Lampiran. Data Perusahaan NO PERUSH MV EARN DIV CFO LB.USAHA TOT.ASS ACAP 3 9 8 5 369 9678 376 ADES 75-35 - 6 3559-5977 7358 3 AQUA 5 368 65 335 797 678 53597 BATA 88 5 9 863 958 93 5 BKSL 5.3 -. 9-9 5 6 BRPT 75-78 -.3-6693 -638 65 7 CMPP 39 6 7 95 578 67 8 CTRS 6-66 5778 967 3375 9 DNKS 75 66 5 563 7373 5685 DYNA 75 3 5 89 7659 797 8699 ELTY -5-63 38-357 7638 GGRM 9 85 3 533 55 3389977 5573 3 GJTL 65-39 - 89 66 53 HDTX 9-77 - 95 6 7373 335 5 HMSP 5 8 5 965 6588 975 6 IKAI - - 8 385-98 93679 7 IMAS 7-5 - 67-5 35985 5755 8 INDF 5 8 5 7 956 36 979 9 INTA 55 88 8 65 676 5536 7355 INTD - 569 39-8 5765 INTP 9-9 - 77 683 6767 939 KLBF 5 8-85 6897 3363 87736 3 MERK 75 58 8 5795 3889 77 67 SMCB 3 66 -.75 37-56796 5976 5 SMSM 775 55 9 5 8 789 567 6 UNVR 8 6 35 89 5 788 685 7 NIPS 85-6 - 88 7379 8 9 8 MDRN 75 86-953 53733 7538 95865 9 DVLA 5-3 - 73 39387 685 38 3 LTLS 35 5 6 5 37 778 768 3 MIRA 9 7-3.6 9593 99 938 3 MYOR 55 56-83 6393 696 399 33 SMDR 37 5 5 679 985 8 3365 3 SMGR 3 53 3 55 88 987 876375 35 SMRA 55 5 7 5798 5 7 36 STTP 35 7-8 676 65 6 37 TSPC 59 7 5 85 338 33979 66395 38 TURI 33 57 6-7 9735 37 39 ZBRA 7-33 736 8 789
NO PERUSH MV EARN DIV CFO LB.USAHA TOT.ASS ACAP 65 8 8 357 876 3863 ADES 55 97-3 3-8633 697 3 AQUA 38 53 86 769 6796 88 5579 BATA 35 37 5 7 56 7786 8 5 BKSL 85-6.3-87 53-37 89 6 BRPT 5 73-3 695-33 66988 7 CMPP 35 5 8 3 3 6 3 8 CTRS 9-785 76866 797 8959 9 DNKS 5 5755 355 963 6699 DYNA 6 6 38 659 8785 56788 ELTY 7-67 8-7 77 GGRM 7 85 3 5856 3553 38 3 GJTL 5-76 559 35 HDTX 9-5 8695-7 353 5 HMSP 95 37 5 3 8657 7795 9877 6 IKAI 8 76-39 -58 888 7 IMAS 75 97-6 -593976 7763 3687 8 INDF 6 9 8 96-578 8836 5556 9 INTA 35 9-73 69 67556 INTD 5-63 - 5 878-853 77 INTP 85 83-9 5766 999 685 KLBF 3 33-6 3998 57 5538 3 MERK 95 67 678 886 55 7336 SMCB 5 78-37 365-78 77379 5 SMSM 5 5 578 63 85 58367 6 UNVR 8 8 5 98 98 3588 39853 7 NIPS 9 399-993 66 588 8 MDRN 5 6-86 5-57 79 9 DVLA 675 3-5 699 7563 39 3 LTLS 5 63 5 57-683 938 985 3 MIRA 55-69 676 89 3 MYOR 365-98 6 5799 33375 33 SMDR 5 5 5 583 36975 5858 835 3 SMGR 79 53 7 56 8355 8579 693938 35 SMRA 5 5 5 93 965 996 36 STTP 5 3-5 6 393 75 37 TSPC 575 73 3 337 398 3893 86536 38 TURI 6 53-3 85 33 66 39 ZBRA 6 3-5 83 39 8
3 NO PERUSH MV EARN DIV CFO LB.USAHA TOT.ASS ACAP 75 7.5 53 6879 555 795 ADES 6 87 953-93 3 AQUA 53 85 8 5 587 8 533 BATA 75 76 6 9 559 577 363 5 BKSL 5.58-89 -59 7 9699 6 BRPT 35 6 -. -6556-876 337768 7 CMPP 35 5-33 397 33 396 8 CTRS 975 59-853 739 583 573 9 DNKS 7 7 7 66 958 86778 DYNA 775 8-899 96 76693 ELTY 85-6 86 656 68396 GGRM 75 956 3 57 59 9367 7338899 3 GJTL 5 75-395 56353 6567 7355 HDTX 3-55 - 69 79-5633 86339 5 HMSP 575 3 936 678 396 97768 6 IKAI 5-88 - 7 7863-769 79 7 IMAS 63-37 56 33 35 8 INDF 775 7 8 598 5575 8795 53885 9 INTA 95 5-75 9877 37 65566 INTD 55 9-6 -65-69 3536 INTP 5 8-5 387 8376 566 KLBF 7-56 5768 566335 839 3 MERK 58 75 677 683 38 SMCB 385 3-36 35-3795 766 5 SMSM 75 37 35 95 5879 8955 636 6 UNVR 365 7 8 53 688 7776 3676 7 NIPS 3 9-58 93 856 773 8 MDRN 55-5 -87 9 536 9 DVLA 75 83-5 6797 7878 373559 3 LTLS 75 58 95 556 87 3 MIRA - 76 797-767 83989 3 MYOR 975-66 837 59 8779 33 SMDR 55 6 5 57 39995 9777 55 3 SMGR 8 68 5 57 738 99 656 35 SMRA 95 66 8 773 9693 7796 36 STTP - 9-79 9656 5557 37 TSPC 9 77 36 3766 38976 9335 38 TURI 3 58 6 3-5935 5767 855 39 ZBRA 65 3-5 6 38 89 3
