LAMPIRAN. Universitas Sumatera Utara
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1 LAMPIRAN 99
2 Lampiran 1 Daftar Sampel Penelitian No Kode Nama Reksadana Tanggal Diluncurkan 1 BIIDINA AXA Citradinamis NISP Abeerdeen Indonesia Equity Fund D1B BNI-AM Dana Berkembang BNP Paribas Ekuitas FOIP BNP Paribas Infrastruktur Plus MPPESON BNP Paribas Pesona FOSL BNP Paribas Solaris BAM SAH Batavia Dana Saham Batavia Dana Saham Optimal CIMB-Principal Equity Aggresive D42C Dana Ekuitas Andalan RDEP Dana Ekuitas Prima Dana Pratama Ekuitas D78A Dana Pratama Equity RDMW Danareksa Mawar D68B Emco Growth Fund D68D Emco Mantap FIPF First State IndoEquity Peka Fund First State IndoEquity Value Select Fund First State IndoEquity Dividend Yield First State IndoEquity Sectoral Fund Grow-2-Prosper D45E Lautandhana Equity D454N Lautandhana Equity Progresif BIG-EQ MNC Dana Ekuitas Mandiri Investa Atraktif Mandiri Investa UGM Endowment Plus Manulife Dana Saham Manulife Saham Andalan Maybank GMT Dana Ekuitas D61B Millenium Equity Panin Dana Maksima GR002PRIMASH Panin Dana Prima Pratama Saham RHB OSK Alpha Sectoral Navigator Rencana Cerdas SPEF Schroder 90 Plus Schroder Dana Istimewa SDPT Schroder Dana Prestasi Schroder Dana Prestasi Plus SIEF Schroder Indo Equity Fund D8O Simas Danamas Saham Syailendra Equity Opportunity Fund
3 (Lanjutan Lampiran 1) D2B Trim Kapital D2L Trim Kapital Plus Lampiran 2 Data Mentah Bulanan Keterangan Inflasi Nilai Suku Indeks Indeks Nikkei tukar Bunga BI Eido 225 Ihsg Jan % % Feb % % Mar % % Apr % % May % % Jun % % Jul % % Aug % % Sep % % Oct % % Nov % % Dec % % Jan % % Feb % % Mar % % Apr % % May % % Jun % % Jul % % Aug % % Sep % % Oct % % Nov % % Dec % % Jan % % Feb % % Mar % % Apr % % May % % Jun % %
4 (Lanjutan Lampiran 2) Jul % % Aug % % Sep % % Oct % % Nov % % Dec % % Jan % % Feb % % Mar % % Apr % % May % % Jun % % Jul % % Aug % % Sep % % Oct % % Nov % % Dec % % Jan % % Feb % % Mar % % Apr % % May % % Jun % % Jul % % Aug % % Sep % % Oct % % Nov % % Dec % %
5 Lampiran 3 Data Bulanan yang Sudah Diolah Keterangan Inflasi Suku Bunga Indeks Nilai Tukar Indeks Eido BI Nikkei 225 IHSG Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb E Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
6 (Lanjutan Lampiran 3) Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
7 LAMPIRAN 4 DATA BULANAN TINGKAT PENGEMBALIAN REKSADANA BULAN REKSADANA Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
8 (Lanjutan Lampiran 4) Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
9 (Lanjutan Lampiran 4) Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
10 (Lanjutan Lampiran 4) BULAN REKSADANA Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
11 (Lanjutan Lampiran 4) Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
12 (Lanjutan Lampiran 4) Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
13 (Lanjutan Lampiran 4) BULAN REKSADANA Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
14 (Lanjutan Lampiran 4) Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
15 (Lanjutan Lampiran 4) Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
16 (Lanjutan Lampiran 4) BULAN REKSADANA Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
17 (Lanjutan Lampiran 4) Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
18 (Lanjutan Lampiran 4) Sep Oct Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
