Date updated:

5-Jan-15
Created by:
Aswath Damodaran, adamodar@stern.nyu.edu
What is this data?
Beta, Unlevered beta and other risk measures
US companies
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
Industry

Advertising
Aerospace/Defense
Air Transport
Apparel
Auto & Truck
Auto Parts
Bank (Money Center)
Banks (Regional)
Beverage (Alcoholic)
Beverage (Soft)
Broadcasting
Brokerage & Investment Banki
Building Materials
Business & Consumer Services
Cable TV
Chemical (Basic)
Chemical (Diversified)
Chemical (Specialty)
Coal & Related Energy
Computer Services
Computers/Peripherals
Construction Supplies
Diversified
Drugs (Biotechnology)
Drugs (Pharmaceutical)
Education
Electrical Equipment
Electronics (Consumer & Office
Electronics (General)
Engineering/Construction
Entertainment
Environmental & Waste Service
Farming/Agriculture
Financial Svcs. (Non-bank & In
Food Processing
Food Wholesalers
Furn/Home Furnishings
Green & Renewable Energy
Healthcare Products
Healthcare Support Services
Heathcare Information and Tec
Homebuilding

Number of firms

Beta

D/E Ratio

Tax rate

Unlevered beta

Cash/Firm value

Unlevered beta corrected for cash

HiLo Risk

Standard
deviation of
equity

52
93
22
64
22
75
13
676
22
46
28
46
39
177
18
46
10
103
42
119
64
55
23
400
151
42
126
28
189
56
84
103
37
288
96
14
27
26
261
138
127
35

1.18
1.16
0.98
0.99
1.09
1.35
0.81
0.53
1.06
1.14
1.30
1.16
1.12
1.19
0.91
0.94
1.17
1.03
1.64
1.16
1.21
1.60
1.00
1.10
1.03
1.13
1.24
1.37
1.03
1.31
1.21
1.28
0.84
0.67
0.99
1.41
1.09
1.32
0.99
1.05
0.95
1.29

50.62%
18.96%
81.51%
20.73%
105.95%
28.64%
218.66%
77.69%
21.88%
23.04%
71.06%
303.54%
32.23%
30.41%
44.80%
40.31%
33.20%
21.36%
110.41%
27.56%
9.47%
45.39%
60.89%
8.48%
13.42%
39.42%
16.86%
4.43%
14.69%
27.31%
27.52%
40.58%
60.46%
1206.66%
27.21%
17.10%
26.61%
109.96%
15.67%
26.66%
19.75%
60.76%

4.13%
14.87%
18.71%
11.16%
4.45%
11.05%
26.43%
20.66%
8.54%
5.55%
18.34%
13.99%
17.45%
13.30%
21.18%
10.88%
22.47%
11.16%
0.99%
10.48%
7.35%
16.28%
13.96%
1.48%
4.58%
12.18%
5.99%
4.50%
8.64%
14.18%
4.11%
6.31%
9.36%
18.49%
13.70%
13.47%
14.48%
1.94%
6.73%
13.27%
6.35%
18.11%

0.80
1.00
0.59
0.84
0.54
1.07
0.31
0.33
0.88
0.93
0.82
0.32
0.88
0.94
0.67
0.69
0.93
0.86
0.78
0.93
1.11
1.16
0.66
1.02
0.91
0.84
1.07
1.32
0.91
1.06
0.95
0.93
0.54
0.06
0.80
1.23
0.89
0.63
0.86
0.86
0.80
0.86

3.77%
5.61%
3.63%
2.52%
7.78%
6.06%
8.41%
12.56%
1.66%
4.23%
1.58%
21.95%
5.00%
5.17%
2.98%
8.61%
5.52%
5.54%
5.70%
5.64%
5.03%
4.99%
6.32%
4.02%
4.08%
11.55%
6.52%
4.51%
10.67%
11.07%
3.26%
1.17%
5.94%
2.51%
2.28%
2.10%
3.65%
6.10%
4.54%
5.72%
4.16%
6.66%

