

INTP

0.000

20.000

40.000

60.000

80.000

100.000

2004 2005 2006 2007 2008

Tahun

Total A

sset Turno

ver (%)

INTP

ISAT

34.000

35.000

36.000

37.000

38.000

39.000

2004 2005 2006 2007 2008

Tahun

Total A

sset Turno

ver (%

)

ISAT

KLBF

0.000

50.000

100.000

150.000

2004 2005 2006 2007 2008

Tahun

Total A

ssets Turnover (%

)

KLBF

TLKM

0.000

20.000

40.000

60.000

80.000

2004 2005 2006 2007 2008

Tahun

Total A

ssets Turnover (%

)

TLKM

Page 38: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

110.000115.000120.000125.000130.000135.000140.000145.000

2004 2005 2006 2007 2008

Tahun

Total A

ssets Turnover (%

)

UNTR

UNVR

220.000

230.000

240.000

250.000

260.000

270.000

2004 2005 2006 2007 2008

Tahun

Total A

sset Turno

ver (%

)

UNVR

Rata‐Rata TATO Per Tahun

95.000

100.000

105.000

110.000

115.000

2004 2005 2006 2007 2008

Tahun

Total A

sset Turno

ver (%

)

Rata‐Rata TATO Per Tahun

Page 39: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 16 Tabel dan Grafik Rata-Rata Retained Earning to Total Assets

(RETA) Pada Perusahaan LQ 45 Periode 2004-2008

Emiten 2004 2005 2006 2007 2008 AALI 35,399 54,822 53,692 59,586 65,727

ANTM 24,827 32,069 45,329 64,672 68,861 ASII 29,820 33,295 29,989 34,745 35,951 INDF 23,971 24,785 26,584 16,931 13,457 INTP 16,488 8,108 13,159 21,328 35,008 ISAT 40,541 36,925 37,126 31,000 28,828 KLBF 24,674 39,688 54,001 60,371 65,176 TLKM 37,001 26,493 29,421 35,237 34,518 UNTR 26,608 25,881 28,810 33,224 27,325 UNVR 50,135 44,599 41,259 41,854 45,014

Rata-Rata 30,946 32,667 35,937 39,895 41.987 Sumber : Data diolah penulis

AALI

0.00010.00020.00030.00040.00050.00060.00070.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets (%)

AALI

ANTM

0.000

20.000

40.000

60.000

80.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets (%)

ANTM

Page 40: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

ASII

0.0005.00010.00015.00020.00025.00030.00035.00040.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets

(%)

ASII

INDF

0.0005.00010.00015.00020.00025.00030.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets

(%)

INDF

INTP

0.000

10.000

20.000

30.000

40.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets

(%)

INTP

ISAT

0.000

10.000

20.000

30.000

40.000

50.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets

(%)

ISAT

KLBF

0.000

20.000

40.000

60.000

80.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets

(%)

KLBF

TLKM

0.000

10.000

20.000

30.000

40.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets

(%)

TLKM

Page 41: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

0.0005.00010.00015.00020.00025.00030.00035.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets

(%)

UNTR

UNVR

0.00010.00020.00030.00040.00050.00060.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total A

ssets (%)

UNVR

Rata‐Rata RETA Per Tahun

0.000

10.000

20.000

30.000

40.000

50.000

2004 2005 2006 2007 2008

Tahun

Retained

 Earning

 to Total 

Assets (%

)

Rata‐Rata RETA Per Tahun

Page 42: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

LAMPIRAN 17 Tabel dan Grafik Rata-Rata Price to Book Value (PBV) Pada

Perusahaan LQ 45 Periode 2004-2008

Emiten 2004 2005 2006 2007 2008 AALI 236,086 294.217 721,898 1085,869 299,297

ANTM 26,558 45,022 71,289 487,070 128,944 ASII 235,753 202,176 284,053 409,901 129,112 INDF 177,521 199,474 258,556 341,240 96,082 INTP 243,133 232,146 350,869 435,836 199,215 ISAT 230,501 207,657 241,282 284,099 179,470 KLBF 366,374 420,865 403,554 377,834 112,145 TLKM 480,085 510,655 725,418 606,318 405,384 UNTR 199,813 244,202 388,972 518,711 131,502 UNVR 1096,309 1500,685 2126,152 1913,048 1919,622

Rata-Rata 329,213 356,318 557,204 645,993 360.077 Sumber : Data diolah penulis

AALI

0.000200.000400.000600.000

800.0001,000.0001,200.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

AALI

ANTM

0.000100.000200.000300.000400.000500.000600.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

ANTM

Page 43: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

ASII

0.000

100.000

200.000

300.000

400.000

500.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

ASII

INDF

0.000

100.000

200.000

300.000

400.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

INDF

INTP

0.000

100.000

200.000

300.000

400.000

500.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

INTP

ISAT

0.00050.000

100.000150.000200.000250.000300.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

ISAT

KLBF

0.000

100.000

200.000

300.000

400.000

500.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

KLBF

TLKM

0.000

200.000

400.000

600.000

800.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

r (%)

TLKM

Page 44: LAMPIRAN 1 Tabel Durbin – Watson (DW), α · LAMPIRAN 1 Tabel Durbin – Watson (DW), α = 5% n k = 6 k = 7 k = 8 k = 9 dL dU dL dU dL dU dL dU 30 0 ... 50 1.291 1.822 1.246 1.875

UNTR

0.000

100.000

200.000

300.000

400.000

500.000

600.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

UNTR

UNVR

0.000

500.000

1,000.000

1,500.000

2,000.000

2,500.000

2004 2005 2006 2007 2008

Tahun

Price to Boo

k Value

 (%)

UNVR

Rata‐Rata PBV Per Tahun

0.000100.000200.000300.000400.000500.000600.000700.000

2004 2005 2006 2007 2008

Tahun

Price to Book Value

 (%)

Rata‐Rata PBV Per Tahun