Standard
Deviations by SectorData Used: Value Line database, of 6177 firms
Date of Analysis: Data used is as of January 2013
can be obtained by clicking here
on
which companies are included in each industry
| Industry Name | Number of Firms | Std Deviation in Equity | Std Deviation in Firm Value | E/(D+E) | D/(D+E) |
| Advertising | 32 | 97.40% | 75.44% | 71.00% | 29.00% |
| Aerospace/Defense | 66 | 44.98% | 37.56% | 78.97% | 21.03% |
| Air Transport | 36 | 64.94% | 46.40% | 62.86% | 37.14% |
| Apparel | 54 | 74.88% | 67.70% | 87.89% | 12.11% |
| Auto Parts | 54 | 57.43% | 48.59% | 80.41% | 19.59% |
| Automotive | 12 | 59.23% | 36.66% | 49.16% | 50.84% |
| Bank | 416 | 50.34% | 29.39% | 43.82% | 56.18% |
| Bank (Midwest) | 68 | 36.37% | 27.02% | 66.73% | 33.27% |
| Beverage | 35 | 47.17% | 40.40% | 81.78% | 18.22% |
| Biotechnology | 214 | 79.99% | 71.31% | 86.27% | 13.73% |
| Building Materials | 43 | 79.76% | 55.65% | 60.52% | 39.48% |
| Cable TV | 20 | 40.45% | 28.13% | 60.20% | 39.80% |
| Chemical (Basic) | 18 | 39.24% | 33.12% | 80.17% | 19.83% |
| Chemical (Diversified) | 33 | 49.02% | 43.48% | 85.70% | 14.30% |
| Chemical (Specialty) | 70 | 62.90% | 54.45% | 82.97% | 17.03% |
| Coal | 20 | 56.54% | 38.99% | 59.39% | 40.61% |
| Computer Software | 191 | 68.39% | 65.05% | 93.85% | 6.15% |
| Computers/Peripherals | 81 | 81.83% | 76.08% | 91.16% | 8.84% |
| Diversified Co. | 113 | 60.46% | 40.23% | 55.96% | 44.04% |
| Drug | 223 | 80.68% | 72.45% | 87.11% | 12.89% |
| E-Commerce | 64 | 80.60% | 76.55% | 93.69% | 6.31% |
| Educational Services | 33 | 83.08% | 70.13% | 80.17% | 19.83% |
| Electric Util. (Central) | 20 | 17.29% | 11.28% | 54.05% | 45.95% |
| Electric Utility (East) | 17 | 13.21% | 9.13% | 59.56% | 40.44% |
| Electric Utility (West) | 15 | 14.19% | 9.36% | 55.13% | 44.87% |
| Electrical Equipment | 64 | 67.79% | 61.91% | 89.06% | 10.94% |
| Electronics | 123 | 74.24% | 63.52% | 81.66% | 18.34% |
| Engineering & Const | 30 | 46.03% | 41.77% | 88.32% | 11.68% |
| Entertainment | 76 | 70.99% | 56.96% | 74.70% | 25.30% |
| Entertainment Tech | 42 | 53.25% | 48.88% | 89.65% | 10.35% |
| Environmental | 84 | 79.24% | 60.72% | 69.89% | 30.11% |
| Financial Svcs. (Div.) | 256 | 55.15% | 28.57% | 32.85% | 67.15% |
| Food Processing | 119 | 52.26% | 44.44% | 80.97% | 19.03% |
| Foreign Electronics | 10 | 31.24% | 23.64% | 68.63% | 31.37% |
| Funeral Services | 6 | 26.75% | 19.90% | 66.90% | 33.10% |
| Furn/Home Furnishings | 32 | 55.60% | 47.69% | 81.93% | 18.07% |
| Healthcare Information | 20 | 44.41% | 40.74% | 89.59% | 10.41% |
| Heavy Truck & Equip | 23 | 55.26% | 41.52% | 67.89% | 32.11% |
| Homebuilding | 22 | 66.75% | 49.65% | 66.86% | 33.14% |
| Hotel/Gaming | 57 | 55.66% | 42.32% | 69.09% | 30.91% |
| Household Products | 27 | 50.86% | 44.71% | 84.67% | 15.33% |
| Human Resources | 25 | 51.64% | 47.64% | 90.25% | 9.75% |
| Industrial Services | 136 | 57.24% | 45.29% | 73.23% | 26.77% |
| Information Services | 28 | 48.75% | 40.29% | 77.85% | 22.15% |
| Insurance (Life) | 32 | 42.20% | 30.55% | 64.16% | 35.84% |
| Insurance (Prop/Cas.) | 62 | 28.57% | 24.59% | 82.32% | 17.68% |
| Internet | 194 | 97.81% | 96.06% | 97.76% | 2.24% |
