HASIL UJI KOLMOGOROV One-Sample Kolmogorov-Smirnov Test EPS N Normal Parameters 20 7.3438 .60137 .124 .124 -.103 .553 .919 Mean Std. Deviation Absolute Positive Negative a,b Most Extreme Differences Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data. NPM DER PBV RS 20 3.0611 .58256 .182 .182 -.128 .816 .518 20 20 20 4.7885 5.3719 2.1766 .20286 .22590 .82280 .248 .153 .123 .123 .153 .108 -.248 -.142 -.123 1.109 .686 .548 .171 .734 .925 HASIL UJI SIMULTAN Descriptive Statistics Mean Return_saham EPS NPM DER PBV Pearson Correlation Sig. (1-tailed) N Model 1 2.1766 7.3438 3.0611 4.7885 5.3719 Std. Deviation .82280 .60137 .58256 .20286 .22590 Correlations Return_ saham Return_saham 1.000 EPS .161 NPM .089 DER -.344 PBV -.226 Return_saham . EPS .248 NPM .354 DER .069 PBV .169 Return_saham 20 EPS 20 NPM 20 DER 20 PBV 20 Variables Entered/Removed Variables Entered Variables Removed PBV, EPS, NPM, b DER N 20 20 20 20 20 EPS NPM DER .161 1.000 .477 -.192 -.265 .248 . .017 .208 .129 20 20 20 20 20 .089 .477 1.000 -.206 -.355 .354 .017 . .192 .062 20 20 20 20 20 -.344 -.192 -.206 1.000 .793 .069 .208 .192 . .000 20 20 20 20 20 PBV -.226 -.265 -.355 .793 1.000 .169 .129 .062 .000 . 20 20 20 20 20 a Method . Enter 1 a. Dependent Variable: Return_saham b. All requested variables entered. b Model Summary Model R R Square Adjusted R Square a 1 .371 .137 -.093 a. Predictors: (Constant), PBV, EPS, NPM, DER b. Dependent Variable: Return_saham Std. Error of the Estimate .86006 Durbin-Watson 2.102 a Model Regression 1 Residual Total ANOVA Sum of Df Squares 1.768 11.095 12.863 4 15 Mean Square .442 .740 F Sig. .597 .670 b 19 a. Dependent Variable: Return_saham b. Predictors: (Constant), PBV, EPS, NPM, DER a Model (Constant) Coefficients Unstandardized Standardized Coefficients Coefficients B Std. Error Beta 6.575 6.322 EPS .163 .376 NPM -.004 .404 DER -1.825 1.610 PBV .588 1.514 a. Dependent Variable: Return_saham 1 .119 -.003 -.450 .161 t Sig. 1.040 .315 .432 -.010 -1.134 .388 .672 .993 .275 .703 Collinearity Statistics Tolerance VIF .761 .704 .365 .333 1.313 1.420 2.739 3.005 a Collinearity Diagnostics Model Dimension Eigenvalue Condition Variance Proportions Index (Constant) EPS NPM DER 1 4.967 1.000 .00 .00 .00 .00 2 .028 13.345 .00 .00 .62 .00 1 3 .005 32.986 .00 .82 .30 .01 4 .001 83.690 .95 .18 .02 .17 5 .000 123.401 .05 .00 .05 .82 a. Dependent Variable: Return_saham PBV .00 .00 .01 .04 .95 2 a Residuals Statistics Minimum Maxim um Predicted Value 1.7520 2.6773 Std. Predicted Value -1.392 1.641 Standard Error of Predicted Value .273 .581 Adjusted Predicted Value 1.3385 3.0214 -1.46842 1.8494 Residual 5 Std. Residual -1.707 2.150 Stud. Residual -1.974 2.513 -1.96311 2.5266 Deleted Residual 7 Stud. Deleted Residual -2.217 3.192 Mahal. Distance .961 7.715 Cook's Distance .000 .463 Centered Leverage Value .051 .406 a. Dependent Variable: Return_saham Mean 2.1766 .000 .423 2.1592 .00000 Std. Deviation .30500 1.000 .080 .41550 .76418 N 20 20 20 20 20 .000 .008 .01747 .889 1.040 1.05179 20 20 20 .028 3.800 .079 .200 1.170 1.728 .133 .091 20 20 20 20 3 4 HASIL UJI PARSIAL EPS Correlations Control Variables EPS NPM & DER & PBV Return_saham Descriptive Statistics Mean Std. Deviation Return_saham EPS 2.1766 7.3438 EPS 1.000 . 0 .111 .672 15 Correlation Significance (2-tailed) Df Correlation Significance (2-tailed) Df Return_saham .111 .672 15 1.000 . 0 N .82280 .60137 20 20 Correlations Return_saham Return_saham EPS Return_saham EPS Return_saham EPS Pearson Correlation Sig. (1-tailed) N Variables Entered/Removed Model Variables Entered Variables Removed b 1 EPS a. Dependent Variable: Return_saham b. All requested variables entered. 1.000 .161 . .248 20 20 EPS .161 1.000 .248 . 