Date
updated: |
5-Jan-17 |
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Created by: |
Aswath
Damodaran, adamodar@stern.nyu.edu |
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What is this data? |
Beta, Unlevered beta and other risk measures |
US companies |
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Home Page: |
http://www.damodaran.com |
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Data website: |
http://www.stern.nyu.edu/~adamodar/New_Home_Page/data.html |
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Companies in each industry: |
http://www.stern.nyu.edu/~adamodar/pc/datasets/indname.xls |
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Variable definitions: |
http://www.stern.nyu.edu/~adamodar/New_Home_Page/datafile/variable.htm |
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Industry
Name |
Number of firms |
Beta |
D/E Ratio |
Tax rate |
Unlevered beta |
Cash/Firm value |
Unlevered beta
corrected for cash |
HiLo Risk |
Standard deviation of equity |
Coefficient of variation in net income |
Coefficient of
variation in operating income |
Advertising |
41 |
1.36 |
59.91% |
5.10% |
0.87 |
6.39% |
0.93 |
0.6671 |
72.80% |
0.88 |
1.19 |
Aerospace/Defense |
96 |
1.07 |
23.18% |
10.86% |
0.89 |
5.23% |
0.94 |
0.5241 |
40.75% |
0.96 |
1.26 |
Air
Transport |
18 |
1.12 |
63.67% |
22.99% |
0.75 |
4.40% |
0.79 |
0.4760 |
38.61% |
0.84 |
1.22 |
Apparel |
58 |
0.88 |
31.65% |
10.95% |
0.69 |
4.38% |
0.72 |
0.4968 |
47.15% |
0.99 |
1.26 |
Auto
& Truck |
15 |
0.85 |
150.15% |
8.14% |
0.36 |
6.47% |
0.38 |
0.6222 |
29.21% |
1.01 |
1.10 |
Auto Parts |
63 |
1.12 |
34.75% |
10.40% |
0.86 |
8.93% |
0.94 |
0.5478 |
50.64% |
0.76 |
1.08 |
Banks
(Money Center) |
10 |
0.86 |
187.36% |
27.90% |
0.37 |
9.92% |
0.41 |
0.2658 |
25.85% |
NA |
NA |
Banks (Regional) |
645 |
0.47 |
59.98% |
25.43% |
0.33 |
10.79% |
0.37 |
0.2325 |
22.84% |
NA |
NA |
Beverage
(Alcoholic) |
25 |
0.79 |
28.89% |
10.86% |
0.63 |
11.32% |
0.71 |
0.5805 |
44.18% |
0.75 |
0.85 |
Beverage (Soft) |
36 |
0.91 |
24.38% |
5.87% |
0.74 |
4.84% |
0.78 |
0.5856 |
52.80% |
1.10 |
1.39 |
Broadcasting |
30 |
1.22 |
94.70% |
18.54% |
0.69 |
2.18% |
0.70 |
0.4266 |
41.01% |
0.51 |
1.54 |
Brokerage & Investment Banking |
45 |
1.08 |
231.42% |
13.59% |
0.36 |
15.01% |
0.42 |
0.4577 |
44.96% |
2.34 |
2.47 |
Building
Materials |
41 |
1.01 |
26.62% |
23.39% |
0.84 |
4.06% |
0.87 |
0.3818 |
33.77% |
0.76 |
1.21 |
Business & Consumer Services |
165 |
1.07 |
34.09% |
12.61% |
0.82 |
3.55% |
0.86 |
0.5200 |
44.71% |
0.95 |
1.16 |
Cable
TV |
14 |
1.12 |
48.99% |
20.28% |
0.80 |
2.32% |
0.82 |
0.3395 |
30.78% |
1.18 |
1.55 |
Chemical (Basic) |
45 |
1.00 |
57.48% |
7.71% |
0.66 |
4.03% |
0.68 |
0.5526 |
59.91% |
1.06 |
1.22 |
Chemical
(Diversified) |
8 |
1.52 |
34.92% |
6.59% |
1.15 |
6.53% |
