Tabla De Betas

Páginas: 7 (1561 palabras) Publicado: 26 de noviembre de 2012
Data Used: Value Line database, of 5891 firms
Date of Analysis: Data used is as of January 2012
 can be obtained by clicking here
on which companies are included in each industry

Industry Name | Number of Firms | Average Beta | Market D/E Ratio | Tax Rate | Unlevered Beta | Cash/Firm Value | Unlevered Beta corrected for cash |
Advertising | 31 | 2.02 | 43.26% | 10.73% | 1.46 | 16.60% |1.75 |
Aerospace/Defense | 64 | 1.10 | 25.66% | 20.72% | 0.91 | 11.84% | 1.03 |
Air Transport | 36 | 1.21 | 24.32% | 20.54% | 1.02 | 7.61% | 1.10 |
Apparel | 57 | 1.30 | 18.38% | 16.08% | 1.13 | 7.89% | 1.22 |
Auto Parts | 51 | 1.70 | 27.65% | 18.99% | 1.39 | 12.46% | 1.59 |
Automotive | 12 | 1.59 | 134.57% | 24.07% | 0.79 | 17.77% | 0.96 |
Bank | 426 | 0.77 | 156.11% | 15.97% | 0.33 |11.41% | 0.38 |
Bank (Midwest) | 45 | 0.93 | 59.52% | 17.77% | 0.63 | 14.13% | 0.73 |
Beverage | 34 | 0.88 | 26.52% | 19.14% | 0.73 | 5.09% | 0.77 |
Biotechnology | 158 | 1.03 | 13.48% | 2.49% | 0.91 | 21.45% | 1.16 |
Building Materials | 45 | 1.50 | 94.33% | 11.17% | 0.82 | 7.75% | 0.89 |
Cable TV | 21 | 1.37 | 68.06% | 27.35% | 0.92 | 6.13% | 0.98 |
Chemical (Basic) | 16 | 1.36 |27.35% | 20.90% | 1.12 | 9.66% | 1.24 |
Chemical (Diversified) | 31 | 1.51 | 22.37% | 21.73% | 1.29 | 7.42% | 1.39 |
Chemical (Specialty) | 70 | 1.28 | 21.15% | 17.58% | 1.09 | 5.29% | 1.15 |
Coal | 20 | 1.53 | 28.90% | 12.75% | 1.22 | 7.66% | 1.32 |
Computer Software | 184 | 1.04 | 7.49% | 12.27% | 0.98 | 17.16% | 1.18 |
Computers/Peripherals | 87 | 1.30 | 10.23% | 11.77% | 1.19 | 10.67% |1.33 |
Diversified Co. | 107 | 1.14 | 102.24% | 15.55% | 0.61 | 14.29% | 0.71 |
Drug | 279 | 1.12 | 15.46% | 5.36% | 0.98 | 9.18% | 1.08 |
E-Commerce | 57 | 1.03 | 6.40% | 12.33% | 0.97 | 10.22% | 1.08 |
Educational Services | 34 | 0.83 | 12.33% | 25.17% | 0.76 | 16.55% | 0.92 |
Electric Util. (Central) | 21 | 0.75 | 86.16% | 31.82% | 0.47 | 1.71% | 0.48 |
Electric Utility (East) | 21| 0.70 | 66.16% | 33.14% | 0.48 | 2.09% | 0.49 |
Electric Utility (West) | 14 | 0.75 | 84.54% | 31.30% | 0.47 | 2.57% | 0.49 |
Electrical Equipment | 68 | 1.33 | 12.66% | 17.02% | 1.20 | 11.32% | 1.35 |
Electronics | 139 | 1.07 | 22.33% | 10.36% | 0.89 | 17.78% | 1.08 |
Engineering & Const | 25 | 1.22 | 11.99% | 26.26% | 1.12 | 19.03% | 1.39 |
Entertainment | 77 | 1.63 | 40.99% |15.38% | 1.21 | 7.86% | 1.31 |
Entertainment Tech | 40 | 1.23 | 9.76% | 11.59% | 1.14 | 23.34% | 1.48 |
Environmental | 82 | 0.81 | 43.70% | 11.71% | 0.58 | 2.88% | 0.60 |
Financial Svcs. (Div.) | 225 | 1.31 | 251.49% | 19.18% | 0.43 | 14.47% | 0.50 |
Food Processing | 112 | 0.91 | 29.53% | 20.00% | 0.74 | 4.02% | 0.77 |
Foreign Electronics | 9 | 1.09 | 42.09% | 35.12% | 0.86 | 30.82% |1.24 |
Funeral Services | 6 | 1.14 | 56.60% | 30.84% | 0.82 | 4.49% | 0.85 |
Furn/Home Furnishings | 35 | 1.81 | 24.39% | 20.43% | 1.52 | 8.22% | 1.65 |
Healthcare Information | 25 | 1.17 | 6.35% | 22.19% | 1.12 | 6.95% | 1.20 |
Heavy Truck & Equip | 21 | 1.80 | 43.66% | 20.62% | 1.34 | 9.47% | 1.48 |
Homebuilding | 23 | 1.45 | 100.28% | 5.12% | 0.74 | 27.00% | 1.02 |
Hotel/Gaming |51 | 1.74 | 52.07% | 14.53% | 1.20 | 6.33% | 1.28 |
Household Products | 26 | 1.07 | 18.99% | 25.12% | 0.94 | 2.03% | 0.95 |
Human Resources | 23 | 1.24 | 10.31% | 25.35% | 1.15 | 18.00% | 1.40 |
Industrial Services | 137 | 0.93 | 32.71% | 19.03% | 0.74 | 8.78% | 0.81 |
Information Services | 27 | 1.07 | 30.21% | 18.93% | 0.86 | 3.47% | 0.89 |
Insurance (Life) | 30 | 1.58 | 64.14% |28.04% | 1.08 | 29.47% | 1.54 |
Insurance (Prop/Cas.) | 49 | 0.91 | 23.60% | 19.36% | 0.76 | 24.15% | 1.01 |
Internet | 186 | 1.09 | 2.71% | 6.87% | 1.06 | 14.08% | 1.24 |
IT Services | 60 | 1.06 | 6.09% | 19.15% | 1.01 | 11.70% | 1.14 |
Machinery | 100 | 1.20 | 19.12% | 22.15% | 1.04 | 8.54% | 1.14 |
Maritime | 52 | 1.40 | 170.38% | 5.55% | 0.53 | 7.62% | 0.58 |
Med Supp Invasive | 83 |...
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