REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS CI(95) BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.

10) /NOORIGIN /DEPENDENT IHS /METHOD=ENTER EVA MVA DER DAR /SCATTERPLOT=(*ZRESID ,*ZPRED) /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Regression

Notes Output Created Comments Input Active Dataset Filter Weight Split File N of Rows in Working Data File Missing Value Handling Definition of Missing Cases Used User-defined missing values are treated as missing. Statistics are based on cases with no missing values for any variable used. DataSet0 <none> <none> <none> 40 27-Nov-2011 20:16:48

Syntax

REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS CI(95) BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT IHS /METHOD=ENTER EVA MVA DER DAR /SCATTERPLOT=(*ZRESID ,*ZPRED) /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Resources

Processor Time Elapsed Time Memory Required Additional Memory Required for Residual Plots

00 00:00:02,231 00 00:00:02,278 2308 bytes 888 bytes

[DataSet0]

Variables Entered/Removedb Variables Model 1 Entered Debt To Assets Ratio, MVA, Debt To Equity Ratio, EVA a. All requested variables entered. b. Dependent Variable: Imbal Hasil Saham . Variables Removed Method Enter

Model Summaryb

Adjusted R Model 1 R ,286a R Square ,082 Square -,023

Std. Error of the Estimate ,3080900 Durbin-Watson 2,175

a. Predictors: (Constant), Debt To Assets Ratio, MVA, Debt To Equity Ratio, EVA b. Dependent Variable: Imbal Hasil Saham

ANOVAb Model 1 Regression Residual Total Sum of Squares ,295 3,322 3,617 df 4 35 39 Mean Square ,074 ,095 F ,777 Sig. ,548a

a. Predictors: (Constant), Debt To Assets Ratio, MVA, Debt To Equity Ratio, EVA b. Dependent Variable: Imbal Hasil Saham

Coefficientsa Model Unstandardized Coefficients B 1 (Constant) EVA MVA Debt To Equity Ratio Debt To Assets Ratio ,240 ,007 -,004 ,003 ,007 Std. Error ,088 ,029 ,003 ,011 ,059

Coefficientsa Standardized Model Coefficients Beta 1 (Constant) EVA MVA Debt To Equity Ratio Debt To Assets Ratio Coefficientsa ,044 -,300 ,043 ,020 2,720 ,254 -1,753 ,252 ,115 ,010 ,801 ,088 ,802 ,909 t Sig. 95,0% Confidence Interval for B Lower Bound ,061 -,051 -,010 -,019 -,113 Upper Bound ,419 ,065 ,001 ,025 ,127

Model

Collinearity Statistics Tolerance VIF

(Constant) EVA MVA Debt To Equity Ratio Debt To Assets Ratio ,863 ,896 ,918 ,886 1,158 1,116 1,089 1,129

a. Dependent Variable: Imbal Hasil Saham

Coefficient Correlationsa Debt To Assets Model 1 Correlations Debt To Assets Ratio MVA Debt To Equity Ratio EVA Covariances Debt To Assets Ratio MVA Debt To Equity Ratio EVA a. Dependent Variable: Imbal Hasil Saham Ratio 1,000 -,059 -,193 -,220 ,003 -8,780E-6 ,000 ,000 MVA -,059 1,000 -,131 -,243 -8,780E-6 6,320E-6 -3,589E-6 -1,750E-5 Debt To Equity Ratio -,193 -,131 1,000 -,066 ,000 -3,589E-6 ,000 -2,068E-5 EVA -,220 -,243 -,066 1,000 ,000 -1,750E-5 -2,068E-5 ,001

Collinearity Diagnosticsa Model 1 Dimension 1 2 3 4 5 Eigenvalue 3,085 ,695 ,626 ,414 ,180 Condition Index 1,000 2,106 2,220 2,729 4,141

Collinearity Diagnosticsa Model Dimension Variance Proportions

Debt To Equity (Constant) 1 1 2 3 4 5 ,02 ,06 ,00 ,10 ,81 EVA ,04 ,04 ,05 ,88 ,00 MVA ,02 ,05 ,00 ,07 ,85 Ratio ,03 ,33 ,60 ,03 ,00

Debt To Assets Ratio ,03 ,40 ,47 ,09 ,00

a. Dependent Variable: Imbal Hasil Saham

Residuals Statisticsa Minimum Predicted Value Residual Std. Predicted Value Std. Residual -,009343 -,2837066 -1,611 -,921 Maximum ,249728 1,3037305 1,369 4,232 Mean ,130705 ,0000000 ,000 ,000 Std. Deviation ,0869460 ,2918632 1,000 ,947 N 40 40 40 40

a. Dependent Variable: Imbal Hasil Saham

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