Industry
name |
Number of firms |
Annualized Jensen's Alpha
(Last 5 years) |
Beta |
Correlation with the market |
Advertising |
49 |
5.06% |
1.34 |
27.79% |
Aerospace/Defense |
73 |
-0.02% |
1.28 |
43.47% |
Air Transport |
21 |
11.51% |
1.58 |
54.49% |
Apparel |
39 |
-6.64% |
1.23 |
41.64% |
Auto & Truck |
26 |
0.39% |
1.13 |
31.10% |
Auto
Parts |
38 |
1.35% |
1.40 |
43.36% |
Bank (Money Center) |
7 |
-17.27% |
1.12 |
61.35% |
Banks
(Regional) |
563 |
-9.27% |
0.70 |
42.84% |
Beverage (Alcoholic) |
21 |
-0.43% |
0.82 |
32.28% |
Beverage
(Soft) |
32 |
11.16% |
1.22 |
32.78% |
Broadcasting |
28 |
-26.88% |
1.35 |
36.21% |
Brokerage
& Investment Banking |
31 |
-9.34% |
1.17 |
47.66% |
Building Materials |
44 |
-12.18% |
1.19 |
54.38% |
Business
& Consumer Services |
160 |
-7.86% |
1.09 |
41.66% |
Cable TV |
11 |
-11.63% |
0.93 |
58.86% |
Chemical
(Basic) |
35 |
1.04% |
1.16 |
36.26% |
Chemical (Diversified) |
4 |
-30.07% |
1.50 |
49.50% |
Chemical
(Specialty) |
81 |
-4.98% |
1.10 |
41.62% |
Coal & Related Energy |
18 |
-1.87% |
0.92 |
21.02% |
Computer
Services |
83 |
-1.18% |
1.20 |
31.41% |
Computers/Peripherals |
46 |
-6.73% |
1.29 |
35.99% |
Construction
Supplies |
48 |
7.64% |
1.11 |
46.03% |
Diversified |
22 |
-17.65% |
0.75 |
36.86% |
Drugs
(Biotechnology) |
581 |
-14.19% |
0.99 |
25.14% |
Drugs (Pharmaceutical) |
298 |
-4.81% |
1.08 |
24.67% |
Education |
35 |
12.61% |
1.13 |
35.12% |
Electrical Equipment |
104 |
10.40% |
1.25 |
31.63% |
Electronics
(Consumer & Office) |
16 |
-6.12% |
0.98 |
26.08% |
Electronics (General) |
137 |
4.45% |
1.09 |
35.13% |
Engineering/Construction |
48 |
-9.35% |
1.06 |
42.26% |
Entertainment |
108 |
15.18% |
1.01 |
21.28% |
Environmental
& Waste Services |
58 |
-12.10% |
1.24 |
32.89% |
Farming/Agriculture |
36 |
-0.94% |
1.03 |
36.38% |
Financial
Svcs. (Non-bank & Insurance) |
223 |
0.35% |
0.93 |
39.63% |
Food Processing |
92 |
3.54% |
0.75 |
27.17% |
Food
Wholesalers |
15 |
-30.98% |
1.40 |
35.16% |
Furn/Home Furnishings |
32 |
-1.02% |
1.11 |
40.05% |
Green
& Renewable Energy |
20 |
-6.40% |
1.59 |
16.24% |
Healthcare Products |
244 |
10.20% |
0.94 |
33.80% |
Healthcare
Support Services |
131 |
5.77% |
1.06 |
31.98% |
Heathcare Information and
Technology |
142 |
10.59% |
0.94 |
31.96% |
Homebuilding |
29 |
-14.57% |
1.69 |
59.72% |
Hospitals/Healthcare Facilities |
31 |
-10.63% |
1.41 |
44.03% |
Hotel/Gaming |
66 |
-20.11% |
1.79 |
48.99% |
Household Products |
118 |
8.14% |
0.98 |
24.21% |
Information
Services |
79 |
-2.75% |
1.25 |
42.61% |
Insurance (General) |
23 |
-13.39% |
0.92 |
49.28% |
Insurance
