Skor
CGPI
No.
Kode
BNGA
0,893
MEDC
0,874
BMRI
0,837
ASII
0,830
ANTM
0,819
TLKM
0,813
BBNI
0,794
ASGR
0,783
KLBF
0,787
10
APEX
0,776
11
BNLI
0,775
12
UNTR
0,756
13
ISAT
PT Indosat Tbk.
0,746
14
BABP
0,746
15
BFIN
0,692
16
PTBA
0,675
17
UNSP
0,660
18
SUCO
PT Sucofindo (Persero)
0,656
19
PJAA
0,564
20
TRIM
0,592
21
PKBN
0,583
No.
Kode
Skor
CGPI
BMRI
0,887
BNGA
0,879
ADHI
0,818
UNTR
0,815
PTBA
0,809
ASGR
0,803
KLBF
0,797
BBNI
0,795
BNLI
0,789
10
APEX
0,776
11
ISAT
PT Indosat Tbk.
0,774
12
BNBR
0,763
13
PKBN
0,706
14
CMNP
0,698
15
SVYR
0,688
16
WIKA
0,685
17
PJAA
0,675
18
JAMS
PT Jamsostek (Persero)
0,663
19
WEHA
0,571
Kode
2005
2006
Kesempatan
Investasi
BNGA
3.059.420.000.000
4.124.159.000.000
6.013.750.000.000
0,403
MEDC
5.146.330.000.000
6.102.310.000.000
7.151.460.000.000
0,179
BMRI
0,122
ASII
0,138
ANTM
2.858.538.000.000
3.251.236.000.000
5.629.401.000.000
0,434
TLKM
0,229
BBNI
0,037
ASGR
472.267.000.000
545.462.000.000
619.039.000.000
0,145
KLBF
5.042.818.000.000
5.870.939.000.000
6.071.550.000.000
0,099
10
APEX
1.021.054.000.000
1.135.551.000.000
1.410.743.000.000
0,177
11
BNLI
3.291.672.000.000
3.760.648.000.000
5.142.504.000.000
0,255
12
UNTR
0,263
13
ISAT
0,084
14
BABP
457.253.000.000
455.844.000.000
684.476.000.000
0,249
15
BFIN
274.477.000.000
309.865.000.000
381.060.000.000
0,179
16
PTBA
2.614.472.000.000
2.998.686.000.000
3.533.480.000.000
0,163
17
UNSP
896.447.000.000
883.309.000.000
980.622.000.000
0,048
18
SUCO
602.266.031.407
681.181.562.010
826.625.636.666
0,172
19
PJAA
542.815.000.000
617.881.000.000
664.969.000.000
0,107
20
TRIM
207,171,000,000
216.450.000.000
217.673.000.000
0,025
21
PKBN
140.419.123.510
142.619.799.219
150.754.136.811
0,036
No.
Kode
BMRI
BNGA
4.124.159.000.000
ADHI
3.027.081.000.000
UNTR
PTBA
2.998.686.000.000
ASGR
KLBF
BBNI
BNLI
3.760.648.000.000
10
APEX
1.135.551.000.000
11
ISAT
12
BNBR
2.738.471.000.000
13
PKBN
14
2006
23.577.554.000.000 28.994.128.000.000
2007
Kesempatan
Investasi
27.317.253.000.000
0,086
6.013.750.000.000
5.736.881.000.000
0,206
4.328.860.000.000
4.973.867.000.000
0,290
13.281.246.000.000 13.719.567.000.000
18.165.598.000.000
0,179
3.533.480.000.000
4.123.855.000.000
0,173
545.462.000.000
619.039.000.000
725.581.000.000
0,153
5.870.939.000.000
6.071.550.000.000
7.004.910.000.000
0,094
15.203.457.000.000 17.904.835.000.000
19.007.436.000.000
0,120
