Standard Deviations by Sector (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/optvar.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 Std Deviation in Equity Std Deviation in Firm Value E/(D+E) D/(D+E)
Advertising 44 71.03% 45.46% 64.00% 36.00%
Aerospace/Defense 92 46.90% 38.92% 82.99% 17.01%
Air Transport 20 51.95% 30.60% 58.90% 41.10%
Apparel 63 60.62% 47.41% 78.21% 21.79%
Auto & Truck 19 33.71% 14.78% 43.85% 56.15%
Auto Parts 65 55.06% 41.43% 75.24% 24.76%
Bank (Money Center) 9 32.77% 10.36% 31.60% 68.40%
Banks (Regional) 644 28.93% 16.20% 55.99% 44.01%
Beverage (Alcoholic) 22 58.51% 49.48% 84.56% 15.44%
Beverage (Soft) 43 54.55% 44.36% 81.32% 18.68%
Broadcasting 29 47.22% 24.25% 51.35% 48.65%
Brokerage & Investment Banking 42 48.05% 12.46% 25.94% 74.06%
Building Materials 39 44.27% 33.25% 75.10% 24.90%
Business & Consumer Services 159 50.13% 37.04% 73.89% 26.11%
Cable TV 19 41.58% 27.79% 66.84% 33.16%
Chemical (Basic) 42 54.20% 33.47% 61.75% 38.25%
Chemical (Diversified) 9 40.56% 29.33% 72.32% 27.68%
Chemical (Specialty) 104 50.43% 38.38% 76.12% 23.88%
Coal & Related Energy 38 86.78% 21.06% 24.27% 75.73%
Computer Services 118 51.74% 40.15% 77.60% 22.40%
Computers/Peripherals 64 63.91% 53.87% 84.28% 15.72%
Construction Supplies 52 42.41% 26.66% 62.86% 37.14%
Diversified 26 27.37% 17.58% 64.22% 35.78%
Drugs (Biotechnology) 411 88.89% 77.77% 87.50% 12.50%
Drugs (Pharmaceutical) 157 77.30% 68.40% 88.49% 11.51%
Education 40 59.62% 40.77% 68.38% 31.62%
Electrical Equipment 120 71.04% 58.27% 82.03% 17.97%
Electronics (Consumer & Office) 25 63.42% 55.24% 87.10% 12.90%
Electronics (General) 167 59.34% 49.54% 83.48% 16.52%
Engineering/Construction 51 57.02% 40.18% 70.47% 29.53%
Entertainment 84 63.16% 48.61% 76.96% 23.04%
Environmental & Waste Services 97 65.51% 47.20% 72.04% 27.96%
Farming/Agriculture 37 48.69% 27.71% 56.91% 43.09%
Financial Svcs. (Non-bank & Insurance) 272 34.97% 2.43% 6.95% 93.05%
Food Processing 89 38.29% 30.35% 79.26% 20.74%
Food Wholesalers 14 54.49% 43.60% 80.02% 19.98%
Furn/Home Furnishings 30 44.49% 33.98% 76.37% 23.63%
Green & Renewable Energy 28 62.36% 26.78% 42.93% 57.07%
Healthcare Products 254 62.16% 52.02% 83.68% 16.32%
Healthcare Support Services 127 54.32% 42.23% 77.75% 22.25%
Heathcare Information and Technology 126 60.52% 51.42% 84.96% 15.04%
Homebuilding 34 41.71% 25.93% 62.16% 37.84%
Hospitals/Healthcare Facilities 58 36.49% 18.39% 50.39% 49.61%
Hotel/Gaming 73 46.75% 30.08% 64.34% 35.66%
Household Products 134 62.02% 51.67% 83.32% 16.68%
Information Services 70 40.74% 35.26% 86.56% 13.44%
