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Page 1 of 2
Betas by Sector
Data Used: Value Line database, of 5891 firms
Date of Analysis: Data used is as of January 2012
Industry Name
Advertising
Aerospace/Defense
Air Transport
Apparel
Auto Parts
Automotive
Bank
Bank (Midwest)
Beverage
Biotechnology
Building Materials
Cable TV
Chemical (Basic)
Chemical (Diversified)
Chemical (Specialty)
Coal
Computer Software
Computers/Peripherals
Diversified Co.
Drug
E-Commerce
Educational Services
Electric Util. (Central)
Electric Utility (East)
Electric Utility (West)
Electrical Equipment
Electronics
Engineering & Const
Entertainment
Entertainment Tech
Environmental
Financial Svcs. (Div.)
Food Processing
Foreign Electronics
Funeral Services
Furn/Home Furnishings
Healthcare Information
Heavy Truck & Equip
Homebuilding
Hotel/Gaming
Household Products
Human Resources
Industrial Services
Information Services
Insurance (Life)
Insurance (Prop/Cas.)
Internet
IT Services
Machinery
Maritime
Med Supp Invasive
Med Supp Non-Invasive
Medical Services
Metal Fabricating
Metals & Mining (Div.)
Natural Gas (Div.)
Number of Firms Average Beta Market D/E Ratio Tax Rate Unlevered Beta Cash/Firm Value Unlevered Beta corrected for cash
31
64
36
57
51
12
426
45
34
158
45
21
16
31
70
20
184
87
107
279
57
34
21
21
14
68
139
25
77
40
82
225
112
9
6
35
25
21
23
51
26
23
137
27
30
49
186
60
100
52
83
146
122
24
73
29
2.02
1.10
1.21
1.30
1.70
1.59
0.77
0.93
0.88
1.03
1.50
1.37
1.36
1.51
1.28
1.53
1.04
1.30
1.14
1.12
1.03
0.83
0.75
0.70
0.75
1.33
1.07
1.22
1.63
1.23
0.81
1.31
0.91
1.09
1.14
1.81
1.17
1.80
1.45
1.74
1.07
1.24
0.93
1.07
1.58
0.91
1.09
1.06
1.20
1.40
0.85
1.03
0.91
1.59
1.33
1.33
43.26%
25.66%
24.32%
18.38%
27.65%
134.57%
156.11%
59.52%
26.52%
13.48%
94.33%
68.06%
27.35%
22.37%
21.15%
28.90%
7.49%
10.23%
102.24%
15.46%
6.40%
12.33%
86.16%
66.16%
84.54%
12.66%
22.33%
11.99%
40.99%
9.76%
43.70%
251.49%
29.53%
42.09%
56.60%
24.39%
6.35%
43.66%
100.28%
52.07%
18.99%
10.31%
32.71%
30.21%
64.14%
23.60%
2.71%
6.09%
19.12%
170.38%
16.08%
13.02%
49.45%
15.49%
14.10%
37.07%
10.73%
20.72%
20.54%
16.08%
18.99%
24.07%
15.97%
17.77%
19.14%
2.49%
11.17%
27.35%
20.90%
21.73%
17.58%
12.75%
12.27%
11.77%
15.55%
5.36%
12.33%
25.17%
31.82%
33.14%
31.30%
17.02%
10.36%
26.26%
15.38%
11.59%
11.71%
19.18%
20.00%
35.12%
30.84%
20.43%
22.19%
20.62%
5.12%
14.53%
25.12%
25.35%
19.03%
18.93%
28.04%
19.36%
6.87%
19.15%
22.15%
5.55%
11.86%
12.73%
19.93%
26.55%
11.04%
21.98%
1.46
0.91
1.02
1.13
1.39
0.79
0.33
0.63
0.73
0.91
0.82
0.92
1.12
1.29
1.09
1.22
