Standard Deviations by Sector (US)

Data Used: Multiple data services

Date of Analysis: Data used is as of January 2016

Download as an excel file instead: http://www.stern.nyu.edu/~adamodar/pc/datasets/optvar.xls

For global datasets: http://www.stern.nyu.edu/~adamodar/New_Home_Page/data.html

can be obtained by clicking here

on which companies are included in each industry


Industry Name Number of Firms Std Deviation in Equity Std Deviation in Firm Value E/(D+E) D/(D+E)
Advertising 44 71.03% 51.34% 64.00% 36.00%
Aerospace/Defense 92 46.90% 40.61% 82.99% 17.01%
Air Transport 20 51.95% 35.64% 58.90% 41.10%
Apparel 63 60.62% 50.26% 78.21% 21.79%
Auto & Truck 19 33.71% 19.69% 43.85% 56.15%
Auto Parts 65 55.06% 44.41% 75.24% 24.76%
Bank (Money Center) 9 32.77% 16.75% 31.60% 68.40%
Banks (Regional) 644 28.93% 19.25% 55.99% 44.01%
Beverage (Alcoholic) 22 58.51% 51.38% 84.56% 15.44%
Beverage (Soft) 43 54.55% 46.53% 81.32% 18.68%
Broadcasting 29 47.22% 29.92% 51.35% 48.65%
Brokerage & Investment Banking 42 48.05% 23.14% 25.94% 74.06%
Building Materials 39 44.27% 35.66% 75.10% 24.90%
Business & Consumer Services 159 50.13% 39.92% 73.89% 26.11%
Cable TV 19 41.58% 30.92% 66.84% 33.16%
Chemical (Basic) 42 54.20% 38.29% 61.75% 38.25%
Chemical (Diversified) 9 40.56% 31.82% 72.32% 27.68%
Chemical (Specialty) 104 50.43% 41.01% 76.12% 23.88%
Coal & Related Energy 38 86.78% 41.09% 24.27% 75.73%
Computer Services 118 51.74% 42.66% 77.60% 22.40%
Computers/Peripherals 64 63.91% 55.98% 84.28% 15.72%
Construction Supplies 52 42.41% 30.31% 62.86% 37.14%
Diversified 26 27.37% 19.83% 64.22% 35.78%
Drugs (Biotechnology) 411 88.89% 80.09% 87.50% 12.50%
Drugs (Pharmaceutical) 157 77.30% 70.25% 88.49% 11.51%
Education 40 59.62% 45.01% 68.38% 31.62%
Electrical Equipment 120 71.04% 60.99% 82.03% 17.97%
Electronics (Consumer & Office) 25 63.42% 56.95% 87.10% 12.90%
Electronics (General) 167 59.34% 51.61% 83.48% 16.52%
Engineering/Construction 51 57.02% 43.93% 70.47% 29.53%
Entertainment 84 63.16% 51.77% 76.96% 23.04%
Environmental & Waste Services 97 65.51% 51.26% 72.04% 27.96%
Farming/Agriculture 37 48.69% 32.72% 56.91% 43.09%
Financial Svcs. (Non-bank & Insurance) 272 34.97% 14.39% 6.95% 93.05%
Food Processing 89 38.29% 32.06% 79.26% 20.74%
Food Wholesalers 14 54.49% 45.93% 80.02% 19.98%
Furn/Home Furnishings 30 44.49% 36.26% 76.37% 23.63%
Green & Renewable Energy 28 62.36% 36.07% 42.93% 57.07%
Healthcare Products 254 62.16% 54.16% 83.68% 16.32%
Healthcare Support Services 127 54.32% 44.84% 77.75% 22.25%
Heathcare Information and Technology 126 60.52% 53.33% 84.96% 15.04%
Homebuilding 34 41.71% 29.60% 62.16% 37.84%
Hospitals/Healthcare Facilities 58 36.49% 22.88% 50.39% 49.61%