5.142.504.000.000
5.130.610.000.000
0,183
1.410.743.000.000
1.884.007.000.000
0,289
11.589.791.000.000 12.239.407.000.000
16.488.495.000.000
0,202
4.332.280.000.000
5.288.770.000.000
0,401
142.619.799.219
160.754.136.811
157.526.325.050
0,054
CMNP
437.640.000.000
474.782.000.000
496.211.000.000
0,065
15
SVYR
293.685.000.000
307.828.812.920
416.878.096.159
0,201
16
WIKA
2.601.509.000.000
3.049.427.000.000
4.284.581.000.000
0,289
17
PJAA
617.881.000.000
664.969.000.000
763.086.000.000
0,112
18
JAMS
1.428.735.697.000
1.668.886.291.215
1.815.505.421.386
0,128
19
WEHA
39.190.000.000
41.713.000.000
46.089.000.000
0,085
Kode
Konsentrasi
Kepemilikan
Kode
Konsentrasi
Kepemilikan
BNGA
64,00%
BMRI
66,97%
MEDC
48,12%
BNGA
62,47%
BMRI
67,47%
ADHI
51,00%
ASII
50,11%
UNTR
29,20%
ANTM
65,00%
PTBA
65,00%
TLKM
51,19%
ASGR
76,87%
BBNI
97,48%
KLBF
48,82%
ASGR
76,87%
BBNI
76,36%
KLBF
49,59%
BNLI
44,505
APEX
48,87%
APEX
48,87%
BNLI
44,505%
ISAT
44,90%
UNTR
58,45%
BNBR
59,17%
ISAT
44,87%
PKBN
88,70%
BABP
67,07%
CMNP
56,38%
BFIN
38,60%
SVYR
85,12%
PTBA
65,02%
WIKA
68,42%
UNSP
45,50%
PJAA
72,00%
SUCO
95,00%
JAMS
88,27%
PJAA
72,00%
WEHA
69,35%
TRIM
44,45%
PKBN
88,70%
Kode
Rasio
Size
Leverage Perusahaan
BNGA
41.752.356.000.000
46.544.346.000.000
0,897
31,471
MEDC
10.684.977.000.000
16.620.285.000.000
0,643
30,442
BMRI
241.171.346.000.000 267.517.192.000.000
0,902
33,220
ASII
31.498.444.000.000
57.929.290.000.000
0,544
31,690
ANTM
3.009.300.000.000
7.290.906.000.000
0,413
29,618
TLKM
38.879.969.000.000
75.135.745.000.000
0,517
31,950
BBNI
137.846.678.000.000 154.725.486.000.000
0,891
32,673
ASGR
288.885.000.000
584.839.000.000
0,494
27,095
KLBF
1.080.566.000.000
4.624.619.000.000
0,234
29,162
10
APEX
210.759.000.000
405.572.000.000
0,520
26,729
11
BNLI
34.029.869.000.000
37.845.423.000.000
0,899
31,265
12
UNTR
6.606.651.000.000
11.247.846.000.000
0,587
30,051
13
ISAT
18.826.293.000.000
34.228.658.000.000
0,550
31,164
14
BABP
4.896.213.000.000
5.415.141.000.000
0,904
29,320
15
BFIN
374.623.000.000
1.426.625.000.000
0,263
27,986
16
PTBA
800.093.000.000
3.107.734.000.000
0,257
28,765
17
UNSP
1.140.516.000.000
1.783.001.000.000
0,640
28,209
18
SUCO
248.423.754.029
613.709.623.866
0,405
27,143
19
PJAA
230.580.000.000
954.271.000.000
0,242
27,584
20
TRIM
452.032.000.000
838.606.000.000
0,539
27,455
21
PKBN
73.147.770.684
421.193.089.982
0,174
26,766
No.
