This document contains a summary of risk measures such as beta for different sectors globally as of January 2017. It includes the number of firms, beta, debt-to-equity ratio, effective tax rate, unlevered beta, cash to firm value ratio, unlevered beta corrected for cash, high-low risk measure, and standard deviation of equity and operating income for the computer services sector specifically. The data was last updated on 5-Jan-18.
This document contains a summary of risk measures such as beta for different sectors globally as of January 2017. It includes the number of firms, beta, debt-to-equity ratio, effective tax rate, unlevered beta, cash to firm value ratio, unlevered beta corrected for cash, high-low risk measure, and standard deviation of equity and operating income for the computer services sector specifically. The data was last updated on 5-Jan-18.
This document contains a summary of risk measures such as beta for different sectors globally as of January 2017. It includes the number of firms, beta, debt-to-equity ratio, effective tax rate, unlevered beta, cash to firm value ratio, unlevered beta corrected for cash, high-low risk measure, and standard deviation of equity and operating income for the computer services sector specifically. The data was last updated on 5-Jan-18.
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)