Data Panel

Jumlah
No Jenis Sektor Kode Perusahaan

Perusahaan Sampel
Kosmetik &
1 UNVR,KINO,TCID 7 3
Rumah tangga
ICBP,MYOR,INDF,MLB
Makanan &
2 I,ROTI,DLTA,CEKA,AD 34 11
Minuman
ES,BUDI,STTP,SKLT
Peralatan Rumah
3 CINT 6 1
Tangga
KLBF,KAEF,PYFA,DVL
4 Obat obatan 11 5
A,TSPC
5 Pabrik Tembakau HMSP,GGRM 5 2
6 Lain-lain - 2 0
Total 65 22
Persentase menerbitkan memiliki data
Sampel lap keu lengkap
5% MRAT,MBTO 5 MRAT,MBTO 5
17% MLBI,ULTJ, 33 MLBI,SKLT,A 20
2% WOOD,LMPI, 5 LMPI,KICI 3
8% INAF,SIDO,M 10 INAF,SIDO 7
3% WIIM,RMBA, 5 WIIM,RMBA 4
0% HRTA 1
34% 59 39
untung
DMND,CAMP,HO 17
WOOD,CBMF 3
PEHA 6
2
HRTA 1
32
Sub Sektor No Kode Periode Total Aset Total Utang
1 BUDI 2015 3,265,953 2,160,702

2016 2,931,807 1,766,825
2017 2,939,456 1,744,756
2018 3,392,980 2,166,496
2019 2,999,767 1,714,449
2 CEKA 2015 1,485,826 845,933

2016 1,425,964 538,044
2017 1,392,636 489,592
2018 1,168,956 192,308
2019 1,393,080 261,785
3 DLTA 2015 1,038,322 188,700

2016 1,197,797 185,423
2017 1,340,842 196,197
2018 1,523,517 239,353
2019 1,425,984 212,420
4 ICBP 2015 26,560,624 10,173,713

2016 28,901,948 10,401,125
2017 31,619,514 11,295,184
2018 34,367,153 11,660,003
2019 38,709,314 12,038,210
5 MLBI 2015 2,100,853 1,334,373

2016 2,275,038 1,454,398
2017 2,510,078 1,445,173
2018 2,889,501 1,721,965
2019 2,896,950 1,750,943
6 MYOR 2015 11,342,717 6,148,256

2016 12,922,422 6,657,166
2017 14,915,850 7,561,503
2018 17,591,706 9,049,162
2019 19,037,919 9,137,979
7 ROTI 2015 2,706,324 1,188,535

2016 2,919,641 1,476,889
2017 4,559,574 1,739,468
2018 4,393,810 1,476,909
2019 4,682,084 1,589,486
8 SKLT 2015 377,111 225,066

2016 568,240 272,089
2017 636,284 328,714
2018 747,294 408,058
2019 790,846 410,464
9 INDF 2015 91,831,526 48,709,933

2016 82,174,515 38,233,092
2017 87,939,488 41,182,764
2018 96,537,796 46,620,996
2019 96,198,559 41,996,071
10 GGRM 2015 63,505,413 25,497,504

2016 62,951,634 23,387,406
2017 66,759,930 24,572,266
2018 69,097,219 23,963,934
2019 78,647,274 27,716,516
11 HMSP 2015 38,010,724 4,538,674

2016 38,010,724 5,994,664
2017 42,508,277 8,333,263
2018 46,602,420 11,244,167
2019 50,902,806 15,223,076
12 DVLA 2015 1,376 403

2016 1,531 452
2017 1,641 525
2018 1,683 483
2019 1,830 524
13 KAEF 2015 3,434,879 1,378,320

2016 4,612,563 2,341,155
2017 6,096,149 3,523,628
2018 11,329,091 7,182,833
2019 18,352,877 10,939,950
14 KLBF 2015 13,696,417 2,758,131

2016 15,226,009 2,762,162
2017 16,616,239 2,722,208
2018 18,146,206 2,851,611
2019 20,264,727 3,559,144
15 PYFA 2015 159,952 58,729

2016 167,063 61,554
2017 159,564 50,708
2018 187,057 68,130
2019 190,786 66,060
16 TSPC 2015 6,284,729 1,947,588

2016 6,585,807 1,950,534
2017 7,434,900 2,352,892
2018 7,869,975 2,437,127
2019 8,372,770 2,581,734
17 KINO 2015 3,211,235 1,434,605

2016 3,284,504 1,332,432
2017 3,237,595 1,182,424
2018 3,592,164 1,405,264
2019 4,695,765 1,992,903
18 TCID 2015 2,082,097 367,225

2016 2,185,101 401,943
2017 2,361,807 503,481
2018 2,445,144 472,680
2019 2,551,193 532,049
19 UNVR 2015 15,729,945 10,902,585

2016 16,745,695 12,041,437
2017 18,906,413 13,733,025
2018 20,326,869 12,943,202
2019 20,649,371 15,367,509
20 CINT 2015 382,808 67,734

2016 399,337 72,907
2017 476,578 94,304
2018 491,382 102,703
2019 521,494 131,822
21 ADES 2015 653,224 199,364

2016 767,479 187,625
2017 840,236 172,337
2018 881,275 299,261
2019 822,375 254,438
22 STTP 2015 1,919,568 910,759

2016 2,337,207 1,168,695
2017 2,342,432 957,660
2018 2,631,190 984,802
2019 2,881,563 733,556
23 MRAT 2015 497,090 120,064

2016 483,037 113,948
2017 497,354 130,623
2018 511,888 143,914
2019 532,763 164,121
24 MBTO 2015 648,899 214,686

2016 709,959 269,032
2017 780,670 367,927
2018 648,017 347,517
2019 591,064 355,893
25 LMPI 2015 793,094 391,882

2016 810,365 402,193
2017 834,548 458,292
2018 786,705 456,214
2019 737,642 448,321
26 KICI 2015 133,832 40,460

2016 139,809 50,799
2017 149,420 57,921
2018 154,089 59,439
2019 152,819 65,464
27 INAF 2015 1,533,709 941,000

2016 1,381,633 805,876
2017 1,529,875 1,003,465
2018 1,442,350 945,704
2019 1,383,935 879,000
28 SIDO 2015 2,796,111 197,797

2016 2,987,614 229,729
2017 3,158,198 262,333
2018 3,337,628 435,014
2019 3,536,898 472,191
29 WIIM 2015 13,427,000 398,991

2016 1,353,634 362,541
2017 1,255,712 247,621
2018 1,255,574 250,337
2019 1,299,522 266,351
30 RMBA 2015 12,667,314 12,369,525

2016 13,470,943 403,911
2017 14,083,598 472,068
2018 14,879,589 485,059
2019 17,000,330 2,515,291
31 MLBI 2015 2,100,853 1,334,373

2016 2,275,038 1,454,398
2017 2,510,078 1,145,173
2018 2,889,501 1,721,965
2019 2,896,950 1,750,943
32 SKLT 2015 377,111 225,066

2016 568,240 272,089
2017 636,284 328,714
2018 747,294 408,058
2019 790,846 410,464
33 ALTO 2015 1,180,228 673,256

2016 1,165,094 684,252
2017 1,109,384 690,099
2018 1,109,844 711,720
2019 1,103,450 711,720
34 AISA 2015 9,060,979 5,094,072

2016 9,254,539 4,990,139
2017 8,724,734 5,319,855
2018 1,816,406 5,267,348
2019 1,868,966 3,526,819
35 BTEK 2015 495,391 425,508

2016 4,879,715 3,462,706
2017 5,306,055 3,318,436
2018 5,165,236 2,904,708
2019 4,975,248 2,832,632
36 IIKP 2015 332,003 12,859

2016 364,933 84,699
2017 313,925 23,037
2018 298,091 23,747
2019 384,481 25,040
37 SKBM 2015 764,484 420,370

2016 1,001,657 633,268
2017 1,623,027 599,790
2018 1,771,366 730,789
2019 1,820,383 784,563
38 MGNA 2015 458,200 318,649

2016 266,724 196,069
2017 226,028 172,487
2018 204,747 187,920
2019 88,838 193,921
Perusahaan Manufaktur Sektor Industri Barang Konsumsi
Laba Bersih Ekuitas Jumlah Saham Harga saham
21,072 1,105,251 4,499 63

38,624 1,164,982 4,499 87
45,691 1,194,700 4,499 94
50,467 1,226,484 4,499 96
64,021 1,285,318 4,499 130
106,549 639,894 595 675

249,697 887,920 595 1,350
107,421 903,044 595 1,290
92,650 976,648 595 1,375
215,459 1,131,295 595 1,670
192,045 849,622 801 5,200

254,509 1,012,374 801 5,000
279,773 1,144,645 801 4,590
338,130 1,284,164 801 5,500
317,815 1,213,564 801 6,800
2,923,148 16,386,911 5,831 13,475

3,631,301 18,500,823 11,662 8,575
3,543,173 20,324,330 11,662 8,900
4,658,781 22,707,150 11,662 10,450
5,360,029 26,671,104 11,662 11,150
496,909 766,480 2,107 8,200

982,129 820,640 2,107 11,750
1,322,067 1,064,905 2,107 13,675
1,224,807 1,167,536 2,107 16,000
1,206,059 1,146,007 2,107 15,500
1,250,233 5,194,461 894 30,500

1,388,676 6,265,256 22,359 1,645
1,630,954 7,354,347 22,359 2,020
1,760,434 8,542,544 22,359 2,620
2,039,404 9,899,940 22,359 2,050
270,539 1,517,789 5,062 1,265

279,777 1,442,752 5,062 1,600
135,364 2,820,106 6,187 1,275
127,171 2,916,901 6,187 1,200
236,519 3,092,598 6,187 1,300
20,067 152,045 691 370

20,646 296,151 691 308
22,971 307,570 691 1,100
31,954 339,236 691 1,500
44,944 380,382 691 1,610
3,709,501 43,121,593 8,780 5,175

5,266,906 43,941,423 8,780 7,925
5,145,063 46,756,724 8,780 7,625
4,961,851 49,916,800 8,780 7,450
5,902,729 54,202,488 8,780 7,925
6,452,834 38,007,909 1,924 55,000

6,672,682 39,564,228 1,924 63,900
7,755,347 42,187,664 1,924 83,800
7,793,068 45,133,285 1,924 83,625
10,880,704 50,930,758 1,924 53,000
10,363,308 33,472,050 4,653 94,000

12,762,229 32,016,060 116,318 3,830
12,670,534 34,175,014 116,318 4,730
13,538,418 35,358,253 116,318 3,710
13,721,513 35,679,730 116,318 2,100
108 973 1 1,300

152 1,079 1 1,755
162 1,116 1 1,960
201 1,200 1 1,940
222 1,306 1 2,250
265,550 2,056,559 5,554 870

271,598 2,271,408 5,554 2,750
323,867 2,572,521 5,554 2,700
931,548 4,146,258 5,554 2,600
4,780,373 7,412,927 5,554 1,250
2,057,694 10,938,286 46,875 1,320

2,350,885 12,463,847 46,875 1,515
2,453,251 13,894,031 46,875 1,690
2,497,262 15,294,595 46,875 1,520
2,537,602 16,705,583 46,875 1,620
3,087 101,223 535 112

5,146 105,509 535 200
7,127 108,856 535 183
8,447 118,927 535 189
9,343 124,726 535 198
529,219 4,337,141 4,500 1,750

545,494 4,635,273 4,500 1,970
557,340 5,082,008 4,500 1,800
540,378 5,432,848 4,500 1,390
595,155 5,791,036 4,500 1,395
262,980 1,776,630 1,429 3,840

181,110 1,952,072 1,429 3,030
109,696 2,055,171 1,429 2,120
150,116 2,186,900 1,429 2,800
515,603 2,702,862 1,429 3,430
544,474 1,714,872 201 16,500

162,060 1,783,158 201 12,500
179,126 1,858,326 201 17,900
173,049 1,972,464 201 17,250
145,149 2,019,144 201 11,000
5,851,805 4,827,360 7,630 37,000

6,390,672 4,704,258 7,630 38,800
7,004,562 5,173,388 7,630 55,900
9,081,187 7,383,667 7,630 45,400
7,392,837 5,281,862 7,630 42,000
29,478 315,074 1,000 338

20,619 326,430 1,000 316
29,648 382,274 1,000 334
13,554 388,679 1,000 284
7,221 389,672 1,000 302
32,839 453,860 590 1,015

55,951 579,854 590 1,000
38,242 667,899 590 885
70,060 582,014 590 920
110,179 567,937 590 1,045
185,705 1,008,809 1,310 3,015

217,746 1,168,512 1,310 3,190
216,024 1,384,772 1,310 4,360
324,695 1,646,388 1,310 3,750
607,043 2,148,007 1,310 4,500
1,046 377,026 428 208

(5,549) 369,089 428 210
(1,283) 366,731 428 206
(2,256) 367,974 428 179
132 368,642 428 153
(14,057) 434,214 1,070 140

8,814 440,927 1,070 185
(24,691) 412,743 1,070 135
(114,131) 648,017 1,070 126
(66,946) 591,064 1,070 94
3,968 401,212 1,009 113

6,933 408,172 1,009 135
(31,141) 376,256 1,009 167
(46,391) 456,214 1,009 144
(41,670) 289,321 1,009 89
(13,001) 93,372 138 250

363 89,010 276 120
7,947 91,498 276 171
(874) 94,650 276 284
(3,173) 87,355 276 202
6,566 592,709 3,099 168

(17,367) 575,757 3,099 4680
(46,285) 526,410 3,099 5900
(32,736) 496,647 3,099 6500
7,962 504,935 3,099 870
437,475 2,598,314 15,000 550

480,525 2,757,885 15,000 520
533,799 2,895,865 15,000 545
663,849 2,902,614 15,000 840
807,689 3,064,707 15,000 1,275
131,081 943,709 4,050 430

106,290 991,093 4,050 440
40,590 978,091 4,050 290
51,143 1,005,237 4,050 141
27,328 1,033,171 4,050 168
(1,638,538) (3,148,757) 7,240 510

(2,085,811) 9,441,367 36,401 484
(480,063) 8,923,670 36,401 380
(608,463) 8,365,971 36,401 312
50,612 8,401,643 36,401 330
496,909 766,480 2,107 8200

982,129 2,275,038 2,107 11750
1,322,067 2,510,078 2,107 13675
1,224,807 1,167,536 2,107 16000
1,206,059 1,146,007 2,107 15500
20,067 152,045 690,740,500 370

20,646 296,151 690,740,500 308
22,971 307,570 690,740,500 1100
31,954 339,236 690,740,500 1500
44,944 380,382 690,740,500 1610
(24,346) 506,972 2,187 325

(42,681) 480,841 2,192 330
(35,731) 419,285 2,192 388
(33,021) 387,127 2,192 400
(7,383) 380,731 2,192 398
373,750 3,966,907 4,788 1,210

719,228 4,264,400 4,788 1,945
(846,809) 3,404,879 4,788 476
(103,041) (3,450,942) 18,797 168
1,613,969 (1,657,833) 18,797 168
272 79,882 1,103 1,800

(90,887) 1,452,659 6,888 1,230
(42,844) 2,069,367 6,888 140
(114,287) 2,260,529 46,277 150
(117,913) 2,142,616 46,277 50
(16,150) 319,144 356,640 3,675

(27,569) 280,235 356,640 2,510
(13,010) 288,888 356,640 330
(14,544) 274,344 353,280 240
85,098 359,441 353,280 50
40,151 344,087 936 945

22,545 368,389 937 640
25,880 1,023,237 1,726 715
15,955 1,040,576 1,726 695
957 1,035,820 1,726 410
2,482 139,551 1,000 53

(69,447) 70,655 1,000 65
(35,929) 53,541 1,003 77
(36,888) 16,556 1,003 50
(121,648) (105,092) 1,003 50
or Industri Barang Konsumsi
EPS (laba/jml BVPS (ekuitas/jml PBV (harga ROE (laba

saham) saham) saham/BVPS) bersih/ekuitas)
4.68 245.67 0.26 0.019065352576021

8.59 258.94 0.34 0.03315416032179
10.16 265.55 0.35 0.03824474763539
11.22 272.61 0.35 0.041147703516719
14.23 285.69 0.46 0.049809463494637
179.07 1,075.45 0.63 0.16651121567922

419.66 1,492.30 0.90 0.281215629385428
180.54 1,517.72 0.85 0.118954186713601
155.71 1,641.42 0.84 0.094864984121958
362.12 1,901.34 0.88 0.190453646468048
239.76 1,060.70 4.90 0.226035813573566

317.74 1,263.89 3.96 0.251398198689417
349.28 1,429.02 3.21 0.24441901200809
422.13 1,603.20 3.43 0.263307490320551
396.77 1,515.06 4.49 0.26188565250782
501.31 2,810.31 4.79 0.178383101000549

311.38 1,586.42 5.41 0.19627780883045
303.82 1,742.78 5.11 0.17433160158293
399.48 1,947.11 5.37 0.2051680197647
459.61 2,287.01 4.88 0.200967646483625
235.84 363.78 22.54 0.648300020874648

466.13 389.48 30.17 1.19678421719633
627.46 505.41 27.06 1.24148820786831
581.30 554.12 28.87 1.04905287717038
572.41 543.90 28.50 1.05240107608418
1,398.47 5,810.36 5.25 0.240685799739376

62.11 280.21 5.87 0.221647128225886
72.94 328.92 6.14 0.221767343857993
78.73 382.06 6.86 0.20607842347666
91.21 442.77 4.63 0.206001652535268
53.45 299.84 4.22 0.178245460996225

55.27 285.02 5.61 0.19391898261101
21.88 455.81 2.80 0.047999614198899
20.55 471.46 2.55 0.043597982927772
38.23 499.85 2.60 0.076479063880918
29.04 220.04 1.68 0.131980663619323

29.88 428.58 0.72 0.06971443621666
33.24 445.11 2.47 0.074685437461391
46.24 490.93 3.06 0.094194012427926
65.04 550.48 2.92 0.118154907435157
422.49 4,911.34 1.05 0.086024210654741

599.88 5,004.72 1.58 0.119861980801122
586.00 5,325.37 1.43 0.110038996744083
565.13 5,685.28 1.31 0.099402425636259
672.29 6,173.40 1.28 0.108901440096255
3,353.86 19,754.63 2.78 0.169776085287933

3,468.13 20,563.53 3.11 0.168654421868158
4,030.85 21,927.06 3.82 0.183829732786342
4,050.45 23,458.05 3.56 0.172667865855543
5,655.25 26,471.29 2.00 0.213637189534858
2,227.23 7,193.65 13.07 0.309610794677948

109.72 275.25 13.91 0.398619599038732
108.93 293.81 16.10 0.370754317759753
116.39 303.98 12.20 0.382892729456967
117.97 306.74 6.85 0.384574462867292
108.00 973.00 1.34 0.110996916752312

152.00 1,079.00 1.63 0.140871177015755
162.00 1,116.00 1.76 0.145161290322581
201.00 1,200.00 1.62 0.1675
222.00 1,306.00 1.72 0.169984686064319
47.81 370.28 2.35 0.129123453302337

48.90 408.97 6.72 0.119572529461902
58.31 463.18 5.83 0.125894793473017
167.73 746.54 3.48 0.224671981338354
860.71 1,334.70 0.94 0.644869833467941
43.90 233.35 5.66 0.188118504123955

50.15 265.90 5.70 0.188616323675989
52.34 296.41 5.70 0.176568700616833
53.27 326.28 4.66 0.163277419245165
54.14 356.39 4.55 0.151901433191526
5.77 189.20 0.59 0.030497021427936

9.62 197.21 1.01 0.048773090447261
13.32 203.47 0.90 0.065471815977071
15.79 222.29 0.85 0.071026764317607
17.46 233.13 0.85 0.074908198771708
117.60 963.81 1.82 0.1220202432893

121.22 1,030.06 1.91 0.11768325188182
123.85 1,129.34 1.59 0.109669248848093
120.08 1,207.30 1.15 0.099464958342291
132.26 1,286.90 1.08 0.102771766571646
184.03 1,243.27 3.09 0.148021816585333

126.74 1,366.04 2.22 0.092778340143192
76.76 1,438.19 1.47 0.053375607187918
105.05 1,530.37 1.83 0.068643285015319
360.81 1,891.44 1.81 0.190761866495589
2,708.83 8,531.70 1.93 0.317501247906549

806.27 8,871.43 1.41 0.090883701836854
891.17 9,245.40 1.94 0.09639105302299
860.94 9,813.25 1.76 0.087732399678777
722.13 10,045.49 1.10 0.071886403347161
766.95 632.68 58.48 1.21221640814027

837.57 616.55 62.93 1.35848671565208
918.03 678.03 82.44 1.35396030608955
1,190.19 967.72 46.91 1.22990202564661
968.92 692.25 60.67 1.39966492876944
29.48 315.07 1.07 0.093558973447508

20.62 326.43 0.97 0.063165150261925
29.65 382.27 0.87 0.077556935601166
13.55 388.68 0.73 0.034871963754152
7.22 389.67 0.78 0.018530969636002
55.66 769.25 1.32 0.072354911206099

94.83 982.80 1.02 0.096491530626675
64.82 1,132.03 0.78 0.057257160139482
118.75 986.46 0.93 0.120375111251619
186.74 962.61 1.09 0.19399863012975
141.76 770.08 3.92 0.184083409247935

166.22 891.99 3.58 0.186344684521853
164.90 1,057.08 4.12 0.155999688035287
247.86 1,256.78 2.98 0.197216573493004
463.39 1,639.70 2.74 0.282607552023806
2.44 880.90 0.24 0.002774344474917

(12.96) 862.36 0.24 -0.015034314216896
(3.00) 856.85 0.24 -0.003498477085384
(5.27) 859.75 0.21 -0.006130867941757
0.31 861.31 0.18 0.000358070974007
(13.14) 405.81 0.34 -0.032373437982193

8.24 412.08 0.45 0.019989703511012
(23.08) 385.74 0.35 -0.059821729260097
(106.66) 605.62 0.21 -0.176123465896728
(62.57) 552.40 0.17 -0.113263538297037
3.93 397.63 0.28 0.009890033199406

6.87 404.53 0.33 0.016985486510589
(30.86) 372.90 0.45 -0.08276545756081
(45.98) 452.14 0.32 -0.10168692762607
(41.30) 286.74 0.31 -0.144026876721704
(94.21) 676.61 0.37 -0.139238743948935

1.32 322.50 0.37 0.004078193461409
28.79 331.51 0.52 0.086854357472295
(3.17) 342.93 0.83 -0.009234020073957
(11.50) 316.50 0.64 -0.036323049625093
2.12 191.26 0.88 0.011077948875418

(5.60) 185.79 25.19 -0.030163767005872
(14.94) 169.86 34.73 -0.087925761288729
(10.56) 160.26 40.56 -0.065914019414192
2.57 162.93 5.34 0.015768366225356
29.17 173.22 3.18 0.168368796073146

32.04 183.86 2.83 0.174236779271072
35.59 193.06 2.82 0.184331451915058
44.26 193.51 4.34 0.228707296250897
53.85 204.31 6.24 0.263545258975817
32.37 233.01 1.85 0.138899809157272

26.24 244.71 1.80 0.10724523329294
10.02 241.50 1.20 0.041499206106589
12.63 248.21 0.57 0.050876559458118
6.75 255.10 0.66 0.026450606917926
(226.32) (434.91) (1.17) 0.520376135725939

(57.30) 259.37 1.87 -0.220922563438112
(13.19) 245.15 1.55 -0.053796588175045
(16.72) 229.83 1.36 -0.072730708724666
1.39 230.81 1.43 0.006024059817824
235.84 363.78 22.54 0.648300020874648

466.13 1,079.75 10.88 0.431697844167878
627.46 1,191.30 11.48 0.526703552638603
581.30 554.12 28.87 1.04905287717038
572.41 543.90 28.50 1.05240107608418
0.00 0.00 1,680,910.16 0.131980663619323

0.00 0.00 718,377.02 0.06971443621666
0.00 0.00 2,470,379.26 0.074685437461391
0.00 0.00 3,054,247.63 0.094194012427926
0.00 0.00 2,923,619.43 0.118154907435157
(11.13) 231.81 1.40 -0.048022375989207

(19.47) 219.36 1.50 -0.088763229425111
(16.30) 191.28 2.03 -0.085218884529616
(15.06) 176.61 2.26 -0.085297589679873
(3.37) 173.69 2.29 -0.019391643969102
78.06 828.51 1.46 0.094216980635039

150.21 890.64 2.18 0.168658662414408
(176.86) 711.13 0.67 -0.248704579516629
(5.48) (183.59) (0.92) 0.029858803770101
85.86 (88.20) (1.90) -0.97354136393714
0.25 72.42 24.85 0.003405022408052

(13.19) 210.90 5.83 -0.062565956635384
(6.22) 300.43 0.47 -0.020703915738484
(2.47) 48.85 3.07 -0.050557634960666
(2.55) 46.30 1.08 -0.055032259630284
(0.05) 0.89 4,106.77 -0.050604116010328

(0.08) 0.79 3,194.34 -0.098378146912413
(0.04) 0.81 407.39 -0.045034753953089
(0.04) 0.78 309.05 -0.053013734581402
0.24 1.02 49.14 0.236750954955055
42.90 367.61 2.57 0.116688511917044

24.06 393.16 1.63 0.0611988957325
14.99 592.84 1.21 0.025292283214935
9.24 602.88 1.15 0.015332854111569
0.55 600.13 0.68 0.000923905697901
2.48 139.55 0.38 0.017785612428431