Insurance (General) 20 33.57% 23.51% 70.05% 29.95%
Insurance (Life) 25 35.59% 19.88% 55.84% 44.16%
Insurance (Prop/Cas.) 53 32.93% 25.06% 76.11% 23.89%
Investments & Asset Management 145 37.84% 21.46% 56.70% 43.30%
Machinery 130 46.07% 36.11% 78.39% 21.61%
Metals & Mining 114 91.02% 49.00% 53.83% 46.17%
Office Equipment & Services 24 41.58% 25.89% 62.28% 37.72%
Oil/Gas (Integrated) 7 50.24% 43.13% 85.84% 14.16%
Oil/Gas (Production and Exploration) 351 80.22% 43.96% 54.80% 45.20%
Oil/Gas Distribution 79 47.82% 24.60% 51.45% 48.55%
Oilfield Svcs/Equip. 143 69.62% 50.06% 71.90% 28.10%
Packaging & Container 25 32.10% 20.75% 64.63% 35.37%
Paper/Forest Products 20 38.53% 20.38% 52.89% 47.11%
Power 73 29.31% 15.98% 54.51% 45.49%
Precious Metals 113 93.13% 62.07% 66.65% 33.35%
Publshing & Newspapers 39 51.60% 34.50% 66.86% 33.14%
R.E.I.T. 221 25.71% 13.54% 52.68% 47.32%
Real Estate (Development) 21 36.15% 22.19% 61.39% 38.61%
Real Estate (General/Diversified) 12 40.76% 32.48% 79.70% 20.30%
Real Estate (Operations & Services) 55 43.44% 26.40% 60.78% 39.22%
Recreation 65 45.47% 34.55% 75.98% 24.02%
Reinsurance 3 29.15% 20.90% 71.70% 28.30%
Restaurant/Dining 83 40.67% 32.31% 79.46% 20.54%
Retail (Automotive) 26 46.34% 30.26% 65.29% 34.71%
Retail (Building Supply) 5 50.34% 42.40% 84.22% 15.78%
Retail (Distributors) 83 52.36% 32.66% 62.37% 37.63%
Retail (General) 19 46.87% 33.60% 71.69% 28.31%
Retail (Grocery and Food) 17 51.57% 35.11% 68.08% 31.92%
Retail (Online) 39 50.54% 46.58% 92.17% 7.83%
Retail (Special Lines) 124 50.69% 34.56% 68.17% 31.83%
Rubber& Tires 4 38.00% 23.00% 60.51% 39.49%
Semiconductor 87 51.24% 45.52% 88.83% 11.17%
Semiconductor Equip 46 54.21% 39.41% 72.69% 27.31%
Shipbuilding & Marine 11 60.89% 38.79% 63.72% 36.28%
Shoe 11 39.02% 36.54% 93.64% 6.36%
Software (Entertainment) 17 54.18% 49.15% 90.72% 9.28%
Software (Internet) 308 64.71% 61.96% 95.76% 4.24%
Software (System & Application) 241 59.22% 52.79% 89.14% 10.86%
Steel 36 51.52% 26.87% 52.15% 47.85%
Telecom (Wireless) 19 45.11% 18.00% 39.91% 60.09%
Telecom. Equipment 121 57.78% 47.86% 82.84% 17.16%
Telecom. Services 65 52.25% 29.34% 56.15% 43.85%
Tobacco 20 48.90% 40.81% 83.45% 16.55%
Transportation 21 40.03% 30.53% 76.27% 23.73%
Transportation (Railroads) 12 31.20% 23.91% 76.63% 23.37%
Trucking 26 43.08% 21.41% 49.70% 50.30%
Unclassified 3 24.61% 12.28% 49.90% 50.10%
Utility (General) 20 25.03% 14.68% 58.65% 41.35%
Utility (Water) 18 36.78% 24.69% 67.12% 32.88%
Total Market 7480 51.65% 30.12% 58.31% 41.69%

 


Last Updated in January 2015
By Aswath Damodaran