NO PERUSH MV EARN DIV CFO LB.USAHA TOT.ASS ACAP 6 5-678 9 933 ADES 9-85 - -638-69857 977 3 AQUA 5 696-789 868 6757 679 BATA 7 697-33 566 698 6535 5 BKSL 75-5 - 78 53-3695 76763 6 BRPT - - 389 879 3989 338386 7 CMPP 5-7 8 36 85 795 8 CTRS 8 77 5 895 8988 6337 557 9 DNKS 97 6 3 766 857 5887 DYNA 67 53-57 9867 998 9988 ELTY 65 6-935 57 737 99 GGRM 5 93-6339 8368 986 59389 3 GJTL 86 5-53 5938 68377 637 HDTX 5-9 - 5 589-663 378 5 HMSP 3 5-8 8755 38378 56395 6 IKAI 5-8 -75 69 7538 7 IMAS 7-57 - 366 87 87656 8788 8 INDF 98-38 83879 8739 56698 9 INTA 5 3-783 5897 875 78 INTD 95 6-58 85 3335 INTP 35 3-58 33966 83637 977 KLBF 7 6-6 573 733589 3686 3 MERK 55 555-86 55 898 66 SMCB 59-7 - 8 5-69983 753 5 SMSM 35 35 87 959 87 6593 6 UNVR 385 9-77 5869 3998 366379 7 NIPS - - 5 5987 8987 8 MDRN 6 - - 67 78 733 993 9 DVLA 7 89-67 55668 86 37 3 LTLS 7 67-678 -776 373 973 3 MIRA 8 - - 8 5 57 786 3 MYOR 3-53 373 363 865 33 SMDR 69 7 53 3395 35 57977 3 SMGR 58 877 37 68 8578 958 66 35 SMRA 98 78 5 353 7998 3399 789 36 STTP 9 9 3 73 787 777 37 TSPC 85 7-3998 898 3865 9 38 TURI 86 9 5-858 736 7879 39 ZBRA 65-6 9557 76 3537
Lampiran. Deskriptif Statistik, Uji Asumsi Klasik dan Regresi Variabel Dependen Deskriptif Statistik Descriptive Statistics MV Valid N (listwise) N Minimum Maximum Mean Std. Deviation 78 75 75 3.3 85.376 78 Variabel Independen Descriptive Statistics EARNINGS DIV Valid N (listwise) N Minimum Maximum Mean Std. Deviation 78-78 7.66 68.93 78 8.97 5.566 78. 6. 87.6 5.536 78 5
MVit = ao + ait + Uit Uji Normalitas Explore Case Processing Summary Cases Valid Missing Total N Percent N Percent N Percent 78 5.% 78 5.% 56.% Descriptives Mean 95% Confidence Interval for Mean Lower Bound Upper Bound Statistic Std. Error..579 -.3378.3378 5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis -7.65 -.7539 38.533 78.993-5. 39.6883 6.7736 33.6788.93.7 -.6.538 Extreme Values Highest Lowest 3 5 3 5 Case Number Value 56 39.6883 6 387.967 3 37.6663 7 37.587 7 36.737 55-5. 6 -.59 8 -. -38.55 7-3.873 6
Tests of Normality Kolmogorov-Smirnov a Shapiro-Wilk Statistic df Sig. Statistic df Sig..99 78.55.9 78. a. Lilliefors Significance Correction Histogram 8 6 Frequency Std. Dev = 78.9 Mean =. N = 78. -5. -5. -5. 5. 5. 5. 35. -. -.... 3.. 3 Normal Q-Q Plot of Expected Normal - - -3-6 - - 6 Observed Value 7
.8 Detrended Normal Q-Q Plot of.6.. Dev from Normal. -. -. -3 - - 3 Observed Value 6 - - N = 78 Unstandardized Resid Uji Heteroskedastisitas Regression Descriptive Statistics ABS_ Mean Std. Deviation N 7.5765 99.73675 78 87.6 5.536 78 8
Correlations Pearson Correlation Sig. (-tailed) N ABS_ ABS_ ABS_ ABS_. -. -....3.3. 78 78 78 78 Variables Entered/Removed b Variables Variables Entered Removed Method a. Enter a. All requested variables entered. b. Dependent Variable: ABS_ Summary b Adjusted Std. Error of Durbin-W R R Square R Square the Estimate atson. a..3 98.6379.89 a. Predictors: (Constant), b. Dependent Variable: ABS_ Regression Residual Total a. Predictors: (Constant), b. Dependent Variable: ABS_ ANOVA b Sum of Squares df Mean Square F Sig. 3383.36 3383.36 3.5.65 a 7386. 76 963.7 76599.5 77 Unstandardized Coefficients Coefficients a Standardized Coefficients B Std. Error Beta t Sig. Tolerance VIF (Constant) 59.6.75.5. -.E-.7 -. -.87.65.. a. Dependent Variable: ABS_ Collinearity Statistics 9
