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Team project ©2017 Dony Pratidana S. Hum | Bima Agus Setyawan S. IIP
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DAFTAR LAMPIRAN
Lampiran 1 :Sampel Penelitian
Lampiran 2 :Data Variabel Abnormal Return (AR)
Lampiran 3 :Data Variabel Trading Volume Activity (TVA)
Lampiran 4 :Data Profitabilitas (Return on Equiy dan Earning per
Share)
Lampiran 5 :Data Model 1
Lampiran 6 :Data Model 2
Lampiran 7 :Hasil Output SPSS Model 1
Lampiran 8 : Hasil Output SPSS Model 2
Lampiran 9 : Formulir Konsultasi Skripsi
107
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 1
Sampel Penelitian
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Sampel Penelitian Model 1 (AR dan TVA)
Tahun
Code
Company Name
2008
BBCA Bank Central Tbk
PANR Panorama Sentrawisata Tbk
PGAS Perusahaan Gas Negara (Persero) Tbk
TINS Tambang Timah (Persero)
2009 ARNA Arwana Citramulia Tbk
2010
CTRA Ciputra Development
TURI Tunas Ridean
ASDM Asuransi Dayin Mitra
DVLA Darya-Varia Laboratoria
CPIN Charoen Pokphand Indonesia
2011
BBRI Bank Rakyat Indonesia (Persero) Tbk
LSIP PP London Sumatra Indonesia Tbk
BTPN Bank Tabungan Pensiunan Nasional Tbk
INTA Intraco Penta
MAIN Malindo Feedmill Tbk
AUTO Astra Otoparts Tbk
SSIA Surya Semesta Internusa Tbk
MTFN Capitalinc Investment Tbk
JTPE Jasuindo Tiga Perkasa Tbk
2012
PTRO Petrosea
PWON Pakuwon Jati
HERO Hero Supermarket Tbk.
ASII Astra International
IMAS Indomobil Sukses Internasional Tbk.
BFIN BFI Finance Indonesia
TOTO Surya Toto Indonesia
KLBF Kalbe Farma Tbk.
SCMA Surya Citra Media Tbk
ACES Ace Hardware Indoneisa Tbk
BRNA Berlina Tbk.
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Sampel Penelitian Model 2 (ROE dan EPS)
Tahun Code Company Name
2008
PANR Panorama Sentrawisata Tbk
PGAS Perusahaan Gas Negara (Persero) Tbk
TINS Tambang Timah (Persero)
2009 ARNA Arwana Citramulia Tbk
2010
CTRA Ciputra Development
TURI Tunas Ridean
DVLA Darya-Varia Laboratoria
CPIN Charoen Pokphand Indonesia
2011
LSIP PP London Sumatra Indonesia Tbk
INTA Intraco Penta
MAIN Malindo Feedmill Tbk
AUTO Astra Otoparts Tbk
SSIA Surya Semesta Internusa Tbk
JTPE Jasuindo Tiga Perkasa Tbk
2012
PWON Pakuwon Jati
HERO Hero Supermarket Tbk.
ASII Astra International
IMAS Indomobil Sukses Internasional Tbk.
TOTO Surya Toto Indonesia
KLBF Kalbe Farma Tbk.
SCMA Surya Citra Media Tbk
ACES Ace Hardware Indoneisa Tbk
BRNA Berlina Tbk.
