| Industry name | Number of firms | Annualized Jensen's Alpha (Last 5 years) | Beta | Correlation with the market |
| Advertising | 40 | 29.11% | 1.15 | 14.54% |
| Aerospace/Defense | 87 | -4.00% | 1.08 | 28.22% |
| Air Transport | 17 | 5.38% | 1.01 | 35.04% |
| Apparel | 51 | 36.23% | 1.02 | 24.57% |
| Auto & Truck | 18 | 8.18% | 1.20 | 26.54% |
| Auto Parts | 62 | -3.12% | 1.04 | 26.81% |
| Bank (Money Center) | 11 | 11.53% | 0.64 | 33.26% |
| Banks (Regional) | 612 | 12.00% | 0.50 | 27.37% |
| Beverage (Alcoholic) | 28 | 6.96% | 1.33 | 19.73% |
| Beverage (Soft) | 35 | 12.56% | 0.70 | 16.49% |
| Broadcasting | 27 | -4.77% | 1.12 | 34.20% |
| Brokerage & Investment Banking | 42 | -1.32% | 1.24 | 37.28% |
| Building Materials | 39 | 3.62% | 1.11 | 43.40% |
| Business & Consumer Services | 169 | 3.22% | 1.17 | 23.54% |
| Cable TV | 14 | -2.99% | 0.92 | 37.57% |
| Chemical (Basic) | 38 | -9.71% | 1.20 | 22.95% |
| Chemical (Diversified) | 7 | -32.70% | 2.03 | 42.22% |
| Chemical (Specialty) | 99 | -8.98% | 1.11 | 27.63% |
| Coal & Related Energy | 30 | -32.25% | 1.25 | 14.74% |
| Computer Services | 111 | -10.31% | 1.10 | 23.13% |
| Computers/Peripherals | 58 | -11.22% | 1.01 | 23.48% |
| Construction Supplies | 49 | 1.25% | 1.12 | 34.23% |
| Diversified | 24 | -8.77% | 1.19 | 35.76% |
| Drugs (Biotechnology) | 459 | -9.79% | 1.44 | 22.72% |
| Drugs (Pharmaceutical) | 185 | -11.56% | 1.21 | 19.24% |
| Education | 34 | -14.14% | 1.15 | 25.23% |
| Electrical Equipment | 118 | 13.21% | 1.08 | 22.26% |
| Electronics (Consumer & Office) | 24 | -16.33% | 1.09 | 17.99% |
| Electronics (General) | 167 | 2.57% | 0.94 | 23.53% |
| Engineering/Construction | 49 | -4.44% | 1.27 | 35.93% |
| Entertainment | 90 | -15.09% | 1.15 | 17.22% |
| Environmental & Waste Services | 87 | -15.75% | 0.88 | 16.51% |
| Farming/Agriculture | 34 | 10.40% | 0.74 | 20.60% |
| Financial Svcs. (Non-bank & Insurance) | 264 | 8.44% | 0.61 | 23.88% |
| Food Processing | 87 | -0.46% | 0.68 | 17.55% |
| Food Wholesalers | 15 | -26.88% | 1.79 | 25.76% |
| Furn/Home Furnishings | 31 | -3.20% | 0.79 | 24.55% |
| Green & Renewable Energy | 22 | -10.65% | 1.20 | 19.70% |
| Healthcare Products | 251 | 3.26% | 0.94 | 20.90% |
| Healthcare Support Services | 115 | 10.72% | 0.90 | 21.18% |
| Heathcare Information and Technology | 112 | -8.05% | 0.98 | 20.80% |
| Homebuilding | 32 | 18.00% | 1.11 | 44.84% |
| Hospitals/Healthcare Facilities | 35 | -0.34% | 1.18 | 23.45% |
| Hotel/Gaming | 70 | 1.58% | 0.94 | 27.31% |
| Household Products | 131 | -2.35% | 1.00 | 16.13% |
| Information Services | 61 | 0.87% | 0.88 | 34.30% |
| Insurance (General) | 21 | -0.68% | 0.78 | 44.91% |
