Date updated:

Created by:
What is this data?
Home Page:
Data website:
Companies in each industry:
Variable definitions:
Industry Name

Advertising
Aerospace/Defense
Air Transport
Apparel
Auto & Truck
Auto Parts
Bank (Money Center)
Banks (Regional)
Beverage (Alcoholic)
Beverage (Soft)
Broadcasting
Brokerage & Investment Banking
Building Materials
Business & Consumer Services
Cable TV
Chemical (Basic)
Chemical (Diversified)
Chemical (Specialty)
Coal & Related Energy
Computer Services
Computers/Peripherals
Construction Supplies
Diversified
Drugs (Biotechnology)
Drugs (Pharmaceutical)
Education
Electrical Equipment
Electronics (Consumer & Office)
Electronics (General)
Engineering/Construction
Entertainment

5-Jan-16
Aswath Damodaran, adamodar@stern.nyu.edu
Total Beta (beta for completely undiversified invest
http://www.damodaran.com
http://www.stern.nyu.edu/~adamodar/New_Home_
http://www.stern.nyu.edu/~adamodar/pc/datasets/
http://www.stern.nyu.edu/~adamodar/New_Home_
Number of firms

44
92
20
63
19
65
9
644
22
43
29
42
39
159
19
42
9
104
38
118
64
52
26
411
157
40
120
25
167
51
84

Environmental & Waste Services

Farming/Agriculture
Financial Svcs. (Non-bank & Insurance)
Food Processing
Food Wholesalers
Furn/Home Furnishings
Green & Renewable Energy
Healthcare Products
Healthcare Support Services
Heathcare Information and Technology
Homebuilding
Hospitals/Healthcare Facilities
Hotel/Gaming
Household Products
Information Services
Insurance (General)
Insurance (Life)
Insurance (Prop/Cas.)
Investments & Asset Management
Machinery
Metals & Mining
Office Equipment & Services
Oil/Gas (Integrated)
Oil/Gas (Production and Exploration)
Oil/Gas Distribution
Oilfield Svcs/Equip.
Packaging & Container
Paper/Forest Products
Power
Precious Metals
Publshing & Newspapers
R.E.I.T.
Real Estate (Development)
Real Estate (General/Diversified)
Real Estate (Operations & Services)
Recreation
Reinsurance
Restaurant/Dining
Retail (Automotive)
Retail (Building Supply)

97
37
272
89
14
30
28
254
127
126
34
58
73
134
70
20
25
53
145
130
114
24
7
351
79
143
25
20
73
113
39
221
21
12
55
65
3
83
26
5

Retail (Distributors)
Retail (General)
Retail (Grocery and Food)
Retail (Online)
Retail (Special Lines)
Rubber& Tires
Semiconductor
Semiconductor Equip
Shipbuilding & Marine
Shoe
Software (Entertainment)
Software (Internet)
Software (System & Application)
Steel
Telecom (Wireless)
Telecom. Equipment
Telecom. Services
Tobacco
Transportation
Transportation (Railroads)
Trucking
Unclassified
Utility (General)
Utility (Water)
Total Market

83
19
17
39
124
4
87
46
11
11
17
308
241
36
19
121
65
20
21
12
26
3
20
18
7480

odaran, adamodar@stern.nyu.edu
eta for completely undiversified investor)
amodaran.com
tern.nyu.edu/~adamodar/New_Home_Page/data.html
tern.nyu.edu/~adamodar/pc/datasets/indname.xls
tern.nyu.edu/~adamodar/New_Home_Page/datafile/variable.htm
Average Unlevered Beta

Average Levered Beta

0.74
1.20
0.85
0.88
0.47
1.08
0.47
0.36
0.82
0.99
0.75
0.46
0.98
0.95
0.89
0.81
1.27
1.01
0.39
1.00
1.22
1.18
0.74
1.19
0.94
0.86
1.03
1.16
0.98
1.07
0.98

1.08
1.33
1.27
1.06
0.96
1.29
1.11
0.51
0.94
1.15
1.29
1.35
1.18
1.19
1.23
1.17
1.55
1.25
1.49
1.17
1.33
1.65
1.01
1.28
1.02
1.05
1.15
1.23
1.03
1.32
1.21