| Investment Companies | 31 | 24.10% | 22.76% | 92.98% | 7.02% |
| IT Services | 63 | 56.11% | 53.69% | 94.59% | 5.41% |
| Machinery | 94 | 45.07% | 39.80% | 85.19% | 14.81% |
| Maritime | 51 | 62.52% | 33.35% | 35.56% | 64.44% |
| Med Supp Invasive | 87 | 55.49% | 49.28% | 85.85% | 14.15% |
| Med Supp Non-Invasive | 143 | 67.73% | 61.60% | 88.58% | 11.42% |
| Medical Services | 118 | 74.16% | 55.00% | 66.56% | 33.44% |
| Metal Fabricating | 25 | 60.59% | 51.50% | 80.91% | 19.09% |
| Metals & Mining (Div.) | 77 | 93.05% | 83.22% | 86.64% | 13.36% |
| Natural Gas (Div.) | 31 | 44.57% | 34.48% | 70.88% | 29.12% |
| Natural Gas Utility | 27 | 28.44% | 19.77% | 60.18% | 39.82% |
| Newspaper | 14 | 54.39% | 42.45% | 71.79% | 28.21% |
| Office Equip/Supplies | 22 | 51.92% | 35.33% | 58.09% | 41.91% |
| Oil/Gas Distribution | 12 | 35.63% | 26.06% | 65.19% | 34.81% |
| Oilfield Svcs/Equip. | 81 | 59.58% | 49.44% | 78.30% | 21.70% |
| Packaging & Container | 27 | 36.52% | 26.41% | 64.03% | 35.97% |
| Paper/Forest Products | 32 | 52.28% | 40.08% | 69.93% | 30.07% |
| Petroleum (Integrated) | 26 | 47.25% | 40.93% | 83.01% | 16.99% |
| Petroleum (Producing) | 176 | 71.26% | 59.00% | 78.05% | 21.95% |
| Pharmacy Services | 18 | 42.23% | 36.94% | 84.12% | 15.88% |
| Pipeline MLPs | 53 | 24.88% | 18.95% | 69.27% | 30.73% |
| Power | 101 | 84.63% | 46.34% | 37.96% | 62.04% |
| Precious Metals | 83 | 77.77% | 70.37% | 87.99% | 12.01% |
| Precision Instrument | 82 | 60.11% | 51.82% | 82.50% | 17.50% |
| Property Management | 31 | 50.63% | 30.62% | 47.04% | 52.96% |
| Public/Private Equity | 12 | 42.00% | 34.66% | 77.68% | 22.32% |
| Publishing | 29 | 65.72% | 52.12% | 73.45% | 26.55% |
| R.E.I.T. | 127 | 34.76% | 27.44% | 72.99% | 27.01% |
| Railroad | 12 | 35.73% | 30.39% | 81.00% | 19.00% |
| Recreation | 51 | 52.30% | 41.14% | 72.59% | 27.41% |
| Reinsurance | 11 | 20.74% | 18.14% | 84.10% | 15.90% |
| Restaurant | 65 | 50.92% | 46.24% | 88.38% | 11.62% |
| Retail (Hardlines) | 79 | 63.49% | 53.20% | 79.36% | 20.64% |
| Retail (Softlines) | 42 | 42.54% | 40.74% | 94.71% | 5.29% |
| Retail Automotive | 19 | 64.20% | 48.90% | 69.29% | 30.71% |
| Retail Building Supply | 10 | 31.82% | 29.17% | 89.51% | 10.49% |
| Retail Store | 38 | 63.15% | 53.04% | 79.63% | 20.37% |
| Retail/Wholesale Food | 30 | 29.93% | 23.89% | 74.16% | 25.84% |
| Securities Brokerage | 27 | 40.56% | 19.83% | 27.43% | 72.57% |
| Semiconductor | 142 | 53.65% | 49.76% | 90.86% | 9.14% |
| Semiconductor Equip | 10 | 40.44% | 35.80% | 85.48% | 14.52% |
| Shoe | 17 | 47.32% | 46.60% | 98.10% | 1.90% |
| Steel | 33 | 45.66% | 33.01% | 64.02% | 35.98% |
| Telecom. Equipment | 105 | 64.86% | 58.83% | 88.25% | 11.75% |
| Telecom. Services | 76 | 64.04% | 51.95% | 75.86% | 24.14% |
| Telecom. Utility | 23 | 43.85% | 26.81% | 48.02% | 51.98% |
| Thrift | 170 | 41.73% | 36.35% | 83.68% | 16.32% |
| Tobacco | 11 | 36.44% | 31.88% | 84.13% | 15.87% |
| Toiletries/Cosmetics | 14 | 40.10% | 34.70% | 82.90% | 17.10% |
| Trucking | 34 | 48.32% | 37.16% | 70.26% | 29.74% |
| Water Utility | 11 | 37.24% | 25.24% | 57.74% | 42.26% |
| Wireless Networking | 58 | 62.91% | 52.82% | 79.57% | 20.43% |
| Total Market | 6177 | 59.15% | 45.36% | 69.97% | 30.03% |