| Industry name |
Number of firms |
Annualized Jensen's Alpha (Last 5 years) |
Beta |
Correlation with the market |
| Advertising |
52 |
-12.92% |
1.21 |
21.00% |
| Aerospace/Defense |
79 |
11.32% |
0.95 |
31.79% |
| Air Transport |
23 |
1.26% |
1.19 |
29.16% |
| Apparel |
35 |
-9.83% |
0.94 |
26.60% |
| Auto & Truck |
33 |
-12.00% |
1.46 |
18.49% |
| Auto
Parts |
35 |
-8.95% |
1.34 |
28.18% |
| Bank (Money Center) |
15 |
10.52% |
0.76 |
43.40% |
| Banks
(Regional) |
568 |
5.44% |
0.40 |
24.85% |
| Beverage (Alcoholic) |
14 |
7.60% |
0.81 |
16.23% |
| Beverage
(Soft) |
27 |
2.43% |
0.64 |
11.80% |
| Broadcasting |
24 |
-11.19% |
0.47 |
14.44% |
| Brokerage
& Investment Banking |
32 |
9.52% |
1.17 |
46.66% |
| Building Materials |
41 |
4.34% |
1.11 |
39.00% |
| Business
& Consumer Services |
155 |
-0.28% |
0.89 |
24.92% |
| Cable TV |
9 |
-4.53% |
0.74 |
21.90% |
| Chemical
(Basic) |
29 |
-6.81% |
1.01 |
26.99% |
| Chemical (Diversified) |
4 |
-1.81% |
0.85 |
36.40% |
| Chemical
(Specialty) |
59 |
-2.03% |
0.97 |
31.73% |
| Coal & Related Energy |
16 |
26.02% |
1.07 |
26.79% |
| Computer
Services |
64 |
2.78% |
1.09 |
25.57% |
| Computers/Peripherals |
36 |
2.42% |
1.35 |
32.96% |
| Construction
Supplies |
40 |
9.37% |
1.15 |
37.10% |
| Diversified |
20 |
-16.22% |
0.88 |
23.88% |
| Drugs
(Biotechnology) |
496 |
-8.40% |
1.14 |
20.68% |
| Drugs (Pharmaceutical) |
228 |
-6.20% |
0.98 |
17.10% |
| Education |
32 |
8.09% |
0.78 |
24.48% |
| Electrical Equipment |
112 |
-1.19% |
1.25 |
24.70% |
| Electronics
(Consumer & Office) |
8 |
-16.11% |
0.87 |
19.00% |
| Electronics (General) |
114 |
1.72% |
0.97 |
29.97% |
| Engineering/Construction |
48 |
17.30% |
1.21 |
40.25% |
| Entertainment |
92 |
-1.99% |
0.83 |
20.13% |
| Environmental
& Waste Services |
53 |
-8.03% |
0.95 |
17.55% |
| Farming/Agriculture |
35 |
-8.59% |
1.13 |
23.75% |
| Financial
Svcs. (Non-bank & Insurance) |
176 |
1.38% |
0.97 |
27.86% |
| Food Processing |
78 |
-1.75% |
0.61 |
12.50% |
| Food
Wholesalers |
13 |
13.24% |
0.87 |
22.09% |
| Furn/Home Furnishings |
27 |
-7.06% |
0.82 |
23.83% |
| Green
& Renewable Energy |
15 |
-14.06% |
0.86 |
18.07% |
| Healthcare Products |
204 |
-7.86% |
0.91 |
21.22% |
| Healthcare
Support Services |
104 |
-4.37% |
0.87 |
17.27% |
| Heathcare Information and
Technology |
115 |
-10.77% |
1.11 |
24.73% |
| Homebuilding |
30 |
6.46% |
0.91 |
27.97% |
| Hospitals/Healthcare Facilities |
31 |
5.91% |
0.80 |
19.70% |
| Hotel/Gaming |
63 |
-0.64% |
1.08 |
30.17% |
| Household Products |
110 |
2.49% |
0.82 |
14.40% |
| Information
Services |
15 |
-1.91% |
0.92 |
26.22% |
| Insurance (General) |
21 |
-5.11% |
0.67 |
18.50% |
