Lampiran I

Daftar Perusahaan yang Digunakan sebagai Sampel

Jakarta Islamic Indeks (JII)
Periode Desember 2016 Mei 2017

No. NAMA PERUSAHAAN KODE

1 Astra Agro Lestari Tbk. AALI
2 Adhi Karya (Persero) Tbk. ADHI
3 AKR Corporindo Tbk. AKRA
4 Aneka Tambang (Persero) Tbk. ANTM
5 Astra International Tbk. ASII
6 Bumi Serpong Damai Tbk. BSDE
7 Indofood CBP Sukses Makmur Tbk. ICBP
8 Indofood Sukses Makmur Tbk. INDF
9 Indocement Tunggal Prakarsa Tbk. INTP
10 Kalbe Farma Tbk. KLBF
11 Lippo Karawaci Tbk. LPKR
12 Matahari Department Store Tbk. LPPF
13 PP London Sumatra Indonesia Tbk. LSIP
14 Tambang Batubara Bukit Asam (Persero) Tbk. PTBA
15 PP (Persero) Tbk. PTPP
16 Pakuwon Jati Tbk. PWON
17 Semen Indonesia (Persero) Tbk. SMGR
18 Summarecon Agung Tbk. SMRA
19 Telekomunikasi Indonesia (Persero) Tbk. TLKM
20 United Tractors Tbk. UNTR
21 Unilever Indonesia Tbk. UNVR
22 Wijaya Karya (Persero) Tbk. WIKA

