Standard
Deviations by SectorData Used: Value Line database, of 5891 firms
Date of Analysis: Data used is as of January 2012
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 | 31 | 101.29% | 77.55% | 69.80% | 30.20% |
| Aerospace/Defense | 64 | 61.32% | 51.49% | 79.58% | 20.42% |
| Air Transport | 36 | 64.80% | 54.83% | 80.44% | 19.56% |
| Apparel | 57 | 88.82% | 77.93% | 84.47% | 15.53% |
| Auto Parts | 51 | 80.58% | 66.89% | 78.34% | 21.66% |
| Automotive | 12 | 68.91% | 39.72% | 42.63% | 57.37% |
| Bank | 426 | 61.15% | 33.89% | 39.05% | 60.95% |
| Bank (Midwest) | 45 | 55.60% | 39.66% | 62.69% | 37.31% |
| Beverage | 34 | 66.05% | 55.18% | 79.04% | 20.96% |
| Biotechnology | 158 | 113.11% | 102.46% | 88.12% | 11.88% |
| Building Materials | 45 | 78.83% | 50.00% | 51.46% | 48.54% |
| Cable TV | 21 | 50.77% | 35.05% | 59.50% | 40.50% |
| Chemical (Basic) | 16 | 49.27% | 40.97% | 78.53% | 21.47% |
| Chemical (Diversified) | 31 | 56.31% | 48.20% | 81.72% | 18.28% |
| Chemical (Specialty) | 70 | 71.60% | 61.75% | 82.54% | 17.46% |
| Coal | 20 | 55.52% | 45.76% | 77.58% | 22.42% |
| Computer Software | 184 | 82.03% | 77.48% | 93.03% | 6.97% |
| Computers/Peripherals | 87 | 97.69% | 90.50% | 90.72% | 9.28% |
| Diversified Co. | 107 | 75.00% | 46.56% | 49.45% | 50.55% |
| Drug | 279 | 103.44% | 92.48% | 86.61% | 13.39% |
| E-Commerce | 57 | 88.13% | 83.91% | 93.98% | 6.02% |
| Educational Services | 34 | 78.24% | 71.44% | 89.03% | 10.97% |
| Electric Util. (Central) | 21 | 23.37% | 15.19% | 53.72% | 46.28% |
| Electric Utility (East) | 21 | 18.30% | 12.72% | 60.18% | 39.82% |
| Electric Utility (West) | 14 | 19.85% | 12.97% | 54.19% | 45.81% |
| Electrical Equipment | 68 | 67.76% | 61.72% | 88.76% | 11.24% |
| Electronics | 139 | 89.93% | 77.01% | 81.75% | 18.25% |
| Engineering & Const | 25 | 65.03% | 59.51% | 89.29% | 10.71% |
| Entertainment | 77 | 108.37% | 83.88% | 70.93% | 29.07% |
| Entertainment Tech | 40 | 76.91% | 71.48% | 91.11% | 8.89% |
| Environmental | 82 | 92.14% | 70.39% | 69.59% | 30.41% |
| Financial Svcs. (Div.) | 225 | 82.27% | 40.66% | 28.45% | 71.55% |
| Food Processing | 112 | 60.68% | 49.84% | 77.20% | 22.80% |
| Foreign Electronics | 9 | 35.40% | 27.25% | 70.38% | 29.62% |
| Funeral Services | 6 | 39.35% | 28.40% | 63.86% | 36.14% |
| Furn/Home Furnishings | 35 | 80.90% | 68.43% | 80.39% | 19.61% |
| Healthcare Information | 25 | 65.79% | 62.66% | 94.03% | 5.97% |
| Heavy Truck & Equip | 21 | 69.92% | 53.43% | 69.61% | 30.39% |
| Homebuilding | 23 | 70.00% | 43.68% | 49.93% | 50.07% |
| Hotel/Gaming | 51 | 79.09% | 58.18% | 65.76% | 34.24% |
| Household Products | 26 | 62.24% | 54.40% | 84.04% | 15.96% |
| Human Resources | 23 | 78.27% | 72.46% | 90.65% | 9.35% |
| Industrial Services | 137 | 74.43% | 60.09% | 75.35% | 24.65% |
| Information Services | 27 | 48.10% | 39.37% | 76.80% | 23.20% |
| Insurance (Life) | 30 | 53.35% | 37.38% | 60.92% | 39.08% |
| Insurance (Prop/Cas.) | 49 | 37.88% | 32.19% | 80.90% | 19.10% |
| Internet | 186 | 117.09% | 114.63% | 97.37% | 2.63% |
| IT Services | 60 | 69.45% | 66.28% | 94.26% | 5.74% |
| Machinery | 100 | 57.21% | 49.97% | 83.95% | 16.05% |