0.83
1.06
0.61
0.86
0.59
1.14
0.34
0.37
0.89
0.98
0.83
0.41
0.93
1.00
0.70
0.75
0.99
0.91
0.83
0.99
1.17
1.22
0.70
1.06
0.95
0.95
1.14
1.38
1.01
1.19
0.99
0.94
0.58
0.06
0.82
1.26
0.92
0.68
0.90
0.91
0.84
0.92

0.6900
0.4353
0.4971
0.5106
0.6152
0.4917
0.1480
0.1969
0.5838
0.6977
0.4053
0.4180
0.3410
0.5382
0.3746
0.5541
0.3198
0.4312
0.6123
0.5193
0.4644
0.3884
0.3898
0.5719
0.5615
0.5092
0.5870
0.6108
0.4862
0.5367
0.6339
0.6112
0.5378
0.2987
0.4540
0.5645
0.4335
0.7017
0.5028
0.5200
0.5306
0.3704

51.52%
50.15%
53.32%
56.24%
43.52%
53.89%
39.98%
37.41%
55.14%
61.94%
62.12%
44.77%
43.52%
52.77%
52.83%
50.32%
41.14%
51.80%
74.62%
59.41%
66.35%
47.26%
32.85%
93.06%
75.04%
70.19%
65.34%
56.16%
69.01%
47.91%
58.48%
65.61%
41.59%
38.80%
42.05%
35.73%
54.24%
53.18%
64.48%
46.72%
70.49%
53.78%

Industry

Hospitals/Healthcare Facilities
Hotel/Gaming
Household Products
Information Services
Insurance (General)
Insurance (Life)
Insurance (Prop/Cas.)
Investments & Asset Managem
Machinery
Metals & Mining
Office Equipment & Services
Oil/Gas (Integrated)
Oil/Gas (Production and Explora
Oil/Gas Distribution
Oilfield Svcs/Equip.
Packaging & Container
Paper/Forest Products
Power
Precious Metals
Publshing & Newspapers
R.E.I.T.
Real Estate (Development)
Real Estate (General/Diversified
Real Estate (Operations & Servi
Recreation
Reinsurance
Restaurant/Dining
Retail (Automotive)
Retail (Building Supply)
Retail (Distributors)
Retail (General)
Retail (Grocery and Food)
Retail (Online)
Retail (Special Lines)
Rubber& Tires
Semiconductor
Semiconductor Equip
Shipbuilding & Marine
Shoe
Software (Entertainment)
Software (Internet)
Software (System & Application
Steel
Telecom (Wireless)
Telecom. Equipment
Telecom. Services
Tobacco
Transportation
Transportation (Railroads)

Number of firms

Beta

D/E Ratio

Tax rate

Unlevered beta

Cash/Firm value

Unlevered beta corrected for cash

HiLo Risk

Standard
deviation of
equity

56
80
135
67
24
25
52
148
137
124
25
8
392
85
161
26
22
82
147
43
213
18
11
52
68
4
79
30
5
90
23
21
46
128
4
100
47
14
13
20
327
259
40
21
126
77
20
21
10

0.97
1.18
1.03
1.11
1.03
1.04
0.83
1.10
1.23
1.28
1.34
0.81
1.27
0.96
1.54
0.95
0.84
0.83
1.29
1.15
0.79
1.02
1.82
1.30
1.21
1.35
0.89
1.18
1.44
1.12
1.03
1.05
1.40
1.07
1.02
1.21
1.23
1.36
0.84
1.12
1.29
1.10
1.31
1.15
1.24
1.07
1.09
0.86
1.05

75.58%
54.64%
18.89%
13.31%
43.04%
71.23%
32.90%
74.07%
20.43%
50.69%
51.88%
11.06%
48.18%
47.75%
27.63%
48.60%
51.02%
75.74%
40.80%
47.39%
88.52%
45.42%
27.56%
57.34%
31.64%
37.59%
27.87%
50.19%
19.46%
48.00%
31.37%
56.14%
7.52%
41.45%
87.74%
10.75%
17.63%
53.62%
7.34%
17.30%
5.59%
9.70%
64.03%
154.38%
11.72%
65.43%
19.75%
21.03%
20.21%

