Regression Statistics By Industry (US)

Data Used: Multiple data services

Date of Analysis: Data used is as of January 2015

Download as an excel file instead: http://www.stern.nyu.edu/~adamodar/pc/datasets/indreg.xls

For global datasets: http://www.stern.nyu.edu/~adamodar/New_Home_Page/data.html

can be obtained by clicking here

on which companies are included in each industry


Industry name Number of firms Beta Correlation with the market
Advertising 52 1.18 16.05%
Aerospace/Defense 93 1.16 30.81%
Air Transport 22 0.98 31.63%
Apparel 64 0.99 19.57%
Auto & Truck 22 1.09 22.34%
Auto Parts 75 1.35 25.75%
Bank (Money Center) 13 0.81 42.81%
Banks (Regional) 676 0.53 22.19%
Beverage (Alcoholic) 22 1.06 18.50%
Beverage (Soft) 46 1.14 15.84%
Broadcasting 28 1.30 28.26%
Brokerage & Investment Banking 46 1.16 30.44%
Building Materials 39 1.12 36.49%
Business & Consumer Services 177 1.19 24.47%
Cable TV 18 0.91 30.01%
Chemical (Basic) 46 0.94 20.26%
Chemical (Diversified) 10 1.17 46.95%
Chemical (Specialty) 103 1.03 31.84%
Coal & Related Energy 42 1.64 18.97%
Computer Services 119 1.16 21.91%
Computers/Peripherals 64 1.21 23.71%
Construction Supplies 55 1.60 38.26%
Diversified 23 1.00 39.14%
Drugs (Biotechnology) 400 1.10 15.01%
Drugs (Pharmaceutical) 151 1.03 16.78%
Education 42 1.13 19.88%
Electrical Equipment 126 1.24 22.39%
Electronics (Consumer & Office) 28 1.37 15.42%
Electronics (General) 189 1.03 21.02%
Engineering/Construction 56 1.31 30.11%
Entertainment 84 1.21 16.97%
Environmental & Waste Services 103 1.28 17.27%
Farming/Agriculture 37 0.84 24.29%
Financial Svcs. (Non-bank & Insurance) 288 0.67 20.32%
Food Processing 96 0.99 24.16%
Food Wholesalers 14 1.41 21.95%
Furn/Home Furnishings 27 1.09 28.61%
Green & Renewable Energy 26 1.32 15.20%
Healthcare Products 261 0.99 20.09%
Healthcare Support Services 138 1.05 19.68%
Heathcare Information and Technology 127 0.95 18.95%
Homebuilding 35 1.29 34.81%
Hospitals/Healthcare Facilities 56 0.97 28.32%
Hotel/Gaming 80 1.18 25.94%
Household Products 135 1.03 17.55%
Information Services 67 1.11 34.90%
Insurance (General) 24 1.03 45.46%
Insurance (Life) 25 1.04 48.03%
Insurance (Prop/Cas.) 52 0.83 38.50%
Investments & Asset Management 148 1.10 29.28%
Machinery 137 1.23 32.59%
Metals & Mining 124 1.28 14.01%
Office Equipment & Services 25 1.34 30.47%
Oil/Gas (Integrated) 8 0.81 49.36%
Oil/Gas (Production and Exploration) 392 1.27 21.65%
Oil/Gas Distribution 85 0.96 32.48%
Oilfield Svcs/Equip. 161 1.54 27.18%
Packaging & Container 26 0.95 51.37%
Paper/Forest Products 22 0.84 24.08%
Power 82 0.83 35.10%
Precious Metals 147 1.29 11.05%
Publshing & Newspapers 43 1.15 28.18%
R.E.I.T. 213 0.79 36.30%
Real Estate (Development) 18 1.02 16.22%
Real Estate (General/Diversified) 11 1.82 21.30%
Real Estate (Operations & Services) 52 1.30 19.66%
Recreation 68 1.21 22.16%
Reinsurance 4 1.35 46.99%
Restaurant/Dining 79 0.89 26.14%
Retail (Automotive) 30 1.18 33.40%
Retail (Building Supply) 5 1.44 43.14%
Retail (Distributors) 90 1.12 25.81%
Retail (General) 23 1.03 31.06%
Retail (Grocery and Food) 21 1.05 22.71%
Retail (Online) 46 1.40 20.77%
Retail (Special Lines) 128 1.07 25.55%
Rubber& Tires 4 1.02 28.80%
Semiconductor 100 1.21 31.38%
Semiconductor Equip 47 1.23 33.32%
Shipbuilding & Marine 14 1.36 28.45%
Shoe 13 0.84 21.86%
Software (Entertainment) 20 1.12 23.08%
Software (Internet) 327 1.29 16.23%
Software (System & Application) 259 1.10 20.59%
Steel 40 1.31 35.00%
Telecom (Wireless) 21 1.15 20.89%
Telecom. Equipment 126 1.24 24.34%
Telecom. Services 77 1.07 18.29%
Tobacco 20 1.09 26.26%
Transportation 21 0.86 29.54%
Transportation (Railroads) 10 1.05 46.22%
Trucking 30 1.32 41.20%
Unclassified 8 0.10 6.08%
Utility (General) 21 0.59 43.96%
Utility (Water) 19 1.09 26.69%
Total Market 7887 1.06 23.88%

 


Last Updated in January 2015
By Aswath Damodaran