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 2
Data Variabel Abnormal Return
(AR)
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
ABNORMAL RETURN (AR)
KLBF (2012) Periode Pengamatan Tanggal Ha rga sa ham Actual Return IHSG Expected Return Abnorma l Return
t+lO 22/10/2012 1050 0,050000 4341,380 0,002339 0,047661
t+9 19/10/2012 1000 0,020408 4331,250 (0,005903) 0,026311
t+8 18/10/2012 980 (0,010101) 4356,970 0,004482 (0,014583)
t+7 17/10/2012 990 0,020619 4337,530 0,001952 0,018667
t+6 16/10/2012 970 (0,010204) 4329,080 0,003607 (0,013811)
t+5 15/10/2012 980 0,010309 4313,520 0,000494 0,009815
t+4 12/10/2012 970 (0,010204) 4311,390 0,006166 (0,016370)
t+3 11/10/2012 980 - 4284,970 0,001159 (0,001159)
t+2 10/10/2012 980 0,020833 4280,010 (0,000056) 0,020889
t+1 09/10/2012 960 0,010526 4280,250 0,002816 0,007710
t = 0 08/10/2012 950 (0,802083) 4268,230 (0,009992) (0,792091)
t-1 05/10/2012 4800 0,021277 4311,310 0,009329 0,011947
t-2 04/10/2012 4700 0,027322 4271,460 0,004692 0,022630
t-3 03/10/2012 4575 - 4251,510 (0,001252) 0,001252
t-4 02/10/2012 4575 0,005495 4256,840 0,004851 0,000644
t-5 01/10/2012 4550 (0,031915) 4236,290 (0,006163) (0,025752)
t-6 28/09/2012 4700 0,093023 4262,560 0,008885 0,084138
t-7 27/09/2012 4300 0,005848 4225,020 0,010732 (0,004884)
t-8 26/09/2012 4275 - 4180,160 (0,011055) 0,011055
t-9 25/09/2012 4275 0,005882 4226,890 0,006184 (0,000302)
t-10 24/09/2012 4250 (0,011628) 4200,910 (0,010298) (0,001330)
t-11 21/09/2012 4300 4244,620
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 3
Data Variabel Trading Volume
Activity (TVA)
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
KLBF (2012)
Periode Pengamatan Tanggal Vol ume Saham Beredar TVA
t+10 22/10/2012 43.289.000 so.780.072.110 0,0008S2
t+9 19/10/2012 2S.261.500 SO.780.072.110 0,000497
t+8 18/10/2012 24.247.000 so.780.072.110 0,000477
t+7 17/10/2012 26.101.500 50.780.072.110 O,OOOS14
t+6 16/10/2012 16.79S.OOO SO.780.072.110 0,000331
t+S 1S/10/2012 20.082.500 so.780.072.110 0,00039S
t+4 12/10/2012 24.280.000 so.780.072.110 0,000478
t+3 11/10/2012 28.477.000 so.780.072.110 O,OOOS61
t+2 10/10/2012 63.946.500 50.780.072.110 0,001259
t+1 09/10/2012 32.860.000 50.780.072.110 0,000647
t = 0 08/10/2012 37.794.500 so.780.072.110 0,000744
t-1 OS/10/2012 9.608.500 10.1S6.014.422 0,000946
t-2 04/10/2012 10.102.000 10.1S6.014.422 0,00099S
t-3 03/10/2012 6.165.SOO 10.156.014.422 0,000607
t-4 02/10/2012 10.399.000 10.1S6.014.422 0,001024
t-5 01/10/2012 21.559.000 10.156.014.422 0,002123
t-6 28/09/2012 1S.OS6.500 10.1S6.014.422 0,001483
t-7 27/09/2012 9.668.500 10.1S6.014.422 0,0009S2
t-8 26/09/2012 8.894.500 10.1S6.014.422 0,000876
t-9 2S/09/2012 7.78l.SOO 10.156.014.422 0,000766
t-10 24/09/2012 5.833.000 10.156.014.422 O,OOOS74
Trading Volume Activity (TVA)
TVASESUDAH
TVASEBELUM
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 4
Data Variabel Profitabilitas
(Return on Equity dan Earning