1.23 |
0.5298 |
45.48% |
0.46 |
0.66 |
Chemical (Specialty) |
100 |
1.20 |
29.61% |
9.58% |
0.95 |
3.98% |
0.98 |
0.4924 |
45.44% |
0.75 |
0.96 |
Coal
& Related Energy |
38 |
1.36 |
137.95% |
0.48% |
0.57 |
5.36% |
0.61 |
0.6001 |
73.31% |
1.08 |
1.12 |
Computer Services |
117 |
0.99 |
27.74% |
11.18% |
0.79 |
5.26% |
0.83 |
0.5390 |
45.57% |
0.87 |
1.23 |
Computers/Peripherals |
55 |
1.06 |
19.31% |
5.68% |
0.89 |
5.63% |
0.95 |
0.4866 |
60.29% |
0.89 |
1.21 |
Construction Supplies |
51 |
1.31 |
42.21% |
18.44% |
0.98 |
4.69% |
1.03 |
0.4424 |
38.87% |
0.84 |
1.11 |
Diversified |
24 |
0.76 |
35.66% |
11.55% |
0.58 |
7.86% |
0.63 |
0.3951 |
23.28% |
0.92 |
1.06 |
Drugs (Biotechnology) |
426 |
1.40 |
19.24% |
1.44% |
1.18 |
5.55% |
1.25 |
0.5805 |
75.23% |
0.77 |
0.84 |
Drugs
(Pharmaceutical) |
164 |
1.02 |
14.47% |
2.54% |
0.89 |
3.98% |
0.93 |
0.6179 |
67.61% |
0.94 |
1.10 |
Education |
36 |
1.23 |
29.96% |
9.29% |
0.96 |
10.43% |
1.08 |
0.5865 |
51.51% |
1.38 |
1.34 |
Electrical
Equipment |
119 |
1.14 |
18.93% |
5.87% |
0.97 |
6.43% |
1.04 |
0.6252 |
54.63% |
0.92 |
1.08 |
Electronics (Consumer & Office) |
24 |
1.08 |
18.39% |
3.81% |
0.92 |
6.04% |
0.98 |
0.6086 |
66.94% |
1.16 |
1.64 |
Electronics
(General) |
164 |
0.86 |
17.54% |
8.85% |
0.75 |
10.05% |
0.83 |
0.4951 |
48.91% |
0.78 |
1.02 |
Engineering/Construction |
48 |
1.18 |
31.05% |
15.15% |
0.93 |
8.35% |
1.02 |
0.5056 |
44.23% |
0.89 |
1.14 |
Entertainment |
79 |
1.20 |
29.99% |
5.50% |
0.94 |
3.61% |
0.97 |
0.6605 |
44.71% |
1.17 |
1.32 |
Environmental & Waste Services |
89 |
0.85 |
38.40% |
5.07% |
0.62 |
0.96% |
0.63 |
0.5837 |
57.94% |
0.96 |
1.22 |
Farming/Agriculture |
37 |
0.92 |
59.63% |
7.89% |
0.59 |
3.89% |
0.62 |
0.5482 |
41.14% |
0.94 |
1.18 |
Financial Svcs. (Non-bank & Insurance) |
258 |
0.65 |
1123.96% |
20.80% |
0.07 |
2.29% |
0.07 |
0.2947 |
29.20% |
0.95 |
1.09 |
Food
Processing |
87 |
0.75 |
26.63% |
14.66% |
0.61 |
2.58% |
0.63 |
0.4214 |
30.98% |
0.60 |
0.84 |
Food Wholesalers |
16 |
1.20 |
35.87% |
11.77% |
0.91 |
1.77% |
0.93 |
0.3878 |
52.66% |
0.63 |
0.78 |
Furn/Home
Furnishings |
30 |
0.84 |
28.31% |
14.58% |
0.67 |
3.41% |
0.70 |
0.4789 |
42.94% |
0.87 |
1.09 |
Green & Renewable Energy |
25 |
1.14 |
171.05% |
4.25% |
0.43 |
8.96% |
0.47 |
0.6770 |
47.60% |
2.27 |
2.36 |
Healthcare
Products |
254 |
1.04 |
17.80% |
6.12% |
0.89 |
3.91% |
0.92 |
0.5348 |
56.59% |
0.72 |
0.92 |
Healthcare Support Services |
121 |
0.94 |
31.75% |
14.31% |
0.74 |
10.10% |
0.82 |
0.5096 |
50.06% |
0.79 |
0.99 |
Heathcare
Information and Technology |
125 |
0.95 |
20.37% |
6.32% |
0.80 |
4.23% |
0.83 |
0.5458 |
52.46% |
0.96 |
1.10 |
Homebuilding |
33 |
1.08 |
66.11% |
27.28% |
0.73 |
5.34% |
0.77 |
0.3321 |
33.76% |
1.24 |
1.37 |
Hospitals/Healthcare
Facilities |
38 |
1.10 |
165.93% |
12.06% |
0.45 |