0.98
1.19
0.61
0.98
0.97
0.76
0.47
0.48
0.47
1.20
0.89
1.12
1.21
1.14
0.58
0.43
0.74
0.86
0.82
1.52
1.12
1.34
0.74
1.20
0.94
1.15
0.74
0.86
1.08
0.76
1.06
1.01
1.04
0.53
0.74
0.92
0.65
1.43
1.18
1.03
16.60%
11.84%
7.61%
7.89%
12.46%
17.77%
11.41%
14.13%
5.09%
21.45%
7.75%
6.13%
9.66%
7.42%
5.29%
7.66%
17.16%
10.67%
14.29%
9.18%
10.22%
16.55%
1.71%
2.09%
2.57%
11.32%
17.78%
19.03%
7.86%
23.34%
2.88%
14.47%
4.02%
30.82%
4.49%
8.22%
6.95%
9.47%
27.00%
6.33%
2.03%
18.00%
8.78%
3.47%
29.47%
24.15%
14.08%
11.70%
8.54%
7.62%
7.20%
13.31%
16.30%
12.22%
7.60%
3.41%
1.75
1.03
1.10
1.22
1.59
0.96
0.38
0.73
0.77
1.16
0.89
0.98
1.24
1.39
1.15
1.32
1.18
1.33
0.71
1.08
1.08
0.92
0.48
0.49
0.49
1.35
1.08
1.39
1.31
1.48
0.60
0.50
0.77
1.24
0.85
1.65
1.20
1.48
1.02
1.28
0.95
1.40
0.81
0.89
1.54
1.01
1.24
1.14
1.14
0.58
0.80
1.07
0.78
1.63
1.28
1.06
Betas
Page 2 of 2
22
13
24
13
93
26
32
20
176
19
27
93
84
77
31
11
24
5
12
56
13
63
75
47
20
8
37
30
28
141
12
19
32
99
74
25
148
11
15
36
4
11
57
0.66
1.76
1.38
0.96
1.55
1.16
1.36
1.18
1.34
1.12
0.98
1.35
1.15
1.28
1.13
2.18
1.25
1.47
1.44
1.45
0.93
1.27
1.77
1.44
1.37
1.04
1.29
0.75
1.20
1.50
1.79
1.25
1.68
1.02
0.98
0.88
0.71
0.85
1.30
1.24
0.96
0.66
1.27
67.38%
46.35%
63.03%
58.30%
22.92%
51.82%
59.86%
19.19%
24.88%
20.48%
40.97%
148.82%
8.20%
15.94%
140.63%
59.87%
63.28%
34.71%
25.15%
48.69%
23.54%
12.77%
24.33%
5.61%
38.11%
14.06%
25.58%
41.34%
430.56%
8.35%
15.20%
2.18%
46.40%
12.96%
34.09%
96.15%
29.33%
18.71%
20.64%
27.77%
155.03%
81.42%
27.06%
30.16%
25.13%
21.05%
13.70%
17.39%
24.23%
10.61%
27.41%
11.14%
24.67%
6.37%
8.66%
7.51%
13.94%
18.59%
3.79%
18.55%
1.04%
23.74%
17.37%
7.22%
21.57%
23.04%
24.64%
34.43%
31.39%
25.02%
31.21%
26.22%
11.01%
15.17%
24.31%
21.03%
13.16%
14.22%
29.42%
12.43%
31.03%
20.30%
25.48%
26.07%
35.22%
12.12%
0.45
1.31
0.92
0.64
1.30
0.83
0.89
1.04
1.10
0.97
0.71
0.57
1.07
1.12
0.53
1.38
0.82
1.09
1.21
1.03
0.76
1.15
1.49
1.38
1.09
0.95
1.08
0.58
0.29
1.40
1.59
1.23
1.23
0.91
0.76
0.52
0.57
0.76
1.12
1.03
0.45
0.43
1.03
1.52%
7.73%
11.77%
1.17%
5.99%
5.90%
8.05%
7.30%
3.00%
2.98%
0.83%
11.45%
6.64%
15.55%
9.96%
15.01%
7.71%
4.71%
2.62%
6.60%
27.84%
3.41%
9.78%
12.40%
2.45%
1.63%
5.70%
8.32%
32.79%
17.26%
34.39%
10.72%
12.09%
28.77%
8.04%
3.22%
24.35%
3.13%
6.56%
4.60%
6.59%
0.38%
8.43%
0.46
1.42
1.04
0.65
1.39
0.88
0.96
1.12
1.13
1.00
0.72
0.65
1.14
1.33
0.59
1.62
0.89
1.15
1.24
1.11
1.05
1.19
1.65
1.57
1.12
0.97
1.14
0.64
0.43
1.69
2.42
1.38
1.40
1.28
0.82
0.54
0.75
0.78
1.20
1.08
0.48
0.43
1.12
5891
1.15
46.64%
15.48%
0.82
10.83%
0.92