20 20 a Method . Enter b Model R R Square a 1 .161 .026 a. Predictors: (Constant), EPS b. Dependent Variable: Return_saham Model Summary Adjusted R Square -.028 Std. Error of the Estimate .83428 Durbin-Watson 1.970 a Model Regression 1 Residual Sum of Squares .335 12.528 Total 12.863 ANOVA df 1 18 Mean Square .335 .696 F .481 Sig. b .497 19 a. Dependent Variable: Return_saham b. Predictors: (Constant), EPS 5 a Model 1 (Constant) Unstandardized Coefficients B Std. Error .556 2.345 Coefficients Standardized Coefficients Beta EPS .221 .318 a. Dependent Variable: Return_saham t .161 Sig. Collinearity Statistics Tolerance VIF .237 .815 .693 .497 1.000 1.000 a Model Dimension Collinearity Diagnostics Eigenvalue Condition Index 1 1.997 2 .003 a. Dependent Variable: Return_saham Variance Proportions (Constant) EPS .00 .00 1.00 1.00 1.000 25.098 1 a Residuals Statistics Minimum Maximum Predicted Value 1.9773 Std. Predicted Value -1.502 Standard Error of Predicted Value .188 Adjusted Predicted Value 1.5943 Residual -1.52351 Std. Residual -1.826 Stud. Residual -1.884 Deleted Residual -1.62193 Stud. Deleted Residual -2.044 Mahal. Distance .018 Cook's Distance .000 Centered Leverage Value .001 a. Dependent Variable: Return_saham 2.4194 1.830 .397 2.4536 1.88780 2.263 2.482 2.27081 2.974 3.348 .625 .176 Mean Std. Deviation 2.1766 .000 .256 2.1603 .00000 .000 .009 .01633 .021 .950 .062 .050 .13271 1.000 .067 .17857 .81203 .973 1.030 .91009 1.120 1.010 .139 .053 N 20 20 20 20 20 20 20 20 20 20 20 20 NPM Correlations Control Variables NPM EPS & DER & PBV Return_saham NPM Correlation Significance (2-tailed) Df Correlation Significance (2-tailed) Df Descriptive Statistics Mean Std. Deviation Return_saham NPM 2.1766 3.0611 .82280 .58256 1.000 . 0 -.002 .993 15 Return_ saham -.002 .993 15 1.000 . 0 N 20 20 6 Correlations Return_saham Return_saham NPM Return_saham NPM Return_saham NPM Pearson Correlation Sig. (1-tailed) N NPM 1.000 .089 . .354 20 20 Variables Entered/Removed Model Variables Entered Variables Removed b 1 NPM a. Dependent Variable: Return_saham b. All requested variables entered. .089 1.000 .354 . 20 20 a Method . Enter b Model R R Square a 1 .089 .008 a. Predictors: (Constant), NPM b. Dependent Variable: Return_saham Model Summary Adjusted R Square -.047 Std. Error of the Estimate .84196 Durbin-Watson 2.015 a Model Regression 1 Residual Total ANOVA Sum of Squares df Mean Square .103 1 .103 12.760 18 .709 12.863 F .145 Sig. b .708 19 a. Dependent Variable: Return_saham b. Predictors: (Constant), NPM a Model 1 (Constant) Coefficients Unstandardized Standardized Coefficients Coefficients B Std. Error Beta 1.790 1.032 NPM .126 .332 a. Dependent Variable: Return_saham Model Dimension Collinearity Diagnostics Eigenvalue Condition Index 1 1.983 2 .017 a. Dependent Variable: Return_saham 1 .089 t Sig. 1.734 .100 .381 .708 Collinearity Statistics Tolerance VIF 1.000 1.000 a 1.000 10.874 Variance Proportions (Constant) NPM .01 .01 .99 .99 7 a Residuals Statistics Minimum Maximum Predicted Value 2.0523 Std. Predicted Value -1.689 Standard Error of Predicted Value .191 Adjusted Predicted Value 1.6415 Residual -1.63851 Std. Residual -1.946 Stud. Residual -2.029 Deleted Residual -1.78032 Stud. Deleted Residual -2.245 Mahal. Distance .032 Cook's Distance .000 Centered Leverage Value .002 a. Dependent Variable: Return_saham Mean 2.3651 2.563 .530 2.3736 1.79902 2.137 2.344 2.16420 2.732 6.568 .933 .346 Std. Deviation 2.1766 .000 .255 2.1339 .00000 .000 .022 .04271 .028 .950 .099 .050 .07357 1.000 .080 .17525 .81950 .973 1.050 .96376 1.136 1.501 .233 .079 N 20 20 20 20 20 20 20 20 20 20 20 20 DER Correlations Control Variables Correlation Significance (2-tailed) Df Correlation Significance (2-tailed) df DER EPS & NPM & PBV Return_saham Descriptive Statistics Mean Std. Deviation Return_saham DER 2.1766 4.7885 DER 1.000 . 0 -.281 .275 15 Return_saham -.281 .275 15 1.000 . 0 N .82280 .20286 20 20 Correlations Return_saham Return_saham DER Return_saham DER Return_saham DER Pearson Correlation Sig. (1-tailed) N Variables Entered/Removed Model Variables Entered Variables Removed b 1 DER a. Dependent Variable: Return_saham b. All requested variables entered. 