Standard
Deviations by SectorData Used: Value Line database, of 6870 firms
Date of Analysis: Data used is as of January 2009
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 | 30 | 102.72% | 58.87% | 44.19% | 55.81% |
| Aerospace/Defense | 66 | 47.22% | 38.08% | 78.61% | 21.39% |
| Air Transport | 44 | 64.45% | 41.09% | 56.11% | 43.89% |
| Apparel | 53 | 65.77% | 48.06% | 69.29% | 30.71% |
| Auto & Truck | 20 | 39.50% | 21.39% | 35.24% | 64.76% |
| Auto Parts | 54 | 56.51% | 34.47% | 51.50% | 48.50% |
| Bank | 477 | 30.43% | 18.68% | 52.21% | 47.79% |
| Bank (Canadian) | 8 | 19.23% | 17.54% | 90.61% | 9.39% |
| Bank (Midwest) | 39 | 31.49% | 20.71% | 59.18% | 40.82% |
| Beverage | 41 | 57.12% | 48.74% | 84.02% | 15.98% |
| Biotechnology | 108 | 70.24% | 64.29% | 90.92% | 9.08% |
| Building Materials | 52 | 75.67% | 45.22% | 49.24% | 50.76% |
| Cable TV | 25 | 60.94% | 37.69% | 52.97% | 47.03% |
| Canadian Energy | 12 | 32.93% | 25.22% | 73.69% | 26.31% |
| Chemical (Basic) | 19 | 45.10% | 35.93% | 77.45% | 22.55% |
| Chemical (Diversified) | 33 | 41.73% | 33.77% | 78.93% | 21.07% |
| Chemical (Specialty) | 88 | 61.08% | 46.75% | 73.67% | 26.33% |
| Coal | 18 | 58.47% | 41.95% | 67.56% | 32.44% |
| Computer Software/Svcs | 322 | 116.43% | 108.56% | 92.79% | 7.21% |
| Computers/Peripherals | 125 | 107.82% | 92.44% | 84.49% | 15.51% |
| Diversified Co. | 113 | 55.69% | 30.66% | 38.32% | 61.68% |
| Drug | 342 | 99.74% | 88.04% | 87.33% | 12.67% |
| E-Commerce | 54 | 57.81% | 52.28% | 89.74% | 10.26% |
| Educational Services | 34 | 54.64% | 53.52% | 97.82% | 2.18% |
| Electric Util. (Central) | 24 | 23.17% | 13.71% | 48.12% | 51.88% |
| Electric Utility (East) | 26 | 24.46% | 15.84% | 57.70% | 42.30% |
| Electric Utility (West) | 16 | 20.54% | 12.64% | 52.44% | 47.56% |
| Electrical Equipment | 83 | 58.38% | 48.25% | 80.95% | 19.05% |
| Electronics | 173 | 76.79% | 55.74% | 68.67% | 31.33% |
| Entertainment | 84 | 104.32% | 66.29% | 55.79% | 44.21% |
| Entertainment Tech | 33 | 76.24% | 68.90% | 89.65% | 10.35% |
| Environmental | 79 | 81.44% | 57.92% | 66.73% | 33.27% |
| Financial Svcs. (Div.) | 296 | 68.74% | 36.33% | 27.67% | 72.33% |
| Food Processing | 109 | 48.20% | 37.02% | 73.99% | 26.01% |
| Food Wholesalers | 18 | 42.40% | 28.90% | 62.70% | 37.30% |
| Foreign Electronics | 10 | 28.36% | 20.94% | 70.28% | 29.72% |
| Furn/Home Furnishings | 34 | 48.86% | 32.50% | 60.33% | 39.67% |
| Grocery | 14 | 27.38% | 24.28% | 87.79% | 12.21% |
| Healthcare Information | 29 | 59.30% | 50.29% | 83.42% | 16.58% |
| Heavy Construction | 14 | 46.33% | 42.58% | 91.33% | 8.67% |
| Homebuilding | 32 | 52.02% | 28.61% | 38.15% | 61.85% |
| Hotel/Gaming | 68 | 60.88% | 34.15% | 41.22% | 58.78% |
| Household Products | 26 | 38.74% | 32.09% | 81.16% | 18.84% |
| Human Resources | 31 | 45.04% | 38.60% | 84.45% | 15.55% |
| Industrial Services | 167 | 66.22% | 48.47% | 69.45% | 30.55% |
| Information Services | 34 | 39.30% | 32.85% | 82.05% | 17.95% |
| Insurance (Life) | 35 | 57.11% | 47.80% | 82.16% | 17.84% |
| Insurance (Prop/Cas.) | 78 | 29.81% | 29.29% | 98.15% | 1.85% |
| Internet | 208 | 83.36% | 80.28% | 96.09% | 3.91% |