(69.45) 70.66 0.92 -0.982902837732645
(35.82) 53.38 1.44 -0.671055826376048
(36.78) 16.51 3.03 -2.22807441410969
(121.28) (104.78) (0.48) 1.15753815704335
PER (harga DER ( Total
saham/EPS) Utang/ekuitas
13.45 1.95
10.13 1.52
9.26 1.46
8.56 1.77
9.14 1.33
3.77 1.32
3.22 0.61
7.15 0.54
8.83 0.20
4.61 0.23
21.69 0.22
15.74 0.18
13.14 0.17
13.03 0.19
17.14 0.18
26.88 0.62
27.54 0.56
29.29 0.56
26.16 0.51
24.26 0.45
34.77 1.74
25.21 1.77
21.79 1.36
27.52 1.47
27.08 1.53
21.81 1.18
26.49 1.06
27.69 1.03
33.28 1.06
22.48 0.92
23.67 0.78
28.95 1.02
58.28 0.62
58.38 0.51
34.01 0.51
12.74 1.48
10.31 0.92
33.09 1.07
32.44 1.20
24.75 1.08
12.25 1.13
13.21 0.87
13.01 0.88
13.18 0.93
11.79 0.77
16.40 0.67
18.42 0.59
20.79 0.58
20.65 0.53
9.37 0.54
42.20 0.14
34.91 0.19
43.42 0.24
31.88 0.32
17.80 0.43
12.04 0.41
11.55 0.42
12.10 0.47
9.65 0.40
10.14 0.40
18.20 0.67
56.24 1.03
46.30 1.37
15.50 1.73
1.45 1.48
30.07 0.25
30.21 0.22
32.29 0.20
28.53 0.19
29.92 0.21
19.41 0.58
20.79 0.58
13.74 0.47
11.97 0.57
11.34 0.53
14.88 0.45
16.25 0.42
14.53 0.46
11.58 0.45
10.55 0.45
20.87 0.81
23.91 0.68
27.62 0.58
26.65 0.64
9.51 0.74
6.09 0.21
15.50 0.23
20.09 0.27
20.04 0.24
15.23 0.26
48.24 2.26
46.32 2.56
60.89 2.65
38.15 1.75
43.35 2.91
11.47 0.21
15.33 0.22
11.27 0.25
20.95 0.26
41.82 0.34
18.24 0.44
10.54 0.32
13.65 0.26
7.75 0.51
5.60 0.45
21.27 0.90
19.19 1.00
26.44 0.69
15.13 0.60
9.71 0.34
85.11 0.32
(16.20) 0.31
(68.72) 0.36
(33.96) 0.39
496.09 0.45
(10.66) 0.49
22.46 0.61
(5.85) 0.89
(1.18) 0.54
(1.50) 0.60
28.73 0.98
19.65 0.99
(5.41) 1.22
(3.13) 1.00
(2.16) 1.55
(2.65) 0.43
91.24 0.57
5.94 0.63
(89.68) 0.63
(17.57) 0.75
79.29 1.59
(835.11) 1.40
(395.03) 1.91
(615.33) 1.90
338.62 1.74
18.86 0.08
16.23 0.08
15.31 0.09
18.98 0.15
23.68 0.15
13.29 0.42
16.77 0.37
28.94 0.25
11.17 0.25
24.90 0.26
(2.25) (3.93)
(8.45) 0.04
(28.81) 0.05
(18.67) 0.06
237.34 0.30
34.77 1.74
25.21 0.64
21.79 0.46
27.52 1.47
27.08 1.53
12,736,033.54 1.48
10,304,566.21 0.92
33,077,121.15 1.07
32,425,071.98 1.20
24,743,952.59 1.08
(29.19) 1.33
(16.95) 1.42
(23.80) 1.65
(26.55) 1.84
(118.17) 1.87
15.50 1.28
12.95 1.17
(2.69) 1.56
(30.65) (1.53)
1.96 (2.13)
7,299.26 5.33
(93.22) 2.38
(22.51) 1.60
(60.74) 1.28
(19.62) 1.32
(81,154.92) 0.04
(32,470.04) 0.30
(9,046.21) 0.08
(5,829.70) 0.09
207.57 0.07
22.03 1.22
26.60 1.72
47.69 0.59
75.18 0.70
739.46 0.76
21.35 2.28
(0.94) 2.78
(2.15) 3.22
(1.36) 11.35
(0.41) (1.85)
ROE (laba PER (harga DER ( Total
No Kode Periode
bersih/ekuitas) saham/EPS) Utang/ekuitas
1 BUDI 2015 0.019065352576021 13.45 1.95

2 BUDI 2016 0.03315416032179 10.13 1.52
3 BUDI 2017 0.03824474763539 9.26 1.46
4 BUDI 2018 0.041147703516719 8.56 1.77
5 BUDI 2019 0.049809463494637 9.14 1.33
6 CEKA 2015 0.16651121567922 3.77 1.32
7 CEKA 2016 0.281215629385428 3.22 0.61
8 CEKA 2017 0.118954186713601 7.15 0.54
9 CEKA 2018 0.094864984121958 8.83 0.20
10 CEKA 2019 0.190453646468048 4.61 0.23
11 DLTA 2015 0.226035813573566 21.69 0.22
12 DLTA 2016 0.251398198689417 15.74 0.18
13 DLTA 2017 0.24441901200809 13.14 0.17
14 DLTA 2018 0.263307490320551 13.03 0.19
15 DLTA 2019 0.26188565250782 17.14 0.18
16 ICBP 2015 0.178383101000549 26.88 0.62
17 ICBP 2016 0.19627780883045 27.54 0.56
18 ICBP 2017 0.17433160158293 29.29 0.56
19 ICBP 2018 0.2051680197647 26.16 0.51
20 ICBP 2019 0.200967646483625 24.26 0.45
21 MLBI 2015 0.648300020874648 34.77 1.74
22 MLBI 2016 1.19678421719633 25.21 1.77
23 MLBI 2017 1.24148820786831 21.79 1.36
24 MLBI 2018 1.04905287717038 27.52 1.47
25 MLBI 2019 1.05240107608418 27.08 1.53
26 MYOR 2015 0.240685799739376 21.81 1.18
27 MYOR 2016 0.221647128225886 26.49 1.06
28 MYOR 2017 0.221767343857993 27.69 1.03
29 MYOR 2018 0.20607842347666 33.28 1.06
30 MYOR 2019 0.206001652535268 22.48 0.92
31 ROTI 2015 0.178245460996225 23.67 0.78
32 ROTI 2016 0.19391898261101 28.95 1.02
33 ROTI 2017 0.047999614198899 58.28 0.62
34 ROTI 2018 0.043597982927772 58.38 0.51
35 ROTI 2019 0.076479063880918 34.01 0.51
36 SKLT 2015 0.131980663619323 12.74 1.48
37 SKLT 2016 0.06971443621666 10.31 0.92
38 SKLT 2017 0.074685437461391 33.09 1.07
39 SKLT 2018 0.094194012427926 32.44 1.20
40 SKLT 2019 0.118154907435157 24.75 1.08
41 INDF 2015 0.086024210654741 12.25 1.13
42 INDF 2016 0.119861980801122 13.21 0.87
43 INDF 2017 0.110038996744083 13.01 0.88
44 INDF 2018 0.099402425636259 13.18 0.93
45 INDF 2019 0.108901440096255 11.79 0.77
46 GGRM 2015 0.169776085287933 16.40 0.67
47 GGRM 2016 0.168654421868158 18.42 0.59
48 GGRM 2017 0.183829732786342 20.79 0.58
49 GGRM 2018 0.172667865855543 20.65 0.53
50 GGRM 2019 0.213637189534858 9.37 0.54
51 HMSP 2015 0.309610794677948 42.20 0.14
52 HMSP 2016 0.398619599038732 34.91 0.19
53 HMSP 2017 0.370754317759753 43.42 0.24
54 HMSP 2018 0.382892729456967 31.88 0.32
55 HMSP 2019 0.384574462867292 17.80 0.43
56 DVLA 2015 0.110996916752312 12.04 0.41
57 DVLA 2016 0.140871177015755 11.55 0.42
58 DVLA 2017 0.145161290322581 12.10 0.47
59 DVLA 2018 0.1675 9.65 0.40
60 DVLA 2019 0.169984686064319 10.14 0.40
61 KAEF 2015 0.129123453302337 18.20 0.67
62 KAEF 2016 0.119572529461902 56.24 1.03
63 KAEF 2017 0.125894793473017 46.30 1.37
64 KAEF 2018 0.224671981338354 15.50 1.73
65 KAEF 2019 0.644869833467941 1.45 1.48
66 KLBF 2015 0.188118504123955 30.07 0.25
67 KLBF 2016 0.188616323675989 30.21 0.22
68 KLBF 2017 0.176568700616833 32.29 0.20
69 KLBF 2018 0.163277419245165 28.53 0.19
70 KLBF 2019 0.151901433191526 29.92 0.21
71 PYFA 2015 0.030497021427936 19.41 0.58
72 PYFA 2016 0.048773090447261 20.79 0.58
73 PYFA 2017 0.065471815977071 13.74 0.47
74 PYFA 2018 0.071026764317607 11.97 0.57
75 PYFA 2019 0.074908198771708 11.34 0.53
76 TSPC 2015 0.1220202432893 14.88 0.45
77 TSPC 2016 0.11768325188182 16.25 0.42
78 TSPC 2017 0.109669248848093 14.53 0.46
79 TSPC 2018 0.099464958342291 11.58 0.45
80 TSPC 2019 0.102771766571646 10.55 0.45
81 KINO 2015 0.148021816585333 20.87 0.81
82 KINO 2016 0.092778340143192 23.91 0.68
83 KINO 2017 0.053375607187918 27.62 0.58
84 KINO 2018 0.068643285015319 26.65 0.64
85 KINO 2019 0.190761866495589 9.51 0.74
86 TCID 2015 0.317501247906549 6.09 0.21
87 TCID 2016 0.090883701836854 15.50 0.23
88 TCID 2017 0.09639105302299 20.09 0.27
89 TCID 2018 0.087732399678777 20.04 0.24
90 TCID 2019 0.071886403347161 15.23 0.26
91 UNVR 2015 1.21221640814027 48.24 2.26
92 UNVR 2016 1.35848671565208 46.32 2.56
93 UNVR 2017 1.35396030608955 60.89 2.65
94 UNVR 2018 1.22990202564661 38.15 1.75
95 UNVR 2019 1.39966492876944 43.35 2.91
96 CINT 2015 0.093558973447508 11.47 0.21
97 CINT 2016 0.063165150261925 15.33 0.22
98 CINT 2017 0.077556935601166 11.27 0.25
99 CINT 2018 0.034871963754152 20.95 0.26
100 CINT 2019 0.018530969636002 41.82 0.34
101 ADES 2015 0.072354911206099 18.24 0.44
102 ADES 2016 0.096491530626675 10.54 0.32
103 ADES 2017 0.057257160139482 13.65 0.26
104 ADES 2018 0.120375111251619 7.75 0.51
105 ADES 2019 0.19399863012975 5.60 0.45
106 STTP 2015 0.184083409247935 21.27 0.90
107 STTP 2016 0.186344684521853 19.19 1.00
108 STTP 2017 0.155999688035287 26.44 0.69
109 STTP 2018 0.197216573493004 15.13 0.60
110 STTP 2019 0.282607552023806 9.71 0.34
111 MRAT 2015 0.002774344474917 85.11 0.32
112 MRAT 2016 -0.015034314216896 (16.20) 0.31
113 MRAT 2017 -0.003498477085384 (68.72) 0.36
114 MRAT 2018 -0.006130867941757 (33.96) 0.39
115 MRAT 2019 0.000358070974007 496.09 0.45
116 MBTO 2015 -0.032373437982193 (10.66) 0.49
117 MBTO 2016 0.019989703511012 22.46 0.61
118 MBTO 2017 -0.059821729260097 (5.85) 0.89
119 MBTO 2018 -0.176123465896728 (1.18) 0.54
120 MBTO 2019 -0.113263538297037 (1.50) 0.60
121 LMPI 2015 0.009890033199406 28.73 0.98
122 LMPI 2016 0.016985486510589 19.65 0.99
123 LMPI 2017 -0.08276545756081 (5.41) 1.22
124 LMPI 2018 -0.10168692762607 (3.13) 1.00
125 LMPI 2019 -0.144026876721704 (2.16) 1.55
126 KICI 2015 -0.139238743948935 (2.65) 0.43
127 KICI 2016 0.004078193461409 91.24 0.57
128 KICI 2017 0.086854357472295 5.94 0.63
129 KICI 2018 -0.009234020073957 (89.68) 0.63
130 KICI 2019 -0.036323049625093 (17.57) 0.75
131 INAF 2015 0.011077948875418 79.29 1.59
132 INAF 2016 -0.030163767005872 (835.11) 1.40
133 INAF 2017 -0.087925761288729 (395.03) 1.91
134 INAF 2018 -0.065914019414192 (615.33) 1.90
135 INAF 2019 0.015768366225356 338.62 1.74
136 SIDO 2015 0.168368796073146 18.86 0.08
137 SIDO 2016 0.174236779271072 16.23 0.08
138 SIDO 2017 0.184331451915058 15.31 0.09
139 SIDO 2018 0.228707296250897 18.98 0.15
140 SIDO 2019 0.263545258975817 23.68 0.15
141 WIIM 2015 0.138899809157272 13.29 0.42
142 WIIM 2016 0.10724523329294 16.77 0.37
143 WIIM 2017 0.041499206106589 28.94 0.25
144 WIIM 2018 0.050876559458118 11.17 0.25
145 WIIM 2019 0.026450606917926 24.90 0.26
146 RMBA 2015 0.520376135725939 (2.25) (3.93)
147 RMBA 2016 -0.220922563438112 (8.45) 0.04
148 RMBA 2017 -0.053796588175045 (28.81) 0.05
149 RMBA 2018 -0.072730708724666 (18.67) 0.06
150 RMBA 2019 0.006024059817824 237.34 0.30
151 MLBI 2015 0.648300020874648 34.77 1.74
152 MLBI 2016 0.431697844167878 25.21 0.64
153 MLBI 2017 0.526703552638603 21.79 0.46
154 MLBI 2018 1.04905287717038 27.52 1.47
155 MLBI 2019 1.05240107608418 27.08 1.53
156 SKLT 2015 0.131980663619323 12,736,033.54 1.48
157 SKLT 2016 0.06971443621666 10,304,566.21 0.92
158 SKLT 2017 0.074685437461391 33,077,121.15 1.07
159 SKLT 2018 0.094194012427926 32,425,071.98 1.20
160 SKLT 2019 0.118154907435157 24,743,952.59 1.08
161 ALTO 2015 -0.048022375989207 (29.19) 1.33
162 ALTO 2016 -0.088763229425111 (16.95) 1.42
163 ALTO 2017 -0.085218884529616 (23.80) 1.65
164 ALTO 2018 -0.085297589679873 (26.55) 1.84
165 ALTO 2019 -0.019391643969102 (118.17) 1.87
166 AISA 2015 0.094216980635039 15.50 1.28
167 AISA 2016 0.168658662414408 12.95 1.17
168 AISA 2017 -0.248704579516629 (2.69) 1.56
169 AISA 2018 0.029858803770101 (30.65) (1.53)
170 AISA 2019 -0.97354136393714 1.96 (2.13)
171 BTEK 2015 0.003405022408052 7,299.26 5.33
172 BTEK 2016 -0.062565956635384 (93.22) 2.38
173 BTEK 2017 -0.020703915738484 (22.51) 1.60
174 BTEK 2018 -0.050557634960666 (60.74) 1.28
175 BTEK 2019 -0.055032259630284 (19.62) 1.32
176 IIKP 2015 -0.050604116010328 (81,154.92) 0.04
177 IIKP 2016 -0.098378146912413 (32,470.04) 0.30
178 IIKP 2017 -0.045034753953089 (9,046.21) 0.08
179 IIKP 2018 -0.053013734581402 (5,829.70) 0.09
180 IIKP 2019 0.236750954955055 207.57 0.07
181 SKBM 2015 0.116688511917044 22.03 1.22
182 SKBM 2016 0.0611988957325 26.60 1.72
183 SKBM 2017 0.025292283214935 47.69 0.59
184 SKBM 2018 0.015332854111569 75.18 0.70
185 SKBM 2019 0.000923905697901 739.46 0.76
186 MGNA 2015 0.017785612428431 21.35 2.28
187 MGNA 2016 -0.982902837732645 (0.94) 2.78
188 MGNA 2017 -0.671055826376048 (2.15) 3.22
189 MGNA 2018 -2.22807441410969 (1.36) 11.35
190 MGNA 2019 1.15753815704335 (0.41) (1.85)
Perusaha
Kode Object Period PBV ROE
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
MLBI MLBI 5 2015 22.54 0.65
MLBI 5 2016 30.17 1.20
MLBI 5 2017 27.06 1.24
MLBI 5 2018 28.87 1.05
MLBI 5 2019 28.50 1.05
MYOR MYOR 6 2015 5.25 0.24
MYOR 6 2016 5.87 0.22
MYOR 6 2017 6.14 0.22
MYOR 6 2018 6.86 0.21
MYOR 6 2019 4.63 0.21
ROTI ROTI 7 2015 4.22 0.18
ROTI 7 2016 5.61 0.19
ROTI 7 2017 2.80 0.05
ROTI 7 2018 2.55 0.04
ROTI 7 2019 2.60 0.08
SKLT SKLT 8 2015 1.68 0.13
SKLT 8 2016 0.72 0.07
SKLT 8 2017 2.47 0.07
SKLT 8 2018 3.06 0.09
SKLT 8 2019 2.92 0.12
INDF INDF 9 2015 1.05 0.09
INDF 9 2016 1.58 0.12
INDF 9 2017 1.43 0.11
INDF 9 2018 1.31 0.10
INDF 9 2019 1.28 0.11
GGRM GGRM 10 2015 2.78 0.17
GGRM 10 2016 3.11 0.17
GGRM 10 2017 3.82 0.18
GGRM 10 2018 3.56 0.17
GGRM 10 2019 2.00 0.21
HMSP HMSP 11 2015 13.07 0.31
HMSP 11 2016 13.91 0.40
HMSP 11 2017 16.10 0.37
HMSP 11 2018 12.20 0.38
HMSP 11 2019 6.85 0.38
DVLA DVLA 12 2015 1.34 0.11
DVLA 12 2016 1.63 0.14
DVLA 12 2017 1.76 0.15
DVLA 12 2018 1.62 0.17
DVLA 12 2019 1.72 0.17
KAEF KAEF 13 2015 2.35 0.13
KAEF 13 2016 6.72 0.12
KAEF 13 2017 5.83 0.13
KAEF 13 2018 3.48 0.22
KAEF 13 2019 0.94 0.64
KLBF KLBF 14 2015 5.66 0.19
KLBF 14 2016 5.70 0.19
KLBF 14 2017 5.70 0.18
KLBF 14 2018 4.66 0.16
KLBF 14 2019 4.55 0.15
PYFA PYFA 15 2015 0.59 0.03
PYFA 15 2016 1.01 0.05
PYFA 15 2017 0.90 0.07
PYFA 15 2018 0.85 0.07
PYFA 15 2019 0.85 0.07
TSPC TSPC 16 2015 1.82 0.12
TSPC 16 2016 1.91 0.12
TSPC 16 2017 1.59 0.11
TSPC 16 2018 1.15 0.10
TSPC 16 2019 1.08 0.10
KINO KINO 17 2015 3.09 0.15
KINO 17 2016 2.22 0.09
KINO 17 2017 1.47 0.05
KINO 17 2018 1.83 0.07
KINO 17 2019 1.81 0.19
TCID TCID 18 2015 1.93 0.32
TCID 18 2016 1.41 0.09
TCID 18 2017 1.94 0.10
TCID 18 2018 1.76 0.09
TCID 18 2019 1.10 0.07
UNVR UNVR 19 2015 58.48 1.21
UNVR 19 2016 62.93 1.36
UNVR 19 2017 82.44 1.35
UNVR 19 2018 46.91 1.23
UNVR 19 2019 60.67 1.40
CINT CINT 20 2015 1.07 0.09
CINT 20 2016 0.97 0.06
CINT 20 2017 0.87 0.08
CINT 20 2018 0.73 0.03
CINT 20 2019 0.78 0.02
ADES ADES 21 2015 1.32 0.07
ADES 21 2016 1.02 0.10
ADES 21 2017 0.78 0.06
ADES 21 2018 0.93 0.12
ADES 21 2019 1.09 0.19
STTP STTP 22 2015 3.92 0.18
STTP 22 2016 3.58 0.19
STTP 22 2017 4.12 0.16
STTP 22 2018 2.98 0.20
STTP 22 2019 2.74 0.28
MRAT MRAT 23 2015 0.24 0.00
MRAT 23 2016 0.24 -0.02
MRAT 23 2017 0.24 0.00
MRAT 23 2018 0.21 -0.01
MRAT 23 2019 0.18 0.00
MBTO MBTO 24 2015 0.34 -0.03
MBTO 24 2016 0.45 0.02
MBTO 24 2017 0.35 -0.06
MBTO 24 2018 0.21 -0.18
MBTO 24 2019 0.17 -0.11
LMPI LMPI 25 2015 0.28 0.01
LMPI 25 2016 0.33 0.02
LMPI 25 2017 0.45 -0.08
LMPI 25 2018 0.32 -0.10
LMPI 25 2019 0.31 -0.14
KICI KICI 26 2015 0.37 -0.14
KICI 26 2016 0.37 0.00
KICI 26 2017 0.52 0.09
KICI 26 2018 0.83 -0.01
KICI 26 2019 0.64 -0.04
INAF INAF 27 2015 0.88 0.01
INAF 27 2016 25.19 -0.03
INAF 27 2017 34.73 -0.09
INAF 27 2018 40.56 -0.07
INAF 27 2019 5.34 0.02
SIDO SIDO 28 2015 3.18 0.17
SIDO 28 2016 2.83 0.17
SIDO 28 2017 2.82 0.18
SIDO 28 2018 4.34 0.23
SIDO 28 2019 6.24 0.26
WIIM WIIM 29 2015 1.85 0.14
WIIM 29 2016 1.80 0.11
WIIM 29 2017 1.20 0.04
WIIM 29 2018 0.57 0.05
WIIM 29 2019 0.66 0.03
RMBA RMBA 30 2015 -1.17 0.52
RMBA 30 2016 1.87 -0.22
RMBA 30 2017 1.55 -0.05
RMBA 30 2018 1.36 -0.07
RMBA 30 2019 1.43 0.01
MLBI MLBI 31 2015 22.54 0.65
MLBI 31 2016 10.88 0.43
MLBI 31 2017 11.48 0.53
MLBI 31 2018 28.87 1.05
MLBI 31 2019 28.50 1.05
SKLT SKLT 32 2015 1680910.16 0.13
SKLT 32 2016 718377.02 0.07
SKLT 32 2017 2470379.26 0.07
SKLT 32 2018 3054247.63 0.09
SKLT 32 2019 2923619.43 0.12
ALTO ALTO 33 2015 1.40 -0.05
ALTO 33 2016 1.50 -0.09
ALTO 33 2017 2.03 -0.09
ALTO 33 2018 2.26 -0.09
ALTO 33 2019 2.29 -0.02
AISA AISA 34 2015 1.46 0.09
AISA 34 2016 2.18 0.17
AISA 34 2017 0.67 -0.25
AISA 34 2018 -0.92 0.03
AISA 34 2019 -1.90 -0.97
BTEK BTEK 35 2015 24.85 0.00
BTEK 35 2016 5.83 -0.06
BTEK 35 2017 0.47 -0.02
BTEK 35 2018 3.07 -0.05
BTEK 35 2019 1.08 -0.06
IIKP IIKP 36 2015 4106.77 -0.05
IIKP 36 2016 3194.34 -0.10
IIKP 36 2017 407.39 -0.05
IIKP 36 2018 309.05 -0.05
IIKP 36 2019 49.14 0.24
SKBM SKBM 37 2015 2.57 0.12
SKBM 37 2016 1.63 0.06
SKBM 37 2017 1.21 0.03
SKBM 37 2018 1.15 0.02
SKBM 37 2019 0.68 0.00
MGNA MGNA 38 2015 0.38 0.02
MGNA 38 2016 0.92 -0.98
MGNA 38 2017 1.44 -0.67
MGNA 38 2018 3.03 -2.23
MGNA 38 2019 -0.48 1.16
PER DER Kode Period
ResidU Zresid Keterangan
13.45 1.95 -2951.716 -0.039432 2015
10.13 1.52 -2379.666 -0.03179 2016
9.26 1.46 -2313.408 -0.030905 BUDI 2017
8.56 1.77 -2740.116 -0.036605 2018
9.14 1.33 -2164.549 -0.028916 2019
3.77 1.32 -2401.066 -0.032076 2015
3.22 0.61 -1666.086 -0.022257 2016
7.15 0.54 -1226.357 -0.016383 CEKA 2017
8.83 0.20 -699.8208 -0.009349 2018
4.61 0.23 -954.435 -0.01275 2019
21.69 0.22 -1016.513 -0.01358 2015
15.74 0.18 -1018.494 -0.013606 2016
13.14 0.17 -987.6873 -0.013195 DLTA 2017
13.03 0.19 -1049.078 -0.014015 2018
17.14 0.18 -1029.719 -0.013756 2019
26.88 0.62 -1461.463 -0.019524 2015
27.54 0.56 -1419.207 -0.018959 2016
29.29 0.56 -1363.131 -0.01821 ICBP 2017
26.16 0.51 -1371.511 -0.018322 2018
24.26 0.45 -1277.325 -0.017064 2019
34.77 1.74 -4004.238 -0.053493 2015
25.21 1.77 -5230.299 -0.069872 2016
21.79 1.36 -4759.743 -0.063586 MLBI 2017
27.52 1.47 -4502.257 -0.060146 2018
27.08 1.53 -4582.679 -0.06122 2019
21.81 1.18 -2369.131 -0.031649 2015
26.49 1.06 -2161.244 -0.028872 2016
27.69 1.03 -2114.101 -0.028242 MYOR 2017
33.28 1.06 -2122.606 -0.028356 2018
22.48 0.92 -1936.424 -0.025869 2019
23.67 0.78 -1684.34 -0.022501 2015
28.95 1.02 -2048.058 -0.02736 2016
58.28 0.62 -1177.604 -0.015732 ROTI 2017
58.38 0.51 -1016.503 -0.013579 2018
34.01 0.51 -1096.099 -0.014643 2019
12.74 1.48 -2543.298 -0.033976 2015
10.31 0.92 -1637.258 -0.021872 2016
33.09 1.07 -1854.517 -0.024775 SKLT 2017
32.44 1.20 -2080.544 -0.027794 2018
24.75 1.08 -1961.923 -0.026209 2019
12.25 1.13 -1962.234 -0.026214 2015
13.21 0.87 -1678.743 -0.022426 2016
13.01 0.88 -1672.234 -0.022339 INDF 2017
INDF
13.18 0.93 -1722.342 -0.023009 2018
11.79 0.77 -1524.168 -0.020361 2019
16.40 0.67 -1512.506 -0.020206 2015
18.42 0.59 -1400.396 -0.018708 2016
20.79 0.58 -1420.95 -0.018983 GGRM 2017
20.65 0.53 -1326.196 -0.017717 2018
9.37 0.54 -1433.9 -0.019156 2019
42.20 0.14 -1072.955 -0.014334 2015
34.91 0.19 -1335.742 -0.017844 2016
43.42 0.24 -1351.588 -0.018056 HMSP 2017
31.88 0.32 -1482.681 -0.019807 2018
17.80 0.43 -1639.671 -0.021904 2019
12.04 0.41 -1033.203 -0.013803 2015
11.55 0.42 -1104.253 -0.014752 2016
12.10 0.47 -1184.288 -0.015821 DVLA 2017
9.65 0.40 -1139.391 -0.015221 2018
10.14 0.40 -1142.976 -0.015269 2019
18.20 0.67 -1423.917 -0.019022 2015
56.24 1.03 -1897.663 -0.025351 2016
46.30 1.37 -2377.17 -0.031757 KAEF 2017
15.50 1.73 -3089.504 -0.041273 2018
1.45 1.48 -3651.019 -0.048774 2019
30.07 0.25 -975.4654 -0.013031 2015
30.21 0.22 -934.5568 -0.012485 2016
32.29 0.20 -873.2807 -0.011666 KLBF 2017
28.53 0.19 -832.0743 -0.011116 2018
29.92 0.21 -844.1606 -0.011277 2019
19.41 0.58 -1087.861 -0.014533 2015
20.79 0.58 -1131.675 -0.015118 2016
13.74 0.47 -1005.861 -0.013437 PYFA 2017
11.97 0.57 -1164.894 -0.015562 2018
11.34 0.53 -1113.868 -0.01488 2019
14.88 0.45 -1104.84 -0.01476 2015
16.25 0.42 -1056.639 -0.014116 2016
14.53 0.46 -1097.347 -0.014659 TSPC 2017
11.58 0.45 -1055.57 -0.014101 2018
10.55 0.45 -1058.912 -0.014146 2019
20.87 0.81 -1653.103 -0.022084 2015
23.91 0.68 -1362.618 -0.018203 2016
27.62 0.58 -1130.774 -0.015106 KINO 2017
26.65 0.64 -1255.886 -0.016777 2018
9.51 0.74 -1649.771 -0.022039 2019
6.09 0.21 -1205.788 -0.016108 2015
15.50 0.23 -730.3866 -0.009757 2016
20.09 0.27 -804.7968 -0.010751 TCID 2017
TCID
20.04 0.24 -743.1642 -0.009928 2018
15.23 0.26 -741.7449 -0.009909 2019
48.24 2.26 -5905.729 -0.078895 2015
46.32 2.56 -6632.684 -0.088606 2016
60.89 2.65 -6735.035 -0.089974 UNVR 2017
38.15 1.75 -5260.151 -0.070271 2018
43.35 2.91 -7204.742 -0.096248 2019
11.47 0.21 -721.8241 -0.009643 2015
15.33 0.22 -667.761 -0.008921 2016
11.27 0.25 -730.818 -0.009763 CINT 2017
20.95 0.26 -663.2425 -0.00886 2018
41.82 0.34 -731.3925 -0.009771 2019
18.24 0.44 -984.3137 -0.013149 2015
10.54 0.32 -877.3735 -0.011721 2016
13.65 0.26 -702.6108 -0.009386 ADES 2017
7.75 0.51 -1190.978 -0.01591 2018
5.60 0.45 -1259.631 -0.016827 2019
21.27 0.90 -1861.62 -0.024869 2015
19.19 1.00 -2000.438 -0.026724 2016
26.44 0.69 -1510.639 -0.020181 STTP 2017
15.13 0.60 -1471.924 -0.019663 2018
9.71 0.34 -1304.513 -0.017427 2019
85.11 0.32 -674.4726 -0.00901 2015
-16.20 0.31 -612.9907 -0.008189 2016
-68.72 0.36 -698.3669 -0.00933 MRAT 2017
-33.96 0.39 -743.8913 -0.009938 2018
496.09 0.45 -881.6967 -0.011779 2019
-10.66 0.49 -830.8865 -0.0111 2015
22.46 0.61 -1106.623 -0.014783 2016
-5.85 0.89 -1317.174 -0.017596 MBTO 2017
-1.18 0.54 -577.1399 -0.00771 2018
-1.50 0.60 -804.1714 -0.010743 2019
28.73 0.98 -1589.134 -0.021229 2015
19.65 0.99 -1615.478 -0.021581 2016
-5.41 1.22 -1716.043 -0.022925 LMPI 2017
-3.13 1.00 -1375.704 -0.018378 2018
-2.16 1.55 -2038.927 -0.027238 2019
-2.65 0.43 -515.5037 -0.006887 2015
91.24 0.57 -1024.347 -0.013684 2016
5.94 0.63 -1281.707 -0.017122 KICI 2017
-89.68 0.63 -1056.83 -0.014118 2018
-17.57 0.75 -1171.71 -0.015653 2019
79.29 1.59 -2435.177 -0.032532 2015
-835.11 1.40 -1977.926 -0.026423 2016
-395.03 1.91 -2579.884 -0.034465 INAF 2017
INAF
-615.33 1.90 -2598.533 -0.034714 2018
338.62 1.74 -2675.531 -0.035743 2019
18.86 0.08 -692.1367 -0.009246 2015
16.23 0.08 -714.8432 -0.00955 2016
15.31 0.09 -746.7083 -0.009975 SIDO 2017
18.98 0.15 -923.3824 -0.012335 2018
23.68 0.15 -1003.376 -0.013404 2019
13.29 0.42 -1105.25 -0.014765 2015
16.77 0.37 -958.5517 -0.012805 2016
28.94 0.25 -662.7039 -0.008853 WIIM 2017
11.17 0.25 -676.372 -0.009036 2018
24.90 0.26 -636.544 -0.008504 2019
-2.25 -3.93 4043.012 0.054011 2015
-8.45 0.04 200.5782 0.00268 2016
-28.81 0.05 -174.7985 -0.002335 RMBA 2017
-18.67 0.06 -141.7836 -0.001894 2018
237.34 0.30 -668.3068 -0.008928 2019
34.77 1.74 -4004.238 -0.053493 2015
25.21 0.64 -2030.841 -0.02713 2016
21.79 0.46 -1984.791 -0.026515 MLBI 2017
27.52 1.47 -4502.257 -0.060146 2018
27.08 1.53 -4582.679 -0.06122 2019
12736033.54 1.48 492899 6.584653 Outlier 2015
10304566.21 0.92 -242407 -3.238321 Outlier 2016
33077121.15 1.07 -610286 -8.152831 Outlier SKLT 2017
32425071.98 1.20 34048.16 0.45485 2018
24743952.59 1.08 618495 8.262493 Outlier 2019
-29.19 1.33 -1939.437 -0.025909 2015
-16.95 1.42 -1982.553 -0.026485 2016
-23.80 1.65 -2295.305 -0.030663 ALTO 2017
-26.55 1.84 -2559.236 -0.034189 2018
-118.17 1.87 -2736.287 -0.036554 2019
15.50 1.28 -2192.275 -0.029287 2015
12.95 1.17 -2196.449 -0.029342 2016
-2.69 1.56 -1828.792 -0.024431 AISA 2017
-30.65 -1.53 1811.076 0.024194 2018
1.96 -2.13 4812.561 0.064291 2019
7299.26 5.33 -8204.075 -0.109598 2015
-93.22 2.38 -3348 -0.044726 2016
-22.51 1.60 -2379.022 -0.031781 BTEK 2017
-60.74 1.28 -1870.207 -0.024984 2018
-19.62 1.32 -1917.246 -0.025613 2019
-81154.92 0.04 11492.01 0.153522 2015
-32470.04 0.30 5791.864 0.077374 2016
-9046.21 0.08 1014.467 0.013552 IIKP 2017
IIKP
-5829.70 0.09 624.7038 0.008345 2018
207.57 0.07 -803.4047 -0.010733 2019
22.03 1.22 -2154.789 -0.028786 2015
26.60 1.72 -2718.938 -0.036322 2016
47.69 0.59 -1086.782 -0.014518 SKBM 2017
75.18 0.70 -1227.314 -0.016396 2018
739.46 0.76 -1334.074 -0.017822 2019
21.35 2.28 -3400.833 -0.045432 2015
-0.94 2.78 -1899.901 -0.025381 2016
-2.15 3.22 -3190.284 -0.042619 MGNA 2017
-1.36 11.35 -10975.66 -0.146624 2018
-0.41 -1.85 -202.8188 -0.002709 2019
PBV ROE PER DER Residual Zresid Keterangan
0.26 0.02 13.45 1.95 -2951.72 -0.04

