Regression Statistics By Industry (US)

Data Used: Multiple data services

Date of Analysis: Data used is as of January 2016

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 44 1.08 15.85%
Aerospace/Defense 92 1.33 32.12%
Air Transport 20 1.27 31.90%
Apparel 63 1.06 18.21%
Auto & Truck 19 0.96 22.49%
Auto Parts 65 1.29 28.46%
Bank (Money Center) 9 1.11 53.20%
Banks (Regional) 644 0.51 23.93%
Beverage (Alcoholic) 22 0.94 18.13%
Beverage (Soft) 43 1.15 17.25%
Broadcasting 29 1.29 32.55%
Brokerage & Investment Banking 42 1.35 39.14%
Building Materials 39 1.18 31.04%
Business & Consumer Services 159 1.19 25.93%
Cable TV 19 1.23 33.99%
Chemical (Basic) 42 1.17 25.19%
Chemical (Diversified) 9 1.55 44.74%
Chemical (Specialty) 104 1.25 30.29%
Coal & Related Energy 38 1.49 14.84%
Computer Services 118 1.17 24.04%
Computers/Peripherals 64 1.33 22.68%
Construction Supplies 52 1.65 39.62%
Diversified 26 1.01 40.82%
Drugs (Biotechnology) 411 1.28 16.24%
Drugs (Pharmaceutical) 157 1.02 15.85%
Education 40 1.05 17.70%
Electrical Equipment 120 1.15 20.70%
Electronics (Consumer & Office) 25 1.23 15.18%
Electronics (General) 167 1.03 22.27%
Engineering/Construction 51 1.32 31.06%
Entertainment 84 1.21 16.77%
Environmental & Waste Services 97 1.10 17.37%
Farming/Agriculture 37 1.25 25.13%
Financial Svcs. (Non-bank & Insurance) 272 0.65 21.76%
Food Processing 89 0.89 23.00%
Food Wholesalers 14 0.73 24.50%
Furn/Home Furnishings 30 1.23 24.33%
Green & Renewable Energy 28 1.62 14.25%
Healthcare Products 254 1.03 19.86%
Healthcare Support Services 127 1.05 21.62%
Heathcare Information and Technology 126 1.11 20.67%
Homebuilding 34 1.12 29.97%
Hospitals/Healthcare Facilities 58 0.82 24.58%
Hotel/Gaming 73 0.97 28.36%
Household Products 134 1.05 16.92%
Information Services 70 1.00 36.82%
Insurance (General) 20 1.04 54.89%
Insurance (Life) 25 1.28 46.32%
Insurance (Prop/Cas.) 53 0.90 36.33%
Investments & Asset Management 145 1.17 31.23%
Machinery 130 1.44 33.90%
Metals & Mining 114 1.55 14.51%
Office Equipment & Services 24 1.82 29.89%
Oil/Gas (Integrated) 7 1.54 39.97%
Oil/Gas (Production and Exploration) 351 1.63 21.35%
Oil/Gas Distribution 79 1.22 34.88%
Oilfield Svcs/Equip. 143 1.74 27.89%
Packaging & Container 25 1.26 42.26%
Paper/Forest Products 20 1.52 28.44%
Power 73 0.80 30.00%
Precious Metals 113 1.29 11.97%
Publshing & Newspapers 39 1.45 29.53%
R.E.I.T. 221 0.76 33.92%
Real Estate (Development) 21 1.41 16.46%
Real Estate (General/Diversified) 12 1.22 23.11%
Real Estate (Operations & Services) 55 1.50 15.91%
Recreation 65 0.91 19.91%
Reinsurance 3 1.03 52.53%
Restaurant/Dining 83 0.76 21.96%
Retail (Automotive) 26 1.06 36.78%
Retail (Building Supply) 5 1.47 43.74%
Retail (Distributors) 83 1.22 28.69%
Retail (General) 19 1.16 36.87%
Retail (Grocery and Food) 17 1.04 23.45%
Retail (Online) 39 1.58 22.30%
Retail (Special Lines) 124 1.07 23.92%
Rubber& Tires 4 1.66 40.15%
Semiconductor 87 1.39 33.23%
Semiconductor Equip 46 1.40 29.48%
Shipbuilding & Marine 11 1.24 21.56%
Shoe 11 0.82 24.54%
Software (Entertainment) 17 1.42 18.94%
Software (Internet) 308 1.34 17.85%
Software (System & Application) 241 1.33 25.27%
Steel 36 1.43 31.30%
Telecom (Wireless) 19 1.48 21.17%
Telecom. Equipment 121 1.29 24.31%
Telecom. Services 65 0.95 22.87%
Tobacco 20 1.91 22.49%
Transportation 21 1.41 33.07%
Transportation (Railroads) 12 1.15 31.40%
Trucking 26 1.69 43.31%
Unclassified 3 0.23 6.82%
Utility (General) 20 0.55 32.66%
Utility (Water) 18 0.47 22.40%
Total Market 7480 1.13 24.38%


Last Updated in January 2016
By Aswath Damodaran