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  • Variables Entered/Removed: Dimension0

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    sherinadevi
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    The document analyzes the relationship between stock market index IHSG and the returns of three companies (BBRI, ANTM, ASII). It shows that IHSG has a strong positive correlation with BBRI returns (R=0.870) and moderately positive correlation with ASII returns (R=0.797), but only a weak positive correlation with ANTM returns (R=0.347).

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    The document analyzes the relationship between stock market index IHSG and the returns of three companies (BBRI, ANTM, ASII). It shows that IHSG has a strong positive correlation with BBRI returns (R=0.870) and moderately positive correlation with ASII returns (R=0.797), but only a weak positive correlation with ANTM returns (R=0.347).

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    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    13 views3 pages

    Variables Entered/Removed: Dimension0

    Uploaded by

    sherinadevi
    The document analyzes the relationship between stock market index IHSG and the returns of three companies (BBRI, ANTM, ASII). It shows that IHSG has a strong positive correlation with BBRI returns (R=0.870) and moderately positive correlation with ASII returns (R=0.797), but only a weak positive correlation with ANTM returns (R=0.347).

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    BBRI

    Variables Entered/Removedb
    Model

    Variables Entered

    Variables Removed

    IHSGa

    Method

    Enter

    dimension0

    a. All requested variables entered.


    b. Dependent Variable: Return BBRI

    Model Summary
    Model
    dimension0

    R Square
    ,870a

    Adjusted R Square
    ,756

    Std. Error of the Estimate

    ,745

    ,01222744

    a. Predictors: (Constant), IHSG

    ANOVAb
    Model
    1

    Sum of Squares

    df

    Mean Square

    Regression

    ,010

    ,010

    Residual

    ,003

    21

    ,000

    Total

    ,013

    22

    Sig.

    65,176

    ,000a

    a. Predictors: (Constant), IHSG


    b. Dependent Variable: Return BBRI

    Coefficientsa
    Model

    Standardized
    Unstandardized Coefficients
    B

    (Constant)
    IHSG

    Std. Error
    ,004

    ,003

    2,080

    ,258

    a. Dependent Variable: Return BBRI

    Coefficients
    Beta

    ,870

    Sig.

    1,434

    ,166

    8,073

    ,000

    ANTM

    Variables Entered/Removedb
    Model

    Variables Entered

    Variables Removed

    IHSGa

    Method

    Enter

    dimension0

    a. All requested variables entered.


    b. Dependent Variable: Return ANTM

    Model Summary
    Model
    dimension0

    R Square
    ,347a

    Adjusted R Square
    ,120

    Std. Error of the Estimate

    ,078

    ,01503530

    a. Predictors: (Constant), IHSG

    ANOVAb
    Model
    1

    Sum of Squares

    df

    Mean Square

    Regression

    ,001

    ,001

    Residual

    ,005

    21

    ,000

    Total

    ,005

    22

    Sig.

    2,870

    ,105a

    a. Predictors: (Constant), IHSG


    b. Dependent Variable: Return ANTM

    Coefficientsa
    Model

    Standardized
    Unstandardized Coefficients
    B

    (Constant)
    IHSG

    Std. Error
    -,006

    ,003

    ,537

    ,317

    a. Dependent Variable: Return ANTM

    Coefficients
    Beta

    ,347

    Sig.

    -1,764

    ,092

    1,694

    ,105

    ASII

    Variables Entered/Removedb
    Model
    dimension0

    Variables Entered

    Variables Removed

    IHSGa

    Method

    Enter

    a. All requested variables entered.


    b. Dependent Variable: Return ASII

    Model Summary
    Model
    dimension0

    R Square
    ,797a

    Adjusted R Square
    ,636

    Std. Error of the Estimate

    ,618

    ,01305416

    a. Predictors: (Constant), IHSG

    ANOVAb
    Model
    1

    Sum of Squares

    df

    Mean Square

    Regression

    ,006

    ,006

    Residual

    ,004

    21

    ,000

    Total

    ,010

    22

    Sig.

    36,624

    ,000a

    a. Predictors: (Constant), IHSG


    b. Dependent Variable: Return ASII

    Coefficientsa
    Model

    Standardized
    Unstandardized Coefficients
    B

    Std. Error

    (Constant)

    -,001

    ,003

    IHSG

    1,665

    ,275

    a. Dependent Variable: Return ASII

    Coefficients
    Beta

    ,797

    Sig.
    -,336

    ,740

    6,052

    ,000

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