0.34 0.03 10.13 1.52 -2379.67 -0.03
0.35 0.04 9.26 1.46 -2313.41 -0.03
0.35 0.04 8.56 1.77 -2740.12 -0.04
0.46 0.05 9.14 1.33 -2164.55 -0.03
0.63 0.17 3.77 1.32 -2401.07 -0.03
0.90 0.28 3.22 0.61 -1666.09 -0.02
0.85 0.12 7.15 0.54 -1226.36 -0.02
0.84 0.09 8.83 0.20 -699.82 -0.01
0.88 0.19 4.61 0.23 -954.43 -0.01
4.90 0.23 21.69 0.22 -1016.51 -0.01
3.96 0.25 15.74 0.18 -1018.49 -0.01
3.21 0.24 13.14 0.17 -987.69 -0.01
3.43 0.26 13.03 0.19 -1049.08 -0.01
4.49 0.26 17.14 0.18 -1029.72 -0.01
4.79 0.18 26.88 0.62 -1461.46 -0.02
5.41 0.20 27.54 0.56 -1419.21 -0.02
5.11 0.17 29.29 0.56 -1363.13 -0.02
5.37 0.21 26.16 0.51 -1371.51 -0.02
4.88 0.20 24.26 0.45 -1277.33 -0.02
22.54 0.65 34.77 1.74 -4004.24 -0.05
30.17 1.20 25.21 1.77 -5230.30 -0.07
27.06 1.24 21.79 1.36 -4759.74 -0.06
28.87 1.05 27.52 1.47 -4502.26 -0.06
28.50 1.05 27.08 1.53 -4582.68 -0.06
5.25 0.24 21.81 1.18 -2369.13 -0.03
5.87 0.22 26.49 1.06 -2161.24 -0.03
6.14 0.22 27.69 1.03 -2114.10 -0.03
6.86 0.21 33.28 1.06 -2122.61 -0.03
4.63 0.21 22.48 0.92 -1936.42 -0.03
4.22 0.18 23.67 0.78 -1684.34 -0.02
5.61 0.19 28.95 1.02 -2048.06 -0.03
2.80 0.05 58.28 0.62 -1177.60 -0.02
2.55 0.04 58.38 0.51 -1016.50 -0.01
2.60 0.08 34.01 0.51 -1096.10 -0.01
1.68 0.13 12.74 1.48 -2543.30 -0.03
0.72 0.07 10.31 0.92 -1637.26 -0.02
2.47 0.07 33.09 1.07 -1854.52 -0.02
3.06 0.09 32.44 1.20 -2080.54 -0.03
2.92 0.12 24.75 1.08 -1961.92 -0.03
1.05 0.09 12.25 1.13 -1962.23 -0.03
1.58 0.12 13.21 0.87 -1678.74 -0.02
1.43 0.11 13.01 0.88 -1672.23 -0.02
1.31 0.10 13.18 0.93 -1722.34 -0.02
1.28 0.11 11.79 0.77 -1524.17 -0.02
2.78 0.17 16.40 0.67 -1512.51 -0.02
3.11 0.17 18.42 0.59 -1400.40 -0.02
3.82 0.18 20.79 0.58 -1420.95 -0.02
3.56 0.17 20.65 0.53 -1326.20 -0.02
2.00 0.21 9.37 0.54 -1433.90 -0.02
13.07 0.31 42.20 0.14 -1072.95 -0.01
13.91 0.40 34.91 0.19 -1335.74 -0.02
16.10 0.37 43.42 0.24 -1351.59 -0.02
12.20 0.38 31.88 0.32 -1482.68 -0.02
6.85 0.38 17.80 0.43 -1639.67 -0.02
1.34 0.11 12.04 0.41 -1033.20 -0.01
1.63 0.14 11.55 0.42 -1104.25 -0.01
1.76 0.15 12.10 0.47 -1184.29 -0.02
1.62 0.17 9.65 0.40 -1139.39 -0.02
1.72 0.17 10.14 0.40 -1142.98 -0.02
2.35 0.13 18.20 0.67 -1423.92 -0.02
6.72 0.12 56.24 1.03 -1897.66 -0.03
5.83 0.13 46.30 1.37 -2377.17 -0.03
3.48 0.22 15.50 1.73 -3089.50 -0.04
0.94 0.64 1.45 1.48 -3651.02 -0.05
5.66 0.19 30.07 0.25 -975.47 -0.01
5.70 0.19 30.21 0.22 -934.56 -0.01
5.70 0.18 32.29 0.20 -873.28 -0.01
4.66 0.16 28.53 0.19 -832.07 -0.01
4.55 0.15 29.92 0.21 -844.16 -0.01
0.59 0.03 19.41 0.58 -1087.86 -0.01
1.01 0.05 20.79 0.58 -1131.67 -0.02
0.90 0.07 13.74 0.47 -1005.86 -0.01
0.85 0.07 11.97 0.57 -1164.89 -0.02
0.85 0.07 11.34 0.53 -1113.87 -0.01
1.82 0.12 14.88 0.45 -1104.84 -0.01
1.91 0.12 16.25 0.42 -1056.64 -0.01
1.59 0.11 14.53 0.46 -1097.35 -0.01
1.15 0.10 11.58 0.45 -1055.57 -0.01
1.08 0.10 10.55 0.45 -1058.91 -0.01
3.09 0.15 20.87 0.81 -1653.10 -0.02
2.22 0.09 23.91 0.68 -1362.62 -0.02
1.47 0.05 27.62 0.58 -1130.77 -0.02
1.83 0.07 26.65 0.64 -1255.89 -0.02
1.81 0.19 9.51 0.74 -1649.77 -0.02
1.93 0.32 6.09 0.21 -1205.79 -0.02
1.41 0.09 15.50 0.23 -730.39 -0.01
1.94 0.10 20.09 0.27 -804.80 -0.01
1.76 0.09 20.04 0.24 -743.16 -0.01
1.10 0.07 15.23 0.26 -741.74 -0.01
58.48 1.21 48.24 2.26 -5905.73 -0.08
62.93 1.36 46.32 2.56 -6632.68 -0.09
82.44 1.35 60.89 2.65 -6735.04 -0.09
46.91 1.23 38.15 1.75 -5260.15 -0.07
60.67 1.40 43.35 2.91 -7204.74 -0.10
1.07 0.09 11.47 0.21 -721.82 -0.01
0.97 0.06 15.33 0.22 -667.76 -0.01
0.87 0.08 11.27 0.25 -730.82 -0.01
0.73 0.03 20.95 0.26 -663.24 -0.01
0.78 0.02 41.82 0.34 -731.39 -0.01
1.32 0.07 18.24 0.44 -984.31 -0.01
1.02 0.10 10.54 0.32 -877.37 -0.01
0.78 0.06 13.65 0.26 -702.61 -0.01
0.93 0.12 7.75 0.51 -1190.98 -0.02
1.09 0.19 5.60 0.45 -1259.63 -0.02
3.92 0.18 21.27 0.90 -1861.62 -0.02
3.58 0.19 19.19 1.00 -2000.44 -0.03
4.12 0.16 26.44 0.69 -1510.64 -0.02
2.98 0.20 15.13 0.60 -1471.92 -0.02
2.74 0.28 9.71 0.34 -1304.51 -0.02
0.24 0.00 85.11 0.32 -674.47 -0.01
0.24 -0.02 -16.20 0.31 -612.99 -0.01
0.24 0.00 -68.72 0.36 -698.37 -0.01
0.21 -0.01 -33.96 0.39 -743.89 -0.01
0.18 0.00 496.09 0.45 -881.70 -0.01
0.34 -0.03 -10.66 0.49 -830.89 -0.01
0.45 0.02 22.46 0.61 -1106.62 -0.01
0.35 -0.06 -5.85 0.89 -1317.17 -0.02
0.21 -0.18 -1.18 0.54 -577.14 -0.01
0.17 -0.11 -1.50 0.60 -804.17 -0.01
0.28 0.01 28.73 0.98 -1589.13 -0.02
0.33 0.02 19.65 0.99 -1615.48 -0.02
0.45 -0.08 -5.41 1.22 -1716.04 -0.02
0.32 -0.10 -3.13 1.00 -1375.70 -0.02
0.31 -0.14 -2.16 1.55 -2038.93 -0.03
0.37 -0.14 -2.65 0.43 -515.50 -0.01
0.37 0.00 91.24 0.57 -1024.35 -0.01
0.52 0.09 5.94 0.63 -1281.71 -0.02
0.83 -0.01 -89.68 0.63 -1056.83 -0.01
0.64 -0.04 -17.57 0.75 -1171.71 -0.02
0.88 0.01 79.29 1.59 -2435.18 -0.03
25.19 -0.03 -835.11 1.40 -1977.93 -0.03
34.73 -0.09 -395.03 1.91 -2579.88 -0.03
40.56 -0.07 -615.33 1.90 -2598.53 -0.03
5.34 0.02 338.62 1.74 -2675.53 -0.04
3.18 0.17 18.86 0.08 -692.14 -0.01
2.83 0.17 16.23 0.08 -714.84 -0.01
2.82 0.18 15.31 0.09 -746.71 -0.01
4.34 0.23 18.98 0.15 -923.38 -0.01
6.24 0.26 23.68 0.15 -1003.38 -0.01
1.85 0.14 13.29 0.42 -1105.25 -0.01
1.80 0.11 16.77 0.37 -958.55 -0.01
1.20 0.04 28.94 0.25 -662.70 -0.01
0.57 0.05 11.17 0.25 -676.37 -0.01
0.66 0.03 24.90 0.26 -636.54 -0.01
-1.17 0.52 -2.25 -3.93 4043.01 0.05
1.87 -0.22 -8.45 0.04 200.58 0.00
1.55 -0.05 -28.81 0.05 -174.80 0.00
1.36 -0.07 -18.67 0.06 -141.78 0.00
1.43 0.01 237.34 0.30 -668.31 -0.01
22.54 0.65 34.77 1.74 -4004.24 -0.05
10.88 0.43 25.21 0.64 -2030.84 -0.03
11.48 0.53 21.79 0.46 -1984.79 -0.03
28.87 1.05 27.52 1.47 -4502.26 -0.06
28.50 1.05 27.08 1.53 -4582.68 -0.06
1680910.16 0.13 12736033.54 1.48 492899.04 6.58 Outlier
718377.02 0.07 10304566.21 0.92 -242406.85 -3.24 Outlier
2470379.26 0.07 33077121.15 1.07 -610286.14 -8.15 Outlier
3054247.63 0.09 32425071.98 1.20 34048.16 0.45
2923619.43 0.12 24743952.59 1.08 618494.97 8.26 Outlier
1.40 -0.05 -29.19 1.33 -1939.44 -0.03
1.50 -0.09 -16.95 1.42 -1982.55 -0.03
2.03 -0.09 -23.80 1.65 -2295.31 -0.03
2.26 -0.09 -26.55 1.84 -2559.24 -0.03
2.29 -0.02 -118.17 1.87 -2736.29 -0.04
1.46 0.09 15.50 1.28 -2192.28 -0.03
2.18 0.17 12.95 1.17 -2196.45 -0.03
0.67 -0.25 -2.69 1.56 -1828.79 -0.02
-0.92 0.03 -30.65 -1.53 1811.08 0.02
-1.90 -0.97 1.96 -2.13 4812.56 0.06
24.85 0.00 7299.26 5.33 -8204.07 -0.11
5.83 -0.06 -93.22 2.38 -3348.00 -0.04
0.47 -0.02 -22.51 1.60 -2379.02 -0.03
3.07 -0.05 -60.74 1.28 -1870.21 -0.02
1.08 -0.06 -19.62 1.32 -1917.25 -0.03
4106.77 -0.05 -81154.92 0.04 11492.01 0.15
3194.34 -0.10 -32470.04 0.30 5791.86 0.08
407.39 -0.05 -9046.21 0.08 1014.47 0.01
309.05 -0.05 -5829.70 0.09 624.70 0.01
49.14 0.24 207.57 0.07 -803.40 -0.01
2.57 0.12 22.03 1.22 -2154.79 -0.03
1.63 0.06 26.60 1.72 -2718.94 -0.04
1.21 0.03 47.69 0.59 -1086.78 -0.01
1.15 0.02 75.18 0.70 -1227.31 -0.02
0.68 0.00 739.46 0.76 -1334.07 -0.02
0.38 0.02 21.35 2.28 -3400.83 -0.05
0.92 -0.98 -0.94 2.78 -1899.90 -0.03
1.44 -0.67 -2.15 3.22 -3190.28 -0.04
3.03 -2.23 -1.36 11.35 -10975.66 -0.15
-0.48 1.16 -0.41 -1.85 -202.82 0.00
LM Test Chow TestHausman TestModel Terbaik
Chi Square 9.738 21.792 -
Probabilitas 0.002 0.978 - REM
Model Terpilih REM CEM -
Perusaha
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
MLBI MLBI 5 2015 22.54 0.65
MLBI 5 2016 30.17 1.20
MLBI 5 2017 27.06 1.24
MLBI 5 2018 28.87 1.05
MLBI 5 2019 28.50 1.05
MYOR MYOR 6 2015 5.25 0.24
MYOR 6 2016 5.87 0.22
MYOR 6 2017 6.14 0.22
MYOR 6 2018 6.86 0.21
MYOR 6 2019 4.63 0.21
ROTI ROTI 7 2015 4.22 0.18
ROTI 7 2016 5.61 0.19
ROTI 7 2017 2.80 0.05
ROTI 7 2018 2.55 0.04
ROTI 7 2019 2.60 0.08
SKLT SKLT 8 2015 1.68 0.13
SKLT 8 2016 0.72 0.07
SKLT 8 2017 2.47 0.07
SKLT 8 2018 3.06 0.09
SKLT 8 2019 2.92 0.12
INDF INDF 9 2015 1.05 0.09
INDF 9 2016 1.58 0.12
INDF 9 2017 1.43 0.11
INDF 9 2018 1.31 0.10
INDF 9 2019 1.28 0.11
GGRM GGRM 10 2015 2.78 0.17
GGRM 10 2016 3.11 0.17
GGRM 10 2017 3.82 0.18
GGRM 10 2018 3.56 0.17
GGRM 10 2019 2.00 0.21
HMSP HMSP 11 2015 13.07 0.31
HMSP 11 2016 13.91 0.40
HMSP 11 2017 16.10 0.37
HMSP 11 2018 12.20 0.38
HMSP 11 2019 6.85 0.38
DVLA DVLA 12 2015 1.34 0.11
DVLA 12 2016 1.63 0.14
DVLA 12 2017 1.76 0.15
DVLA 12 2018 1.62 0.17
DVLA 12 2019 1.72 0.17
KAEF KAEF 13 2015 2.35 0.13
KAEF 13 2016 6.72 0.12
KAEF 13 2017 5.83 0.13
KAEF 13 2018 3.48 0.22
KAEF 13 2019 0.94 0.64
KLBF KLBF 14 2015 5.66 0.19
KLBF 14 2016 5.70 0.19
KLBF 14 2017 5.70 0.18
KLBF 14 2018 4.66 0.16
KLBF 14 2019 4.55 0.15
PYFA PYFA 15 2015 0.59 0.03
PYFA 15 2016 1.01 0.05
PYFA 15 2017 0.90 0.07
PYFA 15 2018 0.85 0.07
PYFA 15 2019 0.85 0.07
TSPC TSPC 16 2015 1.82 0.12
TSPC 16 2016 1.91 0.12
TSPC 16 2017 1.59 0.11
TSPC 16 2018 1.15 0.10
TSPC 16 2019 1.08 0.10
KINO KINO 17 2015 3.09 0.15
KINO 17 2016 2.22 0.09
KINO 17 2017 1.47 0.05
KINO 17 2018 1.83 0.07
KINO 17 2019 1.81 0.19
TCID TCID 18 2015 1.93 0.32
TCID 18 2016 1.41 0.09
TCID 18 2017 1.94 0.10
TCID 18 2018 1.76 0.09
TCID 18 2019 1.10 0.07
UNVR UNVR 19 2015 58.48 1.21
UNVR 19 2016 62.93 1.36
UNVR 19 2017 82.44 1.35
UNVR 19 2018 46.91 1.23
UNVR 19 2019 60.67 1.40
CINT CINT 20 2015 1.07 0.09
CINT 20 2016 0.97 0.06
CINT 20 2017 0.87 0.08
CINT 20 2018 0.73 0.03
CINT 20 2019 0.78 0.02
ADES ADES 21 2015 1.32 0.07
ADES 21 2016 1.02 0.10
ADES 21 2017 0.78 0.06
ADES 21 2018 0.93 0.12
ADES 21 2019 1.09 0.19
STTP STTP 22 2015 3.92 0.18
STTP 22 2016 3.58 0.19
STTP 22 2017 4.12 0.16
STTP 22 2018 2.98 0.20
STTP 22 2019 2.74 0.28
MRAT MRAT 23 2015 0.24 0.00
MRAT 23 2016 0.24 -0.02
MRAT 23 2017 0.24 0.00
MRAT 23 2018 0.21 -0.01
MRAT 23 2019 0.18 0.00
MBTO MBTO 24 2015 0.34 -0.03
MBTO 24 2016 0.45 0.02
MBTO 24 2017 0.35 -0.06
MBTO 24 2018 0.21 -0.18
MBTO 24 2019 0.17 -0.11
LMPI LMPI 25 2015 0.28 0.01
LMPI 25 2016 0.33 0.02
LMPI 25 2017 0.45 -0.08
LMPI 25 2018 0.32 -0.10
LMPI 25 2019 0.31 -0.14
KICI KICI 26 2015 0.37 -0.14
KICI 26 2016 0.37 0.00
KICI 26 2017 0.52 0.09
KICI 26 2018 0.83 -0.01
KICI 26 2019 0.64 -0.04
INAF INAF 27 2015 0.88 0.01
INAF 27 2016 25.19 -0.03
INAF 27 2017 34.73 -0.09
INAF 27 2018 40.56 -0.07
INAF 27 2019 5.34 0.02
SIDO SIDO 28 2015 3.18 0.17
SIDO 28 2016 2.83 0.17
SIDO 28 2017 2.82 0.18
SIDO 28 2018 4.34 0.23
SIDO 28 2019 6.24 0.26
WIIM WIIM 29 2015 1.85 0.14
WIIM 29 2016 1.80 0.11
WIIM 29 2017 1.20 0.04
WIIM 29 2018 0.57 0.05
WIIM 29 2019 0.66 0.03
RMBA RMBA 30 2015 -1.17 0.52
RMBA 30 2016 1.87 -0.22
RMBA 30 2017 1.55 -0.05
RMBA 30 2018 1.36 -0.07
RMBA 30 2019 1.43 0.01
MLBI MLBI 31 2015 22.54 0.65
MLBI 31 2016 10.88 0.43
MLBI 31 2017 11.48 0.53
MLBI 31 2018 28.87 1.05
MLBI 31 2019 28.50 1.05
ALTO ALTO 32 2015 1.40 -0.05
ALTO 32 2016 1.50 -0.09
ALTO 32 2017 2.03 -0.09
ALTO 32 2018 2.26 -0.09
ALTO 32 2019 2.29 -0.02
AISA AISA 33 2015 1.46 0.09
AISA 33 2016 2.18 0.17
AISA 33 2017 0.67 -0.25
AISA 33 2018 -0.92 0.03
AISA 33 2019 -1.90 -0.97
BTEK BTEK 34 2015 24.85 0.00
BTEK 34 2016 5.83 -0.06
BTEK 34 2017 0.47 -0.02
BTEK 34 2018 3.07 -0.05
BTEK 34 2019 1.08 -0.06
IIKP IIKP 35 2015 4106.77 -0.05
IIKP 35 2016 3194.34 -0.10
IIKP 35 2017 407.39 -0.05
IIKP 35 2018 309.05 -0.05
IIKP 35 2019 49.14 0.24
SKBM SKBM 36 2015 2.57 0.12
SKBM 36 2016 1.63 0.06
SKBM 36 2017 1.21 0.03
SKBM 36 2018 1.15 0.02
SKBM 36 2019 0.68 0.00
MGNA MGNA 37 2015 0.38 0.02
MGNA 37 2016 0.92 -0.98
MGNA 37 2017 1.44 -0.67
MGNA 37 2018 3.03 -2.23
MGNA 37 2019 -0.48 1.16
PER DER Kode Period
ResidU Zresid ket
13.45 1.95 -21.53875 -0.19444 2015
10.13 1.52 -17.21016 -0.155364 2016
9.26 1.46 -16.73638 -0.151087 BUDI 2017
8.56 1.77 -20.12102 -0.181642 2018
9.14 1.33 -15.50579 -0.139978 2019
3.77 1.32 -17.75996 -0.160327 2015
3.22 0.61 -12.03431 -0.108639 2016
7.15 0.54 -8.05215 -0.072691 CEKA 2017
8.83 0.20 -3.795653 -0.034265 2018
4.61 0.23 -6.207836 -0.056041 2019
21.69 0.22 -1.802341 -0.016271 2015
15.74 0.18 -3.156716 -0.028497 2016
13.14 0.17 -3.786972 -0.034187 DLTA 2017
13.03 0.19 -4.099879 -0.037012 2018
17.14 0.18 -2.660071 -0.024014 2019
26.88 0.62 -4.980338 -0.04496 2015
27.54 0.56 -4.047646 -0.03654 2016
29.29 0.56 -3.754217 -0.033891 ICBP 2017
26.16 0.51 -3.812402 -0.034416 2018
24.26 0.45 -3.663107 -0.033069 2019
34.77 1.74 -7.880344 -0.07114 2015
25.21 1.77 -11.70845 -0.105698 2016
21.79 1.36 -11.41503 -0.103049 MLBI 2017
27.52 1.47 -6.827453 -0.061635 2018
27.08 1.53 -7.863373 -0.070986 2019
21.81 1.18 -12.06006 -0.108872 2015
26.49 1.06 -9.506137 -0.085816 2016
27.69 1.03 -8.799993 -0.079442 MYOR 2017
33.28 1.06 -7.799353 -0.070408 2018
22.48 0.92 -9.173591 -0.082814 2019
23.67 0.78 -7.478189 -0.067509 2015
28.95 1.02 -8.670973 -0.078277 2016
58.28 0.62 -2.641524 -0.023846 ROTI 2017
58.38 0.51 -1.615748 -0.014586 2018
34.01 0.51 -3.657486 -0.033018 2019
12.74 1.48 -17.23205 -0.155562 2015
10.31 0.92 -11.10021 -0.100207 2016
33.09 1.07 -9.763893 -0.088143 SKLT 2017
32.44 1.20 -11.03379 -0.099607 2018
24.75 1.08 -10.7321 -0.096884 2019
12.25 1.13 -13.23469 -0.119476 2015
13.21 0.87 -10.51518 -0.094925 2016
13.01 0.88 -10.60362 -0.095724 INDF 2017
INDF
13.18 0.93 -11.0816 -0.100039 2018
11.79 0.77 -9.660572 -0.087211 2019
16.40 0.67 -7.956044 -0.071823 2015
18.42 0.59 -6.639939 -0.059942 2016
20.79 0.58 -5.991082 -0.054084 GGRM 2017
20.65 0.53 -5.487741 -0.04954 2018
9.37 0.54 -8.621488 -0.07783 2019
42.20 0.14 6.842454 0.06177 2015
34.91 0.19 5.005606 0.045188 2016
43.42 0.24 7.601548 0.068623 HMSP 2017
31.88 0.32 2.022266 0.018256 2018
17.80 0.43 -5.333404 -0.048147 2019
12.04 0.41 -5.760683 -0.052004 2015
11.55 0.42 -6.124875 -0.055292 2016
12.10 0.47 -6.6 -0.059581 DVLA 2017
9.65 0.40 -6.579289 -0.059394 2018
10.14 0.40 -6.479965 -0.058498 2019
18.20 0.67 -7.498045 -0.067688 2015
56.24 1.03 -4.65641 -0.042036 2016
46.30 1.37 -9.877928 -0.089173 KAEF 2017
15.50 1.73 -19.76997 -0.178473 2018
1.45 1.48 -28.45873 -0.25691 2019
30.07 0.25 -0.164825 -0.001488 2015
30.21 0.22 0.202454 0.001828 2016
32.29 0.20 0.832662 0.007517 KLBF 2017
28.53 0.19 -0.065378 -0.00059 2018
29.92 0.21 -0.165726 -0.001496 2019
19.41 0.58 -6.318076 -0.057036 2015
20.79 0.58 -6.204435 -0.05601 2016
13.74 0.47 -5.777935 -0.05216 PYFA 2017
11.97 0.57 -7.184242 -0.064856 2018
11.34 0.53 -6.831454 -0.061671 2019
14.88 0.45 -5.707037 -0.05152 2015
16.25 0.42 -5.145503 -0.046451 2016
14.53 0.46 -5.860098 -0.052902 TSPC 2017
11.58 0.45 -6.118845 -0.055238 2018
10.55 0.45 -6.278344 -0.056678 2019
20.87 0.81 -8.446789 -0.076253 2015
23.91 0.68 -6.737896 -0.060826 2016
27.62 0.58 -5.359997 -0.048387 KINO 2017
26.65 0.64 -6.075752 -0.054849 2018
9.51 0.74 -10.43616 -0.094212 2019
6.09 0.21 -7.332803 -0.066197 2015
15.50 0.23 -3.075641 -0.027765 2016
20.09 0.27 -2.884127 -0.026036 TCID 2017
TCID
20.04 0.24 -2.562084 -0.023129 2018
15.23 0.26 -3.447854 -0.031125 2019
48.24 2.26 12.38903 0.111842 2015
46.32 2.56 10.67415 0.096361 2016
60.89 2.65 30.08112 0.271556 UNVR 2017
38.15 1.75 5.339956 0.048206 2018
43.35 2.91 3.694513 0.033352 2019
11.47 0.21 -3.580169 -0.03232 2015
15.33 0.22 -2.970016 -0.026812 2016
11.27 0.25 -3.822699 -0.034509 CINT 2017
20.95 0.26 -2.782192 -0.025116 2018
41.82 0.34 -2.035794 -0.018378 2019
18.24 0.44 -4.950349 -0.044689 2015
10.54 0.32 -4.910737 -0.044332 2016
13.65 0.26 -3.509652 -0.031683 ADES 2017
7.75 0.51 -7.662229 -0.069171 2018
5.60 0.45 -8.339955 -0.075289 2019
21.27 0.90 -9.316788 -0.084107 2015
19.19 1.00 -10.86273 -0.098063 2016
26.44 0.69 -6.003617 -0.054197 STTP 2017
15.13 0.60 -7.57662 -0.068398 2018
9.71 0.34 -7.012587 -0.063306 2019
85.11 0.32 0.394924 0.003565 2015
-16.20 0.31 -4.889947 -0.044144 2016
-68.72 0.36 -8.601243 -0.077647 MRAT 2017
-33.96 0.39 -6.988193 -0.063086 2018
496.09 0.45 22.308 0.201385 2019
-10.66 0.49 -6.134978 -0.055383 2015
22.46 0.61 -6.407575 -0.057844 2016
-5.85 0.89 -9.593007 -0.086601 MBTO 2017
-1.18 0.54 -3.41271 -0.030808 2018
-1.50 0.60 -5.388239 -0.048642 2019
28.73 0.98 -9.960066 -0.089914 2015
19.65 0.99 -10.65467 -0.096185 2016
-5.41 1.22 -12.5364 -0.113172 LMPI 2017
-3.13 1.00 -9.829599 -0.088736 2018
-2.16 1.55 -14.86946 -0.134234 2019
-2.65 0.43 -2.939949 -0.02654 2015
91.24 0.57 -1.856734 -0.016762 2016
5.94 0.63 -8.811849 -0.079549 KICI 2017
-89.68 0.63 -12.01056 -0.108425 2018
-17.57 0.75 -8.896385 -0.080312 2019
79.29 1.59 -13.08634 -0.118137 2015
-835.11 1.40 -37.77122 -0.340979 2016
-395.03 1.91 -7.620418 -0.068793 INAF 2017
INAF
-615.33 1.90 -14.67959 -0.13252 2018
338.62 1.74 4.332749 0.039114 2019
18.86 0.08 -1.009916 -0.009117 2015
16.23 0.08 -1.695803 -0.015309 2016
15.31 0.09 -2.026018 -0.01829 SIDO 2017
18.98 0.15 -1.792915 -0.016185 2018
23.68 0.15 -0.344151 -0.003107 2019
13.29 0.42 -5.811143 -0.05246 2015
16.77 0.37 -4.43873 -0.040071 2016
28.94 0.25 -1.868663 -0.016869 WIIM 2017
11.17 0.25 -3.644663 -0.032902 2018
24.90 0.26 -2.399297 -0.02166 2019
-2.25 -3.93 29.67588 0.267898 2015
-8.45 0.04 3.998767 0.036099 2016
-28.81 0.05 -0.802615 -0.007246 RMBA 2017
-18.67 0.06 -0.109595 -0.000989 2018
237.34 0.30 10.35637 0.093492 2019
34.77 1.74 -7.880344 -0.07114 2015
25.21 0.64 -4.070542 -0.036747 2016
21.79 0.46 -3.532637 -0.031891 MLBI 2017
27.52 1.47 -6.827453 -0.061635 2018
27.08 1.53 -7.863373 -0.070986 2019
-29.19 1.33 -14.78104 -0.133435 2015
-16.95 1.42 -14.22008 -0.128371 2016
-23.80 1.65 -16.54679 -0.149376 ALTO 2017
-26.55 1.84 -18.53331 -0.167309 2018
-118.17 1.87 -25.30027 -0.228397 2019
15.50 1.28 -14.46181 -0.130554 2015
12.95 1.17 -14.0944 -0.127237 2016
-2.69 1.56 -12.6605 -0.114292 AISA 2017
-30.65 -1.53 11.97998 0.108149 2018
1.96 -2.13 38.64239 0.348843 2019
7299.26 5.33 379.961 3.430086 Outlier 2015
-93.22 2.38 -25.03864 -0.226036 2016
-22.51 1.60 -18.82555 -0.169947 BTEK 2017
-60.74 1.28 -14.38845 -0.129891 2018
-19.62 1.32 -14.3617 -0.12965 2019
-81154.92 0.04 -492.1813 -4.443152 Outlier 2015
-32470.04 0.30 1352.023 12.20534 Outlier 2016
-9046.21 0.08 -106.3497 -0.960068 IIKP 2017
-5829.70 0.09 -22.35845 -0.20184 2018
207.57 0.07 54.40143 0.491107 2019
22.03 1.22 -12.74422 -0.115048 2015
26.60 1.72 -17.70047 -0.15979 2016
47.69 0.59 -4.065727 -0.036703 SKBM 2017
SKBM
75.18 0.70 -3.616237 -0.032645 2018
739.46 0.76 33.23792 0.300054 2019
21.35 2.28 -24.4712 -0.220913 2015
-0.94 2.78 -11.17898 -0.100918 2016
-2.15 3.22 -21.53573 -0.194413 MGNA 2017
-1.36 11.35 -77.20415 -0.696958 2018
-0.41 -1.85 -4.18831 -0.03781 2019
0.26 0.02 13.45 1.95 -21.54 -0.19 LM Test