| Insurance (Life) | 25 | 1.82% | 1.01 | 46.93% |
| Insurance (Prop/Cas.) | 50 | 1.91% | 0.84 | 36.68% |
| Investments & Asset Management | 165 | -4.79% | 0.99 | 27.21% |
| Machinery | 126 | 7.40% | 1.15 | 36.64% |
| Metals & Mining | 102 | 17.71% | 1.10 | 14.10% |
| Office Equipment & Services | 24 | -15.78% | 1.37 | 30.04% |
| Oil/Gas (Integrated) | 5 | -30.57% | 1.37 | 23.67% |
| Oil/Gas (Production and Exploration) | 311 | -11.70% | 1.26 | 16.37% |
| Oil/Gas Distribution | 16 | -23.76% | 1.21 | 32.45% |
| Oilfield Svcs/Equip. | 130 | -24.06% | 1.23 | 22.59% |
| Packaging & Container | 25 | 8.84% | 0.74 | 40.51% |
| Paper/Forest Products | 21 | -11.22% | 1.20 | 28.94% |
| Power | 61 | -0.37% | 0.50 | 22.16% |
| Precious Metals | 111 | -16.43% | 0.96 | 10.38% |
| Publishing & Newspapers | 41 | -8.03% | 1.02 | 26.12% |
| R.E.I.T. | 244 | -3.69% | 0.66 | 32.57% |
| Real Estate (Development) | 20 | 0.46% | 0.75 | 15.65% |
| Real Estate (General/Diversified) | 10 | 18.91% | 0.75 | 23.16% |
| Real Estate (Operations & Services) | 60 | -7.39% | 1.02 | 20.67% |
| Recreation | 70 | 1.15% | 0.85 | 20.73% |
| Reinsurance | 3 | 5.29% | 0.52 | 54.02% |
| Restaurant/Dining | 81 | -4.48% | 0.85 | 26.81% |
| Retail (Automotive) | 25 | -9.67% | 1.01 | 28.91% |
| Retail (Building Supply) | 8 | -6.76% | 0.86 | 32.97% |
| Retail (Distributors) | 92 | -4.40% | 1.15 | 26.44% |
| Retail (General) | 18 | -15.46% | 1.05 | 33.49% |
| Retail (Grocery and Food) | 14 | 13.14% | 0.71 | 24.85% |
| Retail (Online) | 61 | 2.20% | 1.18 | 21.74% |
| Retail (Special Lines) | 106 | -14.35% | 1.11 | 27.02% |
| Rubber& Tires | 4 | -2.65% | 0.95 | 27.70% |
| Semiconductor | 72 | -1.21% | 1.17 | 35.38% |
| Semiconductor Equip | 45 | 0.05% | 0.98 | 29.60% |
| Shipbuilding & Marine | 9 | -23.04% | 1.34 | 19.71% |
| Shoe | 11 | 0.39% | 0.88 | 29.52% |
| Software (Entertainment) | 13 | 16.66% | 0.89 | 20.80% |
| Software (Internet) | 305 | -4.09% | 1.20 | 18.40% |
| Software (System & Application) | 255 | -0.10% | 1.09 | 23.26% |
| Steel | 37 | -28.83% | 1.82 | 32.51% |
| Telecom (Wireless) | 18 | -16.05% | 1.30 | 29.42% |
| Telecom. Equipment | 104 | 1.29% | 1.03 | 25.18% |
| Telecom. Services | 66 | 2.61% | 1.08 | 17.17% |
| Tobacco | 24 | -11.99% | 1.26 | 16.31% |
| Transportation | 18 | 1.10% | 0.95 | 35.62% |
| Transportation (Railroads) | 8 | -5.64% | 1.01 | 29.42% |
| Trucking | 30 | 0.20% | 1.20 | 30.61% |
| Utility (General) | 18 | 5.85% | 0.29 | 20.98% |
| Utility (Water) | 23 | 4.05% | 0.34 | 20.68% |
| Total Market | 7247 | 0.00% | 1.00 | 24.43% |
| Total Market (without financials) | 6057 | -1.53% | 1.07 | 23.71% |