1.000 -.344 . .069 20 20 DER -.344 1.000 .069 . 20 20 a Method . Enter b Model 1 R .344 R Square a .119 Model Summary Adjusted R Square .070 Std. Error of the Estimate .79366 Durbin-Watson 2.153 8 a. Predictors: (Constant), DER b. Dependent Variable: Return_saham a Model Regression 1 Residual ANOVA Sum of Squares df 1.525 1 11.338 18 12.863 Total Mean Square 1.525 .630 F 2.421 Sig. b .137 19 a. Dependent Variable: Return_saham b. Predictors: (Constant), DER a Model 1 (Constant) Coefficients Unstandardized Standardized Coefficients Coefficients B Std. Error Beta 8.864 4.302 DER -1.397 .898 a. Dependent Variable: Return_saham t -.344 Sig. 2.061 .054 -1.556 .137 Collinearity Statistics Tolerance VIF 1.000 1.000 a Model Dimension Collinearity Diagnostics Eigenvalue Condition Index 1 1.999 2 .001 a. Dependent Variable: Return_saham 1.000 48.457 1 Variance Proportions (Constant) DER .00 .00 1.00 1.00 a Residuals Statistics Minimum Maximum Predicted Value 1.8302 Std. Predicted Value -1.223 Standard Error of Predicted Value .179 Adjusted Predicted Value 1.8103 Residual -1.41527 Std. Residual -1.783 Stud. Residual -1.848 Deleted Residual -1.51937 Stud. Deleted Residual -1.995 Mahal. Distance .019 Cook's Distance .000 Centered Leverage Value .001 a. Dependent Variable: Return_saham 2.6800 1.777 .369 2.8010 1.83541 2.313 2.391 1.96122 2.812 3.157 .206 .166 Mean Std. Deviation 2.1766 .000 .246 2.1857 .00000 .000 -.005 -.00907 .005 .950 .048 .050 .28330 1.000 .049 .30029 .77249 .973 1.019 .84651 1.095 .789 .064 .042 N 20 20 20 20 20 20 20 20 20 20 20 20 PBV Correlations Control Variables PBV EPS & NPM & DER Return_saham Correlation Significance (2-tailed) df Correlation Significance (2-tailed) df PBV 1.000 . 0 .100 .703 15 Return_saham .100 .703 15 1.000 . 0 9 Descriptive Statistics Mean Std. Deviation Return_saham PBV 2.1766 5.3719 N .82280 .22590 20 20 Correlations Return_saham Return_saham PBV Return_saham PBV Return_saham PBV Pearson Correlation Sig. (1-tailed) N PBV 1.000 -.226 . .169 20 20 Variables Entered/Removed Model Variables Entered Variables Removed b 1 PBV a. Dependent Variable: Return_saham b. All requested variables entered. -.226 1.000 .169 . 20 20 a Method . Enter b Model R R Square a 1 .226 .051 a. Predictors: (Constant), PBV b. Dependent Variable: Return_saham Model Summary Adjusted R Square -.002 Std. Error of the Estimate .82353 Durbin-Watson 2.088 a ANOVA Sum of Squares df Mean Square .655 1 .655 12.208 18 .678 Model Regression 1 Residual 12.863 Total 1 (Constant) a Coefficients Unstandardized Coefficients Standardized Coefficients B Std. Error Beta 6.592 4.497 PBV -.822 a. Dependent Variable: Return_saham Sig. b .339 19 a. Dependent Variable: Return_saham b. Predictors: (Constant), PBV Model F .966 .836 -.226 t Sig. 1.466 .160 -.983 .339 Collinearity Statistics Tolerance VIF 1.000 1.000 a Model Dimension Collinearity Diagnostics Eigenvalue Condition Index 1 1.999 2 .001 a. Dependent Variable: Return_saham 1 1.000 48.816 Variance Proportions (Constant) PBV .00 .00 1.00 1.00 10 a Residuals Statistics Minimum Maximum Predicted Value Std. Predicted Value Standard Error of Predicted Value Adjusted Predicted Value Residual Std. Residual Stud. Residual Deleted Residual Stud. Deleted Residual Mahal. Distance Cook's Distance Centered Leverage Value a. Dependent Variable: Return_saham 1.8811 -1.591 .185 1.6163 -1.37304 -1.667 -1.775 -1.55580 -1.899 .004 .000 .000 2.4107 1.261 .353 2.4155 1.93235 2.346 2.531 2.24884 3.065 2.532 .525 .133 Mean 2.1766 .000 .255 2.1697 .00000 .000 .004 .00687 .018 .950 .062 .050 Std. Deviation .18570 1.000 .052 .20826 .80157 .973 1.031 .89999 1.125 .753 .122 .040 N 20 20 20 20 20 20 20 20 20 20 20 20 11
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