0.34 0.03 10.13 1.52 -17.21 -0.16 Chi Square 9.738
0.35 0.04 9.26 1.46 -16.74 -0.15 Probabilita 0.002
0.35 0.04 8.56 1.77 -20.12 -0.18 Model Terp REM
0.46 0.05 9.14 1.33 -15.51 -0.14
0.63 0.17 3.77 1.32 -17.76 -0.16 Identifikasi Outlier
0.90 0.28 3.22 0.61 -12.03 -0.11 Sehingga residual diperoleh da
0.85 0.12 7.15 0.54 -8.05 -0.07
0.84 0.09 8.83 0.20 -3.80 -0.03
0.88 0.19 4.61 0.23 -6.21 -0.06
4.90 0.23 21.69 0.22 -1.80 -0.02
3.96 0.25 15.74 0.18 -3.16 -0.03
3.21 0.24 13.14 0.17 -3.79 -0.03
3.43 0.26 13.03 0.19 -4.10 -0.04
4.49 0.26 17.14 0.18 -2.66 -0.02
4.79 0.18 26.88 0.62 -4.98 -0.04
5.41 0.20 27.54 0.56 -4.05 -0.04
5.11 0.17 29.29 0.56 -3.75 -0.03
5.37 0.21 26.16 0.51 -3.81 -0.03
4.88 0.20 24.26 0.45 -3.66 -0.03
22.54 0.65 34.77 1.74 -7.88 -0.07
30.17 1.20 25.21 1.77 -11.71 -0.11
27.06 1.24 21.79 1.36 -11.42 -0.10
28.87 1.05 27.52 1.47 -6.83 -0.06
28.50 1.05 27.08 1.53 -7.86 -0.07
5.25 0.24 21.81 1.18 -12.06 -0.11
5.87 0.22 26.49 1.06 -9.51 -0.09
6.14 0.22 27.69 1.03 -8.80 -0.08
6.86 0.21 33.28 1.06 -7.80 -0.07
4.63 0.21 22.48 0.92 -9.17 -0.08
4.22 0.18 23.67 0.78 -7.48 -0.07
5.61 0.19 28.95 1.02 -8.67 -0.08
2.80 0.05 58.28 0.62 -2.64 -0.02
2.55 0.04 58.38 0.51 -1.62 -0.01
2.60 0.08 34.01 0.51 -3.66 -0.03
1.68 0.13 12.74 1.48 -17.23 -0.16
0.72 0.07 10.31 0.92 -11.10 -0.10
2.47 0.07 33.09 1.07 -9.76 -0.09
3.06 0.09 32.44 1.20 -11.03 -0.10
2.92 0.12 24.75 1.08 -10.73 -0.10
1.05 0.09 12.25 1.13 -13.23 -0.12
1.58 0.12 13.21 0.87 -10.52 -0.09
1.43 0.11 13.01 0.88 -10.60 -0.10
1.31 0.10 13.18 0.93 -11.08 -0.10
1.28 0.11 11.79 0.77 -9.66 -0.09
2.78 0.17 16.40 0.67 -7.96 -0.07
3.11 0.17 18.42 0.59 -6.64 -0.06
3.82 0.18 20.79 0.58 -5.99 -0.05
3.56 0.17 20.65 0.53 -5.49 -0.05
2.00 0.21 9.37 0.54 -8.62 -0.08
13.07 0.31 42.20 0.14 6.84 0.06
13.91 0.40 34.91 0.19 5.01 0.05
16.10 0.37 43.42 0.24 7.60 0.07
12.20 0.38 31.88 0.32 2.02 0.02
6.85 0.38 17.80 0.43 -5.33 -0.05
1.34 0.11 12.04 0.41 -5.76 -0.05
1.63 0.14 11.55 0.42 -6.12 -0.06
1.76 0.15 12.10 0.47 -6.60 -0.06
1.62 0.17 9.65 0.40 -6.58 -0.06
1.72 0.17 10.14 0.40 -6.48 -0.06
2.35 0.13 18.20 0.67 -7.50 -0.07
6.72 0.12 56.24 1.03 -4.66 -0.04
5.83 0.13 46.30 1.37 -9.88 -0.09
3.48 0.22 15.50 1.73 -19.77 -0.18
0.94 0.64 1.45 1.48 -28.46 -0.26
5.66 0.19 30.07 0.25 -0.16 0.00
5.70 0.19 30.21 0.22 0.20 0.00
5.70 0.18 32.29 0.20 0.83 0.01
4.66 0.16 28.53 0.19 -0.07 0.00
4.55 0.15 29.92 0.21 -0.17 0.00
0.59 0.03 19.41 0.58 -6.32 -0.06
1.01 0.05 20.79 0.58 -6.20 -0.06
0.90 0.07 13.74 0.47 -5.78 -0.05
0.85 0.07 11.97 0.57 -7.18 -0.06
0.85 0.07 11.34 0.53 -6.83 -0.06
1.82 0.12 14.88 0.45 -5.71 -0.05
1.91 0.12 16.25 0.42 -5.15 -0.05
1.59 0.11 14.53 0.46 -5.86 -0.05
1.15 0.10 11.58 0.45 -6.12 -0.06
1.08 0.10 10.55 0.45 -6.28 -0.06
3.09 0.15 20.87 0.81 -8.45 -0.08
2.22 0.09 23.91 0.68 -6.74 -0.06
1.47 0.05 27.62 0.58 -5.36 -0.05
1.83 0.07 26.65 0.64 -6.08 -0.05
1.81 0.19 9.51 0.74 -10.44 -0.09
1.93 0.32 6.09 0.21 -7.33 -0.07
1.41 0.09 15.50 0.23 -3.08 -0.03
1.94 0.10 20.09 0.27 -2.88 -0.03
1.76 0.09 20.04 0.24 -2.56 -0.02
1.10 0.07 15.23 0.26 -3.45 -0.03
58.48 1.21 48.24 2.26 12.39 0.11
62.93 1.36 46.32 2.56 10.67 0.10
82.44 1.35 60.89 2.65 30.08 0.27
46.91 1.23 38.15 1.75 5.34 0.05
60.67 1.40 43.35 2.91 3.69 0.03
1.07 0.09 11.47 0.21 -3.58 -0.03
0.97 0.06 15.33 0.22 -2.97 -0.03
0.87 0.08 11.27 0.25 -3.82 -0.03
0.73 0.03 20.95 0.26 -2.78 -0.03
0.78 0.02 41.82 0.34 -2.04 -0.02
1.32 0.07 18.24 0.44 -4.95 -0.04
1.02 0.10 10.54 0.32 -4.91 -0.04
0.78 0.06 13.65 0.26 -3.51 -0.03
0.93 0.12 7.75 0.51 -7.66 -0.07
1.09 0.19 5.60 0.45 -8.34 -0.08
3.92 0.18 21.27 0.90 -9.32 -0.08
3.58 0.19 19.19 1.00 -10.86 -0.10
4.12 0.16 26.44 0.69 -6.00 -0.05
2.98 0.20 15.13 0.60 -7.58 -0.07
2.74 0.28 9.71 0.34 -7.01 -0.06
0.24 0.00 85.11 0.32 0.39 0.00
0.24 -0.02 -16.20 0.31 -4.89 -0.04
0.24 0.00 -68.72 0.36 -8.60 -0.08
0.21 -0.01 -33.96 0.39 -6.99 -0.06
0.18 0.00 496.09 0.45 22.31 0.20
0.34 -0.03 -10.66 0.49 -6.13 -0.06
0.45 0.02 22.46 0.61 -6.41 -0.06
0.35 -0.06 -5.85 0.89 -9.59 -0.09
0.21 -0.18 -1.18 0.54 -3.41 -0.03
0.17 -0.11 -1.50 0.60 -5.39 -0.05
0.28 0.01 28.73 0.98 -9.96 -0.09
0.33 0.02 19.65 0.99 -10.65 -0.10
0.45 -0.08 -5.41 1.22 -12.54 -0.11
0.32 -0.10 -3.13 1.00 -9.83 -0.09
0.31 -0.14 -2.16 1.55 -14.87 -0.13
0.37 -0.14 -2.65 0.43 -2.94 -0.03
0.37 0.00 91.24 0.57 -1.86 -0.02
0.52 0.09 5.94 0.63 -8.81 -0.08
0.83 -0.01 -89.68 0.63 -12.01 -0.11
0.64 -0.04 -17.57 0.75 -8.90 -0.08
0.88 0.01 79.29 1.59 -13.09 -0.12
25.19 -0.03 -835.11 1.40 -37.77 -0.34
34.73 -0.09 -395.03 1.91 -7.62 -0.07
40.56 -0.07 -615.33 1.90 -14.68 -0.13
5.34 0.02 338.62 1.74 4.33 0.04
3.18 0.17 18.86 0.08 -1.01 -0.01
2.83 0.17 16.23 0.08 -1.70 -0.02
2.82 0.18 15.31 0.09 -2.03 -0.02
4.34 0.23 18.98 0.15 -1.79 -0.02
6.24 0.26 23.68 0.15 -0.34 0.00
1.85 0.14 13.29 0.42 -5.81 -0.05
1.80 0.11 16.77 0.37 -4.44 -0.04
1.20 0.04 28.94 0.25 -1.87 -0.02
0.57 0.05 11.17 0.25 -3.64 -0.03
0.66 0.03 24.90 0.26 -2.40 -0.02
-1.17 0.52 -2.25 -3.93 29.68 0.27
1.87 -0.22 -8.45 0.04 4.00 0.04
1.55 -0.05 -28.81 0.05 -0.80 -0.01
1.36 -0.07 -18.67 0.06 -0.11 0.00
1.43 0.01 237.34 0.30 10.36 0.09
22.54 0.65 34.77 1.74 -7.88 -0.07
10.88 0.43 25.21 0.64 -4.07 -0.04
11.48 0.53 21.79 0.46 -3.53 -0.03
28.87 1.05 27.52 1.47 -6.83 -0.06
28.50 1.05 27.08 1.53 -7.86 -0.07
1.40 -0.05 -29.19 1.33 -14.78 -0.13
1.50 -0.09 -16.95 1.42 -14.22 -0.13
2.03 -0.09 -23.80 1.65 -16.55 -0.15
2.26 -0.09 -26.55 1.84 -18.53 -0.17
2.29 -0.02 -118.17 1.87 -25.30 -0.23
1.46 0.09 15.50 1.28 -14.46 -0.13
2.18 0.17 12.95 1.17 -14.09 -0.13
0.67 -0.25 -2.69 1.56 -12.66 -0.11
-0.92 0.03 -30.65 -1.53 11.98 0.11
-1.90 -0.97 1.96 -2.13 38.64 0.35
24.85 0.00 7299.26 5.33 379.96 3.43 Outlier
5.83 -0.06 -93.22 2.38 -25.04 -0.23
0.47 -0.02 -22.51 1.60 -18.83 -0.17
3.07 -0.05 -60.74 1.28 -14.39 -0.13
1.08 -0.06 -19.62 1.32 -14.36 -0.13
4106.77 -0.05 -81154.92 0.04 -492.18 -4.44 Outlier
3194.34 -0.10 -32470.04 0.30 1352.02 12.21 Outlier
407.39 -0.05 -9046.21 0.08 -106.35 -0.96
309.05 -0.05 -5829.70 0.09 -22.36 -0.20
49.14 0.24 207.57 0.07 54.40 0.49
2.57 0.12 22.03 1.22 -12.74 -0.12
1.63 0.06 26.60 1.72 -17.70 -0.16
1.21 0.03 47.69 0.59 -4.07 -0.04
1.15 0.02 75.18 0.70 -3.62 -0.03
0.68 0.00 739.46 0.76 33.24 0.30
0.38 0.02 21.35 2.28 -24.47 -0.22
0.92 -0.98 -0.94 2.78 -11.18 -0.10
1.44 -0.67 -2.15 3.22 -21.54 -0.19
3.03 -2.23 -1.36 11.35 -77.20 -0.70
-0.48 1.16 -0.41 -1.85 -4.19 -0.04
Chow TestHausman TestModel Terbaik
21.465 -
0.974 - REM
CEM -
asi Outlier
a residual diperoleh dari model Random Effect Model
Perusaha
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
MLBI MLBI 5 2015 22.54 0.65
MLBI 5 2016 30.17 1.20
MLBI 5 2017 27.06 1.24
MLBI 5 2018 28.87 1.05
MLBI 5 2019 28.50 1.05
MYOR MYOR 6 2015 5.25 0.24
MYOR 6 2016 5.87 0.22
MYOR 6 2017 6.14 0.22
MYOR 6 2018 6.86 0.21
MYOR 6 2019 4.63 0.21
ROTI ROTI 7 2015 4.22 0.18
ROTI 7 2016 5.61 0.19
ROTI 7 2017 2.80 0.05
ROTI 7 2018 2.55 0.04
ROTI 7 2019 2.60 0.08
SKLT SKLT 8 2015 1.68 0.13
SKLT 8 2016 0.72 0.07
SKLT 8 2017 2.47 0.07
SKLT 8 2018 3.06 0.09
SKLT 8 2019 2.92 0.12
INDF INDF 9 2015 1.05 0.09
INDF 9 2016 1.58 0.12
INDF 9 2017 1.43 0.11
INDF 9 2018 1.31 0.10
INDF 9 2019 1.28 0.11
GGRM GGRM 10 2015 2.78 0.17
GGRM 10 2016 3.11 0.17
GGRM 10 2017 3.82 0.18
GGRM 10 2018 3.56 0.17
GGRM 10 2019 2.00 0.21
HMSP HMSP 11 2015 13.07 0.31
HMSP 11 2016 13.91 0.40
HMSP 11 2017 16.10 0.37
HMSP 11 2018 12.20 0.38
HMSP 11 2019 6.85 0.38
DVLA DVLA 12 2015 1.34 0.11
DVLA 12 2016 1.63 0.14
DVLA 12 2017 1.76 0.15
DVLA 12 2018 1.62 0.17
DVLA 12 2019 1.72 0.17
KAEF KAEF 13 2015 2.35 0.13
KAEF 13 2016 6.72 0.12
KAEF 13 2017 5.83 0.13
KAEF 13 2018 3.48 0.22
KAEF 13 2019 0.94 0.64
KLBF KLBF 14 2015 5.66 0.19
KLBF 14 2016 5.70 0.19
KLBF 14 2017 5.70 0.18
KLBF 14 2018 4.66 0.16
KLBF 14 2019 4.55 0.15
PYFA PYFA 15 2015 0.59 0.03
PYFA 15 2016 1.01 0.05
PYFA 15 2017 0.90 0.07
PYFA 15 2018 0.85 0.07
PYFA 15 2019 0.85 0.07
TSPC TSPC 16 2015 1.82 0.12
TSPC 16 2016 1.91 0.12
TSPC 16 2017 1.59 0.11
TSPC 16 2018 1.15 0.10
TSPC 16 2019 1.08 0.10
KINO KINO 17 2015 3.09 0.15
KINO 17 2016 2.22 0.09
KINO 17 2017 1.47 0.05
KINO 17 2018 1.83 0.07
KINO 17 2019 1.81 0.19
TCID TCID 18 2015 1.93 0.32
TCID 18 2016 1.41 0.09
TCID 18 2017 1.94 0.10
TCID 18 2018 1.76 0.09
TCID 18 2019 1.10 0.07
UNVR UNVR 19 2015 58.48 1.21
UNVR 19 2016 62.93 1.36
UNVR 19 2017 82.44 1.35
UNVR 19 2018 46.91 1.23
UNVR 19 2019 60.67 1.40
CINT CINT 20 2015 1.07 0.09
CINT 20 2016 0.97 0.06
CINT 20 2017 0.87 0.08
CINT 20 2018 0.73 0.03
CINT 20 2019 0.78 0.02
ADES ADES 21 2015 1.32 0.07
ADES 21 2016 1.02 0.10
ADES 21 2017 0.78 0.06
ADES 21 2018 0.93 0.12
ADES 21 2019 1.09 0.19
STTP STTP 22 2015 3.92 0.18
STTP 22 2016 3.58 0.19
STTP 22 2017 4.12 0.16
STTP 22 2018 2.98 0.20
STTP 22 2019 2.74 0.28
MRAT MRAT 23 2015 0.24 0.00
MRAT 23 2016 0.24 -0.02
MRAT 23 2017 0.24 0.00
MRAT 23 2018 0.21 -0.01
MRAT 23 2019 0.18 0.00
MBTO MBTO 24 2015 0.34 -0.03
MBTO 24 2016 0.45 0.02
MBTO 24 2017 0.35 -0.06
MBTO 24 2018 0.21 -0.18
MBTO 24 2019 0.17 -0.11
LMPI LMPI 25 2015 0.28 0.01
LMPI 25 2016 0.33 0.02
LMPI 25 2017 0.45 -0.08
LMPI 25 2018 0.32 -0.10
LMPI 25 2019 0.31 -0.14
KICI KICI 26 2015 0.37 -0.14
KICI 26 2016 0.37 0.00
KICI 26 2017 0.52 0.09
KICI 26 2018 0.83 -0.01
KICI 26 2019 0.64 -0.04
INAF INAF 27 2015 0.88 0.01
INAF 27 2016 25.19 -0.03
INAF 27 2017 34.73 -0.09
INAF 27 2018 40.56 -0.07
INAF 27 2019 5.34 0.02
SIDO SIDO 28 2015 3.18 0.17
SIDO 28 2016 2.83 0.17
SIDO 28 2017 2.82 0.18
SIDO 28 2018 4.34 0.23
SIDO 28 2019 6.24 0.26
WIIM WIIM 29 2015 1.85 0.14
WIIM 29 2016 1.80 0.11
WIIM 29 2017 1.20 0.04
WIIM 29 2018 0.57 0.05
WIIM 29 2019 0.66 0.03
RMBA RMBA 30 2015 -1.17 0.52
RMBA 30 2016 1.87 -0.22
RMBA 30 2017 1.55 -0.05
RMBA 30 2018 1.36 -0.07
RMBA 30 2019 1.43 0.01
MLBI MLBI 31 2015 22.54 0.65
MLBI 31 2016 10.88 0.43
MLBI 31 2017 11.48 0.53
MLBI 31 2018 28.87 1.05
MLBI 31 2019 28.50 1.05
ALTO ALTO 32 2015 1.40 -0.05
ALTO 32 2016 1.50 -0.09
ALTO 32 2017 2.03 -0.09
ALTO 32 2018 2.26 -0.09
ALTO 32 2019 2.29 -0.02
AISA AISA 33 2015 1.46 0.09
AISA 33 2016 2.18 0.17
AISA 33 2017 0.67 -0.25
AISA 33 2018 -0.92 0.03
AISA 33 2019 -1.90 -0.97
SKBM SKBM 34 2015 2.57 0.12
SKBM 34 2016 1.63 0.06
SKBM 34 2017 1.21 0.03
SKBM 34 2018 1.15 0.02
SKBM 34 2019 0.68 0.00
MGNA MGNA 35 2015 0.38 0.02
MGNA 35 2016 0.92 -0.98
MGNA 35 2017 1.44 -0.67
MGNA 35 2018 3.03 -2.23
MGNA 35 2019 -0.48 1.16
PER DER Kode Period
ResidU Zresid ket
13.45 1.95 -0.481181 -0.150735 2015
10.13 1.52 0.134016 0.041982 2016
9.26 1.46 0.198313 0.062123 BUDI 2017
8.56 1.77 -0.285256 -0.089359 2018
9.14 1.33 0.434109 0.135989 2019
3.77 1.32 -1.312078 -0.411021 2015
3.22 0.61 -0.493012 -0.154441 2016
7.15 0.54 0.345863 0.108345 CEKA 2017
8.83 0.20 0.986058 0.308892 2018
4.61 0.23 0.473169 0.148225 2019
21.69 0.22 1.051002 0.329237 2015
15.74 0.18 -0.050989 -0.015973 2016
13.14 0.17 -0.789238 -0.247237 DLTA 2017
13.03 0.19 -0.680143 -0.213062 2018
17.14 0.18 0.469368 0.147034 2019
26.88 0.62 -0.376644 -0.117988 2015
27.54 0.56 0.251521 0.078791 2016
29.29 0.56 0.091041 0.02852 ICBP 2017
26.16 0.51 0.222781 0.069788 2018
24.26 0.45 -0.188699 -0.059112 2019
34.77 1.74 -3.251779 -1.018652 2015
25.21 1.77 1.691967 0.530025 2016
21.79 1.36 -1.057952 -0.331414 MLBI 2017
27.52 1.47 1.548146 0.484972 2018
27.08 1.53 1.069618 0.335068 2019
21.81 1.18 -0.870537 -0.272704 2015
26.49 1.06 0.095517 0.029922 2016
27.69 1.03 0.437168 0.136947 MYOR 2017
33.28 1.06 1.270833 0.398101 2018
22.48 0.92 -0.932981 -0.292265 2019
23.67 0.78 -0.077315 -0.02422 2015
28.95 1.02 0.975431 0.305563 2016
58.28 0.62 -0.085579 -0.026808 ROTI 2017
58.38 0.51 -0.150856 -0.047257 2018
34.01 0.51 -0.661681 -0.207278 2019
12.74 1.48 -1.30214 -0.407908 2015
10.31 0.92 -1.185853 -0.37148 2016
33.09 1.07 0.700169 0.219335 SKLT 2017
32.44 1.20 0.984977 0.308554 2018
24.75 1.08 0.802846 0.2515 2019
12.25 1.13 -0.517492 -0.162109 2015
13.21 0.87 0.263094 0.082417 2016
13.01 0.88 0.136483 0.042755 INDF 2017
INDF
13.18 0.93 -0.013485 -0.004224 2018
11.79 0.77 0.1314 0.041162 2019
16.40 0.67 -0.35996 -0.112761 2015
18.42 0.59 0.121222 0.037974 2016
20.79 0.58 0.819386 0.256681 GGRM 2017
20.65 0.53 0.687405 0.215337 2018
9.37 0.54 -1.268054 -0.397231 2019
42.20 0.14 1.235486 0.387028 2015
34.91 0.19 1.482478 0.464401 2016
43.42 0.24 3.849942 1.206032 HMSP 2017
31.88 0.32 -0.402382 -0.12605 2018
17.80 0.43 -6.165525 -1.931412 2019
12.04 0.41 -0.086862 -0.02721 2015
11.55 0.42 0.053416 0.016733 2016
12.10 0.47 0.096079 0.030098 DVLA 2017
9.65 0.40 -0.083763 -0.026239 2018
10.14 0.40 0.02113 0.006619 2019
18.20 0.67 -0.255628 -0.080078 2015
56.24 1.03 4.258041 1.333873 2016
46.30 1.37 2.662593 0.834084 KAEF 2017
15.50 1.73 -1.185036 -0.371224 2018
1.45 1.48 -5.47997 -1.716655 2019
30.07 0.25 0.280085 0.087739 2015
30.21 0.22 0.366737 0.114884 2016
32.29 0.20 0.498148 0.15605 KLBF 2017
28.53 0.19 -0.533488 -0.16712 2018
29.92 0.21 -0.611482 -0.191553 2019
19.41 0.58 -0.108681 -0.034046 2015
20.79 0.58 0.249213 0.078069 2016
13.74 0.47 0.117017 0.036657 PYFA 2017
11.97 0.57 -0.146554 -0.045909 2018
11.34 0.53 -0.110995 -0.03477 2019
14.88 0.45 0.268077 0.083978 2015
16.25 0.42 0.449497 0.14081 2016
14.53 0.46 0.075403 0.023621 TSPC 2017
11.58 0.45 -0.348865 -0.109285 2018
10.55 0.45 -0.444112 -0.139123 2019
20.87 0.81 0.644465 0.201885 2015
23.91 0.68 0.26065 0.081651 2016
27.62 0.58 -0.083433 -0.026136 KINO 2017
26.65 0.64 0.086691 0.027157 2018
9.51 0.74 -0.908372 -0.284556 2019
6.09 0.21 -0.638531 -0.200026 2015
15.50 0.23 3.74E-05 1.172E-05 2016
20.09 0.27 0.510662 0.15997 TCID 2017
TCID
20.04 0.24 0.4174 0.130755 2018
15.23 0.26 -0.289569 -0.09071 2019
48.24 2.26 -3.096064 -0.969873 2015
46.32 2.56 0.211423 0.06623 2016
60.89 2.65 19.84641 6.217085 Outlier UNVR 2017
38.15 1.75 -14.15594 -4.434487 Outlier 2018
43.35 2.91 -2.805836 -0.878956 2019
11.47 0.21 -0.0555 -0.017386 2015
15.33 0.22 0.028894 0.009051 2016
11.27 0.25 -0.232984 -0.072985 CINT 2017
20.95 0.26 -0.04794 -0.015018 2018
41.82 0.34 0.30753 0.096337 2019
18.24 0.44 0.507821 0.15908 2015
10.54 0.32 0.1414 0.044295 2016
13.65 0.26 0.23258 0.072858 ADES 2017
7.75 0.51 -0.382619 -0.119859 2018
5.60 0.45 -0.499183 -0.156374 2019
21.27 0.90 0.279885 0.087677 2015
19.19 1.00 -0.249235 -0.078075 2016
26.44 0.69 1.017804 0.318837 STTP 2017
15.13 0.60 -0.35818 -0.112204 2018
9.71 0.34 -0.690274 -0.216235 2019
85.11 0.32 -0.071744 -0.022475 2015
-16.20 0.31 -1.658385 -0.519506 2016
-68.72 0.36 -2.660109 -0.833305 MRAT 2017
-33.96 0.39 -2.153045 -0.674463 2018
496.09 0.45 6.543283 2.049748 Outlier 2019
-10.66 0.49 -0.13059 -0.040909 2015
22.46 0.61 0.116159 0.036388 2016
-5.85 0.89 -0.514373 -0.161133 MBTO 2017
-1.18 0.54 0.477126 0.149464 2018
-1.50 0.60 0.051679 0.016189 2019
28.73 0.98 0.234252 0.073382 2015
19.65 0.99 0.0874 0.027379 2016
-5.41 1.22 -0.113244 -0.035475 LMPI 2017
-3.13 1.00 0.206444 0.064671 2018
-2.16 1.55 -0.414852 -0.129956 2019
-2.65 0.43 0.620205 0.194285 2015
91.24 0.57 1.335794 0.418451 2016
5.94 0.63 -0.409509 -0.128283 KICI 2017
-89.68 0.63 -1.249932 -0.391554 2018
-17.57 0.75 -0.296558 -0.0929 2019
79.29 1.59 -14.39236 -4.508548 Outlier 2015
-835.11 1.40 -4.858707 -1.522038 2016
-395.03 1.91 11.52617 3.610688 Outlier INAF 2017
INAF
-615.33 1.90 13.58244 4.254835 Outlier 2018
338.62 1.74 -5.857553 -1.834936 2019
18.86 0.08 -0.490362 -0.153611 2015
16.23 0.08 -0.918237 -0.287647 2016
15.31 0.09 -0.995272 -0.311779 SIDO 2017
18.98 0.15 0.29483 0.092359 2018
23.68 0.15 2.10904 0.660678 2019
13.29 0.42 0.069283 0.021704 2015
16.77 0.37 0.307998 0.096483 2016
28.94 0.25 0.378807 0.118665 WIIM 2017
11.17 0.25 -0.586361 -0.183683 2018
24.90 0.26 -0.169727 -0.053169 2019
-2.25 -3.93 -0.173691 -0.054411 2015
-8.45 0.04 0.179133 0.056115 2016
-28.81 0.05 -1.246267 -0.390405 RMBA 2017
-18.67 0.06 -1.191691 -0.373309 2018
237.34 0.30 2.432516 0.76201 2019
34.77 1.74 1.776958 0.55665 2015
25.21 0.64 -7.418244 -2.323838 Outlier 2016
21.79 0.46 -7.033952 -2.203455 Outlier MLBI 2017
27.52 1.47 6.576883 2.060274 Outlier 2018
27.08 1.53 6.098354 1.91037 2019
-29.19 1.33 0.0921 0.028851 2015
-16.95 1.42 0.440704 0.138055 2016
-23.80 1.65 0.50168 0.157156 ALTO 2017
-26.55 1.84 0.405054 0.126887 2018
-118.17 1.87 -1.439538 -0.45095 2019
15.50 1.28 -1.644381 -0.515119 2015
12.95 1.17 -1.129585 -0.353854 2016
-2.69 1.56 -1.605689 -0.502998 AISA 2017
-30.65 -1.53 -0.301563 -0.094468 2018
1.96 -2.13 4.681218 1.466438 2019
22.03 1.22 -2.211532 -0.692784 2015
26.60 1.72 -3.570224 -1.118408 2016
47.69 0.59 -1.786547 -0.559653 SKBM 2017
75.18 0.70 -1.509782 -0.472954 2018
739.46 0.76 9.078085 2.8438 Outlier 2019
21.35 2.28 -1.001035 -0.313584 2015
-0.94 2.78 2.952523 0.924907 2016
-2.15 3.22 1.37958 0.432167 MGNA 2017
-1.36 11.35 -2.128505 -0.666775 2018
-0.41 -1.85 -1.202563 -0.376715 2019
0.26 0.02 13.45 1.95 -0.48 -0.15 LM Test