Kode
BMRI
BNGA
49.678.787.000.000
ADHI
289.835.512.000.000 319.085.590.000.000
Rasio
Size
Leverage Perusahaan
0,908
33,396
54.885.576.000.000
0,905
31,636
3.787.812.000.000
4.333.167.000.000
0,874
29,097
UNTR
7.216.432.000.000
13.002.619.000.000
0,555
30,196
PTBA
1.116.799.000.000
3.928.071.000.000
0,284
28,999
ASGR
310.481.000.000
624.557.000.000
0,497
27,160
KLBF
1.121.539.000.000
5.138.213.000.000
0,218
29,268
BBNI
166.094.416.000.000 183.341.611.000.000
0,906
32,842
BNLI
35.341.376.000.000
39.303.727.000.000
0,899
31,302
10
APEX
2.402.952.000.000
4.610.420.000.000
0,521
29,159
11
ISAT
28.462.986.000.000
45.305.086.000.000
0,628
31,444
12
BNBR
7.247.848.000.000
14.137.256.000.000
0,513
30,280
13
PKBN
75.669.949.346
432.821.331.344
0,175
26,794
14
CMNP
1.295.323.000.000
2.720.480.000.000
0,476
28,632
15
SVYR
75.084.139.249
315.039.012.098
0,238
26,476
16
WIKA
2.776.904.000.000
4.133.064.000.000
0,672
29,050
17
PJAA
462.618.000.000
1.277.133.000.000
0,362
27,876
18
JAMS
57.362.366.478.594
61.383.427.363.399
0,934
31,748
19
WEHA
36.991.000.000
102.347.000.000
0,361
25,352
Lampiran 5. Klasifikasi Sampel ke dalam Kategori Perusahaan Bank / NonBank Dan Profil Perusahaan (High Profile atau Low Profile)
Bank /
Non-Bank
High Profile /
Low Profile
Perbankan
MEDC
Pertambangan
BMRI
Perbankan
ASII
ANTM
Pertambangan
TLKM
Telekomunikasi
BBNI
Perbankan
ASGR
Elektronik
KLBF
Farmasi
10
APEX
Pertambangan
11
BNLI
Perbankan
12
UNTR
13
ISAT
Telekomunikasi
14
BABP
Perbankan
15
BFIN
Financing
16
PTBA
Pertambangan
17
UNSP
Pertanian
18
SUCO
Penunjang konstruksi
19
PJAA
20
TRIM
21
PKBN
Credit agencies
Warehousing, Transportation,
Properti
No.
Kode
BNGA
Bank /
Non-Bank
High Profile /
Low Profile
Perbankan
BNGA
Perbankan
ADHI
Konstruksi
UNTR
PTBA
Pertambangan
ASGR
Elektronik
KLBF
Farmasi
BBNI
Perbankan
BNLI
Perbankan
10
APEX
Pertambangan
11
ISAT
Telekomunikasi
12
BNBR
13
PKBN
14
CMNP
15
SVYR
Penunjang Konstruksi
16
WIKA
Konstruksi
17
PJAA
18
JAMS
Asuransi
19
WEHA
Transportasi
No.
Kode
BMRI
Kode
BNGA
MEDC
BMRI
ASII
ANTM
TLKM
BBNI
ASGR
KLBF
APEX
BNLI
UNTR
ISAT
BABP
BFIN
PTBA
UNSP
SUCO
PJAA
TRIM
PKBN
BMRI
BNGA
ADHI
UNTR
PTBA
ASGR
KLBF
BBNI
BNLI
APEX
ISAT
BNBR
PKBN
CMNP
SVYR
WIKA
PJAA
JAMS
WEHA
CGPI
0,893
0,874
0,837
0,830
0,819
0,813
0,794
0,783
0,787
0,776
0,775
0,756
0,746
0,746
0,692
0,675
0,660
0,656
0,564
0,592
0,583
0,887
0,879
0,818
0,815
0,809
0,803
0,797
0,795
0,789
0,776
0,774
0,763
0,706
0,698
0,688
0,685
0,675
0,663
0,571
KI
0,403
0,179
0,122
0,138
0,434
0,229
0,037
0,145
0,099
0,177
0,255
0,263
0,084
0,249
0,179
0,163
0,048
0,172
0,107
0,025
0,036
0,086
0,206
0,290
0,179
0,173
0,153
0,094
0,120
0,183
0,289
0,202
0,401
0,054
0,065
0,201
0,289
0,112
0,128
0,085
DPROF
0,000
1,000
0,000
1,000
1,000
0,000
0,000
1,000
1,000
1,000
0,000
1,000
0,000
0,000
0,000
1,000
1,000
1,000
0,000
0,000
0,000
0,000
0,000
1,000
1,000
1,000
1,000
1,000
0,000
0,000
1,000
0,000
0,000
0,000
0,000
0,000
1,000
0,000
0,000
0,000
KK
0,640
0,481
0,675
0,501
0,650
0,512
0,975
0,769
0,496
0,489
0,445
0,585
0,449
0,671
0,381
0,650
0,455
0,950
0,720
0,445
0,887
0,670
0,625
0,510
0,292
0,650
0,769