(Life) |
24 |
-19.42% |
1.22 |
57.21% |
Insurance (Prop/Cas.) |
52 |
-15.31% |
0.86 |
49.52% |
Investments
& Asset Management |
687 |
2.89% |
1.05 |
36.48% |
Machinery |
111 |
-17.65% |
1.25 |
48.92% |
Metals
& Mining |
74 |
21.65% |
1.17 |
22.01% |
Office Equipment & Services |
18 |
-10.96% |
1.38 |
42.80% |
Oil/Gas
(Integrated) |
4 |
-41.54% |
1.47 |
63.86% |
Oil/Gas (Production and
Exploration) |
183 |
-13.99% |
1.32 |
24.00% |
Oil/Gas
Distribution |
21 |
-35.81% |
1.40 |
39.19% |
Oilfield Svcs/Equip. |
100 |
-16.97% |
1.50 |
30.63% |
Packaging
& Container |
26 |
-17.78% |
1.01 |
54.95% |
Paper/Forest Products |
11 |
-25.24% |
1.21 |
47.04% |
Power |
50 |
-11.22% |
0.83 |
62.91% |
Precious Metals |
76 |
6.29% |
0.99 |
17.94% |
Publishing
& Newspapers |
21 |
-39.90% |
1.69 |
41.66% |
R.E.I.T. |
238 |
-26.17% |
1.35 |
59.81% |
Real
Estate (Development) |
19 |
29.07% |
1.06 |
29.89% |
Real Estate
(General/Diversified) |
10 |
-13.49% |
0.91 |
42.27% |
Real
Estate (Operations & Services) |
51 |
15.27% |
1.15 |
32.33% |
Recreation |
60 |
-10.96% |
1.23 |
32.91% |
Reinsurance |
2 |
-32.60% |
1.37 |
77.54% |
Restaurant/Dining |
70 |
-18.94% |
1.56 |
49.00% |
Retail
(Automotive) |
32 |
-7.84% |
1.40 |
45.34% |
Retail (Building Supply) |
16 |
-8.23% |
1.52 |
54.08% |
Retail
(Distributors) |
68 |
-8.57% |
1.28 |
42.93% |
Retail (General) |
16 |
-11.87% |
1.12 |
45.00% |
Retail
(Grocery and Food) |
15 |
-1.67% |
0.30 |
18.16% |
Retail (Online) |
60 |
-9.15% |
1.10 |
26.35% |
Retail
(Special Lines) |
76 |
-21.07% |
1.44 |
45.79% |
Rubber& Tires |
2 |
-2.67% |
1.16 |
38.84% |
Semiconductor |
67 |
-3.82% |
1.16 |
45.24% |
Semiconductor Equip |
34 |
-2.15% |
1.34 |
55.64% |
Shipbuilding
& Marine |
8 |
-20.26% |
0.99 |
32.42% |
Shoe |
12 |
11.01% |
1.19 |
48.59% |
Software
(Entertainment) |
88 |
1.82% |
1.20 |
24.57% |
Software (Internet) |
36 |
19.27% |
1.00 |
26.75% |
Software
(System & Application) |
375 |
8.10% |
1.14 |
31.23% |
Steel |
28 |
-3.50% |
1.13 |
44.26% |
Telecom
(Wireless) |
17 |
35.56% |
0.96 |
22.85% |
Telecom. Equipment |
82 |
3.50% |
1.08 |
34.50% |
Telecom.
Services |
42 |
24.12% |
0.85 |
25.65% |
Tobacco |
16 |
-17.37% |
1.00 |
33.11% |
Transportation |
17 |
-6.94% |
0.79 |
36.59% |
Transportation (Railroads) |
4 |
-1.45% |
0.73 |
77.60% |
Trucking |
34 |
-2.88% |
1.44 |
49.29% |
Utility (General) |
16 |
-16.47% |
0.89 |
71.49% |
Utility
(Water) |
14 |
-4.29% |
0.77 |
42.88% |
Total Market |
7229 |
-2.23% |
1.09 |
36.74% |
Total
Market (without financials) |
5619 |
-2.46% |
1.15 |
35.69% |
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