Collinearity Diagnostics a Dimension a. Dependent Variable: ABS_ Condition Variance Proportions Eigenvalue Index (Constant).85..6.6.55.697.7.7 Predicted Value Residual Std. Predicted Value Std. Residual a. Dependent Variable: ABS_ Residuals Statistics a Minimum Maximum Mean Std. Deviation N -.7783 59.33 7.5765.9586595 78-56.637 39.93. 97.569776 78-7.7.55.. 78 -.596.5..993 78 Histogram Charts Dependent Variable: ABS_ 8 6 Frequency Std. Dev =.99 Mean =. N = 78. -.5 -. -.5..5..5..5 -.5 -.75 -.5.5.75.5.75.5 Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual. Dependent Variable: ABS_.75 Expected Cum Prob.5.5...5.5.75. Observed Cum Prob Uji Multikolinearitas, Uji Autokorelasi Regression Descriptive Statistics MV Mean Std. Deviation N 3.3 85.376 78 87.6 5.536 78 Pearson Correlation Sig. (-tailed) N Correlations MV MV MV MV..6.6..... 78 78 78 78 Variables Entered/Removed b Variables Variables Entered Removed Method a. Enter a. All requested variables entered. b. Dependent Variable: MV
Summary b Adjusted Std. Error of Durbin-W R R Square R Square the Estimate atson.6 a.69.56 8.8.7 a. Predictors: (Constant), b. Dependent Variable: MV Regression Residual Total a. Predictors: (Constant), b. Dependent Variable: MV ANOVA b Sum of Squares df Mean Square F Sig. 8396.8 8396.788 5.59. a 6657 76 39.698 665 77 Unstandardized Coefficients Coefficients a Standardized Coefficients Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF (Constant) 37.57 3.3 3.6. 3.3E-..6.365... a. Dependent Variable: MV Collinearity Diagnostics a Dimension a. Dependent Variable: MV Condition Variance Proportions Eigenvalue Index (Constant).85..6.6.55.697.7.7 Predicted Value Residual Std. Predicted Value Std. Residual a. Dependent Variable: MV Residuals Statistics a Minimum Maximum Mean Std. Deviation N 37.5 69. 3.3 8.537 78-5. 39.63. 78.99 78 -.55 7.7.. 78 -.389.8..993 78
Charts Histogram Dependent Variable: MV 8 6 Frequency Std. Dev =.99 Mean =. N = 78. -.5 -. -.5..5..5. -.5 -.75 -.5.5.75.5.75.5 Regression Standardized Residual Normal P-P Plot of Regression Standardized Residual. Dependent Variable: MV.75 Expected Cum Prob.5.5...5.5.75. Observed Cum Prob 3
MVit = bo + beit + vit Uji Normalitas Explore Case Processing Summary Cases Valid Missing Total N Percent N Percent N Percent 78 5.% 78 5.% 56.% Descriptives Mean 95% Confidence Interval for Mean Lower Bound Upper Bound Statistic Std. Error..57655 -.973.973 5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis -5.533-3.77 33.75 8.77-9.83 37.5765 66.59 87.53.386.7 -.78.538 Extreme Values Highest Lowest 3 5 3 5 Case Number Value 3 37.5765 7 369.3755 7 363.98 6 36.56 39 355.996 63-9.83 55-68. -5.863 3-8.68 7-8.66
Tests of Normality Kolmogorov-Smirnov a Shapiro-Wilk Statistic df Sig. Statistic df Sig..97 78.66.95 78.6 a. Lilliefors Significance Correction Histogram 8 6 Frequency Std. Dev = 8.73 Mean =. N = 78. -3. -. -.... 3. -5. -5. -5. 5. 5. 5. 35. 3 Normal Q-Q Plot of Expected Normal - - -3-6 - - 6 Observed Value 5