0.34 0.03 10.13 1.52 0.13 0.04 Chi Square 57.698
0.35 0.04 9.26 1.46 0.20 0.06 Probabilita 0.000
0.35 0.04 8.56 1.77 -0.29 -0.09 Model Terp REM
0.46 0.05 9.14 1.33 0.43 0.14
0.85 0.12 7.15 0.54 0.35 0.11
0.84 0.09 8.83 0.20 0.99 0.31
0.88 0.19 4.61 0.23 0.47 0.15
4.90 0.23 21.69 0.22 1.05 0.33
3.96 0.25 15.74 0.18 -0.05 -0.02
3.21 0.24 13.14 0.17 -0.79 -0.25
3.43 0.26 13.03 0.19 -0.68 -0.21
4.49 0.26 17.14 0.18 0.47 0.15
4.79 0.18 26.88 0.62 -0.38 -0.12
5.41 0.20 27.54 0.56 0.25 0.08
5.11 0.17 29.29 0.56 0.09 0.03
5.37 0.21 26.16 0.51 0.22 0.07
4.88 0.20 24.26 0.45 -0.19 -0.06
22.54 0.65 34.77 1.74 -3.25 -1.02
30.17 1.20 25.21 1.77 1.69 0.53
27.06 1.24 21.79 1.36 -1.06 -0.33
28.87 1.05 27.52 1.47 1.55 0.48
28.50 1.05 27.08 1.53 1.07 0.34
5.25 0.24 21.81 1.18 -0.87 -0.27
5.87 0.22 26.49 1.06 0.10 0.03
6.14 0.22 27.69 1.03 0.44 0.14
6.86 0.21 33.28 1.06 1.27 0.40
4.63 0.21 22.48 0.92 -0.93 -0.29
4.22 0.18 23.67 0.78 -0.08 -0.02
5.61 0.19 28.95 1.02 0.98 0.31
2.80 0.05 58.28 0.62 -0.09 -0.03
2.55 0.04 58.38 0.51 -0.15 -0.05
2.60 0.08 34.01 0.51 -0.66 -0.21
1.68 0.13 12.74 1.48 -1.30 -0.41
0.72 0.07 10.31 0.92 -1.19 -0.37
2.47 0.07 33.09 1.07 0.70 0.22
3.06 0.09 32.44 1.20 0.98 0.31
2.92 0.12 24.75 1.08 0.80 0.25
1.05 0.09 12.25 1.13 -0.52 -0.16
1.58 0.12 13.21 0.87 0.26 0.08
1.43 0.11 13.01 0.88 0.14 0.04
1.31 0.10 13.18 0.93 -0.01 0.00
1.28 0.11 11.79 0.77 0.13 0.04
2.78 0.17 16.40 0.67 -0.36 -0.11
3.11 0.17 18.42 0.59 0.12 0.04
3.82 0.18 20.79 0.58 0.82 0.26
3.56 0.17 20.65 0.53 0.69 0.22
2.00 0.21 9.37 0.54 -1.27 -0.40
13.07 0.31 42.20 0.14 1.24 0.39
13.91 0.40 34.91 0.19 1.48 0.46
16.10 0.37 43.42 0.24 3.85 1.21
12.20 0.38 31.88 0.32 -0.40 -0.13
6.85 0.38 17.80 0.43 -6.17 -1.93
1.34 0.11 12.04 0.41 -0.09 -0.03
1.63 0.14 11.55 0.42 0.05 0.02
1.76 0.15 12.10 0.47 0.10 0.03
1.62 0.17 9.65 0.40 -0.08 -0.03
1.72 0.17 10.14 0.40 0.02 0.01
2.35 0.13 18.20 0.67 -0.26 -0.08
6.72 0.12 56.24 1.03 4.26 1.33
5.83 0.13 46.30 1.37 2.66 0.83
3.48 0.22 15.50 1.73 -1.19 -0.37
0.94 0.64 1.45 1.48 -5.48 -1.72
5.66 0.19 30.07 0.25 0.28 0.09
5.70 0.19 30.21 0.22 0.37 0.11
5.70 0.18 32.29 0.20 0.50 0.16
4.66 0.16 28.53 0.19 -0.53 -0.17
4.55 0.15 29.92 0.21 -0.61 -0.19
0.59 0.03 19.41 0.58 -0.11 -0.03
1.01 0.05 20.79 0.58 0.25 0.08
0.90 0.07 13.74 0.47 0.12 0.04
0.85 0.07 11.97 0.57 -0.15 -0.05
0.85 0.07 11.34 0.53 -0.11 -0.03
1.82 0.12 14.88 0.45 0.27 0.08
1.91 0.12 16.25 0.42 0.45 0.14
1.59 0.11 14.53 0.46 0.08 0.02
1.15 0.10 11.58 0.45 -0.35 -0.11
1.08 0.10 10.55 0.45 -0.44 -0.14
3.09 0.15 20.87 0.81 0.64 0.20
2.22 0.09 23.91 0.68 0.26 0.08
1.47 0.05 27.62 0.58 -0.08 -0.03
1.83 0.07 26.65 0.64 0.09 0.03
1.81 0.19 9.51 0.74 -0.91 -0.28
1.93 0.32 6.09 0.21 -0.64 -0.20
1.41 0.09 15.50 0.23 0.00 0.00
1.94 0.10 20.09 0.27 0.51 0.16
1.76 0.09 20.04 0.24 0.42 0.13
1.10 0.07 15.23 0.26 -0.29 -0.09
58.48 1.21 48.24 2.26 -3.10 -0.97
62.93 1.36 46.32 2.56 0.21 0.07
82.44 1.35 60.89 2.65 19.85 6.22 Outlier
46.91 1.23 38.15 1.75 -14.16 -4.43 Outlier
60.67 1.40 43.35 2.91 -2.81 -0.88
1.07 0.09 11.47 0.21 -0.06 -0.02
0.97 0.06 15.33 0.22 0.03 0.01
0.87 0.08 11.27 0.25 -0.23 -0.07
0.73 0.03 20.95 0.26 -0.05 -0.02
0.78 0.02 41.82 0.34 0.31 0.10
1.32 0.07 18.24 0.44 0.51 0.16
1.02 0.10 10.54 0.32 0.14 0.04
0.78 0.06 13.65 0.26 0.23 0.07
0.93 0.12 7.75 0.51 -0.38 -0.12
1.09 0.19 5.60 0.45 -0.50 -0.16
3.92 0.18 21.27 0.90 0.28 0.09
3.58 0.19 19.19 1.00 -0.25 -0.08
4.12 0.16 26.44 0.69 1.02 0.32
2.98 0.20 15.13 0.60 -0.36 -0.11
2.74 0.28 9.71 0.34 -0.69 -0.22
0.24 0.00 85.11 0.32 -0.07 -0.02
0.24 -0.02 -16.20 0.31 -1.66 -0.52
0.24 0.00 -68.72 0.36 -2.66 -0.83
0.21 -0.01 -33.96 0.39 -2.15 -0.67
0.18 0.00 496.09 0.45 6.54 2.05 Outlier
0.34 -0.03 -10.66 0.49 -0.13 -0.04
0.45 0.02 22.46 0.61 0.12 0.04
0.35 -0.06 -5.85 0.89 -0.51 -0.16
0.21 -0.18 -1.18 0.54 0.48 0.15
0.17 -0.11 -1.50 0.60 0.05 0.02
0.28 0.01 28.73 0.98 0.23 0.07
0.33 0.02 19.65 0.99 0.09 0.03
0.45 -0.08 -5.41 1.22 -0.11 -0.04
0.32 -0.10 -3.13 1.00 0.21 0.06
0.31 -0.14 -2.16 1.55 -0.41 -0.13
0.37 -0.14 -2.65 0.43 0.62 0.19
0.37 0.00 91.24 0.57 1.34 0.42
0.52 0.09 5.94 0.63 -0.41 -0.13
0.83 -0.01 -89.68 0.63 -1.25 -0.39
0.64 -0.04 -17.57 0.75 -0.30 -0.09
0.88 0.01 79.29 1.59 -14.39 -4.51 Outlier
25.19 -0.03 -835.11 1.40 -4.86 -1.52
34.73 -0.09 -395.03 1.91 11.53 3.61 Outlier
40.56 -0.07 -615.33 1.90 13.58 4.25 Outlier
5.34 0.02 338.62 1.74 -5.86 -1.83
3.18 0.17 18.86 0.08 -0.49 -0.15
2.83 0.17 16.23 0.08 -0.92 -0.29
2.82 0.18 15.31 0.09 -1.00 -0.31
4.34 0.23 18.98 0.15 0.29 0.09
6.24 0.26 23.68 0.15 2.11 0.66
1.85 0.14 13.29 0.42 0.07 0.02
1.80 0.11 16.77 0.37 0.31 0.10
1.20 0.04 28.94 0.25 0.38 0.12
0.57 0.05 11.17 0.25 -0.59 -0.18
0.66 0.03 24.90 0.26 -0.17 -0.05
-1.17 0.52 -2.25 -3.93 -0.17 -0.05
1.87 -0.22 -8.45 0.04 0.18 0.06
1.55 -0.05 -28.81 0.05 -1.25 -0.39
1.36 -0.07 -18.67 0.06 -1.19 -0.37
1.43 0.01 237.34 0.30 2.43 0.76
22.54 0.65 34.77 1.74 1.78 0.56
10.88 0.43 25.21 0.64 -7.42 -2.32 Outlier
11.48 0.53 21.79 0.46 -7.03 -2.20 Outlier
28.87 1.05 27.52 1.47 6.58 2.06 Outlier
28.50 1.05 27.08 1.53 6.10 1.91
1.40 -0.05 -29.19 1.33 0.09 0.03
1.50 -0.09 -16.95 1.42 0.44 0.14
2.03 -0.09 -23.80 1.65 0.50 0.16
2.26 -0.09 -26.55 1.84 0.41 0.13
2.29 -0.02 -118.17 1.87 -1.44 -0.45
1.46 0.09 15.50 1.28 -1.64 -0.52
2.18 0.17 12.95 1.17 -1.13 -0.35
0.67 -0.25 -2.69 1.56 -1.61 -0.50
-0.92 0.03 -30.65 -1.53 -0.30 -0.09
-1.90 -0.97 1.96 -2.13 4.68 1.47
2.57 0.12 22.03 1.22 -2.21 -0.69
1.63 0.06 26.60 1.72 -3.57 -1.12
1.21 0.03 47.69 0.59 -1.79 -0.56
1.15 0.02 75.18 0.70 -1.51 -0.47
0.68 0.00 739.46 0.76 9.08 2.84 Outlier
0.38 0.02 21.35 2.28 -1.00 -0.31
0.92 -0.98 -0.94 2.78 2.95 0.92
1.44 -0.67 -2.15 3.22 1.38 0.43
3.03 -2.23 -1.36 11.35 -2.13 -0.67
-0.48 1.16 -0.41 -1.85 -1.20 -0.38
Chow Test
Hausman TestModel Terbaik
259.192 78.965
0.000 0.000 FEM
FEM FEM
asi Outlier
a residual diperoleh dari model Fixed Effect Model
Perusaha
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
MLBI MLBI 5 2015 22.54 0.65
MLBI 5 2016 30.17 1.20
MLBI 5 2017 27.06 1.24
MLBI 5 2018 28.87 1.05
MLBI 5 2019 28.50 1.05
MYOR MYOR 6 2015 5.25 0.24
MYOR 6 2016 5.87 0.22
MYOR 6 2017 6.14 0.22
MYOR 6 2018 6.86 0.21
MYOR 6 2019 4.63 0.21
ROTI ROTI 7 2015 4.22 0.18
ROTI 7 2016 5.61 0.19
ROTI 7 2017 2.80 0.05
ROTI 7 2018 2.55 0.04
ROTI 7 2019 2.60 0.08
SKLT SKLT 8 2015 1.68 0.13
SKLT 8 2016 0.72 0.07
SKLT 8 2017 2.47 0.07
SKLT 8 2018 3.06 0.09
SKLT 8 2019 2.92 0.12
INDF INDF 9 2015 1.05 0.09
INDF 9 2016 1.58 0.12
INDF 9 2017 1.43 0.11
INDF 9 2018 1.31 0.10
INDF 9 2019 1.28 0.11
GGRM GGRM 10 2015 2.78 0.17
GGRM 10 2016 3.11 0.17
GGRM 10 2017 3.82 0.18
GGRM 10 2018 3.56 0.17
GGRM 10 2019 2.00 0.21
HMSP HMSP 11 2015 13.07 0.31
HMSP 11 2016 13.91 0.40
HMSP 11 2017 16.10 0.37
HMSP 11 2018 12.20 0.38
HMSP 11 2019 6.85 0.38
DVLA DVLA 12 2015 1.34 0.11
DVLA 12 2016 1.63 0.14
DVLA 12 2017 1.76 0.15
DVLA 12 2018 1.62 0.17
DVLA 12 2019 1.72 0.17
KAEF KAEF 13 2015 2.35 0.13
KAEF 13 2016 6.72 0.12
KAEF 13 2017 5.83 0.13
KAEF 13 2018 3.48 0.22
KAEF 13 2019 0.94 0.64
KLBF KLBF 14 2015 5.66 0.19
KLBF 14 2016 5.70 0.19
KLBF 14 2017 5.70 0.18
KLBF 14 2018 4.66 0.16
KLBF 14 2019 4.55 0.15
PYFA PYFA 15 2015 0.59 0.03
PYFA 15 2016 1.01 0.05
PYFA 15 2017 0.90 0.07
PYFA 15 2018 0.85 0.07
PYFA 15 2019 0.85 0.07
TSPC TSPC 16 2015 1.82 0.12
TSPC 16 2016 1.91 0.12
TSPC 16 2017 1.59 0.11
TSPC 16 2018 1.15 0.10
TSPC 16 2019 1.08 0.10
KINO KINO 17 2015 3.09 0.15
KINO 17 2016 2.22 0.09
KINO 17 2017 1.47 0.05
KINO 17 2018 1.83 0.07
KINO 17 2019 1.81 0.19
TCID TCID 18 2015 1.93 0.32
TCID 18 2016 1.41 0.09
TCID 18 2017 1.94 0.10
TCID 18 2018 1.76 0.09
TCID 18 2019 1.10 0.07
CINT CINT 19 2015 1.07 0.09
CINT 19 2016 0.97 0.06
CINT 19 2017 0.87 0.08
CINT 19 2018 0.73 0.03
CINT 19 2019 0.78 0.02
ADES ADES 20 2015 1.32 0.07
ADES 20 2016 1.02 0.10
ADES 20 2017 0.78 0.06
ADES 20 2018 0.93 0.12
ADES 20 2019 1.09 0.19
STTP STTP 21 2015 3.92 0.18
STTP 21 2016 3.58 0.19
STTP 21 2017 4.12 0.16
STTP 21 2018 2.98 0.20
STTP 21 2019 2.74 0.28
MBTO MBTO 22 2015 0.34 -0.03
MBTO 22 2016 0.45 0.02
MBTO 22 2017 0.35 -0.06
MBTO 22 2018 0.21 -0.18
MBTO 22 2019 0.17 -0.11
LMPI LMPI 23 2015 0.28 0.01
LMPI 23 2016 0.33 0.02
LMPI 23 2017 0.45 -0.08
LMPI 23 2018 0.32 -0.10
LMPI 23 2019 0.31 -0.14
KICI KICI 24 2015 0.37 -0.14
KICI 24 2016 0.37 0.00
KICI 24 2017 0.52 0.09
KICI 24 2018 0.83 -0.01
KICI 24 2019 0.64 -0.04
SIDO SIDO 25 2015 3.18 0.17
SIDO 25 2016 2.83 0.17
SIDO 25 2017 2.82 0.18
SIDO 25 2018 4.34 0.23
SIDO 25 2019 6.24 0.26
WIIM WIIM 26 2015 1.85 0.14
WIIM 26 2016 1.80 0.11
WIIM 26 2017 1.20 0.04
WIIM 26 2018 0.57 0.05
WIIM 26 2019 0.66 0.03
RMBA RMBA 27 2015 -1.17 0.52
RMBA 27 2016 1.87 -0.22
RMBA 27 2017 1.55 -0.05
RMBA 27 2018 1.36 -0.07
RMBA 27 2019 1.43 0.01
ALTO ALTO 28 2015 1.40 -0.05
ALTO 28 2016 1.50 -0.09
ALTO 28 2017 2.03 -0.09
ALTO 28 2018 2.26 -0.09
ALTO 28 2019 2.29 -0.02
AISA AISA 29 2015 1.46 0.09
AISA 29 2016 2.18 0.17
AISA 29 2017 0.67 -0.25
AISA 29 2018 -0.92 0.03
AISA 29 2019 -1.90 -0.97
MGNA MGNA 30 2015 0.38 0.02
MGNA 30 2016 0.92 -0.98
MGNA 30 2017 1.44 -0.67
MGNA 30 2018 3.03 -2.23
MGNA 30 2019 -0.48 1.16
PER DER Kode Period
ResidU Zresid ket
13.45 1.95 -0.287108 -0.294383 2015
10.13 1.52 0.04024 0.04126 2016
9.26 1.46 0.087981 0.09021 BUDI 2017
8.56 1.77 -0.090062 -0.092344 2018
9.14 1.33 0.248949 0.255257 2019
3.77 1.32 -0.606843 -0.622218 2015
3.22 0.61 -0.047161 -0.048356 2016
7.15 0.54 0.104079 0.106716 CEKA 2017
8.83 0.20 0.310856 0.318732 2018
4.61 0.23 0.239068 0.245125 2019
21.69 0.22 0.890587 0.913152 2015
15.74 0.18 -0.039989 -0.041002 2016
13.14 0.17 -0.759707 -0.778955 DLTA 2017
13.03 0.19 -0.570655 -0.585113 2018
17.14 0.18 0.479763 0.491919 2019
26.88 0.62 -0.346804 -0.355591 2015
27.54 0.56 0.274489 0.281443 2016
29.29 0.56 -0.001953 -0.002002 ICBP 2017
26.16 0.51 0.259178 0.265744 2018
24.26 0.45 -0.184909 -0.189594 2019
34.77 1.74 -4.568426 -4.684174 Outlier 2015
25.21 1.77 2.454333 2.516518 Outlier 2016
21.79 1.36 -0.456623 -0.468193 MLBI 2017
27.52 1.47 1.490042 1.527794 2018
27.08 1.53 1.080674 1.108054 2019
21.81 1.18 -0.583717 -0.598506 2015
26.49 1.06 0.11117 0.113987 2016
27.69 1.03 0.396985 0.407043 MYOR 2017
33.28 1.06 1.092297 1.119972 2018
22.48 0.92 -1.016735 -1.042496 2019
23.67 0.78 0.593447 0.608483 2015
28.95 1.02 1.812774 1.858704 2016
58.28 0.62 -0.714366 -0.732465 ROTI 2017
58.38 0.51 -0.898306 -0.921066 2018
34.01 0.51 -0.79355 -0.813655 2019
12.74 1.48 -0.680016 -0.697245 2015
10.31 0.92 -1.24117 -1.272617 2016
33.09 1.07 0.334805 0.343288 SKLT 2017
32.44 1.20 0.822276 0.843109 2018
24.75 1.08 0.764106 0.783466 2019
12.25 1.13 -0.377411 -0.386974 2015
13.21 0.87 0.259291 0.26586 2016
13.01 0.88 0.113358 0.11623 INDF 2017
INDF
13.18 0.93 -0.02715 -0.027838 2018
11.79 0.77 0.031913 0.032721 2019
16.40 0.67 -0.305534 -0.313275 2015
18.42 0.59 0.057188 0.058637 2016
20.79 0.58 0.750449 0.769463 GGRM 2017
20.65 0.53 0.536289 0.549877 2018
9.37 0.54 -1.038392 -1.064701 2019
42.20 0.14 0.750579 0.769596 2015
34.91 0.19 1.495009 1.532888 2016
43.42 0.24 3.646555 3.738946 Outlier HMSP 2017
31.88 0.32 -0.260889 -0.267499 2018
17.80 0.43 -5.631254 -5.77393 Outlier 2019
12.04 0.41 -0.234232 -0.240167 2015
11.55 0.42 0.021448 0.021992 2016
12.10 0.47 0.114735 0.117642 DVLA 2017
9.65 0.40 -0.002106 -0.00216 2018
10.14 0.40 0.100155 0.102692 2019
18.20 0.67 -1.008473 -1.034024 2015
56.24 1.03 3.028325 3.105053 Outlier 2016
46.30 1.37 1.968764 2.018646 Outlier KAEF 2017
15.50 1.73 -0.582762 -0.597527 2018
1.45 1.48 -3.405854 -3.492147 Outlier 2019
30.07 0.25 0.366861 0.376156 2015
30.21 0.22 0.424291 0.435041 2016
32.29 0.20 0.44882 0.460192 KLBF 2017
28.53 0.19 -0.559769 -0.573952 2018
29.92 0.21 -0.680203 -0.697437 2019
19.41 0.58 -0.251876 -0.258257 2015
20.79 0.58 0.142574 0.146186 2016
13.74 0.47 0.102674 0.105275 PYFA 2017
11.97 0.57 -0.007601 -0.007793 2018
11.34 0.53 0.014229 0.014589 2019
14.88 0.45 0.283963 0.291158 2015
16.25 0.42 0.396762 0.406815 2016
14.53 0.46 0.069416 0.071175 TSPC 2017
11.58 0.45 -0.342246 -0.350917 2018
10.55 0.45 -0.407896 -0.418231 2019
20.87 0.81 0.896788 0.91951 2015
23.91 0.68 0.14918 0.152959 2016
27.62 0.58 -0.502494 -0.515225 KINO 2017
26.65 0.64 -0.199234 -0.204282 2018
9.51 0.74 -0.34424 -0.352962 2019
6.09 0.21 0.14933 0.153114 2015
15.50 0.23 -1.60E-01 -0.164302 2016
20.09 0.27 0.317383 0.325424 TCID 2017
TCID
20.04 0.24 0.167064 0.171297 2018
15.23 0.26 -0.473536 -0.485534 2019
11.47 0.21 0.204737 0.209924 2015
15.33 0.22 0.115282 0.118203 2016
11.27 0.25 0.006396 0.006558 CINT 2017
20.95 0.26 -0.134459 -0.137865 2018
41.82 0.34 -0.191956 -0.196819 2019
18.24 0.44 0.281708 0.288845 2015
10.54 0.32 0.047434 0.048636 2016
13.65 0.26 -0.117804 -0.120788 ADES 2017
7.75 0.51 -0.163408 -0.167548 2018
5.60 0.45 -0.047931 -0.049145 2019
21.27 0.90 0.342488 0.351166 2015
19.19 1.00 -0.047065 -0.048258 2016
26.44 0.69 0.68561 0.702981 STTP 2017
15.13 0.60 -0.406117 -0.416407 2018
9.71 0.34 -0.574915 -0.589482 2019
-10.66 0.49 0.113452 0.116326 2015
22.46 0.61 -0.031934 -0.032743 2016
-5.85 0.89 -0.096077 -0.098511 MBTO 2017
-1.18 0.54 0.080144 0.082174 2018
-1.50 0.60 -0.065584 -0.067246 2019
28.73 0.98 -0.116419 -0.119368 2015
19.65 0.99 -0.045951 -0.047115 2016
-5.41 1.22 0.141339 0.14492 LMPI 2017
-3.13 1.00 0.149985 0.153785 2018
-2.16 1.55 -0.128955 -0.132222 2019
-2.65 0.43 0.058994 0.060489 2015
91.24 0.57 -0.530117 -0.543548 2016
5.94 0.63 -0.197662 -0.202671 KICI 2017
-89.68 0.63 0.583376 0.598157 2018
-17.57 0.75 0.085409 0.087573 2019
18.86 0.08 -0.647217 -0.663616 2015
16.23 0.08 -0.995067 -1.020279 2016
15.31 0.09 -1.012534 -1.038189 SIDO 2017
18.98 0.15 0.407391 0.417713 2018
23.68 0.15 2.247428 2.30437 Outlier 2019
13.29 0.42 0.51299 0.525987 2015
16.77 0.37 0.521222 0.534428 2016
28.94 0.25 0.017748 0.018197 WIIM 2017
11.17 0.25 -0.556931 -0.571042 2018
24.90 0.26 -0.495028 -0.507571 2019
-2.25 -3.93 -0.731652 -0.75019 2015
-8.45 0.04 0.893034 0.91566 2016
-28.81 0.05 0.457757 0.469355 RMBA 2017
RMBA
-18.67 0.06 0.245899 0.25213 2018
237.34 0.30 -0.865038 -0.886955 2019
-29.19 1.33 -0.399102 -0.409214 2015
-16.95 1.42 -0.350756 -0.359643 2016
-23.80 1.65 0.067061 0.06876 ALTO 2017
-26.55 1.84 0.203408 0.208562 2018
-118.17 1.87 0.479389 0.491535 2019
15.50 1.28 0.089155 0.091414 2015
12.95 1.17 0.802995 0.82334 2016
-2.69 1.56 -0.404813 -0.415069 AISA 2017
-30.65 -1.53 -0.429198 -0.440072 2018
1.96 -2.13 -0.058139 -0.059612 2019
21.35 2.28 -0.649887 -0.666353 2015
-0.94 2.78 0.826182 0.847114 2016
-2.15 3.22 0.743472 0.76231 MGNA 2017
-1.36 11.35 -0.56976 -0.584196 2018
-0.41 -1.85 -0.350007 -0.358875 2019
0.26 0.02 13.45 1.95 -0.29 -0.29 LM Test