1.46% |
0.45 |
0.4817 |
44.67% |
0.73 |
0.99 |
Hotel/Gaming |
69 |
0.96 |
54.46% |
11.23% |
0.65 |
3.45% |
0.67 |
0.4598 |
39.32% |
0.82 |
1.21 |
Household
Products |
129 |
0.80 |
20.93% |
9.05% |
0.67 |
2.97% |
0.69 |
0.5926 |
50.91% |
0.81 |
1.08 |
Information Services |
64 |
0.98 |
20.28% |
16.37% |
0.84 |
3.72% |
0.87 |
0.3452 |
36.65% |
0.60 |
0.85 |
Insurance
(General) |
19 |
0.90 |
38.41% |
18.33% |
0.69 |
3.93% |
0.72 |
0.2761 |
30.38% |
0.53 |
0.77 |
Insurance (Life) |
22 |
1.03 |
71.10% |
22.91% |
0.67 |
16.86% |
0.80 |
0.2818 |
27.80% |
0.93 |
1.03 |
Insurance
(Prop/Cas.) |
50 |
0.83 |
30.71% |
22.27% |
0.67 |
4.63% |
0.70 |
0.2524 |
25.41% |
0.79 |
0.79 |
Investments & Asset Management |
156 |
0.90 |
60.98% |
7.71% |
0.57 |
15.51% |
0.68 |
0.3809 |
34.30% |
1.04 |
1.34 |
Machinery |
127 |
1.06 |
21.48% |
11.73% |
0.89 |
4.28% |
0.93 |
0.4467 |
38.59% |
0.84 |
0.99 |
Metals & Mining |
97 |
1.30 |
51.74% |
1.16% |
0.86 |
2.98% |
0.89 |
0.7440 |
77.36% |
1.18 |
1.42 |
Office
Equipment & Services |
24 |
1.49 |
53.30% |
16.68% |
1.03 |
6.35% |
1.10 |
0.4362 |
33.85% |
0.84 |
1.34 |
Oil/Gas (Integrated) |
7 |
1.08 |
16.70% |
1.14% |
0.93 |
2.05% |
0.95 |
0.5161 |
46.30% |
0.54 |
0.51 |
Oil/Gas
(Production and Exploration) |
330 |
1.38 |
46.68% |
0.32% |
0.94 |
5.45% |
0.99 |
0.6405 |
75.08% |
1.22 |
1.50 |
Oil/Gas Distribution |
78 |
1.20 |
76.61% |
2.93% |
0.69 |
0.76% |
0.69 |
0.4215 |
45.13% |
0.70 |
0.90 |
Oilfield
Svcs/Equip. |
148 |
1.37 |
32.01% |
4.11% |
1.04 |
6.30% |
1.12 |
0.5450 |
60.50% |
0.97 |
1.16 |
Packaging & Container |
26 |
0.84 |
55.59% |
24.47% |
0.59 |
2.56% |
0.61 |
0.3546 |
29.58% |
0.29 |
0.70 |
Paper/Forest
Products |
23 |
1.12 |
48.67% |
14.46% |
0.79 |
4.89% |
0.83 |
0.5042 |
38.67% |
0.79 |
0.92 |
Power |
68 |
0.54 |
86.39% |
19.27% |
0.32 |
2.47% |
0.33 |
0.2648 |
24.11% |
0.32 |
0.54 |
Precious
Metals |
109 |
1.25 |
24.05% |
1.84% |
1.01 |
8.33% |
1.10 |
0.7586 |
78.31% |
1.10 |
1.29 |
Publishing & Newspapers |
37 |
1.32 |
54.65% |
14.32% |
0.90 |
7.88% |
0.98 |
0.4132 |
48.08% |
1.18 |
1.74 |
R.E.I.T. |
238 |
0.72 |
78.29% |
1.72% |
0.41 |
1.62% |
0.42 |
0.2392 |
24.67% |
0.46 |
0.94 |
Real Estate (Development) |
18 |
0.68 |
59.34% |
1.97% |
0.43 |
8.54% |
0.47 |
0.6038 |
39.45% |
1.31 |
1.59 |
Real
Estate (General/Diversified) |
11 |
1.27 |
24.17% |
15.32% |
1.05 |
3.71% |
1.10 |
0.4391 |
24.99% |
0.97 |
1.23 |
Real Estate (Operations & Services) |
54 |
0.99 |
74.95% |
8.78% |
0.59 |
5.26% |
0.62 |
0.5913 |
50.15% |
0.91 |
1.30 |
Recreation |
66 |
0.92 |
30.37% |
13.21% |
0.73 |
4.56% |
0.76 |
0.5233 |
46.01% |
0.95 |
1.15 |
Reinsurance |
3 |
0.75 |
32.02% |
19.33% |
0.59 |
8.32% |
0.65 |
0.2514 |
21.23% |
1.15 |
1.45 |
Restaurant/Dining |
86 |
0.77 |
31.95% |
16.47% |
0.61 |
2.41% |
0.62 |
0.4123 |
39.10% |
0.64 |
0.89 |