10.93%
11.41%
10.46%
17.93%
19.21%
24.30%
22.18%
6.84%
15.64%
1.80%
18.65%
14.56%
7.04%
4.68%
10.99%
18.18%
11.54%
20.77%
1.33%
14.93%
1.24%
7.21%
9.39%
8.63%
11.25%
15.53%
15.14%
18.76%
30.64%
16.84%
21.36%
22.94%
9.38%
20.44%
13.58%
10.11%
6.88%
6.75%
20.15%
1.46%
5.07%
6.86%
13.99%
5.76%
8.70%
11.83%
12.39%
20.08%
21.30%

0.58
0.80
0.88
1.01
0.76
0.68
0.66
0.65
1.05
0.86
0.94
0.74
0.87
0.66
1.24
0.68
0.58
0.52
0.92
0.82
0.42
0.72
1.46
0.85
0.95
1.02
0.72
0.83
1.27
0.80
0.83
0.73
1.31
0.81
0.58
1.11
1.06
0.91
0.80
0.95
1.22
1.01
0.85
0.47
1.12
0.68
0.93
0.73
0.90

1.28%
3.95%
3.40%
3.77%
4.99%
10.21%
4.74%
10.82%
5.94%
5.52%
5.51%
3.43%
4.30%
0.96%
6.07%
2.50%
3.25%
1.93%
11.87%
7.41%
1.69%
12.23%
1.32%
4.50%
4.09%
9.16%
2.35%
1.34%
1.52%
1.78%
2.68%
2.08%
6.18%
4.50%
11.24%
5.22%
9.76%
3.49%
3.53%
15.83%
5.58%
4.58%
6.31%
7.90%
6.22%
1.96%
2.06%
4.11%
1.76%

0.59
0.83
0.91
1.04
0.80
0.75
0.69
0.73
1.11
0.91
1.00
0.76
0.91
0.67
1.32
0.70
0.59
0.53
1.05
0.88
0.43
0.82
1.47
0.89
0.99
1.12
0.74
0.85
1.29
0.81
0.85
0.75
1.39
0.85
0.65
1.17
1.17
0.94
0.82
1.13
1.29
1.06
0.90
0.51
1.20
0.69
0.94
0.77
0.92

0.3416
0.4525
0.5794
0.3610
0.2812
0.1725
0.2422
0.4238
0.4598
0.7351
0.3942
0.4107
0.6440
0.3010
0.5574
0.3367
0.4571
0.3032
0.7545
0.3531
0.1767
0.6338
0.4916
0.5133
0.5114
0.4123
0.3574
0.4353
0.3399
0.4701
0.3159
0.4125
0.5190
0.4280
0.3456
0.4111
0.3887
0.4613
0.4250
0.6514
0.6319
0.5374
0.3778
0.5844
0.4811
0.5288
0.6449
0.3829
0.3456

43.11%
49.55%
61.63%
42.71%
35.35%
34.48%
36.73%
41.63%
46.22%
74.49%
49.87%
33.56%
71.93%
43.15%
65.23%
31.06%
44.94%
29.70%
93.69%
50.42%
31.55%
43.65%
45.97%
50.05%
50.41%
21.20%
44.43%
48.06%
50.71%
52.06%
46.36%
51.83%
70.16%
51.42%
49.54%
57.12%
60.18%
71.45%
40.80%
69.84%
72.48%
61.85%
52.45%
53.05%
62.74%
55.60%
41.74%
42.36%
30.73%

Industry

Trucking
Unclassified
Utility (General)
Utility (Water)
Total Market

Number of firms

Beta

D/E Ratio

Tax rate

Unlevered beta

Cash/Firm value

Unlevered beta corrected for cash

HiLo Risk

Standard
deviation of
equity

30
8
21
19
7887

1.32
0.10
0.59
1.09
1.06

66.66%
26.26%
61.30%
50.17%
66.14%

27.38%
3.93%
30.59%
15.10%
10.76%

0.89
0.08
0.42
0.76
0.67

2.72%
38.92%
0.84%
0.66%
4.95%

0.92
0.14
0.42
0.77
0.70

0.3604
0.6038
0.1577
0.3330
0.4697

48.49%
NA
23.02%
38.21%
53.60%