0.34 0.03 10.13 1.52 0.04 0.04 Chi Square 71.812
0.35 0.04 9.26 1.46 0.09 0.09 Probabilita 0.000
0.35 0.04 8.56 1.77 -0.09 -0.09 Model Terp REM
0.46 0.05 9.14 1.33 0.25 0.26
0.85 0.12 7.15 0.54 0.10 0.11
0.84 0.09 8.83 0.20 0.31 0.32
0.88 0.19 4.61 0.23 0.24 0.25
4.90 0.23 21.69 0.22 0.89 0.91
3.96 0.25 15.74 0.18 -0.04 -0.04
3.21 0.24 13.14 0.17 -0.76 -0.78
3.43 0.26 13.03 0.19 -0.57 -0.59
4.49 0.26 17.14 0.18 0.48 0.49
4.79 0.18 26.88 0.62 -0.35 -0.36
5.41 0.20 27.54 0.56 0.27 0.28
5.11 0.17 29.29 0.56 0.00 0.00
5.37 0.21 26.16 0.51 0.26 0.27
4.88 0.20 24.26 0.45 -0.18 -0.19
22.54 0.65 34.77 1.74 -4.57 -4.68 Outlier
30.17 1.20 25.21 1.77 2.45 2.52 Outlier
27.06 1.24 21.79 1.36 -0.46 -0.47
28.87 1.05 27.52 1.47 1.49 1.53
28.50 1.05 27.08 1.53 1.08 1.11
5.25 0.24 21.81 1.18 -0.58 -0.60
5.87 0.22 26.49 1.06 0.11 0.11
6.14 0.22 27.69 1.03 0.40 0.41
6.86 0.21 33.28 1.06 1.09 1.12
4.63 0.21 22.48 0.92 -1.02 -1.04
4.22 0.18 23.67 0.78 0.59 0.61
5.61 0.19 28.95 1.02 1.81 1.86
2.80 0.05 58.28 0.62 -0.71 -0.73
2.55 0.04 58.38 0.51 -0.90 -0.92
2.60 0.08 34.01 0.51 -0.79 -0.81
1.68 0.13 12.74 1.48 -0.68 -0.70
0.72 0.07 10.31 0.92 -1.24 -1.27
2.47 0.07 33.09 1.07 0.33 0.34
3.06 0.09 32.44 1.20 0.82 0.84
2.92 0.12 24.75 1.08 0.76 0.78
1.05 0.09 12.25 1.13 -0.38 -0.39
1.58 0.12 13.21 0.87 0.26 0.27
1.43 0.11 13.01 0.88 0.11 0.12
1.31 0.10 13.18 0.93 -0.03 -0.03
1.28 0.11 11.79 0.77 0.03 0.03
2.78 0.17 16.40 0.67 -0.31 -0.31
3.11 0.17 18.42 0.59 0.06 0.06
3.82 0.18 20.79 0.58 0.75 0.77
3.56 0.17 20.65 0.53 0.54 0.55
2.00 0.21 9.37 0.54 -1.04 -1.06
13.07 0.31 42.20 0.14 0.75 0.77
13.91 0.40 34.91 0.19 1.50 1.53
16.10 0.37 43.42 0.24 3.65 3.74 Outlier
12.20 0.38 31.88 0.32 -0.26 -0.27
6.85 0.38 17.80 0.43 -5.63 -5.77 Outlier
1.34 0.11 12.04 0.41 -0.23 -0.24
1.63 0.14 11.55 0.42 0.02 0.02
1.76 0.15 12.10 0.47 0.11 0.12
1.62 0.17 9.65 0.40 0.00 0.00
1.72 0.17 10.14 0.40 0.10 0.10
2.35 0.13 18.20 0.67 -1.01 -1.03
6.72 0.12 56.24 1.03 3.03 3.11 Outlier
5.83 0.13 46.30 1.37 1.97 2.02 Outlier
3.48 0.22 15.50 1.73 -0.58 -0.60
0.94 0.64 1.45 1.48 -3.41 -3.49 Outlier
5.66 0.19 30.07 0.25 0.37 0.38
5.70 0.19 30.21 0.22 0.42 0.44
5.70 0.18 32.29 0.20 0.45 0.46
4.66 0.16 28.53 0.19 -0.56 -0.57
4.55 0.15 29.92 0.21 -0.68 -0.70
0.59 0.03 19.41 0.58 -0.25 -0.26
1.01 0.05 20.79 0.58 0.14 0.15
0.90 0.07 13.74 0.47 0.10 0.11
0.85 0.07 11.97 0.57 -0.01 -0.01
0.85 0.07 11.34 0.53 0.01 0.01
1.82 0.12 14.88 0.45 0.28 0.29
1.91 0.12 16.25 0.42 0.40 0.41
1.59 0.11 14.53 0.46 0.07 0.07
1.15 0.10 11.58 0.45 -0.34 -0.35
1.08 0.10 10.55 0.45 -0.41 -0.42
3.09 0.15 20.87 0.81 0.90 0.92
2.22 0.09 23.91 0.68 0.15 0.15
1.47 0.05 27.62 0.58 -0.50 -0.52
1.83 0.07 26.65 0.64 -0.20 -0.20
1.81 0.19 9.51 0.74 -0.34 -0.35
1.93 0.32 6.09 0.21 0.15 0.15
1.41 0.09 15.50 0.23 -0.16 -0.16
1.94 0.10 20.09 0.27 0.32 0.33
1.76 0.09 20.04 0.24 0.17 0.17
1.10 0.07 15.23 0.26 -0.47 -0.49
1.07 0.09 11.47 0.21 0.20 0.21
0.97 0.06 15.33 0.22 0.12 0.12
0.87 0.08 11.27 0.25 0.01 0.01
0.73 0.03 20.95 0.26 -0.13 -0.14
0.78 0.02 41.82 0.34 -0.19 -0.20
1.32 0.07 18.24 0.44 0.28 0.29
1.02 0.10 10.54 0.32 0.05 0.05
0.78 0.06 13.65 0.26 -0.12 -0.12
0.93 0.12 7.75 0.51 -0.16 -0.17
1.09 0.19 5.60 0.45 -0.05 -0.05
3.92 0.18 21.27 0.90 0.34 0.35
3.58 0.19 19.19 1.00 -0.05 -0.05
4.12 0.16 26.44 0.69 0.69 0.70
2.98 0.20 15.13 0.60 -0.41 -0.42
2.74 0.28 9.71 0.34 -0.57 -0.59
0.34 -0.03 -10.66 0.49 0.11 0.12
0.45 0.02 22.46 0.61 -0.03 -0.03
0.35 -0.06 -5.85 0.89 -0.10 -0.10
0.21 -0.18 -1.18 0.54 0.08 0.08
0.17 -0.11 -1.50 0.60 -0.07 -0.07
0.28 0.01 28.73 0.98 -0.12 -0.12
0.33 0.02 19.65 0.99 -0.05 -0.05
0.45 -0.08 -5.41 1.22 0.14 0.14
0.32 -0.10 -3.13 1.00 0.15 0.15
0.31 -0.14 -2.16 1.55 -0.13 -0.13
0.37 -0.14 -2.65 0.43 0.06 0.06
0.37 0.00 91.24 0.57 -0.53 -0.54
0.52 0.09 5.94 0.63 -0.20 -0.20
0.83 -0.01 -89.68 0.63 0.58 0.60
0.64 -0.04 -17.57 0.75 0.09 0.09
3.18 0.17 18.86 0.08 -0.65 -0.66
2.83 0.17 16.23 0.08 -1.00 -1.02
2.82 0.18 15.31 0.09 -1.01 -1.04
4.34 0.23 18.98 0.15 0.41 0.42
6.24 0.26 23.68 0.15 2.25 2.30 Outlier
1.85 0.14 13.29 0.42 0.51 0.53
1.80 0.11 16.77 0.37 0.52 0.53
1.20 0.04 28.94 0.25 0.02 0.02
0.57 0.05 11.17 0.25 -0.56 -0.57
0.66 0.03 24.90 0.26 -0.50 -0.51
-1.17 0.52 -2.25 -3.93 -0.73 -0.75
1.87 -0.22 -8.45 0.04 0.89 0.92
1.55 -0.05 -28.81 0.05 0.46 0.47
1.36 -0.07 -18.67 0.06 0.25 0.25
1.43 0.01 237.34 0.30 -0.87 -0.89
1.40 -0.05 -29.19 1.33 -0.40 -0.41
1.50 -0.09 -16.95 1.42 -0.35 -0.36
2.03 -0.09 -23.80 1.65 0.07 0.07
2.26 -0.09 -26.55 1.84 0.20 0.21
2.29 -0.02 -118.17 1.87 0.48 0.49
1.46 0.09 15.50 1.28 0.09 0.09
2.18 0.17 12.95 1.17 0.80 0.82
0.67 -0.25 -2.69 1.56 -0.40 -0.42
-0.92 0.03 -30.65 -1.53 -0.43 -0.44
-1.90 -0.97 1.96 -2.13 -0.06 -0.06
0.38 0.02 21.35 2.28 -0.65 -0.67
0.92 -0.98 -0.94 2.78 0.83 0.85
1.44 -0.67 -2.15 3.22 0.74 0.76
3.03 -2.23 -1.36 11.35 -0.57 -0.58
-0.48 1.16 -0.41 -1.85 -0.35 -0.36
Chow Test
380.330 91.298
0.000 0.000 FEM
FEM FEM
asi Outlier
Perusaha
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
MYOR MYOR 5 2015 5.25 0.24
MYOR 5 2016 5.87 0.22
MYOR 5 2017 6.14 0.22
MYOR 5 2018 6.86 0.21
MYOR 5 2019 4.63 0.21
ROTI ROTI 6 2015 4.22 0.18
ROTI 6 2016 5.61 0.19
ROTI 6 2017 2.80 0.05
ROTI 6 2018 2.55 0.04
ROTI 6 2019 2.60 0.08
SKLT SKLT 7 2015 1.68 0.13
SKLT 7 2016 0.72 0.07
SKLT 7 2017 2.47 0.07
SKLT 7 2018 3.06 0.09
SKLT 7 2019 2.92 0.12
INDF INDF 8 2015 1.05 0.09
INDF 8 2016 1.58 0.12
INDF 8 2017 1.43 0.11
INDF 8 2018 1.31 0.10
INDF 8 2019 1.28 0.11
GGRM GGRM 9 2015 2.78 0.17
GGRM 9 2016 3.11 0.17
GGRM 9 2017 3.82 0.18
GGRM 9 2018 3.56 0.17
GGRM 9 2019 2.00 0.21
DVLA DVLA 10 2015 1.34 0.11
DVLA 10 2016 1.63 0.14
DVLA 10 2017 1.76 0.15
DVLA 10 2018 1.62 0.17
DVLA 10 2019 1.72 0.17
KLBF KLBF 11 2015 5.66 0.19
KLBF 11 2016 5.70 0.19
KLBF 11 2017 5.70 0.18
KLBF 11 2018 4.66 0.16
KLBF 11 2019 4.55 0.15
PYFA PYFA 12 2015 0.59 0.03
PYFA 12 2016 1.01 0.05
PYFA 12 2017 0.90 0.07
PYFA 12 2018 0.85 0.07
PYFA 12 2019 0.85 0.07
TSPC TSPC 13 2015 1.82 0.12
TSPC 13 2016 1.91 0.12
TSPC 13 2017 1.59 0.11
TSPC 13 2018 1.15 0.10
TSPC 13 2019 1.08 0.10
KINO KINO 14 2015 3.09 0.15
KINO 14 2016 2.22 0.09
KINO 14 2017 1.47 0.05
KINO 14 2018 1.83 0.07
KINO 14 2019 1.81 0.19
TCID TCID 15 2015 1.93 0.32
TCID 15 2016 1.41 0.09
TCID 15 2017 1.94 0.10
TCID 15 2018 1.76 0.09
TCID 15 2019 1.10 0.07
CINT CINT 16 2015 1.07 0.09
CINT 16 2016 0.97 0.06
CINT 16 2017 0.87 0.08
CINT 16 2018 0.73 0.03
CINT 16 2019 0.78 0.02
ADES ADES 17 2015 1.32 0.07
ADES 17 2016 1.02 0.10
ADES 17 2017 0.78 0.06
ADES 17 2018 0.93 0.12
ADES 17 2019 1.09 0.19
STTP STTP 18 2015 3.92 0.18
STTP 18 2016 3.58 0.19
STTP 18 2017 4.12 0.16
STTP 18 2018 2.98 0.20
STTP 18 2019 2.74 0.28
MBTO MBTO 19 2015 0.34 -0.03
MBTO 19 2016 0.45 0.02
MBTO 19 2017 0.35 -0.06
MBTO 19 2018 0.21 -0.18
MBTO 19 2019 0.17 -0.11
LMPI LMPI 20 2015 0.28 0.01
LMPI 20 2016 0.33 0.02
LMPI 20 2017 0.45 -0.08
LMPI 20 2018 0.32 -0.10
LMPI 20 2019 0.31 -0.14
KICI KICI 21 2015 0.37 -0.14
KICI 21 2016 0.37 0.00
KICI 21 2017 0.52 0.09
KICI 21 2018 0.83 -0.01
KICI 21 2019 0.64 -0.04
WIIM WIIM 22 2015 1.85 0.14
WIIM 22 2016 1.80 0.11
WIIM 22 2017 1.20 0.04
WIIM 22 2018 0.57 0.05
WIIM 22 2019 0.66 0.03
RMBA RMBA 23 2015 -1.17 0.52
RMBA 23 2016 1.87 -0.22
RMBA 23 2017 1.55 -0.05
RMBA 23 2018 1.36 -0.07
RMBA 23 2019 1.43 0.01
ALTO ALTO 24 2015 1.40 -0.05
ALTO 24 2016 1.50 -0.09
ALTO 24 2017 2.03 -0.09
ALTO 24 2018 2.26 -0.09
ALTO 24 2019 2.29 -0.02
AISA AISA 25 2015 1.46 0.09
AISA 25 2016 2.18 0.17
AISA 25 2017 0.67 -0.25
AISA 25 2018 -0.92 0.03
AISA 25 2019 -1.90 -0.97
MGNA MGNA 26 2015 0.38 0.02
MGNA 26 2016 0.92 -0.98
MGNA 26 2017 1.44 -0.67
MGNA 26 2018 3.03 -2.23
MGNA 26 2019 -0.48 1.16
PER DER Kode Period
ResidU Zresid ket
13.45 1.95 -0.284747 -0.609297 2015
10.13 1.52 0.043898 0.093932 2016
9.26 1.46 0.089666 0.191866 BUDI 2017
8.56 1.77 -0.102963 -0.220319 2018
9.14 1.33 0.254146 0.543818 2019
3.77 1.32 -0.641795 -1.373302 2015
3.22 0.61 -0.064666 -0.138371 2016
7.15 0.54 0.115567 0.247289 CEKA 2017
8.83 0.20 0.343904 0.73588 2018
4.61 0.23 0.24699 0.528504 2019
21.69 0.22 0.914459 1.956745 2015
15.74 0.18 -0.041701 -0.089232 2016
13.14 0.17 -0.771681 -1.65123 DLTA 2017
13.03 0.19 -0.584807 -1.251361 2018
17.14 0.18 0.48373 1.035078 2019
26.88 0.62 -0.348804 -0.746364 2015
27.54 0.56 0.276426 0.591491 2016
29.29 0.56 0.009067 0.019402 ICBP 2017
26.16 0.51 0.256483 0.548817 2018
24.26 0.45 -0.193172 -0.413345 2019
21.81 1.18 -0.609396 -1.303976 2015
26.49 1.06 0.111198 0.237941 2016
27.69 1.03 0.403459 0.863316 MYOR 2017
33.28 1.06 1.122484 2.401873 Outlier 2018
22.48 0.92 -1.027746 -2.199154 Outlier 2019
23.67 0.78 0.512898 1.097491 2015
28.95 1.02 1.744927 3.733767 Outlier 2016
58.28 0.62 -0.632552 -1.353525 ROTI 2017
58.38 0.51 -0.811651 -1.736757 2018
34.01 0.51 -0.813622 -1.740976 2019
12.74 1.48 -0.736942 -1.576897 2015
10.31 0.92 -1.283811 -2.747078 Outlier 2016
33.09 1.07 0.383897 0.821456 SKLT 2017
32.44 1.20 0.86239 1.845328 2018
24.75 1.08 0.774467 1.657191 2019
12.25 1.13 -0.386066 -0.826097 2015
13.21 0.87 0.262408 0.561497 2016
13.01 0.88 0.115815 0.247818 INDF 2017
13.18 0.93 -0.025305 -0.054148 2018
11.79 0.77 0.033148 0.07093 2019
16.40 0.67 -0.311177 -0.66585 2015
18.42 0.59 0.063272 0.135388 2016
20.79 0.58 0.766076 1.639237 GGRM 2017
GGRM
20.65 0.53 0.553894 1.185214 2018
9.37 0.54 -1.072066 -2.293988 Outlier 2019
12.04 0.41 -0.227755 -0.487346 2015
11.55 0.42 0.023845 0.051023 2016
12.10 0.47 0.117319 0.251038 DVLA 2017
9.65 0.40 -0.00882 -0.018873 2018
10.14 0.40 0.095411 0.204158 2019
30.07 0.25 0.363983 0.778845 2015
30.21 0.22 0.423114 0.905373 2016
32.29 0.20 0.458256 0.98057 KLBF 2017
28.53 0.19 -0.565292 -1.209603 2018
29.92 0.21 -0.680061 -1.455184 2019
19.41 0.58 -0.234499 -0.501776 2015
20.79 0.58 0.164655 0.352326 2016
13.74 0.47 0.097899 0.209483 PYFA 2017
11.97 0.57 -0.024277 -0.051947 2018
11.34 0.53 -0.003779 -0.008085 2019
14.88 0.45 0.288793 0.617955 2015
16.25 0.42 0.408783 0.874707 2016
14.53 0.46 0.072983 0.156167 TSPC 2017
11.58 0.45 -0.350205 -0.749363 2018
10.55 0.45 -0.420354 -0.899467 2019
20.87 0.81 0.886503 1.896924 2015
23.91 0.68 0.159919 0.342192 2016
27.62 0.58 -0.46948 -1.004585 KINO 2017
26.65 0.64 -0.173777 -0.371845 2018
9.51 0.74 -0.403165 -0.862686 2019
6.09 0.21 0.099423 0.212745 2015
15.50 0.23 -1.57E-01 -0.335044 2016
20.09 0.27 0.338654 0.724646 TCID 2017
20.04 0.24 0.189812 0.406157 2018
15.23 0.26 -0.471311 -1.008503 2019
11.47 0.21 0.166867 0.35706 2015
15.33 0.22 0.095472 0.204288 2016
11.27 0.25 -0.032553 -0.069657 CINT 2017
20.95 0.26 -0.129973 -0.278114 2018
41.82 0.34 -0.099812 -0.213577 2019
18.24 0.44 0.312612 0.668923 2015
10.54 0.32 0.048242 0.103228 2016
13.65 0.26 -0.098862 -0.211543 ADES 2017
7.75 0.51 -0.183141 -0.391883 2018
5.60 0.45 -0.078852 -0.168726 2019
21.27 0.90 0.348723 0.746193 2015
19.19 1.00 -0.0535 -0.114479 2016
26.44 0.69 0.723584 1.548312 STTP 2017
STTP
15.13 0.60 -0.415611 -0.889318 2018
9.71 0.34 -0.603196 -1.290709 2019
-10.66 0.49 0.067518 0.144473 2015
22.46 0.61 0.056576 0.121061 2016
-5.85 0.89 -0.134577 -0.287966 MBTO 2017
-1.18 0.54 0.081916 0.175282 2018
-1.50 0.60 -0.071433 -0.152851 2019
28.73 0.98 -0.02349 -0.050263 2015
19.65 0.99 0.007287 0.015592 2016
-5.41 1.22 0.084512 0.180838 LMPI 2017
-3.13 1.00 0.112203 0.24009 2018
-2.16 1.55 -0.180512 -0.386256 2019
-2.65 0.43 0.07212 0.154322 2015
91.24 0.57 -0.128365 -0.274673 2016
5.94 0.63 -0.168789 -0.361171 KICI 2017
-89.68 0.63 0.208425 0.445985 2018
-17.57 0.75 0.016608 0.035537 2019
13.29 0.42 0.480266 1.027666 2015
16.77 0.37 0.507446 1.085823 2016
28.94 0.25 0.064294 0.137574 WIIM 2017
11.17 0.25 -0.586951 -1.255947 2018
24.90 0.26 -0.465055 -0.995117 2019
-2.25 -3.93 -0.803385 -1.71907 2015
-8.45 0.04 0.691197 1.479013 2016
-28.81 0.05 0.158189 0.33849 RMBA 2017
-18.67 0.06 -0.009226 -0.019741 2018
237.34 0.30 -0.036776 -0.078692 2019
-29.19 1.33 -0.330335 -0.706846 2015
-16.95 1.42 -0.230597 -0.493427 2016
-23.80 1.65 0.149311 0.319494 ALTO 2017
-26.55 1.84 0.26669 0.570658 2018
-118.17 1.87 0.144932 0.310122 2019
15.50 1.28 0.096001 0.205422 2015
12.95 1.17 0.798669 1.708979 2016
-2.69 1.56 -0.465657 -0.996406 AISA 2017
-30.65 -1.53 -0.511343 -1.094163 2018
1.96 -2.13 0.08233 0.176168 2019
21.35 2.28 -0.55866 -1.195411 2015
-0.94 2.78 0.863825 1.848399 2016
-2.15 3.22 0.740458 1.58442 MGNA 2017
-1.36 11.35 -0.778995 -1.666881 2018
-0.41 -1.85 -0.266628 -0.570526 2019
0.26 0.02 13.45 1.95 -0.28 -0.61 LM Test

