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Variables & FAQ

End Game To measure the market value of the operating assets of firms, relative to operating fundamentals.
Variable Explanation Why?
Number of firms Number of firms in the indusry grouping. Law of large numbers?
EV/EBITDAR&D Aggregate enterprise value divided by aggregate earnings before interest, taxes, depreciation and R&D, across all firms in group. (Enterprise Value = Market Capitalization + Total Debt - Cash) Multiple of operating cash flows, with R&D treated as a cap exp, that firms trade at.
EV/EBITDA Aggregate enterprise value divided by aggregate earnings before interest, taxes and depreciation, across all firms in group. (Enterprise Value = Market Capitalization + Total Debt - Cash) Multiple of operating cash flows, that firms trade at (treating R&D as an operating expense, the conventional accounting practice).
EV/EBIT Aggregate enterprise value divided by aggregate earnings before interest and taxes, across all firms in group. (Enterprise Value = Market Capitalization + Total Debt - Cash) Multiple of pre-tax operating earnings, that firms trade at.
EV/EBIT (1-t) Aggregate enterprise value divided by aggregate earnings before interest, but after taxes, across all firms in group. (Enterprise Value = Market Capitalization + Total Debt - Cash) Multiple of after-tax operating earnings, that firms trade at.

EV EBITDA Data

Date updated: 5-Jan-23
Industry Name Number of firms EV/EBITDA EV/EBIT
Advertising 58 10.36 17.03
Aerospace/Defense 77 14.59 23.98
Air Transport 21 9.39 47.45
Apparel 39 7.02 10.38
Auto & Truck 31 12.75 27.02
Auto Parts 37 7.18 14.54
Bank (Money Center) 7 NA NA
Banks (Regional) 557 NA NA
Beverage (Alcoholic) 23 15.91 20.15
Beverage (Soft) 31 20.01 24.14
Broadcasting 26 6.55 8.98
Brokerage & Investment Banking 30 NA NA
Building Materials 45 7.85 9.73
Business & Consumer Services 164 13.18 21.79
Cable TV 10 7.39 12.43
Chemical (Basic) 38 4.92 6.66
Chemical (Diversified) 4 5.02 6.71
Chemical (Specialty) 76 10.53 16.53
Coal & Related Energy 19 3.81 5.31
Computer Services 80 10.56 16.72
Computers/Peripherals 42 14.73 17.08
Construction Supplies 49 12.93 18.75
Diversified 23 30.96 69.44
Drugs (Biotechnology) 598 11.03 40.68
Drugs (Pharmaceutical) 281 12.34 17.37
Education 33 9.65 30.36
Electrical Equipment 110 12.69 22.72
Electronics (Consumer & Office) 16 10.43 27.83
Electronics (General) 138 11.92 19.25
Engineering/Construction 43 13.17 22.99
Entertainment 110 17.46 39.96
Environmental & Waste Services 62 14.02 23.39
Farming/Agriculture 39 12.61 15.58
Financial Svcs. (Non-bank & Insurance) 223 91.88 90.63
Food Processing 92 13.24 17.40
Food Wholesalers 14 12.02 19.71
Furn/Home Furnishings 32 6.28 10.05
Green & Renewable Energy 19 12.70 31.28
Healthcare Products 254 19.09 32.02
Healthcare Support Services 131 12.16 16.78
Heathcare Information and Technology 138 19.36 30.49
Homebuilding 32 4.39 4.54
Hospitals/Healthcare Facilities 34 8.70 13.48
Hotel/Gaming 69 15.19 82.58
Household Products 127 16.85 21.19
Information Services 73 18.38 24.56
Insurance (General) 21 7.43 9.81
Insurance (Life) 27 10.67 12.25
Insurance (Prop/Cas.) 51 14.62 21.02
Investments & Asset Management 600 18.34 22.44
Machinery 116 14.08 18.89
Metals & Mining 68 6.58 8.85
Office Equipment & Services 16 8.45 14.91
Oil/Gas (Integrated) 4 5.73 7.98
Oil/Gas (Production and Exploration) 174 4.28 5.87
Oil/Gas Distribution 23 11.36 19.41
Oilfield Svcs/Equip. 101 5.90 7.78
Packaging & Container 25 8.24 12.95
Paper/Forest Products 7 3.43 4.16
Power 48 12.97 23.95
Precious Metals 74 10.88 33.92
Publishing & Newspapers 20 8.40 14.86
R.E.I.T. 223 19.89 43.36
Real Estate (Development) 18 10.54 15.46
Real Estate (General/Diversified) 12 14.89 21.39
Real Estate (Operations & Services) 60 8.80 159.94
Recreation 57 9.66 20.26
Reinsurance 1 12.08 13.62
Restaurant/Dining 70 16.79 31.71
Retail (Automotive) 30 9.75 15.11
Retail (Building Supply) 15 11.47 14.16
Retail (Distributors) 69 9.43 11.19
Retail (General) 15 11.90 19.73
Retail (Grocery and Food) 13 5.89 12.82
Retail (Online) 63 16.07 98.64
Retail (Special Lines) 78 8.40 16.59
Rubber& Tires 3 4.81 9.42
Semiconductor 68 12.66 19.34
Semiconductor Equip 30 11.78 13.34
Shipbuilding & Marine 8 3.28 4.06
Shoe 13 20.23 25.05
Software (Entertainment) 91 10.65 13.79
Software (Internet) 33 14.84 NA
Software (System & Application) 390 21.33 31.83
Steel 28 2.96 3.39
Telecom (Wireless) 16 8.74 25.66
Telecom. Equipment 79 14.70 19.00
Telecom. Services 49 5.98 10.88
Tobacco 15 10.76 11.47
Transportation 18 7.65 11.54
Transportation (Railroads) 4 12.48 15.87
Trucking 35 6.34 11.64
Utility (General) 15 13.75 23.76
Utility (Water) 16 20.00 31.14
Total Market 7165 14.23 21.85
Total Market (without financials) 5649 12.00 18.67