per Share)
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
EPS PERIODE 1Tahun Sebelum Share Split TAHUN CODE Nl (KEPEMILIKAN INDUK) WAOS EPS (KEPEMILIKAN INDUK)
2011
HERO Hero Supermarket Tbk. 273.586.000.000 3.294.200.000 83,05082
IMAS lndomobil Sukses lnternasional Tbk. 812.967.575.161 2.341.016.520 347,27118
KLBF Kalbe Farma Tbk. 1.482.236.969.778 46.875.122.110 31,62097
ROE PERIODE 1Tahun Sebelum Share Split TAHUN CODE Nl (LABA BERSIH) EQUITY t EQUITYt-1 AVERAGE EQUITY ROE (LABA BERSIH)
2011
HERO Hero Supermarket Tbk. 273.586.000.000 1.422.186.000.000 1.148.600.000.000 1.285.393.000.000 0,21284 IMAS lndomobil Sukses lnternasional Tbk. 970.891.331.743 5.074.843.265.057 1.582.580.241.707 3.328.711.753.382 0,29167 KLBF K albe Farma Tbk. 1.522.956.820.292 6.515.935.058.426 5.771.917.028.836 6.143.926.043.631 0,24788
ROE PERIODE Share Split
TAHUN CODE Nl(LABA BERSIH) EQUITY! EQUITYt-1 AVERAGE EQUITY ROE (LABA BERSIH)
2012
HERO Hero Supermarket Tbk. 302.728.000.000 1.657.729.000.000 1.422.186.000.000 1.539.957.500.000 0,196582 IMAS lndomobil Sukses lnternasional Tbk. 899.090.885.530 5.708.445.072.505 5.074.843.265.057 5.391.644.168.781 0,166756 KLBF Kalbe Farma Tbk. 1.775.098.847.932 7.371.643.614.897 6.515.935.058.426 6.943.789.336.662 0,255638
ROE PERIODE 1Tahun Sesudah Share Split
TAHUN CODE Nl (LABA BERSIH) EQUITY! EQUITYt-1 AVERAGE EQUITY ROE (LABA BERSIH)
2013 HERO Hero Supermarket Tbk. 671.138.000.000 5.355.569.000.000 1.657.729.000.000 3.506.649.000.000 0,19139 IMAS lndomobil Sukses lnternasional Tbk. 621.139.761.829 6.659.870.110.697 5.708.445.072.505 6.184.157.591.601 0,10044 KLBF Kalbe Farma Tbk. 1.970.452.449.686 8.499.957.965.575 7.371.643.614.897 7.935.800.790.236 0,24830
I
EPS PERIODE Share Split
TAHUN CODE Nl (KEPEMILIKAN INDUK) WAOS EPS (KEPEMILIKAN INDUK)
2012
HERO Hero Supermarket Tbk. 302.728.000.000 3.412.077.000 88,72250
IMAS lndomobil Sukses lnternasional Tbk. 801.730.101.599 2.765.278.412 289,92744
KLBF Kalbe Farma Tbk. 1.733.928.105.603 46.875.122.110 36,99037
EPS PERIODE Share Split
TAHUN CODE Nl (KEPEMILIKAN INDUK) WAOS EPS (KEPEMILIKAN INDUK)
2013
HERO Hero Supermarket Tbk. 671.138.000.000 3.824.279.000 175,49400
IMAS lndomobil Sukses lnternasional Tbk. 532.456.406.907 2.765.278.412 192,55074
KLBF Kalbe Farma Tbk. 1.919.508.370.312 46.875.122.110 40,94941
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 5
Data Variabel Model 1
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Data Variabel Model 1 (AR dan TVA)
PT. Abnormal Return Trading Volume Activity
AR_SBLM AR_SSDH TVA_SBLM TVA_SSDH
HERO 0,072597072 0,031401667 0,000034151 0,000120651
IMAS -0,000541962 -0,0169336 0,000782670 0,001466308
KLBF 0,009939854 0,008513111 0,001034540 0,000601299
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 6
Data Variabel Model 2
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Data Variabel Model 2 (ROE dan EPS)
PT.