Sumber: www.idx.co.id
 Lampiran II

Data Pengujian

KODE Tahun RN EVA MVA ROA ROE

AALI 2012 0.0115 1,035,107,456,689 33,778,280,250,000 0.2029 0.2691
2013 0.1435 913,458,572,724 38,738,727,000,000 0.1272 0.1853
2014 -0.0339 1,156,322,029,717 37,400,193,750,000 0.1412 0.2214
2015 -0.3464 365,645,576,383 24,172,335,750,000 0.0323 0.0595
2016 0.0584 481,158,362,760 31,324,302,619,575 0.0873 0.1202
ADHI 2012 2.0345 250,178,788,861 2,990,191,200,000 0.0271 0.1806
2013 -0.0852 406,109,391,746 2,719,993,200,000 0.0420 0.2638
2014 1.1615 360,747,008,195 6,088,461,600,000 0.0312 0.1865
2015 -0.3851 414,776,393,035 7,264,132,727,040 0.0277 0.0901
2016 0.0234 515,233,458,489 7,442,175,195,840 0.0157 0.0579
AKRA 2012 0.3719 513,342,282,877 15,598,346,175,000 0.0835 0.1470
2013 0.0542 746,615,759,826 16,590,110,062,500 0.0797 0.1148
2014 -0.0583 427,003,873,476 15,732,823,449,480 0.0535 0.1325
2015 0.6930 532,252,446,153 27,939,388,912,625 0.0696 0.1453
2016 0.0179 284,537,117,539 27,942,468,190,000 0.0661 0.1297
ANTM 2012 -0.2099 1,080,341,414,664 11,255,382,505,000 0.1519 0.2332
2013 -0.2070 249,170,881,256 8,727,690,671,250 0.0187 0.0320
2014 0.0493 -69,175,126,134 9,204,613,658,750 -0.0352 -0.0650
2015 -0.6676 2,013,953,511,987 6,103,814,240,150 -0.0475 -0.0787
 2016 1.3164 123,294,716,463 17,302,150,602,000 0.0022 0.0035
ASII 2012 0.0270 9,734,955,726,612 305,650,826,207,000 0.1248 0.2532
2013 -0.1053 12,018,234,929,063 273,263,983,695,000 0.1042 0.2100
2014 0.0919 10,181,960,112,081 298,566,204,407,500 0.0938 0.1841
2015 -0.1919 8,319,093,276,854 240,877,141,183,000 0.0636 0.1234
2016 0.3792 10,465,750,680,671 332,977,224,576,500 0.0699 0.1308
BSDE 2012 0.1327 430,935,982,743 17,671,966,557,920 0.0883 0.1404
2013 0.5766 879,587,264,942 28,870,044,376,800 0.1287 0.2166
2014 0.0314 815,779,837,794 31,323,998,098,360 0.1416 0.2166
2015 -0.0028 502,883,338,496 32,719,383,526,400 0.0653 0.1064
2016 0.2333 389,360,248,970 40,802,995,927,040 0.0532 0.0837
ICBP 2012 0.5000 924,207,080,839 44,898,345,800,000 0.1286 0.1904
2013 0.3077 1,012,302,088,512 58,892,635,400,000 0.1051 0.1685
2014 0.2843 297,774,647,131 75,802,402,000,000 0.1016 0.1683
2015 0.0286 1,446,586,788,233 77,989,009,750,000 0.1101 0.1784
2016 -0.2579 1,623,961,284,342 116,035,984,600,000 0.1256 0.1963
INDF 2012 0.2717 2,288,345,514,468 50,487,452,375,000 0.0806 0.1400
2013 0.1282 3,767,405,066,718 57,072,772,250,000 0.0440 0.0902
2014 0.0227 2,546,170,514,033 58,389,836,225,000 0.0599 0.1248
2015 -0.2333 3,840,772,740,173 44,560,664,487,500 0.0404 0.0860
2016 0.5314 2,701,236,285,190 68,706,837,362,500 0.0641 0.1199
INTP 2012 0.3090 1,516,913,644,345 80,803,035,793,050 0.2093 0.2453
2013 -0.1091 1,806,171,376,163 71,784,018,130,500 0.1884 0.2181
2014 0.2500 1,520,258,524,225 90,190,176,625,500 0.1833 0.2154
2015 -0.1070 1,225,576,419,001 80,342,881,830,675 0.1576 0.1825
 2016 -0.1165 570,448,041,148 70,771,679,413,275 0.1284 0.1481
KLBF 2012 0.5588 684,531,306,793 53,319,075,715,500 0.1885 0.2408
2013 0.1792 853,860,099,811 58,125,151,416,400 0.1741 0.2318
2014 0.4640 789,657,000,368 85,312,722,240,200 0.1706 0.2174
2015 -0.2787 800,187,442,149 61,406,409,964,100 0.1502 0.1881
2016 0.1477 842,419,091,416 70,547,058,775,550 0.1544 0.1886
LPKR 2012 0.5152 1,527,959,159,585 20,769,920,657,100 0.0532 0.1153
2013 -0.0900 566,543,336,118 18,692,928,591,390 0.0509 0.1123
2014 0.1209 496,358,743,509 21,231,474,449,480 0.0829 0.1782
2015 0.0147 -82,659,218,570 21,577,639,793,765 0.0248 0.0541
2016 0.0097 850,967,893,291 21,808,416,689,955 0.0269 0.0556
