Lampiran 7 Statistik Deskriptif

Descriptives

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

Return Saham 51 -.53 .81 -.0641 .28389
PER 51 -22557.17 10119.05 620.5002 3801.65589
DER 51 .24 3.83 1.2798 .72814
PBV 51 .28 4.40 1.3531 .95836
Valid N (listwise) 51
Lampiran 8 Uji Asumsi Klasik

a. Uji Multikolinearitas

Coefficientsa

Collinearity Statistics
Model Tolerance VIF
1 PER .751 1.331
DER .916 1.091
PBV .712 1.404
a. Dependent Variable: Return Saham

b. Uji Autokorelasi

Model Summaryb

Adjusted Std. Error of Durbin-

Model R R Square R Square the Estimate Watson
1 .497a .247 .199 .25406 1.723
a. Predictors: (Constant), PBV, DER, PER
b. Dependent Variable: Return Saham
c. Uji Heteroskedastisitas

d. Uji Normalitas

NPar Tests

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N 51
Normal Parameters a,b Mean .0000000
Std. Deviation .24632390
Most Extreme Absolute .082
Differences Positive .082
Negative -.040
Kolmogorov-Smirnov Z .585
Asymp. Sig. (2-tailed) .883
a. Test distribution is Normal.
b. Calculated from data.
Lampiran 9 Analisis Regresi Berganda

Regression

Variables Entered/Removedb

Variables
Model Variables Entered Removed Method
1 PBV, DER, PERa . Enter
a. All requested variables entered.
b. Dependent Variable: Return Saham

Model Summary

Adjusted Std. Error of

Model R R Square R Square the Estimate
1 .497a .247 .199 .25406
a. Predictors: (Constant), PBV, DER, PER

ANOVAb

Sum of
Model Squares df Mean Square F Sig.
1 Regression .996 3 .332 5.143 .004a
Residual 3.034 47 .065
Total 4.030 50
a. Predictors: (Constant), PBV, DER, PER
b. Dependent Variable: Return Saham

Coefficientsa

Unstandardized Standardized
Coefficients Coefficients Correlations
Model B Std. Error Beta t Sig. Zero-order Partial Part
1 (Constant) .020 .089 .223 .824
PER -3.17E-005 .000 -.425 -2.910 .006 -.445 -.391 -.368
DER -.088 .052 -.225 -1.704 .095 -.115 -.241 -.216
PBV .036 .044 .120 .801 .427 .267 .116 .101
a. Dependent Variable: Return Saham