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  • Archivo Betas Por Sector 2018-22

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    Andres Zapata
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    This document contains a summary of risk measures such as beta for different sectors on a global scale from January 2017. It provides details on the number of firms analyzed within each sector, the average beta, debt-to-equity ratio, effective and marginal tax rates, unlevered beta, cash as a percentage of firm value, unlevered beta corrected for cash, and measures of risk like standard deviation of equity and operating income for the computer services sector specifically.

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    Archivo Betas por sector 2018-22

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    This document contains a summary of risk measures such as beta for different sectors on a global scale from January 2017. It provides details on the number of firms analyzed within each sector, the average beta, debt-to-equity ratio, effective and marginal tax rates, unlevered beta, cash as a percentage of firm value, unlevered beta corrected for cash, and measures of risk like standard deviation of equity and operating income for the computer services sector specifically.

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    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
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    131 views3 pages

    Archivo Betas Por Sector 2018-22

    Uploaded by

    Andres Zapata
    This document contains a summary of risk measures such as beta for different sectors on a global scale from January 2017. It provides details on the number of firms analyzed within each sector, the average beta, debt-to-equity ratio, effective and marginal tax rates, unlevered beta, cash as a percentage of firm value, unlevered beta corrected for cash, and measures of risk like standard deviation of equity and operating income for the computer services sector specifically.

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    © All Rights Reserved
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    000000Global 000000Beta by Sector 000000January 2017

    Date updated: 5-Jan-18


    Created by: Aswath Damodaran, adamodar@stern.nyu.edu
    What is this data? Beta, Unlevered beta and other risk measures Global
    Home Page: http://www.damodaran.com
    Data website: http://www.stern.nyu.edu/~adamodar/New_Home_Page/data.html
    Companies in each industry: http://www.stern.nyu.edu/~adamodar/pc/datasets/indname.xls
    Variable definitions: http://www.stern.nyu.edu/~adamodar/New_Home_Page/datafile/variable.htm
    Do you want to use marginal or effective tax rates in unlevering betas? Marginal
    If marginal tax rate, enter the marginal tax rate to use 24.63%
    Effective Tax
    Industry Name Number of firms Beta D/E Ratio rate Unlevered beta Cash/Firm value Unlevered beta corrected for cash HiLo Risk Standard deviation of equity
    Computer Services 931 1.08 18.77% 17.22% 0.95 7.28% 1.02 0.3628 36.40%
    000000Global 000000Beta by Sector 000000January 2017

    Standard deviation in operating income (last 10 years)


    18.13%
    Effective
    Marginal

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