| Maritime | 52 | 69.19% | 37.49% | 36.99% | 63.01% |
| Med Supp Invasive | 83 | 79.18% | 70.51% | 86.15% | 13.85% |
| Med Supp Non-Invasive | 146 | 84.89% | 77.14% | 88.48% | 11.52% |
| Medical Services | 122 | 76.26% | 56.75% | 66.91% | 33.09% |
| Metal Fabricating | 24 | 68.98% | 61.66% | 86.59% | 13.41% |
| Metals & Mining (Div.) | 73 | 104.38% | 94.17% | 87.64% | 12.36% |
| Natural Gas (Div.) | 29 | 48.77% | 38.49% | 72.96% | 27.04% |
| Natural Gas Utility | 22 | 24.90% | 17.23% | 59.74% | 40.26% |
| Newspaper | 13 | 90.74% | 68.48% | 68.33% | 31.67% |
| Office Equip/Supplies | 24 | 64.26% | 45.21% | 61.34% | 38.66% |
| Oil/Gas Distribution | 13 | 56.61% | 40.58% | 63.17% | 36.83% |
| Oilfield Svcs/Equip. | 93 | 62.37% | 53.22% | 81.36% | 18.64% |
| Packaging & Container | 26 | 41.59% | 30.63% | 65.87% | 34.13% |
| Paper/Forest Products | 32 | 93.84% | 66.84% | 62.55% | 37.45% |
| Petroleum (Integrated) | 20 | 38.99% | 34.04% | 83.90% | 16.10% |
| Petroleum (Producing) | 176 | 88.11% | 74.32% | 80.08% | 19.92% |
| Pharmacy Services | 19 | 59.43% | 51.47% | 83.00% | 17.00% |
| Pipeline MLPs | 27 | 34.90% | 27.01% | 70.94% | 29.06% |
| Power | 93 | 97.19% | 54.54% | 40.19% | 59.81% |
| Precious Metals | 84 | 90.87% | 85.40% | 92.43% | 7.57% |
| Precision Instrument | 77 | 65.33% | 58.23% | 86.25% | 13.75% |
| Property Management | 31 | 82.21% | 46.83% | 41.56% | 58.44% |
| Public/Private Equity | 11 | 77.54% | 55.23% | 62.55% | 37.45% |
| Publishing | 24 | 64.98% | 45.67% | 61.24% | 38.76% |
| R.E.I.T. | 5 | 49.61% | 39.63% | 74.23% | 25.77% |
| Railroad | 12 | 42.95% | 36.17% | 79.91% | 20.09% |
| Recreation | 56 | 70.55% | 52.68% | 67.25% | 32.75% |
| Reinsurance | 13 | 30.40% | 25.85% | 80.94% | 19.06% |
| Restaurant | 63 | 68.37% | 62.23% | 88.68% | 11.32% |
| Retail (Hardlines) | 75 | 92.79% | 78.52% | 80.43% | 19.57% |
| Retail (Softlines) | 47 | 60.91% | 58.33% | 94.68% | 5.32% |
| Retail Automotive | 20 | 52.02% | 40.84% | 72.41% | 27.59% |
| Retail Building Supply | 8 | 37.61% | 33.94% | 87.67% | 12.33% |
| Retail Store | 37 | 67.71% | 56.88% | 79.63% | 20.37% |
| Retail/Wholesale Food | 30 | 40.02% | 30.92% | 70.75% | 29.25% |
| Securities Brokerage | 28 | 44.31% | 19.92% | 18.85% | 81.15% |
| Semiconductor | 141 | 70.52% | 66.20% | 92.30% | 7.70% |
| Semiconductor Equip | 12 | 68.70% | 61.53% | 86.80% | 13.20% |
| Shoe | 19 | 55.52% | 54.57% | 97.87% | 2.13% |
| Steel | 32 | 56.94% | 42.96% | 68.31% | 31.69% |
| Telecom. Equipment | 99 | 87.77% | 79.79% | 88.52% | 11.48% |
| Telecom. Services | 74 | 68.58% | 54.96% | 74.58% | 25.42% |
| Telecom. Utility | 25 | 60.40% | 38.12% | 50.98% | 49.02% |
| Thrift | 148 | 53.93% | 44.35% | 77.32% | 22.68% |
| Tobacco | 11 | 41.53% | 36.37% | 84.24% | 15.76% |
| Toiletries/Cosmetics | 15 | 60.34% | 52.20% | 82.89% | 17.11% |
| Trucking | 36 | 59.88% | 49.67% | 78.27% | 21.73% |
| Utility (Foreign) | 4 | 32.68% | 18.14% | 39.21% | 60.79% |
| Water Utility | 11 | 18.89% | 12.46% | 55.12% | 44.88% |
| Wireless Networking | 57 | 75.03% | 62.50% | 78.70% | 21.30% |
| Total Market | 5891 | 75.08% | 56.59% | 68.19% | 31.81% |