Industry
name |
Number of firms |
Annualized Jensen's Alpha
(Last 5 years) |
Beta |
Correlation with the market |
Advertising |
54 |
-9.27% |
1.34 |
22.01% |
Aerospace/Defense |
67 |
3.83% |
0.90 |
28.80% |
Air Transport |
24 |
-2.16% |
1.24 |
24.79% |
Apparel |
37 |
-4.82% |
0.99 |
23.56% |
Auto & Truck |
34 |
-3.26% |
1.62 |
25.35% |
Auto
Parts |
33 |
-2.16% |
1.23 |
34.85% |
Bank (Money Center) |
15 |
0.46% |
0.88 |
37.82% |
Banks
(Regional) |
591 |
-0.69% |
0.52 |
24.44% |
Beverage (Alcoholic) |
18 |
-6.96% |
0.61 |
14.93% |
Beverage
(Soft) |
29 |
14.44% |
0.57 |
14.45% |
Broadcasting |
22 |
-16.10% |
0.92 |
21.38% |
Brokerage
& Investment Banking |
30 |
10.66% |
0.95 |
39.50% |
Building Materials |
39 |
1.89% |
1.36 |
44.70% |
Business
& Consumer Services |
152 |
-1.36% |
1.00 |
28.23% |
Cable TV |
9 |
-19.77% |
0.96 |
28.00% |
Chemical
(Basic) |
31 |
-3.77% |
1.15 |
27.78% |
Chemical (Diversified) |
4 |
-4.49% |
0.99 |
30.98% |
Chemical
(Specialty) |
60 |
0.53% |
0.92 |
32.23% |
Coal & Related Energy |
16 |
20.34% |
1.18 |
23.66% |
Computer
Services |
63 |
4.24% |
1.23 |
26.84% |
Computers/Peripherals |
35 |
3.82% |
1.14 |
28.06% |
Construction
Supplies |
46 |
2.99% |
1.29 |
37.82% |
Diversified |
21 |
-12.20% |
1.09 |
27.14% |
Drugs
(Biotechnology) |
535 |
-7.77% |
1.25 |
21.83% |
Drugs (Pharmaceutical) |
231 |
-9.50% |
1.07 |
17.54% |
Education |
29 |
0.98% |
0.98 |
26.82% |
Electrical Equipment |
101 |
0.66% |
1.27 |
25.29% |
Electronics
(Consumer & Office) |
11 |
-6.68% |
0.92 |
22.92% |
Electronics (General) |
122 |
4.29% |
1.06 |
28.07% |
Engineering/Construction |
42 |
15.87% |
0.99 |
32.72% |
Entertainment |
96 |
-2.88% |
1.04 |
18.71% |
Environmental
& Waste Services |
50 |
5.60% |
0.92 |
20.40% |
Farming/Agriculture |
35 |
-4.22% |
0.98 |
20.94% |
Financial
Svcs. (Non-bank & Insurance) |
166 |
1.13% |
1.07 |
31.83% |
Food Processing |
77 |
4.98% |
0.47 |
13.34% |
Food
Wholesalers |
14 |
5.38% |
0.72 |
27.95% |
Furn/Home Furnishings |
28 |
-4.44% |
0.87 |
23.51% |
Green
& Renewable Energy |
18 |
-3.72% |
1.13 |
18.24% |
Healthcare Products |
218 |
-7.65% |
1.01 |
22.58% |
Healthcare
Support Services |
113 |
-1.05% |
0.94 |
17.81% |
Heathcare Information and
Technology |
116 |
-4.74% |
1.22 |
27.33% |
Homebuilding |
30 |
10.68% |
1.43 |
42.13% |
Hospitals/Healthcare Facilities |
33 |
-2.54% |
0.86 |
22.65% |
Hotel/Gaming |
65 |
-1.50% |
1.19 |
33.34% |
Household Products |
101 |
1.41% |
0.90 |
15.56% |
Information
Services |
16 |
13.04% |
0.98 |
33.32% |
Insurance (General) |
22 |
-0.71% |
0.76 |
21.44% |
