Regression

Descriptive Statistics
RETURN
ROA
ROE
PBV
DPR
DER

Mean
,7331
,1006
15,4497
2,1359
20,8675
1,7894

Std. Deviation
,96449
,09602
9,38894
1,88364
15,55232
1,66711

N
32
32
32
32
32
32

Correlations
Pearson
Correlation

Sig.
(1-tailed)

RETURN
ROA
ROE
PBV
DPR
DER
RETURN
ROA
ROE
PBV
DPR
DER
RETURN
ROA
ROE
PBV
DPR
DER

RETURN
1,000
-,159
,499
,319
,474
-,153
,
,192
,002
,038
,003
,202
32
32
32
32
32
32

ROA
-,159
1,000
-,327
-,244
,054
-,261
,192
,
,034
,089
,385
,074
32
32
32
32
32
32

ROE
,499
-,327
1,000
,395
,197
,376
,002
,034
,
,013
,139
,017
32
32
32
32
32
32

PBV
,319
-,244
,395
1,000
-,015
-,100
,038
,089
,013
,
,468
,293
32
32
32
32
32
32

DPR
,474
,054
,197
-,015
1,000
-,013
,003
,385
,139
,468
,
,471
32
32
32
32
32
32

DER
-,153
-,261
,376
-,100
-,013
1,000
,202
,074
,017
,293
,471
,
32
32
32
32
32
32

Variables Entered/Removedb
Model
1

Variables Entered
a
DER, DPR, PBV, ROA, ROE

a. All requested variables entered.

b. Dependent Variable: RETURN

Variables Removed
,

Method
Enter

Model Summaryb

R
R Square
Adjusted R Square
Std. Error of the Estimate
Change Statistics

Model
1
,720a
,518
,426
,73092
,518
5,595
5
26
,001
1,827

R Square Change
F Change
df1
df2
Sig. F Change

Durbin-Watson
a. Predictors: (Constant), DER, DPR, PBV, ROA, ROE
b. Dependent Variable: RETURN
ANOVAb
Model
1

Regression
Residual
Total

Sum of Squares
14,947
13,890
28,837

df
5
26
31

Mean Square
2,989
,534

F
5,595

Sig.
,001a

a. Predictors: (Constant), DER, DPR, PBV, ROA, ROE

b. Dependent Variable: RETURN
Coefficientsa

Unstandardized
Coefficients
Standardized Coefficients
t
Sig.
Correlations

Collinearity Statistics

B
Std. Error
Beta

(Constant)
-,167
,399
-,419
,679

Zero-order
Partial
Part
Tolerance
VIF

a. Dependent Variable: RETURN

ROA
-,916
1,498
-,091
-,611
,546
-,159
-,119
-,083
,833
1,201

Model
1
ROE
PBV
,051
,036
,018
,081
,499
,070
2,863
,440
,008
,664
,499
,319
,490
,086
,390
,060
,609
,735
1,641
1,361

DPR
,023
,009
,377
2,667
,013
,474
,464
,363
,926
1,079

DER
-,204
,091
-,352
-2,228
,035
-,153
-,400
-,303
,743
1,346

a
Collinearity Diagnostics

Model
1

Dimension
1
2
3
4
5
6

Eigenvalue
4,327
,665
,487
,320
,120
,081

Condition
Index
1,000
2,550
2,982
3,680
6,000
7,292

(Constant)
,01
,00
,00
,00
,00
,99

Variance Proportions
ROA
ROE
PBV
,01
,01
,01
,38
,02
,04
,00
,00
,33
,16
,00
,07
,01
,91
,38
,43
,06
,17

DPR
,01
,01
,00
,74
,14
,10

DER
,01
,08
,34
,07
,34
,17

Std. Deviation
,69437
1,000
,13104
,99877
,66939
,916
1,134
1,19405
1,314
6,102
1,056
,197

N
32
32
32
32
32
32
32
32
32
32
32
32

a. Dependent Variable: RETURN

Residuals Statisticsa
Predicted Value
Std. Predicted Value
Standard Error of Predicted Value
Adjusted Predicted Value
Residual
Std. Residual
Stud. Residual
Deleted Residual
Stud. Deleted Residual
Mahal. Distance
Cook's Distance
Centered Leverage Value
a. Dependent Variable: RETURN

Minimum
,0338
-1,007
,16543
-,0370
-1,3724
-1,878
-3,557
-5,0972
-4,867
,619
,000
,020

Maximum
3,7826
4,392
,62871
5,1272
1,4256
1,950
2,053
1,5918
2,200
21,968
5,997
,709

Mean
,7331
,000
,28903
,8435
,0000
,000
-,053
-,1104
-,089
4,844
,226
,156

Charts

Normal P-P Plot of Regression Standardize

Dependent Variable: RETURN

E xp e c te d C u m P r o b

1,0

,8

,5

,3

0,0
0,0

,3

,5

,8

1,0

R e g r e s s io n S tu d e n tize d R e s id u a l

Observed Cum Prob

Scatterplot
Dependent Variable: RETURN
3
2
1
0
-1
-2
-3
-4
-2

-1

Regression Standardized Predicted Value