| Insurance
(Life) |
20 |
4.41% |
0.64 |
33.07% |
| Insurance (Prop/Cas.) |
57 |
6.80% |
0.48 |
21.73% |
| Investments
& Asset Management |
283 |
-0.08% |
0.66 |
26.14% |
| Machinery |
105 |
7.27% |
0.96 |
36.31% |
| Metals
& Mining |
73 |
5.69% |
1.04 |
15.65% |
| Office Equipment & Services |
14 |
5.45% |
1.33 |
31.74% |
| Oil/Gas
(Integrated) |
4 |
14.11% |
0.30 |
20.84% |
| Oil/Gas (Production and
Exploration) |
142 |
7.17% |
0.72 |
18.81% |
| Oil/Gas
Distribution |
23 |
7.61% |
0.67 |
26.65% |
| Oilfield Svcs/Equip. |
97 |
13.13% |
0.95 |
27.26% |
| Packaging
& Container |
19 |
-4.99% |
1.02 |
34.63% |
| Paper/Forest Products |
6 |
-8.18% |
0.96 |
29.14% |
| Power |
46 |
7.82% |
0.48 |
17.79% |
| Precious Metals |
56 |
5.50% |
0.84 |
14.03% |
| Publishing
& Newspapers |
19 |
3.26% |
0.56 |
25.20% |
| R.E.I.T. |
190 |
-5.28% |
0.64 |
28.88% |
| Real
Estate (Development) |
14 |
6.82% |
0.84 |
17.74% |
| Real Estate
(General/Diversified) |
12 |
-4.18% |
0.81 |
17.16% |
| Real
Estate (Operations & Services) |
54 |
-5.75% |
0.97 |
22.78% |
| Recreation |
49 |
-7.36% |
1.02 |
27.89% |
| Reinsurance |
1 |
9.88% |
0.58 |
43.47% |
| Restaurant/Dining |
64 |
-4.69% |
0.92 |
24.03% |
| Retail
(Automotive) |
34 |
-2.15% |
0.94 |
27.78% |
| Retail (Building Supply) |
14 |
-8.74% |
1.54 |
43.66% |
| Retail
(Distributors) |
62 |
9.99% |
0.95 |
32.33% |
| Retail (General) |
23 |
4.74% |
0.81 |
28.27% |
| Retail
(Grocery and Food) |
15 |
2.72% |
1.12 |
17.43% |
| Retail (REITs) |
26 |
2.05% |
0.62 |
30.70% |
| Retail
(Special Lines) |
94 |
-0.49% |
1.09 |
24.88% |
| Rubber& Tires |
3 |
-3.51% |
0.53 |
20.11% |
| Semiconductor |
66 |
4.11% |
1.52 |
42.31% |
| Semiconductor Equip |
31 |
8.33% |
1.40 |
45.06% |
| Shipbuilding
& Marine |
8 |
4.57% |
0.75 |
39.59% |
| Shoe |
11 |
-0.14% |
1.02 |
27.98% |
| Software
(Entertainment) |
77 |
-10.38% |
1.03 |
23.47% |
| Software (Internet) |
29 |
1.75% |
1.69 |
30.40% |
| Software
(System & Application) |
309 |
-6.27% |
1.28 |
26.89% |
| Steel |
19 |
20.87% |
1.06 |
40.88% |
| Telecom
(Wireless) |
12 |
-7.00% |
0.54 |
16.81% |
| Telecom. Equipment |
57 |
2.30% |
0.92 |
26.65% |
| Telecom.
Services |
39 |
6.14% |
0.63 |
11.98% |
| Tobacco |
10 |
-1.40% |
0.79 |
13.15% |
| Transportation |
19 |
-1.75% |
0.86 |
32.27% |
| Transportation (Railroads) |
4 |
-0.91% |
0.98 |
50.27% |
| Trucking |
26 |
-0.37% |
1.01 |
36.24% |
| Utility (General) |
14 |
3.65% |
0.24 |
15.31% |
| Utility
(Water) |
14 |
-8.22% |
0.41 |
14.88% |
| Total Market |
5994 |
0.31% |
0.91 |
24.91% |
| Total
Market (without financials) |
4822 |
-0.54% |
0.99 |
24.56% |
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