| Investment Co. | 17 | 20.47% | 18.03% | 87.08% | 12.92% |
| Investment Co.(Foreign) | 16 | 28.71% | 27.38% | 95.10% | 4.90% |
| Machinery | 124 | 51.63% | 35.75% | 64.20% | 35.80% |
| Manuf. Housing/RV | 18 | 50.24% | 35.68% | 66.61% | 33.39% |
| Maritime | 56 | 63.51% | 34.36% | 35.00% | 65.00% |
| Medical Services | 160 | 81.82% | 56.93% | 64.66% | 35.34% |
| Medical Supplies | 252 | 79.70% | 71.03% | 88.28% | 11.72% |
| Metal Fabricating | 35 | 72.85% | 59.44% | 79.72% | 20.28% |
| Metals & Mining (Div.) | 78 | 85.30% | 71.28% | 82.01% | 17.99% |
| Natural Gas (Div.) | 34 | 37.55% | 25.70% | 63.06% | 36.94% |
| Natural Gas Utility | 25 | 25.42% | 15.87% | 53.96% | 46.04% |
| Newspaper | 16 | 41.72% | 25.96% | 53.64% | 46.36% |
| Office Equip/Supplies | 26 | 45.03% | 30.59% | 62.36% | 37.64% |
| Oil/Gas Distribution | 19 | 49.51% | 31.21% | 54.96% | 45.04% |
| Oilfield Svcs/Equip. | 112 | 49.11% | 36.25% | 70.25% | 29.75% |
| Packaging & Container | 33 | 49.43% | 30.90% | 54.10% | 45.90% |
| Paper/Forest Products | 38 | 54.80% | 31.82% | 45.85% | 54.15% |
| Petroleum (Integrated) | 25 | 39.02% | 34.40% | 87.21% | 12.79% |
| Petroleum (Producing) | 188 | 80.53% | 61.01% | 72.69% | 27.31% |
| Pharmacy Services | 19 | 36.98% | 30.57% | 80.97% | 19.03% |
| Power | 66 | 100.56% | 59.50% | 48.10% | 51.90% |
| Precious Metals | 75 | 74.43% | 67.14% | 89.47% | 10.53% |
| Precision Instrument | 90 | 93.64% | 77.86% | 81.53% | 18.47% |
| Property Management | 17 | 36.18% | 19.08% | 26.12% | 73.88% |
| Publishing | 27 | 43.95% | 24.82% | 42.17% | 57.83% |
| R.E.I.T. | 144 | 42.47% | 29.74% | 65.28% | 34.72% |
| Railroad | 15 | 33.95% | 25.17% | 70.66% | 29.34% |
| Recreation | 64 | 61.82% | 41.63% | 61.51% | 38.49% |
| Reinsurance | 11 | 25.12% | 22.73% | 89.79% | 10.21% |
| Restaurant | 68 | 53.39% | 43.70% | 80.02% | 19.98% |
| Retail (Special Lines) | 155 | 59.73% | 48.53% | 79.32% | 20.68% |
| Retail Automotive | 16 | 36.20% | 23.98% | 59.92% | 40.08% |
| Retail Building Supply | 8 | 31.20% | 25.31% | 79.15% | 20.85% |
| Retail Store | 38 | 43.75% | 34.60% | 76.75% | 23.25% |
| Securities Brokerage | 32 | 57.09% | 30.35% | 17.78% | 82.22% |
| Semiconductor | 122 | 61.60% | 54.88% | 88.25% | 11.75% |
| Semiconductor Equip | 16 | 41.96% | 37.30% | 88.02% | 11.98% |
| Shoe | 19 | 42.43% | 41.02% | 96.47% | 3.53% |
| Steel (General) | 20 | 45.90% | 35.88% | 75.66% | 24.34% |
| Steel (Integrated) | 14 | 57.46% | 38.34% | 60.62% | 39.38% |
| Telecom. Equipment | 110 | 92.10% | 82.45% | 88.72% | 11.28% |
| Telecom. Services | 140 | 71.49% | 50.50% | 66.09% | 33.91% |
| Thrift | 234 | 33.33% | 30.58% | 91.15% | 8.85% |
| Tobacco | 12 | 97.55% | 90.13% | 91.88% | 8.12% |
| Toiletries/Cosmetics | 23 | 60.15% | 45.33% | 72.20% | 27.80% |
| Trucking | 33 | 41.45% | 23.74% | 44.09% | 55.91% |
| Utility (Foreign) | 5 | 30.34% | 20.41% | 61.42% | 38.58% |
| Water Utility | 16 | 37.51% | 23.58% | 54.71% | 45.29% |
| Wireless Networking | 57 | 63.40% | 48.35% | 73.33% | 26.67% |
| Public/Private Equity | 10 | 50.12% | 26.49% | 20.36% | 79.64% |
| Funeral Services | 6 | 29.77% | 19.69% | 59.79% | 40.21% |
| Total Market | 6870 | 64.10% | 45.81% | 67.20% | 32.80% |