0,488
0,764
0,445
0,489
0,449
0,592
0,887
0,564
0,851
0,684
0,720
0,883
0,694
LEV
0,897
0,643
0,902
0,544
0,413
0,517
0,891
0,494
0,234
0,520
0,899
0,587
0,550
0,904
0,263
0,257
0,640
0,405
0,242
0,539
0,174
0,908
0,905
0,874
0,555
0,284
0,497
0,218
0,906
0,899
0,521
0,628
0,513
0,175
0,476
0,238
0,672
0,362
0,934
0,361
SIZE
31,471
30,442
33,220
31,690
29,618
31,950
32,673
27,095
29,162
26,729
31,265
30,051
31,164
29,320
27,986
28,765
28,209
27,143
27,584
27,455
26,766
33,396
31,636
29,097
30,196
28,999
27,160
29,268
32,842
31,302
29,159
31,444
30,280
26,794
28,632
26,476
29,050
27,876
31,748
25,352
DBANK
1,000
0,000
1,000
0,000
0,000
0,000
1,000
0,000
0,000
0,000
1,000
0,000
0,000
1,000
0,000
0,000
0,000
0,000
0,000
0,000
0,000
1,000
1,000
0,000
0,000
0,000
0,000
0,000
1,000
1,000
0,000
0,000
0,000
0,000
0,000
0,000
0,000
0,000
0,000
0,000
Keterangan:
CGPI = Corporate Governance Perception Index
KI
= Kesempatan Investasi
DPROF = Profil Perusahaan (dummy)
KK
= Konsentrasi Kepemilikan
SIZE
= Ukuran Perusahaan
LEV
= Rasio Leverage
DBANK = Bank/Non-Bank (dummy)
N
Minimum
Maximum
Mean
Std. Deviation
CGPI
40
KI
KK
40
LEV
40
40
DPROF
40
SIZE
40
DBANK
40
.564
.025
292
.174
.000
25.352
.000
.893
.434
.975
.934
1.000
33.396
1.000
.75215
.17381
.62130
.56105
.42500
29.51168
.22500
.088015
.099609
.166235
.250528
.500641
2.100619
.422902
Valid N (listwise)
40
1. Uji Normalitas
One-Sample Kolmogorov-Smirnov Test
N
Normal Parameters a,b
Most Extreme
Differences
Unstandardiz
ed Residual
40
.0000000
.04892406
.062
.048
-.062
.394
.998
Mean
Std. Deviation
Absolute
Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
b. Calculated from data.
2. Uji Multikolinearitas
Coefficientsa
Unstandardized
Coefficients
Model
1
B
(Constant)
KI
.005
Standardized
Coefficients
Std. Error
.179
Collinearity Statistics
Sig.
Beta
.029
.977
Tolerance
VIF
.190
-.056
.092
.215
2.065
.047
.862
1.160
.055
-.106
-1.008
.321
.854
1.171
-.070
.078
.059
-.199
-1.173
.249
.327
3.059
.020
.442
3.856
.001
.714
1.401
SIZE
.025
.006
.595
4.074
.000
.439
2.280
DBANK
.083
.035
.400
2.404
.022
.339
2.952
KK
LEV
DPROF
3. Uji Autokorelasi
Runs Test
Test Valuea
Cases < Test Value
Cases >= Test Value
Total Cases
Number of Runs
Z
Asymp. Sig. (2-tailed)
a. Median
Unstandardiz
ed Residual
.00028
20
20
40
18
-.801
.423
4. Uji Heteroskedastisitas
Scatterplot
-1
-2
-2
-1
Variables
Entered
DBANK,
KK, KI,
DPROF, a
SIZE, LEV
Variables
Removed
Method
.
Enter
Adjusted
R Square
.635
R
R Square
.831a
.691
Std. Error of
the Estimate
.053186
ANOVAb
Model
1
Regression
Residual
Total
Sum of
Squares
.209
.093
.302
df
6
33
39
Mean Square
.035
.003
F
12.301
Sig.
.000a
Model
1
(Constant)
KI
KK
LEV
DPROF
SIZE
DBANK
Unstandardized
Coefficients
B
Std. Error
.005
.179
.190
.092
-.056
.055
-.070
.059
.078
.020
.025
.006
.083
.035
Standardized
Coefficients
Beta
.215
-.106
-.199
.442
.595
.400
t
.029
2.065
-1.008
-1.173
3.856
4.074
2.404
Sig.
.977
.047
.321
.249
.001
.000
.022
Minimum
.58959
-.101917
-2.222
-1.916
Maximum
.85587
.091211
1.418
1.715
Mean
.75215
.000000
.000
.000
Std. Deviation
.073165
.048924
1.000
.920
N
40
40
40
40