Retail (Automotive) |
25 |
0.91 |
56.49% |
22.58% |
0.64 |
1.15% |
0.64 |
0.4333 |
28.30% |
0.53 |
0.85 |
Retail
(Building Supply) |
6 |
1.30 |
20.68% |
20.11% |
1.11 |
1.67% |
1.13 |
0.2621 |
39.62% |
0.47 |
0.50 |
Retail (Distributors) |
88 |
1.10 |
56.14% |
16.95% |
0.75 |
2.20% |
0.77 |
0.5018 |
40.48% |
0.71 |
0.95 |
Retail
(General) |
19 |
1.05 |
36.53% |
22.22% |
0.82 |
2.79% |
0.84 |
0.2805 |
40.00% |
0.51 |
0.73 |
Retail (Grocery and Food) |
14 |
0.69 |
59.72% |
24.11% |
0.47 |
1.31% |
0.48 |
0.3599 |
35.13% |
0.31 |
0.60 |
Retail
(Online) |
57 |
1.23 |
9.33% |
8.46% |
1.13 |
3.80% |
1.18 |
0.5212 |
48.86% |
1.12 |
1.42 |
Retail (Special Lines) |
108 |
1.02 |
46.03% |
21.29% |
0.75 |
4.47% |
0.79 |
0.4108 |
42.19% |
0.69 |
0.88 |
Rubber&
Tires |
4 |
1.35 |
70.60% |
10.09% |
0.82 |
8.17% |
0.90 |
0.4555 |
63.88% |
0.69 |
1.08 |
Semiconductor |
80 |
1.20 |
13.99% |
7.71% |
1.06 |
4.79% |
1.11 |
0.4717 |
42.08% |
0.83 |
1.11 |
Semiconductor
Equip |
45 |
1.10 |
16.28% |
11.13% |
0.96 |
12.70% |
1.10 |
0.4324 |
38.24% |
1.05 |
1.35 |
Shipbuilding & Marine |
11 |
1.20 |
47.59% |
7.30% |
0.83 |
2.84% |
0.86 |
0.5953 |
73.54% |
0.80 |
1.19 |
Shoe |
10 |
0.85 |
9.27% |
14.47% |
0.79 |
5.65% |
0.84 |
0.3007 |
37.21% |
0.57 |
0.76 |
Software (Entertainment) |
13 |
0.98 |
14.56% |
1.04% |
0.86 |
11.31% |
0.97 |
0.6124 |
48.14% |
1.60 |
1.50 |
Software
(Internet) |
297 |
1.13 |
4.01% |
3.49% |
1.09 |
2.65% |
1.12 |
0.6293 |
55.85% |
1.19 |
1.31 |
Software (System & Application) |
236 |
1.13 |
21.25% |
5.67% |
0.94 |
5.34% |
0.99 |
0.5614 |
47.40% |
0.93 |
1.14 |
Steel |
38 |
1.60 |
47.56% |
7.94% |
1.11 |
7.06% |
1.20 |
0.5972 |
54.19% |
0.90 |
1.31 |
Telecom (Wireless) |
17 |
1.12 |
107.05% |
9.11% |
0.57 |
6.14% |
0.60 |
0.6530 |
37.67% |
1.11 |
1.40 |
Telecom.
Equipment |
107 |
0.99 |
24.32% |
6.14% |
0.80 |
6.87% |
0.86 |
0.4893 |
49.24% |
0.94 |
1.12 |
Telecom. Services |
67 |
1.04 |
64.09% |
13.36% |
0.67 |
1.80% |
0.68 |
0.4531 |
47.21% |
0.80 |
1.17 |
Tobacco |
22 |
1.28 |
17.13% |
8.84% |
1.11 |
2.38% |
1.13 |
0.6350 |
61.73% |
0.55 |
1.28 |
Transportation |
17 |
1.01 |
29.93% |
17.46% |
0.81 |
3.56% |
0.84 |
0.3969 |
32.72% |
0.55 |
0.73 |
Transportation
(Railroads) |
7 |
0.79 |
27.34% |
22.17% |
0.65 |
1.83% |
0.66 |
0.2829 |
27.05% |
0.36 |
0.40 |
Trucking |
30 |
1.21 |
89.67% |
26.74% |
0.73 |
4.28% |
0.76 |
0.4577 |
42.01% |
0.65 |
0.88 |
Utility
(General) |
18 |
0.38 |
68.18% |
25.62% |
0.25 |
0.65% |
0.25 |
0.1515 |
19.32% |
0.20 |
0.48 |
Utility (Water) |
22 |
0.65 |
43.33% |
11.97% |
0.47 |
0.43% |
0.47 |
0.4530 |
27.03% |
0.70 |
1.00 |
Total
Market |
7330 |
1.00 |
67.15% |
10.44% |
0.63 |
4.94% |
0.66 |
0.4822 |
45.04% |
0.86 |
1.10 |
Total Market (without financials) |
6125 |
1.08 |
34.91% |
8.27% |
0.81 |
4.13% |
0.85 |
0.5227 |
48.61% |
0.94 |
1.21 |