Insurance
(Life) |
19 |
1.73% |
0.73 |
30.92% |
Insurance (Prop/Cas.) |
53 |
4.29% |
0.61 |
23.27% |
Investments
& Asset Management |
231 |
3.13% |
0.57 |
21.64% |
Machinery |
109 |
5.42% |
1.07 |
35.74% |
Metals
& Mining |
64 |
12.01% |
1.02 |
16.96% |
Office Equipment & Services |
14 |
-3.05% |
1.20 |
30.32% |
Oil/Gas
(Integrated) |
4 |
1.59% |
0.48 |
20.55% |
Oil/Gas (Production and
Exploration) |
147 |
5.28% |
0.88 |
17.28% |
Oil/Gas
Distribution |
24 |
8.04% |
0.75 |
25.98% |
Oilfield Svcs/Equip. |
97 |
3.86% |
0.94 |
21.54% |
Packaging
& Container |
22 |
-4.70% |
0.98 |
34.80% |
Paper/Forest Products |
6 |
-2.99% |
1.07 |
27.93% |
Power |
48 |
-0.81% |
0.54 |
23.64% |
Precious Metals |
60 |
4.87% |
1.23 |
16.56% |
Publishing
& Newspapers |
19 |
-3.42% |
0.64 |
24.88% |
R.E.I.T. |
192 |
-9.37% |
0.95 |
41.71% |
Real
Estate (Development) |
15 |
-5.60% |
1.03 |
24.48% |
Real Estate
(General/Diversified) |
11 |
-2.42% |
0.86 |
23.58% |
Real
Estate (Operations & Services) |
60 |
-6.23% |
1.08 |
22.07% |
Recreation |
50 |
-9.18% |
1.33 |
27.94% |
Reinsurance |
1 |
2.51% |
0.54 |
26.46% |
Restaurant/Dining |
62 |
-0.49% |
1.01 |
27.00% |
Retail
(Automotive) |
29 |
-0.02% |
1.35 |
33.60% |
Retail (Building Supply) |
13 |
1.09% |
1.79 |
46.88% |
Retail
(Distributors) |
66 |
9.07% |
1.12 |
34.75% |
Retail (General) |
24 |
0.60% |
1.06 |
31.87% |
Retail
(Grocery and Food) |
17 |
7.90% |
0.58 |
19.18% |
Retail (REITs) |
28 |
-6.03% |
0.95 |
43.32% |
Retail
(Special Lines) |
98 |
0.49% |
1.22 |
24.31% |
Rubber& Tires |
3 |
-5.18% |
0.65 |
19.40% |
Semiconductor |
63 |
4.93% |
1.49 |
39.61% |
Semiconductor Equip |
30 |
9.20% |
1.48 |
43.35% |
Shipbuilding
& Marine |
8 |
17.66% |
0.58 |
24.79% |
Shoe |
12 |
11.12% |
1.42 |
31.39% |
Software
(Entertainment) |
81 |
1.29% |
1.18 |
23.31% |
Software (Internet) |
29 |
-1.30% |
1.69 |
31.71% |
Software
(System & Application) |
333 |
1.87% |
1.24 |
27.03% |
Steel |
27 |
10.93% |
1.06 |
32.12% |
Telecom
(Wireless) |
11 |
-1.30% |
0.77 |
17.67% |
Telecom. Equipment |
61 |
0.33% |
1.00 |
23.67% |
Telecom.
Services |
32 |
6.76% |
0.89 |
15.61% |
Tobacco |
12 |
-9.21% |
0.98 |
15.31% |
Transportation |
21 |
-3.93% |
1.03 |
31.90% |
Transportation (Railroads) |
4 |
-1.85% |
0.99 |
47.57% |
Trucking |
24 |
4.03% |
1.10 |
38.14% |
Utility (General) |
14 |
-2.21% |
0.39 |
24.09% |
Utility
(Water) |
15 |
-12.34% |
0.68 |
29.91% |
Total Market |
6062 |
-0.02% |
1.00 |
25.85% |
Total
Market (without financials) |
4935 |
-0.28% |
1.09 |
25.93% |
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