Riesgo pais 2010 capm

Economic Value Added by Sector
Data Used: Value Line database, of 7036 firms
Date of Analysis: Data used is as of January 2010
can be obtained by clicking here
on which companies are included in each industry

Industry Name | Number of Firms | Beta | ROE | Cost of Equity | (ROE - COE) | BV of Equity | Equity EVA | ROC | Cost of Capital | (ROC - WACC) | BV of Capital | EVA | E/(D+E) | StdDev in Stock | Cost of Debt | Tax Rate | After-tax Cost of Debt | D/(D+E) |
Advertising | 36 | 1.60 | -14.81% | 10.83% | -25.64% | $21,350.40 | $(5,473.98) | 12.94% | 9.14% | 3.80% | $42,638.20 | $1,620.64 | 57.89% | 121.35% | 7.84% | 13.01% | 6.82% | 42.11% |
Aerospace/Defense | 67 | 1.19 | 28.28% | 9.02% | 19.26% | $66,808.80 | $12,870.53 | 25.35% | 8.51% | 16.84% | $96,292.80 |$16,217.73 | 81.34% | 66.36% | 7.84% | 20.05% | 6.27% | 18.66% |
Air Transport | 44 | 1.06 | 0.74% | 8.47% | -7.73% | $38,840.10 | $(3,002.63) | 17.77% | 7.64% | 10.13% | $111,946.10 | $11,338.95 | 58.57% | 81.01% | 7.84% | 17.63% | 6.46% | 41.43% |
Apparel | 56 | 1.30 | 13.13% | 9.52% | 3.61% | $18,251.10 | $659.48 | 17.65% | 8.95% | 8.70% | $24,566.30 | $2,138.22 | 80.90% | 76.57% | 7.84%| 16.54% | 6.54% | 19.10% |
Auto & Truck | 22 | 1.72 | -19.68% | 11.34% | -31.02% | $126,850.40 | $(39,343.82) | 11.51% | 8.58% | 2.93% | $559,208.10 | $16,360.96 | 39.30% | 90.53% | 7.84% | 13.25% | 6.80% | 60.70% |
Auto Parts | 54 | 1.75 | 8.31% | 11.46% | -3.15% | $37,502.70 | $(1,181.96) | 18.45% | 9.91% | 8.54% | $60,131.90 | $5,132.37 | 66.12% | 74.38% | 7.84% | 12.09% | 6.89%| 33.88% |
Bank | 481 | 0.75 | -2.86% | 7.11% | -9.97% | $832,451.50 | $(83,009.73) | NA | 5.86% | NA | $1,820,754.40 | NA | 33.53% | 49.04% | 6.34% | 17.50% | 5.23% | 66.47% |
Bank (Canadian) | 7 | 0.86 | 9.91% | 7.61% | 2.31% | $122,247.10 | $2,819.09 | NA | 7.18% | NA | $129,883.10 | NA | 85.88% | 28.26% | 5.34% | 14.94% | 4.54% | 14.12% |
Bank (Midwest) | 39 | 0.96 | 0.59% | 8.03%| -7.44% | $87,229.50 | $(6,488.34) | NA | 6.46% | NA | $153,391.50 | NA | 47.50% | 45.15% | 6.34% | 20.65% | 5.03% | 52.50% |
Beverage | 41 | 1.04 | 30.22% | 8.37% | 21.86% | $50,444.10 | $11,025.07 | 22.63% | 8.15% | 14.47% | $87,959.40 | $12,729.49 | 85.53% | 73.45% | 7.84% | 12.12% | 6.89% | 14.47% |
Biotechnology | 121 | 1.10 | 4.41% | 8.62% | -4.21% | $28,948.10 | $(1,219.56) |12.50% | 8.47% | 4.02% | $26,564.50 | $1,068.26 | 87.12% | 104.46% | 7.84% | 4.46% | 7.49% | 12.88% |
Building Materials | 53 | 1.45 | 7.98% | 10.14% | -2.16% | $35,723.90 | $(772.17) | 10.08% | 8.57% | 1.51% | $67,882.80 | $1,026.35 | 54.41% | 85.39% | 7.84% | 14.56% | 6.70% | 45.59% |
Cable TV | 24 | 1.69 | 7.55% | 11.22% | -3.67% | $98,265.00 | $(3,605.84) | 14.56% | 8.88% | 5.68% |$252,671.80 | $14,350.43 | 53.99% | 73.64% | 7.84% | 21.86% | 6.13% | 46.01% |
Canadian Energy | 10 | 1.18 | 20.48% | 8.96% | 11.51% | $98,205.80 | $11,306.91 | 23.59% | 7.85% | 15.74% | $152,330.60 | $23,973.60 | 76.42% | 36.29% | 5.84% | 26.99% | 4.26% | 23.58% |
Chemical (Basic) | 17 | 1.27 | 29.75% | 9.38% | 20.37% | $42,518.20 | $8,659.74 | 29.30% | 8.70% | 20.60% | $59,885.20 |$12,337.47 | 83.08% | 53.62% | 6.84% | 21.59% | 5.36% | 16.92% |
Chemical (Diversified) | 31 | 1.37 | 17.46% | 9.83% | 7.63% | $48,445.00 | $3,698.45 | 23.90% | 9.10% | 14.80% | $74,126.50 | $10,972.15 | 83.44% | 56.56% | 6.84% | 20.84% | 5.41% | 16.56% |
Chemical (Specialty) | 97 | 1.29 | 15.91% | 9.47% | 6.43% | $32,548.40 | $2,094.27 | 19.19% | 8.88% | 10.31% | $55,746.30 | $5,746.31| 77.51% | 82.15% | 7.84% | 12.86% | 6.83% | 22.49% |
Coal | 21 | 1.67 | 27.46% | 11.13% | 16.33% | $13,270.60 | $2,166.76 | 27.27% | 10.30% | 16.97% | $24,167.20 | $4,100.71 | 80.85% | 62.27% | 7.84% | 13.15% | 6.81% | 19.15% |
Computer Software/Svcs | 333 | 1.02 | 22.09% | 8.29% | 13.80% | $162,661.70 | $22,455.09 | 41.44% | 8.22% | 33.22% | $118,583.10 | $39,396.79 | 94.68% |...