Hotel/Gaming 73 46.75% 33.91% 64.34% 35.66%
Household Products 134 62.02% 53.86% 83.32% 16.68%
Information Services 70 40.74% 36.41% 86.56% 13.44%
Insurance (General) 20 33.57% 25.76% 70.05% 29.95%
Insurance (Life) 25 35.59% 23.65% 55.84% 44.16%
Insurance (Prop/Cas.) 53 32.93% 26.77% 76.11% 23.89%
Investments & Asset Management 145 37.84% 25.38% 56.70% 43.30%
Machinery 130 46.07% 38.26% 78.39% 21.61%
Metals & Mining 114 91.02% 59.22% 53.83% 46.17%
Office Equipment & Services 24 41.58% 29.53% 62.28% 37.72%
Oil/Gas (Integrated) 7 50.24% 44.62% 85.84% 14.16%
Oil/Gas (Production and Exploration) 351 80.22% 52.73% 54.80% 45.20%
Oil/Gas Distribution 79 47.82% 30.33% 51.45% 48.55%
Oilfield Svcs/Equip. 143 69.62% 54.39% 71.90% 28.10%
Packaging & Container 25 32.10% 23.35% 64.63% 35.37%
Paper/Forest Products 20 38.53% 24.82% 52.89% 47.11%
Power 73 29.31% 19.21% 54.51% 45.49%
Precious Metals 113 93.13% 69.13% 66.65% 33.35%
Publshing & Newspapers 39 51.60% 38.38% 66.86% 33.14%
R.E.I.T. 221 25.71% 16.52% 52.68% 47.32%
Real Estate (Development) 21 36.15% 25.45% 61.39% 38.61%
Real Estate (General/Diversified) 12 40.76% 34.26% 79.70% 20.30%
Real Estate (Operations & Services) 55 43.44% 30.39% 60.78% 39.22%
Recreation 65 45.47% 36.93% 75.98% 24.02%
Reinsurance 3 29.15% 22.73% 71.70% 28.30%
Restaurant/Dining 83 40.67% 34.11% 79.46% 20.54%
Retail (Automotive) 26 46.34% 33.93% 65.29% 34.71%
Retail (Building Supply) 5 50.34% 44.07% 84.22% 15.78%
Retail (Distributors) 83 52.36% 37.23% 62.37% 37.63%
Retail (General) 19 46.87% 36.55% 71.69% 28.31%
Retail (Grocery and Food) 17 51.57% 38.82% 68.08% 31.92%
Retail (Online) 39 50.54% 47.40% 92.17% 7.83%
Retail (Special Lines) 124 50.69% 38.20% 68.17% 31.83%
Rubber& Tires 4 38.00% 26.51% 60.51% 39.49%
Semiconductor 87 51.24% 46.71% 88.83% 11.17%
Semiconductor Equip 46 54.21% 42.68% 72.69% 27.31%
Shipbuilding & Marine 11 60.89% 43.89% 63.72% 36.28%
Shoe 11 39.02% 37.05% 93.64% 6.36%
Software (Entertainment) 17 54.18% 50.18% 90.72% 9.28%
Software (Internet) 308 64.71% 62.52% 95.76% 4.24%
Software (System & Application) 241 59.22% 54.13% 89.14% 10.86%
Steel 36 51.52% 32.92% 52.15% 47.85%
Telecom (Wireless) 19 45.11% 25.24% 39.91% 60.09%
Telecom. Equipment 121 57.78% 49.96% 82.84% 17.16%
Telecom. Services 65 52.25% 34.83% 56.15% 43.85%
Tobacco 20 48.90% 42.52% 83.45% 16.55%
Transportation 21 40.03% 32.59% 76.27% 23.73%
Transportation (Railroads) 12 31.20% 25.49% 76.63% 23.37%
Trucking 26 43.08% 26.81% 49.70% 50.30%
Unclassified 3 24.61% 15.35% 49.90% 50.10%
Utility (General) 20 25.03% 17.13% 58.65% 41.35%
Utility (Water) 18 36.78% 27.43% 67.12% 32.88%
Total Market 7480 51.65% 35.22% 58.31% 41.69%

 


Last Updated in January 2016
By Aswath Damodaran