ROE EPS PERIODE PERIODE
t-1 t+1 t-1 t+1
ROE_SBLM ROE_SSDH EPS_SBLM EPS_SSDH
HERO 0.2128423 0.19139013 83.0508166 175.493995
IMAS 0.29167179 0.10044048 347.271183 192.550741
KLBF 0.24788007 0.24829913 31.620973 40.9494052
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 7
Hasil Output SPSS Model 1
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Hasil Output SPSS Model 1
Hasil Uji Statistik Deskriptif Model 1
Descriptive Statistics
N
Range
Minimum
Maximum
Mean
Std. Deviation
AR_SBLM
AR_SSDH
TVA_SBLM
TVA_SSDH
Valid N (listwise)
30
30
30
30
30
.081019
.061864
.015730
.011711
-.008422
-.030462
.000011
.000001
.072597
.031402
.015741
.011712
.00479543
-.00116247
.00232093
.00232917
.014559633
.012560828
.003333041
.002854225
Hasil Uji Normalitas Model 1
One-Sample Kolmogorov-Smirnov Test
AR_SBLM
AR_SSDH
TVA_SBLM
TVA_SSDH
N
Mean Normal Parametersa,b
Std. Deviation
Absolute
Most Extreme Differences Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
30
,00479543
,014559633
,215
,215
-,182
1,175
,126
30
-,00116247
,012560828
,119
,119
-,106
,650
,792
30
,00232093
,003333041
,244
,213
-,244
1,337
,056
30
,00232917
,002854225
,207
,193
-,207
1,136
,152
a. Test distribution is Normal.
b. Calculated from data.
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Hasil Uji Paired Sample t-test Model 1
Paired Samples Statistics
Mean
N
Std. Deviation
Std. Error Mean
AR_SBLM Pair 1
AR_SSDH
TVA_SBLM Pair 2
TVA_SSDH
,00479543
30
,014559633
,002658213
-,00116247
,00232093
30
30
,012560828
,003333041
,002293283
,000608527
,00232917
30
,002854225
,000521108
Paired Samples Correlations
N
Correlation
Sig.
Pair 1 AR_SBLM & AR_SSDH
Pair 2 TVA_SBLM & TVA_SSDH
30
30
,361
,790
,050
,000
Paired Samples Test
Paired Differences
t
df
Sig.
(2-
tailed)
Mean
Std.
Deviation
Std. Error
Mean
95% Confidence Interval of
the Difference
Lower
Upper
AR_SBLM - Pair 1
AR_SSDH
TVA_SBLM - Pair 2
TVA_SSDH
.005957900
-.000008233
.015422929
.002055027
.002815829
.000375195
.000198884
-.000775593
.011716916
.000759126
2.116
-.022
29
29
.043
.983
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 8
Hasil Output SPSS Model 2
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Hasil Output SPSS Model 2
Hasil Uji Statistik Deskriptif Model 2
Descriptive Statistics
N
Range
Minimum
Maximum
Mean
Std. Deviation
ROE_SBLM
ROE_SSDH
EPS_SBLM
EPS_SSDH
Valid N (listwise)
23
23
23
23
23
.935914
.638441
432.580997
493.137841
.024880
.023965
7.753338
-13.516262
.960794
.662406
440.334335
479.621579
.32563170
.25019974
132.03341483
130.53847365
.236920146
.173457779
142.186734854
136.797645083
Hasil Uji Normalitas Model 2
One-Sample Kolmogorov-Smirnov Test
ROE_SBLM
ROE_SSDH
EPS_SBLM
EPS_SSDH
N
Mean Normal Parametersa,b
Std. Deviation
Absolute
Most Extreme Differences Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
23
.32563170
.236920146
.267
.267
-.125
1.278
.076
23
.25019974
.173457779
.200
.200
-.096
.959
.316
23
132.03341483
142.186734854
.268
.268
-.191
1.284
.074
23
130.53847365
136.797645083
.169
.169
-.146
.811
.526
a. Test distribution is Normal.
b. Calculated from data.