0.82
0.77
0.06
0.74
0.61
1.00
0.84
0.92
0.89
0.99
0.81
0.44
0.68
0.91
0.92
0.82
0.91
0.75
0.81
1.23
0.87
1.29
1.38
0.95
0.65
1.41
0.91
0.89
0.50
1.03
1.07
0.41
0.93
1.03
0.99
0.75
0.89
0.64
0.76
1.31

1.10
1.25
0.65
0.89
0.73
1.23
1.62
1.03
1.05
1.11
1.12
0.82
0.97
1.05
1.00
1.04
1.28
0.90
1.17
1.44
1.55
1.82
1.54
1.63
1.22
1.74
1.26
1.52
0.80
1.29
1.45
0.76
1.41
1.22
1.50
0.91
1.03
0.76
1.06
1.47

0.83
0.92
0.77
1.53
0.81
1.18
1.32
1.22
0.84
0.81
1.46
1.33
1.25
0.86
0.65
1.17
0.57
1.66
1.19
0.93
1.03
0.11
0.36
0.33
0.73

1.22
1.16
1.04
1.58
1.07
1.66
1.39
1.40
1.24
0.82
1.42
1.34
1.33
1.43
1.48
1.29
0.95
1.91
1.41
1.15
1.69
0.23
0.55
0.47
1.13

US companies

Average correlation

Total Unlevered Beta

Total Levered Beta

15.85%
32.12%
31.90%
18.21%
22.49%
28.46%
53.20%
23.93%
18.13%
17.25%
32.55%
39.14%
31.04%
25.93%
33.99%
25.19%
44.74%
30.29%
14.84%
24.04%
22.68%
39.62%
40.82%
16.24%
15.85%
17.70%
20.70%
15.18%
22.27%
31.06%
16.77%

4.66
3.72
2.65
4.84
2.10
3.81
0.89
1.52
4.51
5.74
2.32
1.16
3.16
3.66
2.60
3.20
2.83
3.35
2.61
4.16
5.38
2.98
1.80
7.36
5.93
4.85
4.98
7.67
4.40
3.43
5.83

6.81
4.14
3.98
5.80
4.25
4.52
2.09
2.14
5.18
6.68
3.97
3.45
3.79
4.59
3.62
4.64
3.48
4.12
10.02
4.87
5.86
4.16
2.47
7.89
6.42
5.95
5.55
8.11
4.60
4.24
7.23

17.37%
25.13%
21.76%
23.00%
24.50%
24.33%
14.25%
19.86%
21.62%
20.67%
29.97%
24.58%
28.36%
16.92%
36.82%
54.89%
46.32%
36.33%
31.23%
33.90%
14.51%
29.89%
39.97%
21.35%
34.88%
27.89%
42.26%
28.44%
30.00%
11.97%
29.53%
33.92%
16.46%
23.11%
15.91%
19.91%
52.53%
21.96%
36.78%
43.74%

4.73
3.08
0.26
3.23
2.49
4.12
5.91
4.62
4.12
4.77
2.70
1.79
2.39
5.41
2.49
1.49
1.97
2.08
2.58
3.62
6.02
4.33
3.44
4.44
1.87
5.06
2.15
3.14
1.66
8.64
3.62
1.22
5.65
4.44
6.23
3.76
1.70
2.92
2.05
2.99

6.36
4.97
2.98
3.85
2.98
5.06
11.40
5.17
4.85
5.37
3.74
3.33
3.43
6.19
2.72
1.90
2.77
2.47
3.76
4.23
10.71
6.07
3.84
7.63
3.51
6.25
2.99
5.33
2.66
10.80
4.90
2.25
8.55
5.26
9.40
4.59
1.96
3.46
2.88
3.36

28.69%
36.87%
23.45%
22.30%
23.92%
40.15%
33.23%
29.48%
21.56%
24.54%
18.94%
17.85%
25.27%
31.30%
21.17%
24.31%
22.87%
22.49%
33.07%
31.40%
43.31%
6.82%
32.66%
22.40%
24.38%

2.88
2.51
3.30
6.84
3.38
2.93
3.96
4.15
3.91
3.29
7.73
7.44
4.93
2.76
3.07
4.80
2.49
7.39
3.59
2.95
2.37
1.68
1.12
1.48
2.98

4.26
3.15
4.43
7.06
4.49
4.13
4.17
4.74
5.76
3.34
7.48
7.50
5.25
4.56
6.98
5.31
4.13
8.51
4.27
3.67
3.90
3.36
1.68
2.09
4.64