0.34 0.03 10.13 1.52 0.04 0.09 Chi Square 141.460
0.35 0.04 9.26 1.46 0.09 0.19 Probabilita 0.000
0.35 0.04 8.56 1.77 -0.10 -0.22 Model Terp REM
0.46 0.05 9.14 1.33 0.25 0.54
0.85 0.12 7.15 0.54 0.12 0.25
0.84 0.09 8.83 0.20 0.34 0.74
0.88 0.19 4.61 0.23 0.25 0.53
4.90 0.23 21.69 0.22 0.91 1.96
3.96 0.25 15.74 0.18 -0.04 -0.09
3.21 0.24 13.14 0.17 -0.77 -1.65
3.43 0.26 13.03 0.19 -0.58 -1.25
4.49 0.26 17.14 0.18 0.48 1.04
4.79 0.18 26.88 0.62 -0.35 -0.75
5.41 0.20 27.54 0.56 0.28 0.59
5.11 0.17 29.29 0.56 0.01 0.02
5.37 0.21 26.16 0.51 0.26 0.55
4.88 0.20 24.26 0.45 -0.19 -0.41
5.25 0.24 21.81 1.18 -0.61 -1.30
5.87 0.22 26.49 1.06 0.11 0.24
6.14 0.22 27.69 1.03 0.40 0.86
6.86 0.21 33.28 1.06 1.12 2.40 Outlier
4.63 0.21 22.48 0.92 -1.03 -2.20 Outlier
4.22 0.18 23.67 0.78 0.51 1.10
5.61 0.19 28.95 1.02 1.74 3.73 Outlier
2.80 0.05 58.28 0.62 -0.63 -1.35
2.55 0.04 58.38 0.51 -0.81 -1.74
2.60 0.08 34.01 0.51 -0.81 -1.74
1.68 0.13 12.74 1.48 -0.74 -1.58
0.72 0.07 10.31 0.92 -1.28 -2.75 Outlier
2.47 0.07 33.09 1.07 0.38 0.82
3.06 0.09 32.44 1.20 0.86 1.85
2.92 0.12 24.75 1.08 0.77 1.66
1.05 0.09 12.25 1.13 -0.39 -0.83
1.58 0.12 13.21 0.87 0.26 0.56
1.43 0.11 13.01 0.88 0.12 0.25
1.31 0.10 13.18 0.93 -0.03 -0.05
1.28 0.11 11.79 0.77 0.03 0.07
2.78 0.17 16.40 0.67 -0.31 -0.67
3.11 0.17 18.42 0.59 0.06 0.14
3.82 0.18 20.79 0.58 0.77 1.64
3.56 0.17 20.65 0.53 0.55 1.19
2.00 0.21 9.37 0.54 -1.07 -2.29 Outlier
1.34 0.11 12.04 0.41 -0.23 -0.49
1.63 0.14 11.55 0.42 0.02 0.05
1.76 0.15 12.10 0.47 0.12 0.25
1.62 0.17 9.65 0.40 -0.01 -0.02
1.72 0.17 10.14 0.40 0.10 0.20
5.66 0.19 30.07 0.25 0.36 0.78
5.70 0.19 30.21 0.22 0.42 0.91
5.70 0.18 32.29 0.20 0.46 0.98
4.66 0.16 28.53 0.19 -0.57 -1.21
4.55 0.15 29.92 0.21 -0.68 -1.46
0.59 0.03 19.41 0.58 -0.23 -0.50
1.01 0.05 20.79 0.58 0.16 0.35
0.90 0.07 13.74 0.47 0.10 0.21
0.85 0.07 11.97 0.57 -0.02 -0.05
0.85 0.07 11.34 0.53 0.00 -0.01
1.82 0.12 14.88 0.45 0.29 0.62
1.91 0.12 16.25 0.42 0.41 0.87
1.59 0.11 14.53 0.46 0.07 0.16
1.15 0.10 11.58 0.45 -0.35 -0.75
1.08 0.10 10.55 0.45 -0.42 -0.90
3.09 0.15 20.87 0.81 0.89 1.90
2.22 0.09 23.91 0.68 0.16 0.34
1.47 0.05 27.62 0.58 -0.47 -1.00
1.83 0.07 26.65 0.64 -0.17 -0.37
1.81 0.19 9.51 0.74 -0.40 -0.86
1.93 0.32 6.09 0.21 0.10 0.21
1.41 0.09 15.50 0.23 -0.16 -0.34
1.94 0.10 20.09 0.27 0.34 0.72
1.76 0.09 20.04 0.24 0.19 0.41
1.10 0.07 15.23 0.26 -0.47 -1.01
1.07 0.09 11.47 0.21 0.17 0.36
0.97 0.06 15.33 0.22 0.10 0.20
0.87 0.08 11.27 0.25 -0.03 -0.07
0.73 0.03 20.95 0.26 -0.13 -0.28
0.78 0.02 41.82 0.34 -0.10 -0.21
1.32 0.07 18.24 0.44 0.31 0.67
1.02 0.10 10.54 0.32 0.05 0.10
0.78 0.06 13.65 0.26 -0.10 -0.21
0.93 0.12 7.75 0.51 -0.18 -0.39
1.09 0.19 5.60 0.45 -0.08 -0.17
3.92 0.18 21.27 0.90 0.35 0.75
3.58 0.19 19.19 1.00 -0.05 -0.11
4.12 0.16 26.44 0.69 0.72 1.55
2.98 0.20 15.13 0.60 -0.42 -0.89
2.74 0.28 9.71 0.34 -0.60 -1.29
0.34 -0.03 -10.66 0.49 0.07 0.14
0.45 0.02 22.46 0.61 0.06 0.12
0.35 -0.06 -5.85 0.89 -0.13 -0.29
0.21 -0.18 -1.18 0.54 0.08 0.18
0.17 -0.11 -1.50 0.60 -0.07 -0.15
0.28 0.01 28.73 0.98 -0.02 -0.05
0.33 0.02 19.65 0.99 0.01 0.02
0.45 -0.08 -5.41 1.22 0.08 0.18
0.32 -0.10 -3.13 1.00 0.11 0.24
0.31 -0.14 -2.16 1.55 -0.18 -0.39
0.37 -0.14 -2.65 0.43 0.07 0.15
0.37 0.00 91.24 0.57 -0.13 -0.27
0.52 0.09 5.94 0.63 -0.17 -0.36
0.83 -0.01 -89.68 0.63 0.21 0.45
0.64 -0.04 -17.57 0.75 0.02 0.04
1.85 0.14 13.29 0.42 0.48 1.03
1.80 0.11 16.77 0.37 0.51 1.09
1.20 0.04 28.94 0.25 0.06 0.14
0.57 0.05 11.17 0.25 -0.59 -1.26
0.66 0.03 24.90 0.26 -0.47 -1.00
-1.17 0.52 -2.25 -3.93 -0.80 -1.72
1.87 -0.22 -8.45 0.04 0.69 1.48
1.55 -0.05 -28.81 0.05 0.16 0.34
1.36 -0.07 -18.67 0.06 -0.01 -0.02
1.43 0.01 237.34 0.30 -0.04 -0.08
1.40 -0.05 -29.19 1.33 -0.33 -0.71
1.50 -0.09 -16.95 1.42 -0.23 -0.49
2.03 -0.09 -23.80 1.65 0.15 0.32
2.26 -0.09 -26.55 1.84 0.27 0.57
2.29 -0.02 -118.17 1.87 0.14 0.31
1.46 0.09 15.50 1.28 0.10 0.21
2.18 0.17 12.95 1.17 0.80 1.71
0.67 -0.25 -2.69 1.56 -0.47 -1.00
-0.92 0.03 -30.65 -1.53 -0.51 -1.09
-1.90 -0.97 1.96 -2.13 0.08 0.18
0.38 0.02 21.35 2.28 -0.56 -1.20
0.92 -0.98 -0.94 2.78 0.86 1.85
1.44 -0.67 -2.15 3.22 0.74 1.58
3.03 -2.23 -1.36 11.35 -0.78 -1.67
-0.48 1.16 -0.41 -1.85 -0.27 -0.57
Chow Test
305.941 18.684
0.000 0.000 FEM
FEM FEM
asi Outlier
Perusaha
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
INDF INDF 5 2015 1.05 0.09
INDF 5 2016 1.58 0.12
INDF 5 2017 1.43 0.11
INDF 5 2018 1.31 0.10
INDF 5 2019 1.28 0.11
DVLA DVLA 6 2015 1.34 0.11
DVLA 6 2016 1.63 0.14
DVLA 6 2017 1.76 0.15
DVLA 6 2018 1.62 0.17
DVLA 6 2019 1.72 0.17
KLBF KLBF 7 2015 5.66 0.19
KLBF 7 2016 5.70 0.19
KLBF 7 2017 5.70 0.18
KLBF 7 2018 4.66 0.16
KLBF 7 2019 4.55 0.15
PYFA PYFA 8 2015 0.59 0.03
PYFA 8 2016 1.01 0.05
PYFA 8 2017 0.90 0.07
PYFA 8 2018 0.85 0.07
PYFA 8 2019 0.85 0.07
TSPC TSPC 9 2015 1.82 0.12
TSPC 9 2016 1.91 0.12
TSPC 9 2017 1.59 0.11
TSPC 9 2018 1.15 0.10
TSPC 9 2019 1.08 0.10
KINO KINO 10 2015 3.09 0.15
KINO 10 2016 2.22 0.09
KINO 10 2017 1.47 0.05
KINO 10 2018 1.83 0.07
KINO 10 2019 1.81 0.19
TCID TCID 11 2015 1.93 0.32
TCID 11 2016 1.41 0.09
TCID 11 2017 1.94 0.10
TCID 11 2018 1.76 0.09
TCID 11 2019 1.10 0.07
CINT CINT 12 2015 1.07 0.09
CINT 12 2016 0.97 0.06
CINT 12 2017 0.87 0.08
CINT 12 2018 0.73 0.03
CINT 12 2019 0.78 0.02
ADES ADES 13 2015 1.32 0.07
ADES 13 2016 1.02 0.10
ADES 13 2017 0.78 0.06
ADES 13 2018 0.93 0.12
ADES 13 2019 1.09 0.19
STTP STTP 14 2015 3.92 0.18
STTP 14 2016 3.58 0.19
STTP 14 2017 4.12 0.16
STTP 14 2018 2.98 0.20
STTP 14 2019 2.74 0.28
MBTO MBTO 15 2015 0.34 -0.03
MBTO 15 2016 0.45 0.02
MBTO 15 2017 0.35 -0.06
MBTO 15 2018 0.21 -0.18
MBTO 15 2019 0.17 -0.11
LMPI LMPI 16 2015 0.28 0.01
LMPI 16 2016 0.33 0.02
LMPI 16 2017 0.45 -0.08
LMPI 16 2018 0.32 -0.10
LMPI 16 2019 0.31 -0.14
KICI KICI 17 2015 0.37 -0.14
KICI 17 2016 0.37 0.00
KICI 17 2017 0.52 0.09
KICI 17 2018 0.83 -0.01
KICI 17 2019 0.64 -0.04
WIIM WIIM 18 2015 1.85 0.14
WIIM 18 2016 1.80 0.11
WIIM 18 2017 1.20 0.04
WIIM 18 2018 0.57 0.05
WIIM 18 2019 0.66 0.03
RMBA RMBA 19 2015 -1.17 0.52
RMBA 19 2016 1.87 -0.22
RMBA 19 2017 1.55 -0.05
RMBA 19 2018 1.36 -0.07
RMBA 19 2019 1.43 0.01
ALTO ALTO 20 2015 1.40 -0.05
ALTO 20 2016 1.50 -0.09
ALTO 20 2017 2.03 -0.09
ALTO 20 2018 2.26 -0.09
ALTO 20 2019 2.29 -0.02
AISA AISA 21 2015 1.46 0.09
AISA 21 2016 2.18 0.17
AISA 21 2017 0.67 -0.25
AISA 21 2018 -0.92 0.03
AISA 21 2019 -1.90 -0.97
MGNA MGNA 22 2015 0.38 0.02
MGNA 22 2016 0.92 -0.98
MGNA 22 2017 1.44 -0.67
MGNA 22 2018 3.03 -2.23
MGNA 22 2019 -0.48 1.16
PER DER Kode Period
Resid Zresid ket
13.45 1.95 -0.284747 -0.781877 2015
10.13 1.52 0.043898 0.120538 2016
9.26 1.46 0.089666 0.246212 BUDI 2017
8.56 1.77 -0.102963 -0.282723 2018
9.14 1.33 0.254146 0.697851 2019
3.77 1.32 -0.641795 -1.762282 2015
3.22 0.61 -0.064666 -0.177564 2016
7.15 0.54 0.115567 0.317332 CEKA 2017
8.83 0.20 0.343904 0.944313 2018
4.61 0.23 0.24699 0.6782 2019
21.69 0.22 0.914459 2.510982 Outlier 2015
15.74 0.18 -0.041701 -0.114507 2016
13.14 0.17 -0.771681 -2.118931 Outlier DLTA 2017
13.03 0.19 -0.584807 -1.605802 2018
17.14 0.18 0.48373 1.328258 2019
26.88 0.62 -0.348804 -0.957768 2015
27.54 0.56 0.276426 0.759027 2016
29.29 0.56 0.009067 0.024897 ICBP 2017
26.16 0.51 0.256483 0.704266 2018
24.26 0.45 -0.193172 -0.530423 2019
12.25 1.13 -0.386066 -1.060084 2015
13.21 0.87 0.262408 0.720537 2016
13.01 0.88 0.115815 0.318011 INDF 2017
13.18 0.93 -0.025305 -0.069485 2018
11.79 0.77 0.033148 0.091021 2019
12.04 0.41 -0.227755 -0.625385 2015
11.55 0.42 0.023845 0.065475 2016
12.10 0.47 0.117319 0.322143 DVLA 2017
9.65 0.40 -0.00882 -0.024218 2018
10.14 0.40 0.095411 0.261985 2019
30.07 0.25 0.363983 0.999448 2015
30.21 0.22 0.423114 1.161815 2016
32.29 0.20 0.458256 1.25831 KLBF 2017
28.53 0.19 -0.565292 -1.552217 2018
29.92 0.21 -0.680061 -1.867357 2019
19.41 0.58 -0.234499 -0.643901 2015
20.79 0.58 0.164655 0.45212 2016
13.74 0.47 0.097899 0.268818 PYFA 2017
11.97 0.57 -0.024277 -0.066661 2018
11.34 0.53 -0.003779 -0.010375 2019
14.88 0.45 0.288793 0.792987 2015
16.25 0.42 0.408783 1.122463 2016
14.53 0.46 0.072983 0.200401 TSPC 2017
TSPC
11.58 0.45 -0.350205 -0.961615 2018
10.55 0.45 -0.420354 -1.154236 2019
20.87 0.81 0.886503 2.434217 Outlier 2015
23.91 0.68 0.159919 0.439116 2016
27.62 0.58 -0.46948 -1.289128 KINO 2017
26.65 0.64 -0.173777 -0.477168 2018
9.51 0.74 -0.403165 -1.107037 2019
6.09 0.21 0.099423 0.273003 2015
15.50 0.23 -1.57E-01 -0.429943 2016
20.09 0.27 0.338654 0.929897 TCID 2017
20.04 0.24 0.189812 0.521198 2018
15.23 0.26 -0.471311 -1.294155 2019
11.47 0.21 0.166867 0.458195 2015
15.33 0.22 0.095472 0.262152 2016
11.27 0.25 -0.032553 -0.089387 CINT 2017
20.95 0.26 -0.129973 -0.356889 2018
41.82 0.34 -0.099812 -0.274071 2019
18.24 0.44 0.312612 0.858391 2015
10.54 0.32 0.048242 0.132467 2016
13.65 0.26 -0.098862 -0.271461 ADES 2017
7.75 0.51 -0.183141 -0.502881 2018
5.60 0.45 -0.078852 -0.216516 2019
21.27 0.90 0.348723 0.957548 2015
19.19 1.00 -0.0535 -0.146904 2016
26.44 0.69 0.723584 1.986863 Outlier STTP 2017
15.13 0.60 -0.415611 -1.141212 2018
9.71 0.34 -0.603196 -1.656294 2019
-10.66 0.49 0.067518 0.185395 2015
22.46 0.61 0.056576 0.15535 2016
-5.85 0.89 -0.134577 -0.36953 MBTO 2017
-1.18 0.54 0.081916 0.22493 2018
-1.50 0.60 -0.071433 -0.196145 2019
28.73 0.98 -0.02349 -0.0645 2015
19.65 0.99 0.007287 0.020008 2016
-5.41 1.22 0.084512 0.232059 LMPI 2017
-3.13 1.00 0.112203 0.308094 2018
-2.16 1.55 -0.180512 -0.495661 2019
-2.65 0.43 0.07212 0.198033 2015
91.24 0.57 -0.128365 -0.352472 2016
5.94 0.63 -0.168789 -0.463471 KICI 2017
-89.68 0.63 0.208425 0.572308 2018
-17.57 0.75 0.016608 0.045602 2019
13.29 0.42 0.480266 1.318747 2015
16.77 0.37 0.507446 1.393377 2016
28.94 0.25 0.064294 0.176541 WIIM 2017
WIIM
11.17 0.25 -0.586951 -1.611687 2018
24.90 0.26 -0.465055 -1.276978 2019
-2.25 -3.93 -0.803385 -2.205987 Outlier 2015
-8.45 0.04 0.691197 1.897935 2016
-28.81 0.05 0.158189 0.434366 RMBA 2017
-18.67 0.06 -0.009226 -0.025332 2018
237.34 0.30 -0.036776 -0.100981 2019
-29.19 1.33 -0.330335 -0.907057 2015
-16.95 1.42 -0.230597 -0.633188 2016
-23.80 1.65 0.149311 0.409988 ALTO 2017
-26.55 1.84 0.26669 0.732294 2018
-118.17 1.87 0.144932 0.397963 2019
15.50 1.28 0.096001 0.263606 2015
12.95 1.17 0.798669 2.193037 Outlier 2016
-2.69 1.56 -0.465657 -1.278632 AISA 2017
-30.65 -1.53 -0.511343 -1.404079 2018
1.96 -2.13 0.08233 0.226067 2019
21.35 2.28 -0.55866 -1.534005 2015
-0.94 2.78 0.863825 2.371948 Outlier 2016
-2.15 3.22 0.740458 2.033197 Outlier MGNA 2017
-1.36 11.35 -0.778995 -2.139016 Outlier 2018
-0.41 -1.85 -0.266628 -0.732124 2019
0.26 0.02 13.45 1.95 -0.28 -0.78