LPPF 2012 0.1250 1,006,099,961,327 7,586,587,008,000 0.2631 -0.3991
2013 3.0741 1,039,705,511,868 31,805,307,072,000 0.3916 -1.4720
2014 0.3636 1,307,434,755,112 43,476,979,392,000 0.4164 7.9910
2015 0.1733 1,329,756,576,750 51,063,566,400,000 0.4579 1.6099
2016 0.0497 1,243,923,888,914 53,616,744,720,000 0.4157 1.0886
LSIP 2012 0.0222 311,176,849,453 15,010,300,723,000 0.1477 0.1776
2013 -0.1609 255,514,260,201 12,485,841,055,950 0.0964 0.1162
2014 0.1451 277,524,076,559 14,396,242,966,150 0.1067 0.1327
2015 0.0068 250,833,665,544 14,498,585,925,625 0.0704 0.0849
2016 -0.0697 146,322,830,752 13,441,042,011,050 0.0627 0.0775
PTBA 2012 -0.1297 406,591,855,055 33,640,325,010,000 0.2286 0.3421
2013 -0.3245 1,226,099,412,479 22,350,078,945,000 0.1588 0.2455
2014 0.2255 1,246,866,459,706 27,649,582,200,000 0.1254 0.2186
2015 -0.6380 817,858,507,035 9,274,130,696,250 0.1206 0.2193
 2016 1.7624 786,338,687,315 27,649,582,200,000 0.1090 0.1918
PTPP 2012 0.9175 408,679,819,142 4,019,222,295,000 0.0362 0.1870
2013 0.3976 541,923,034,167 5,132,982,690,000 0.0339 0.2120
2014 2.0819 652,857,947,833 16,827,466,837,500 0.0366 0.2285
2015 0.0839 2,021,711,503,407 18,280,197,787,500 0.0442 0.1652
2016 0.0813 1,102,287,506,241 25,357,580,177,860 0.0369 0.1067
PWON 2012 0.1968 336,527,268,242 9,631,920,480,000 0.1013 0.2445
2013 0.2000 521,394,270,586 11,799,102,588,000 0.1222 0.2770
2014 0.9074 671,107,968,951 23,598,205,176,000 0.1550 0.3140
2015 -0.0369 415,506,743,134 22,683,172,730,400 0.0746 0.1481
2016 0.1391 508,878,565,200 26,006,185,296,000 0.0861 0.1616
SMGR 2012 0.3843 1,784,278,258,829 93,421,440,000,000 0.1854 0.2712
2013 -0.1073 2,480,633,739,908 83,337,856,000,000 0.1739 0.2456
2014 0.1449 1,993,662,001,486 95,497,472,000,000 0.1622 0.2227
2015 -0.2963 1,831,347,614,076 67,026,176,000,000 0.1186 0.1649
2016 -0.1667 1,136,012,550,475 55,756,288,000,000 0.1025 0.1483
SMRA 2012 0.5323 511,728,197,685 12,984,103,512,000 0.0728 0.2076
2013 -0.1789 584,437,694,144 9,810,211,542,400 0.0802 0.2353
2014 0.9487 629,828,373,504 20,486,029,985,600 0.1019 0.2521
2015 0.0855 572,352,192,571 22,361,511,604,000 0.0567 0.1413
2016 0.0879 385,528,621,072 24,453,394,947,600 0.0291 0.0741
TLKM 2012 0.2837 7,928,891,781,947 177,407,993,655,200 0.1649 0.2741
2013 0.1878 8,942,544,271,064 211,679,992,437,900 0.1586 0.2621
2014 0.3326 10,241,399,164,509 283,751,989,863,185 0.1500 0.2474
2015 0.0838 10,826,710,194,133 307,943,988,998,945 0.1403 0.2496
 2016 0.2818 10,344,231,254,544 396,143,985,848,070 0.1624 0.2764
UNTR 2012 -0.2524 2,481,249,515,273 72,551,128,395,200 0.1144 0.1781
2013 -0.0355 3,718,984,579,891 69,940,033,800,000 0.0837 0.1346
2014 -0.0868 2,371,969,488,586 63,785,310,825,600 0.0801 0.1254
2015 -0.0231 2,098,751,762,865 62,293,256,771,200 0.0452 0.0711
2016 0.2537 2,575,049,225,669 78,332,837,856,000 0.0798 0.1198
UNVR 2012 0.1090 3,538,199,205,018 159,009,200,000,000 0.4038 1.2194
2013 0.2470 3,887,536,923,220 198,303,700,000,000 0.4010 1.2581
2014 0.2423 4,452,157,326,275 246,372,700,000,000 0.4150 1.2486
2015 0.1455 4,384,251,690,085 282,233,700,000,000 0.3720 1.2122
2016 0.0486 4,381,100,521,649 295,967,700,000,000 0.3816 1.3585
WIKA 2012 1.4262 402,904,512,008 8,425,765,950,000 0.0462 0.1795
2013 0.0676 500,228,042,467 9,087,152,640,000 0.0496 0.1935
2014 1.3291 614,599,364,790 22,014,225,500,000 0.0468 0.1525
2015 -0.2826 735,789,363,694 15,619,031,500,000 0.0359 0.1293
2016 -0.0178 537,805,281,586 22,362,088,765,410 0.0369 0.0918
 Lampiran III

Hasil Olah Data Eviews

Statistik Deskriptif
Uji Chow
Uji Hausman
Analisis Regresi
 Lampiran IV

Penelitian Terdahulu