19 Lampiran 5 HASIL VARIABEL X KE Z DENGAN METODE PLS Dependent Variable: IHSG? Method: Pooled Least Squares Date: 05/24/16 Time: 12:17 Sample: 2011M M12 Included observations: 60 Cross-sections included: 6 Total pool (balanced) observations: 360 Variable Coefficient Std. Error t-statistic Prob. C INFLASI? NILAI TUKAR? SUKU BUNGA BI? INDEKS EIDO? INDEKS N225? R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic) HASIL VARIABEL Z KE Y DENGAN METODE PLS Dependent Variable: RETURN Reksadana? Method: Pooled Least Squares Date: 05/23/16 Time: 19:20 Sample: 2011M M12 Included observations: 60 Cross-sections included: 45 Total pool (balanced) observations: 2700 Variable Coefficient Std. Error t-statistic Prob. C -5.54E IHSG? R-squared Mean dependent var Adjusted R-squared S.D. dependent var
20 (Lanjutan Lampiran 5) S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic) Lampiran 6 HASIL VARIABEL X KE Z DENGAN METODE FEM Dependent Variable: IHSG? Method: Pooled Least Squares Date: 05/23/16 Time: 20:45 Sample: 2011M M12 Included observations: 60 Cross-sections included: 6 Total pool (balanced) observations: 360 Variable Coefficient Std. Error t-statistic Prob. C INFLASI? NILAI TUKAR? SUKU BUNGA BI? INDEKS EIDO? INDEKS N225? Fixed Effects (Cross) _INFLASI--C 1.41E-17 _NILAI TUKAR--C 1.41E-17 _SUKU BUNGABI-C 1.41E-17 _INDEKS EIDO--C 1.41E-17 _INDEKS N225--C 1.41E-17 _IHSG--C 1.41E-17 Effects Specification Cross-section fixed (dummy variables) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)
21 HASIL VARIABEL Z KE Y DENGAN METODE FEM Dependent Variable: RETURN Reksadana? Method: Pooled Least Squares Date: 05/23/16 Time: 19:21 Sample: 2011M M12 Included observations: 60 Cross-sections included: 45 Total pool (balanced) observations: 2700 Variable Coefficient Std. Error t-statistic Prob. C -5.54E IHSG? Fixed Effects (Cross) _1--C _2--C _3--C _4--C _5--C _6--C _7--C _8--C _9--C _10--C _11--C _12--C _13--C _14--C _15--C _16--C _17--C _18--C _19--C _20--C _21--C _22--C _23--C 5.66E-05 _24--C _25--C _26--C _27--C _28--C _29--C _30--C _31--C _32--C _33--C _34--C _35--C
22 (Lanjutan Lampiran 6) _36--C _37--C _38--C _39--C _40--C _41--C _42--C _43--C _44--C _45--C Effects Specification Cross-section fixed (dummy variables) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)
23 Lampiran 7 HASIL VARIABEL X KE Z DENGAN METODE REM Dependent Variable: IHSG? Method: Pooled EGLS (Cross-section random effects) Date: 05/24/16 Time: 12:19 Sample: 2011M M12 Included observations: 60 Cross-sections included: 6 Total pool (balanced) observations: 360 Swamy and Arora estimator of component variances Variable Coefficient Std. Error t-statistic Prob. C INFLASI? NILAI TUKAR? SUKU BUNGA BI? INDEKS EIDO? INDEKS N225? Random Effects (Cross _INFLASI--C _NILAI TUKAR--C _SUKU BUNGABI-C _INDEKS EIDO--C _INDEKS N225--C _IHSG--C Effects Specification S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat
24 HASIL VARIABEL Z KE Y DENGAN METODE REM Dependent Variable: RETURN Reksadana? Method: Pooled EGLS (Cross-section random effects) Date: 05/23/16 Time: 19:22 Sample: 2011M M12 Included observations: 60 Cross-sections included: 45 Total pool (balanced) observations: 2700 Swamy and Arora estimator of component variances Variable Coefficient Std. Error t-statistic Prob. C -5.54E IHSG? Random Effects (Cross _1--C _2--C _3--C _4--C _5--C -8.31E-05 _6--C -4.64E-05 _7--C _8--C -7.63E-05 _9--C _10--C _11--C _12--C -5.74E-05 _13--C _14--C _15--C _16--C _17--C _18--C _19--C _20--C _21--C _22--C _23--C 9.00E-06 _24--C _25--C _26--C _27--C _28--C _29--C _30--C _31--C _32--C _33--C
25 (Lanjutan Lampiran 7) _34--C _35--C _36--C _37--C _38--C _39--C _40--C 2.76E-05 _41--C _42--C _43--C _44--C _45--C Effects Specification S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat
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