0.34 0.03 10.13 1.52 0.04 0.12
0.35 0.04 9.26 1.46 0.09 0.25
0.35 0.04 8.56 1.77 -0.10 -0.28
0.46 0.05 9.14 1.33 0.25 0.70
0.63 0.17 3.77 1.32 -0.64 -1.76
0.90 0.28 3.22 0.61 -0.06 -0.18
0.85 0.12 7.15 0.54 0.12 0.32
0.84 0.09 8.83 0.20 0.34 0.94
0.88 0.19 4.61 0.23 0.25 0.68
4.90 0.23 21.69 0.22 0.91 2.51 Outlier
3.96 0.25 15.74 0.18 -0.04 -0.11
3.21 0.24 13.14 0.17 -0.77 -2.12 Outlier
3.43 0.26 13.03 0.19 -0.58 -1.61
4.49 0.26 17.14 0.18 0.48 1.33
4.79 0.18 26.88 0.62 -0.35 -0.96
5.41 0.20 27.54 0.56 0.28 0.76
5.11 0.17 29.29 0.56 0.01 0.02
5.37 0.21 26.16 0.51 0.26 0.70
4.88 0.20 24.26 0.45 -0.19 -0.53
1.05 0.09 12.25 1.13 -0.39 -1.06
1.58 0.12 13.21 0.87 0.26 0.72
1.43 0.11 13.01 0.88 0.12 0.32
1.31 0.10 13.18 0.93 -0.03 -0.07
1.28 0.11 11.79 0.77 0.03 0.09
1.34 0.11 12.04 0.41 -0.23 -0.63
1.63 0.14 11.55 0.42 0.02 0.07
1.76 0.15 12.10 0.47 0.12 0.32
1.62 0.17 9.65 0.40 -0.01 -0.02
1.72 0.17 10.14 0.40 0.10 0.26
5.66 0.19 30.07 0.25 0.36 1.00
5.70 0.19 30.21 0.22 0.42 1.16
5.70 0.18 32.29 0.20 0.46 1.26
4.66 0.16 28.53 0.19 -0.57 -1.55
4.55 0.15 29.92 0.21 -0.68 -1.87
0.59 0.03 19.41 0.58 -0.23 -0.64
1.01 0.05 20.79 0.58 0.16 0.45
0.90 0.07 13.74 0.47 0.10 0.27
0.85 0.07 11.97 0.57 -0.02 -0.07
0.85 0.07 11.34 0.53 0.00 -0.01
1.82 0.12 14.88 0.45 0.29 0.79
1.91 0.12 16.25 0.42 0.41 1.12
1.59 0.11 14.53 0.46 0.07 0.20
1.15 0.10 11.58 0.45 -0.35 -0.96
1.08 0.10 10.55 0.45 -0.42 -1.15
3.09 0.15 20.87 0.81 0.89 2.43 Outlier
2.22 0.09 23.91 0.68 0.16 0.44
1.47 0.05 27.62 0.58 -0.47 -1.29
1.83 0.07 26.65 0.64 -0.17 -0.48
1.81 0.19 9.51 0.74 -0.40 -1.11
1.93 0.32 6.09 0.21 0.10 0.27
1.41 0.09 15.50 0.23 -0.16 -0.43
1.94 0.10 20.09 0.27 0.34 0.93
1.76 0.09 20.04 0.24 0.19 0.52
1.10 0.07 15.23 0.26 -0.47 -1.29
1.07 0.09 11.47 0.21 0.17 0.46
0.97 0.06 15.33 0.22 0.10 0.26
0.87 0.08 11.27 0.25 -0.03 -0.09
0.73 0.03 20.95 0.26 -0.13 -0.36
0.78 0.02 41.82 0.34 -0.10 -0.27
1.32 0.07 18.24 0.44 0.31 0.86
1.02 0.10 10.54 0.32 0.05 0.13
0.78 0.06 13.65 0.26 -0.10 -0.27
0.93 0.12 7.75 0.51 -0.18 -0.50
1.09 0.19 5.60 0.45 -0.08 -0.22
3.92 0.18 21.27 0.90 0.35 0.96
3.58 0.19 19.19 1.00 -0.05 -0.15
4.12 0.16 26.44 0.69 0.72 1.99 Outlier
2.98 0.20 15.13 0.60 -0.42 -1.14
2.74 0.28 9.71 0.34 -0.60 -1.66
0.34 -0.03 -10.66 0.49 0.07 0.19
0.45 0.02 22.46 0.61 0.06 0.16
0.35 -0.06 -5.85 0.89 -0.13 -0.37
0.21 -0.18 -1.18 0.54 0.08 0.22
0.17 -0.11 -1.50 0.60 -0.07 -0.20
0.28 0.01 28.73 0.98 -0.02 -0.06
0.33 0.02 19.65 0.99 0.01 0.02
0.45 -0.08 -5.41 1.22 0.08 0.23
0.32 -0.10 -3.13 1.00 0.11 0.31
0.31 -0.14 -2.16 1.55 -0.18 -0.50
0.37 -0.14 -2.65 0.43 0.07 0.20
0.37 0.00 91.24 0.57 -0.13 -0.35
0.52 0.09 5.94 0.63 -0.17 -0.46
0.83 -0.01 -89.68 0.63 0.21 0.57
0.64 -0.04 -17.57 0.75 0.02 0.05
1.85 0.14 13.29 0.42 0.48 1.32
1.80 0.11 16.77 0.37 0.51 1.39
1.20 0.04 28.94 0.25 0.06 0.18
0.57 0.05 11.17 0.25 -0.59 -1.61
0.66 0.03 24.90 0.26 -0.47 -1.28
-1.17 0.52 -2.25 -3.93 -0.80 -2.21 Outlier
1.87 -0.22 -8.45 0.04 0.69 1.90
1.55 -0.05 -28.81 0.05 0.16 0.43
1.36 -0.07 -18.67 0.06 -0.01 -0.03
1.43 0.01 237.34 0.30 -0.04 -0.10
1.40 -0.05 -29.19 1.33 -0.33 -0.91
1.50 -0.09 -16.95 1.42 -0.23 -0.63
2.03 -0.09 -23.80 1.65 0.15 0.41
2.26 -0.09 -26.55 1.84 0.27 0.73
2.29 -0.02 -118.17 1.87 0.14 0.40
1.46 0.09 15.50 1.28 0.10 0.26
2.18 0.17 12.95 1.17 0.80 2.19 Outlier
0.67 -0.25 -2.69 1.56 -0.47 -1.28
-0.92 0.03 -30.65 -1.53 -0.51 -1.40
-1.90 -0.97 1.96 -2.13 0.08 0.23
0.38 0.02 21.35 2.28 -0.56 -1.53
0.92 -0.98 -0.94 2.78 0.86 2.37 Outlier
1.44 -0.67 -2.15 3.22 0.74 2.03 Outlier
3.03 -2.23 -1.36 11.35 -0.78 -2.14 Outlier
-0.48 1.16 -0.41 -1.85 -0.27 -0.73
Perusaha
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
INDF INDF 5 2015 1.05 0.09
INDF 5 2016 1.58 0.12
INDF 5 2017 1.43 0.11
INDF 5 2018 1.31 0.10
INDF 5 2019 1.28 0.11
DVLA DVLA 6 2015 1.34 0.11
DVLA 6 2016 1.63 0.14
DVLA 6 2017 1.76 0.15
DVLA 6 2018 1.62 0.17
DVLA 6 2019 1.72 0.17
KLBF KLBF 7 2015 5.66 0.19
KLBF 7 2016 5.70 0.19
KLBF 7 2017 5.70 0.18
KLBF 7 2018 4.66 0.16
KLBF 7 2019 4.55 0.15
PYFA PYFA 8 2015 0.59 0.03
PYFA 8 2016 1.01 0.05
PYFA 8 2017 0.90 0.07
PYFA 8 2018 0.85 0.07
PYFA 8 2019 0.85 0.07
TSPC TSPC 9 2015 1.82 0.12
TSPC 9 2016 1.91 0.12
TSPC 9 2017 1.59 0.11
TSPC 9 2018 1.15 0.10
TSPC 9 2019 1.08 0.10
KINO KINO 10 2015 3.09 0.15
KINO 10 2016 2.22 0.09
KINO 10 2017 1.47 0.05
KINO 10 2018 1.83 0.07
KINO 10 2019 1.81 0.19
TCID TCID 11 2015 1.93 0.32
TCID 11 2016 1.41 0.09
TCID 11 2017 1.94 0.10
TCID 11 2018 1.76 0.09
TCID 11 2019 1.10 0.07
CINT CINT 12 2015 1.07 0.09
CINT 12 2016 0.97 0.06
CINT 12 2017 0.87 0.08
CINT 12 2018 0.73 0.03
CINT 12 2019 0.78 0.02
ADES ADES 13 2015 1.32 0.07
ADES 13 2016 1.02 0.10
ADES 13 2017 0.78 0.06
ADES 13 2018 0.93 0.12
ADES 13 2019 1.09 0.19
STTP STTP 14 2015 3.92 0.18
STTP 14 2016 3.58 0.19
STTP 14 2017 4.12 0.16
STTP 14 2018 2.98 0.20
STTP 14 2019 2.74 0.28
MBTO MBTO 15 2015 0.34 -0.03
MBTO 15 2016 0.45 0.02
MBTO 15 2017 0.35 -0.06
MBTO 15 2018 0.21 -0.18
MBTO 15 2019 0.17 -0.11
LMPI LMPI 16 2015 0.28 0.01
LMPI 16 2016 0.33 0.02
LMPI 16 2017 0.45 -0.08
LMPI 16 2018 0.32 -0.10
LMPI 16 2019 0.31 -0.14
KICI KICI 17 2015 0.37 -0.14
KICI 17 2016 0.37 0.00
KICI 17 2017 0.52 0.09
KICI 17 2018 0.83 -0.01
KICI 17 2019 0.64 -0.04
WIIM WIIM 18 2015 1.85 0.14
WIIM 18 2016 1.80 0.11
WIIM 18 2017 1.20 0.04
WIIM 18 2018 0.57 0.05
WIIM 18 2019 0.66 0.03
RMBA RMBA 19 2015 -1.17 0.52
RMBA 19 2016 1.87 -0.22
RMBA 19 2017 1.55 -0.05
RMBA 19 2018 1.36 -0.07
RMBA 19 2019 1.43 0.01
ALTO ALTO 20 2015 1.40 -0.05
ALTO 20 2016 1.50 -0.09
ALTO 20 2017 2.03 -0.09
ALTO 20 2018 2.26 -0.09
ALTO 20 2019 2.29 -0.02
AISA AISA 21 2015 1.46 0.09
AISA 21 2016 2.18 0.17
AISA 21 2017 0.67 -0.25
AISA 21 2018 -0.92 0.03
AISA 21 2019 -1.90 -0.97
MGNA MGNA 22 2015 0.38 0.02
MGNA 22 2016 0.92 -0.98
MGNA 22 2017 1.44 -0.67
MGNA 22 2018 3.03 -2.23
MGNA 22 2019 -0.48 1.16
PER DER
Resid Zresid ket
13.45 1.95 -0.284747 -0.781877
10.13 1.52 0.043898 0.120538
9.26 1.46 0.089666 0.246212
8.56 1.77 -0.102963 -0.282723
9.14 1.33 0.254146 0.697851
3.77 1.32 -0.641795 -1.762282
3.22 0.61 -0.064666 -0.177564
7.15 0.54 0.115567 0.317332
8.83 0.20 0.343904 0.944313
4.61 0.23 0.24699 0.6782
21.69 0.22 0.914459 2.510982 Outlier
15.74 0.18 -0.041701 -0.114507
13.14 0.17 -0.771681 -2.118931 Outlier
13.03 0.19 -0.584807 -1.605802
17.14 0.18 0.48373 1.328258
26.88 0.62 -0.348804 -0.957768
27.54 0.56 0.276426 0.759027
29.29 0.56 0.009067 0.024897
26.16 0.51 0.256483 0.704266
24.26 0.45 -0.193172 -0.530423
12.25 1.13 -0.386066 -1.060084
13.21 0.87 0.262408 0.720537
13.01 0.88 0.115815 0.318011
13.18 0.93 -0.025305 -0.069485
11.79 0.77 0.033148 0.091021
12.04 0.41 -0.227755 -0.625385
11.55 0.42 0.023845 0.065475
12.10 0.47 0.117319 0.322143
9.65 0.40 -0.00882 -0.024218
10.14 0.40 0.095411 0.261985
30.07 0.25 0.363983 0.999448
30.21 0.22 0.423114 1.161815
32.29 0.20 0.458256 1.25831
28.53 0.19 -0.565292 -1.552217
29.92 0.21 -0.680061 -1.867357
19.41 0.58 -0.234499 -0.643901
20.79 0.58 0.164655 0.45212
13.74 0.47 0.097899 0.268818
11.97 0.57 -0.024277 -0.066661
11.34 0.53 -0.003779 -0.010375
14.88 0.45 0.288793 0.792987
16.25 0.42 0.408783 1.122463
14.53 0.46 0.072983 0.200401
11.58 0.45 -0.350205 -0.961615
10.55 0.45 -0.420354 -1.154236
20.87 0.81 0.886503 2.434217 Outlier
23.91 0.68 0.159919 0.439116
27.62 0.58 -0.46948 -1.289128
26.65 0.64 -0.173777 -0.477168
9.51 0.74 -0.403165 -1.107037
6.09 0.21 0.099423 0.273003
15.50 0.23 -1.57E-01 -0.429943
20.09 0.27 0.338654 0.929897
20.04 0.24 0.189812 0.521198
15.23 0.26 -0.471311 -1.294155
11.47 0.21 0.166867 0.458195
15.33 0.22 0.095472 0.262152
11.27 0.25 -0.032553 -0.089387
20.95 0.26 -0.129973 -0.356889
41.82 0.34 -0.099812 -0.274071
18.24 0.44 0.312612 0.858391
10.54 0.32 0.048242 0.132467
13.65 0.26 -0.098862 -0.271461
7.75 0.51 -0.183141 -0.502881
5.60 0.45 -0.078852 -0.216516
21.27 0.90 0.348723 0.957548
19.19 1.00 -0.0535 -0.146904
26.44 0.69 0.723584 1.986863 Outlier
15.13 0.60 -0.415611 -1.141212
9.71 0.34 -0.603196 -1.656294
-10.66 0.49 0.067518 0.185395
22.46 0.61 0.056576 0.15535
-5.85 0.89 -0.134577 -0.36953
-1.18 0.54 0.081916 0.22493
-1.50 0.60 -0.071433 -0.196145
28.73 0.98 -0.02349 -0.0645
19.65 0.99 0.007287 0.020008
-5.41 1.22 0.084512 0.232059
-3.13 1.00 0.112203 0.308094
-2.16 1.55 -0.180512 -0.495661
-2.65 0.43 0.07212 0.198033
91.24 0.57 -0.128365 -0.352472
5.94 0.63 -0.168789 -0.463471
-89.68 0.63 0.208425 0.572308
-17.57 0.75 0.016608 0.045602
13.29 0.42 0.480266 1.318747
16.77 0.37 0.507446 1.393377
28.94 0.25 0.064294 0.176541
11.17 0.25 -0.586951 -1.611687
24.90 0.26 -0.465055 -1.276978
-2.25 -3.93 -0.803385 -2.205987 Outlier
-8.45 0.04 0.691197 1.897935
-28.81 0.05 0.158189 0.434366
-18.67 0.06 -0.009226 -0.025332
237.34 0.30 -0.036776 -0.100981
-29.19 1.33 -0.330335 -0.907057
-16.95 1.42 -0.230597 -0.633188
-23.80 1.65 0.149311 0.409988
-26.55 1.84 0.26669 0.732294
-118.17 1.87 0.144932 0.397963
15.50 1.28 0.096001 0.263606
12.95 1.17 0.798669 2.193037 Outlier
-2.69 1.56 -0.465657 -1.278632
-30.65 -1.53 -0.511343 -1.404079
1.96 -2.13 0.08233 0.226067
21.35 2.28 -0.55866 -1.534005
-0.94 2.78 0.863825 2.371948 Outlier
-2.15 3.22 0.740458 2.033197 Outlier
-1.36 11.35 -0.778995 -2.139016 Outlier
-0.41 -1.85 -0.266628 -0.732124
Perusaha
an
BUDI BUDI 1 2015 0.26 0.02
BUDI 1 2016 0.34 0.03
BUDI 1 2017 0.35 0.04
BUDI 1 2018 0.35 0.04
BUDI 1 2019 0.46 0.05
CEKA CEKA 2 2015 0.63 0.17
CEKA 2 2016 0.90 0.28
CEKA 2 2017 0.85 0.12
CEKA 2 2018 0.84 0.09
CEKA 2 2019 0.88 0.19
DLTA DLTA 3 2015 4.90 0.23
DLTA 3 2016 3.96 0.25
DLTA 3 2017 3.21 0.24
DLTA 3 2018 3.43 0.26
DLTA 3 2019 4.49 0.26
ICBP ICBP 4 2015 4.79 0.18
ICBP 4 2016 5.41 0.20
ICBP 4 2017 5.11 0.17
ICBP 4 2018 5.37 0.21
ICBP 4 2019 4.88 0.20
INDF INDF 5 2015 1.05 0.09
INDF 5 2016 1.58 0.12
INDF 5 2017 1.43 0.11
INDF 5 2018 1.31 0.10
INDF 5 2019 1.28 0.11
DVLA DVLA 6 2015 1.34 0.11
DVLA 6 2016 1.63 0.14
DVLA 6 2017 1.76 0.15
DVLA 6 2018 1.62 0.17
DVLA 6 2019 1.72 0.17
KLBF KLBF 7 2015 5.66 0.19
KLBF 7 2016 5.70 0.19
KLBF 7 2017 5.70 0.18
KLBF 7 2018 4.66 0.16
KLBF 7 2019 4.55 0.15
PYFA PYFA 8 2015 0.59 0.03
PYFA 8 2016 1.01 0.05
PYFA 8 2017 0.90 0.07
PYFA 8 2018 0.85 0.07
PYFA 8 2019 0.85 0.07
TSPC TSPC 9 2015 1.82 0.12
TSPC 9 2016 1.91 0.12
TSPC 9 2017 1.59 0.11
TSPC 9 2018 1.15 0.10
TSPC 9 2019 1.08 0.10
KINO KINO 10 2015 3.09 0.15
KINO 10 2016 2.22 0.09
KINO 10 2017 1.47 0.05
KINO 10 2018 1.83 0.07
KINO 10 2019 1.81 0.19
TCID TCID 11 2015 1.93 0.32
TCID 11 2016 1.41 0.09
TCID 11 2017 1.94 0.10
TCID 11 2018 1.76 0.09
TCID 11 2019 1.10 0.07
CINT CINT 12 2015 1.07 0.09
CINT 12 2016 0.97 0.06
CINT 12 2017 0.87 0.08
CINT 12 2018 0.73 0.03
CINT 12 2019 0.78 0.02
ADES ADES 13 2015 1.32 0.07
ADES 13 2016 1.02 0.10
ADES 13 2017 0.78 0.06
ADES 13 2018 0.93 0.12
ADES 13 2019 1.09 0.19
STTP STTP 14 2015 3.92 0.18
STTP 14 2016 3.58 0.19
STTP 14 2017 4.12 0.16
STTP 14 2018 2.98 0.20
STTP 14 2019 2.74 0.28
MBTO MBTO 15 2015 0.34 -0.03
MBTO 15 2016 0.45 0.02
MBTO 15 2017 0.35 -0.06
MBTO 15 2018 0.21 -0.18
MBTO 15 2019 0.17 -0.11
LMPI LMPI 16 2015 0.28 0.01
LMPI 16 2016 0.33 0.02
LMPI 16 2017 0.45 -0.08
LMPI 16 2018 0.32 -0.10
LMPI 16 2019 0.31 -0.14
KICI KICI 17 2015 0.37 -0.14
KICI 17 2016 0.37 0.00
KICI 17 2017 0.52 0.09
KICI 17 2018 0.83 -0.01
KICI 17 2019 0.64 -0.04
WIIM WIIM 18 2015 1.85 0.14
WIIM 18 2016 1.80 0.11
WIIM 18 2017 1.20 0.04
WIIM 18 2018 0.57 0.05
WIIM 18 2019 0.66 0.03
RMBA RMBA 19 2015 -1.17 0.52
RMBA 19 2016 1.87 -0.22
RMBA 19 2017 1.55 -0.05
RMBA 19 2018 1.36 -0.07
RMBA 19 2019 1.43 0.01
ALTO ALTO 20 2015 1.40 -0.05
ALTO 20 2016 1.50 -0.09
ALTO 20 2017 2.03 -0.09
ALTO 20 2018 2.26 -0.09
ALTO 20 2019 2.29 -0.02
AISA AISA 21 2015 1.46 0.09
AISA 21 2016 2.18 0.17
AISA 21 2017 0.67 -0.25
AISA 21 2018 -0.92 0.03
AISA 21 2019 -1.90 -0.97
MGNA MGNA 22 2015 0.38 0.02
MGNA 22 2016 0.92 -0.98
MGNA 22 2017 1.44 -0.67
MGNA 22 2018 3.03 -2.23
MGNA 22 2019 -0.48 1.16
PER DER Statistik PBV ROE PER DER
13.45 1.95 Minimal -1.905 -2.228 -118.166 -3.928

10.13 1.52 Maksimal 5.702 1.158 237.342 11.351
9.26 1.46 Rata-Rata 1.663 0.046 11.301 0.682
8.56 1.77 Standard D 1.555 0.312 31.097 1.316
9.14 1.33
3.77 1.32 Statistik
Variabel
3.22 0.61 Minimal Maksimal Rata-Rata Standard Deviasi
7.15 0.54 PBV -1.905 5.702 1.663 1.555
8.83 0.20 ROE -2.228 1.158 0.046 0.312
4.61 0.23 PER -118.166 237.342 11.301 31.097
21.69 0.22 DER -3.928 11.351 0.682 1.316
15.74 0.18
13.14 0.17
13.03 0.19
17.14 0.18 Data AsliSetelah Drop
Setelah
1 Drop
Setelah
2 Drop
Setelah
3 Drop 4
26.88 0.62 SKLT BTEK UNVR MLBI MYOR
27.54 0.56 IIKP MRAT HMSP ROTI
29.29 0.56 INAF KAEF SKLT
26.16 0.51 MLBI SIDO GGRM
24.26 0.45 SKBM
12.25 1.13 1 2 5 4 4
13.21 0.87 37 35 30 26 22
13.01 0.88
13.18 0.93
11.79 0.77
12.04 0.41
11.55 0.42
12.10 0.47
9.65 0.40
10.14 0.40
30.07 0.25
30.21 0.22
32.29 0.20
28.53 0.19
29.92 0.21
19.41 0.58
20.79 0.58
13.74 0.47
11.97 0.57
11.34 0.53
14.88 0.45
16.25 0.42
14.53 0.46
11.58 0.45
10.55 0.45
20.87 0.81
23.91 0.68
27.62 0.58
26.65 0.64
9.51 0.74
6.09 0.21
15.50 0.23
20.09 0.27
20.04 0.24
15.23 0.26
11.47 0.21
15.33 0.22
11.27 0.25
20.95 0.26
41.82 0.34
18.24 0.44
10.54 0.32
13.65 0.26
7.75 0.51
5.60 0.45
21.27 0.90
19.19 1.00
26.44 0.69
15.13 0.60
9.71 0.34
-10.66 0.49
22.46 0.61
-5.85 0.89
-1.18 0.54
-1.50 0.60
28.73 0.98
19.65 0.99
-5.41 1.22
-3.13 1.00
-2.16 1.55
-2.65 0.43
91.24 0.57
5.94 0.63
-89.68 0.63
-17.57 0.75
13.29 0.42
16.77 0.37
28.94 0.25
11.17 0.25
24.90 0.26
-2.25 -3.93
-8.45 0.04
-28.81 0.05
-18.67 0.06
237.34 0.30
-29.19 1.33
-16.95 1.42
-23.80 1.65
-26.55 1.84
-118.17 1.87
15.50 1.28
12.95 1.17
-2.69 1.56
-30.65 -1.53
1.96 -2.13
21.35 2.28
-0.94 2.78
-2.15 3.22
-1.36 11.35
-0.41 -1.85
andard Deviasi
etelah Drop 4

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Jumlah

No Jenis Sektor Kode Perusahaan

17% MLBI,ULTJ, 33 MLBI,SKLT,A 20

1 BUDI 2015 3,265,953 2,160,702

2 CEKA 2015 1,485,826 845,933

3 DLTA 2015 1,038,322 188,700

4 ICBP 2015 26,560,624 10,173,713

5 MLBI 2015 2,100,853 1,334,373

6 MYOR 2015 11,342,717 6,148,256

7 ROTI 2015 2,706,324 1,188,535

8 SKLT 2015 377,111 225,066

9 INDF 2015 91,831,526 48,709,933

10 GGRM 2015 63,505,413 25,497,504

11 HMSP 2015 38,010,724 4,538,674

12 DVLA 2015 1,376 403

13 KAEF 2015 3,434,879 1,378,320

14 KLBF 2015 13,696,417 2,758,131

15 PYFA 2015 159,952 58,729

16 TSPC 2015 6,284,729 1,947,588

17 KINO 2015 3,211,235 1,434,605

18 TCID 2015 2,082,097 367,225

19 UNVR 2015 15,729,945 10,902,585

20 CINT 2015 382,808 67,734

21 ADES 2015 653,224 199,364

22 STTP 2015 1,919,568 910,759

23 MRAT 2015 497,090 120,064

24 MBTO 2015 648,899 214,686

25 LMPI 2015 793,094 391,882

26 KICI 2015 133,832 40,460

27 INAF 2015 1,533,709 941,000

28 SIDO 2015 2,796,111 197,797

29 WIIM 2015 13,427,000 398,991

30 RMBA 2015 12,667,314 12,369,525

31 MLBI 2015 2,100,853 1,334,373

32 SKLT 2015 377,111 225,066

33 ALTO 2015 1,180,228 673,256

34 AISA 2015 9,060,979 5,094,072

35 BTEK 2015 495,391 425,508

36 IIKP 2015 332,003 12,859

37 SKBM 2015 764,484 420,370

38 MGNA 2015 458,200 318,649

Laba Bersih Ekuitas Jumlah Saham Harga saham

21,072 1,105,251 4,499 63

106,549 639,894 595 675

192,045 849,622 801 5,200

2,923,148 16,386,911 5,831 13,475

496,909 766,480 2,107 8,200

1,250,233 5,194,461 894 30,500

270,539 1,517,789 5,062 1,265

20,067 152,045 691 370

3,709,501 43,121,593 8,780 5,175

6,452,834 38,007,909 1,924 55,000

10,363,308 33,472,050 4,653 94,000

108 973 1 1,300

265,550 2,056,559 5,554 870

2,057,694 10,938,286 46,875 1,320

3,087 101,223 535 112

529,219 4,337,141 4,500 1,750

262,980 1,776,630 1,429 3,840

544,474 1,714,872 201 16,500

5,851,805 4,827,360 7,630 37,000

29,478 315,074 1,000 338

32,839 453,860 590 1,015

185,705 1,008,809 1,310 3,015