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Hasil Uji Paired Sample t-test Model 2
Paired Samples Statistics
Mean
N
Std. Deviation
Std. Error Mean
ROE_SBLM Pair 1
ROE_SSDH
EPS_SBLM Pair 2
EPS_SSDH
.32563170
23
.236920146
.049401266
.25019974
132.03341483
23
23
.173457779
142.186734854
.036168447
29.647983705
130.53847365
23
136.797645083
28.524280809
Paired Samples Correlations
N
Correlation
Sig.
Pair 1 ROE_SBLM & ROE_SSDH
Pair 2 EPS_SBLM & EPS_SSDH
23
23
.391
.725
.065
.000
Paired Samples Test
Paired Differences
t
df
Sig.
(2-
tailed)
Mean
Std. Deviation
Std. Error
Mean
95% Confidence Interval of the
Difference
Lower
Upper
ROE_SBLM - Pair 1
ROE_SSDH
EPS_SBLM -
Pair 2 EPS_SSDH
.075431957
1.494941174
.232574934
103.618312898
.048495226
21.605911800
-.025140987
-43.312977415
.176004900
46.302859763
1.555
.069
22
22
.134
.945
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
LAMPIRAN 9
Formulir Konsultasi Skripsi
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
DAFTAR RIWAYAT HIDUP
18/11/2014 W I N D A F E R L I N A
Jakarta, 24 Februari 1993 Jalan Gardenia III, blok N1/12, Taman Cibodas, Tangerang
087871326462 [email protected] / [email protected]
R I W A Y A T P E N D I D I K A N
Formal
1999-2005 : SD Yunike Andreas, Tangerang
2005-2008 : SMP Strada Santa Maria 2, Tangerang
2008-2011 : SMA Strada Santo Thomas Aquino, Tangerang
2011-sekarang : Universitas Multimedia Nusantara, Tangerang
Informal
Lembaga Bahasa Inggris LAEC
K E M A M P U A N D A N P E N G U A S A A N
Ms. Office (Ms. Word, Ms. Excel, dan Ms. PowerPoint), penggunaan
internet (browsing, chatting, e-mail, blog), dan penggunaan program
(ACCURATE, MYOB, SAP).
feeling yang baik dan keterampilan organisasi
Pengalaman dalam menangani dokumen
Dapat bertanggung jawab terhadap tugas
Kemampuan Bahasa
1. Bahasa Indonesia (Active)
2. English (Active)
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015
Winda Ferlina
-Bergabung ke Lembaga Bahasa Inggris : LAEC
A C H I E V E M E N T S
Mendapat peringkat 2 pararel jurusan sosial (2011), SMA St. Thomas
Aquino, Tangerang.
Mendapat peringkat 2 (2010-2011), SMA St. Thomas Aquino, Tangerang.
Mendapat beasiswa masuk UMN dan beasiswa BRI 2013.
P E N G A L A M A N B E R O R G A N I S A S I D A N B E K E R J A
Menjabat sebagai Pengurus OSIS Sie. Sosial dan Usaha SMP Strada St.
Maria 2 (2006-2008).
Menjabat Koordinator PIC pada acara event Masa Orientasi Siswa
Universitas Multimedia Nusantara (2012).
Menjabat Bendahara dan Sekertaris SMA Strada St. Thomas Aquino.
Menjabat sebagai panitia sosial dalam kepanitiaan kegiatan bakti sosial
di SMA.
Pernah membantu mengajar di bimbingan belajar LAEC (part-time job).
Saya menjamin bahwa detail yang ada dalam curriculum vitae ini adalah
benar dan dibuat dengan sejujur-jujurnya.
Tangerang, 26 Januari 2015
Winda Ferlina
Page 2
Analisis Perbandingan..., Winda Ferlina, FB UMN, 2015