P BV Data

Date updated: 5-Jan-23
Industry Name Number of firms PBV ROE EV/ Invested Capital ROIC
Advertising 58 4.59 13.57% 6.05 36.62%
Aerospace/Defense 77 4.93 9.87% 4.49 15.25%
Air Transport 21 2.74 -11.37% 1.55 3.08%
Apparel 39 2.42 13.52% 2.09 20.57%
Auto & Truck 31 2.92 15.68% 1.64 6.46%
Auto Parts 37 1.89 7.03% 1.49 10.26%
Bank (Money Center) 7 0.99 11.35% 1.11 0.03%
Banks (Regional) 557 1.24 11.80% 1.37 -0.04%
Beverage (Alcoholic) 23 3.19 5.28% 3.42 14.66%
Beverage (Soft) 31 8.23 31.94% 7.20 28.72%
Broadcasting 26 0.88 20.76% 1.47 13.52%
Brokerage & Investment Banking 30 1.62 13.43% 1.29 0.06%
Building Materials 45 3.19 32.73% 3.43 34.60%
Business & Consumer Services 164 3.90 12.85% 5.02 23.99%
Cable TV 10 2.04 12.14% 1.85 12.13%
Chemical (Basic) 38 1.94 34.78% 1.76 25.38%
Chemical (Diversified) 4 1.89 43.44% 1.49 20.35%
Chemical (Specialty) 76 2.83 11.43% 2.88 17.83%
Coal & Related Energy 19 2.46 74.08% 2.24 41.79%
Computer Services 80 4.03 12.15% 4.25 28.39%
Computers/Peripherals 42 25.56 96.26% 7.80 42.63%
Construction Supplies 49 3.66 18.78% 2.70 14.55%
Diversified 23 1.85 0.82% 1.99 2.85%
Drugs (Biotechnology) 598 5.80 0.68% 2.76 6.49%
Drugs (Pharmaceutical) 281 5.28 24.54% 3.39 19.58%
Education 33 1.81 3.19% 2.25 6.77%
Electrical Equipment 110 3.13 13.20% 3.65 18.40%
Electronics (Consumer & Office) 16 1.87 1.28% 1.54 5.46%
Electronics (General) 138 3.06 12.42% 3.20 17.47%
Engineering/Construction 43 2.82 7.50% 2.98 13.83%
Entertainment 110 2.22 1.18% 2.80 11.23%
Environmental & Waste Services 62 5.29 16.47% 6.15 28.32%
Farming/Agriculture 39 3.47 23.65% 2.20 15.17%
Financial Svcs. (Non-bank & Insurance) 223 1.69 48.08% 1.06 0.65%
Food Processing 92 2.61 11.54% 3.38 18.60%
Food Wholesalers 14 4.54 18.98% 3.18 15.54%
Furn/Home Furnishings 32 1.82 5.45% 1.71 15.24%
Green & Renewable Energy 19 1.08 18.27% 1.05 4.68%
Healthcare Products 254 4.70 7.09% 4.87 15.88%
Healthcare Support Services 131 3.60 12.34% 7.31 33.79%
Heathcare Information and Technology 138 4.33 -0.29% 5.69 19.10%
Homebuilding 32 1.29 30.75% 1.31 28.17%
Hospitals/Healthcare Facilities 34 5.33 49.04% 2.44 20.45%
Hotel/Gaming 69 6.77 2.53% 2.82 2.34%
Household Products 127 9.17 33.18% 7.30 34.92%
Information Services 73 5.97 17.74% 9.48 32.89%
Insurance (General) 21 2.59 17.43% 2.61 19.31%
Insurance (Life) 27 1.73 5.58% 1.43 4.83%
Insurance (Prop/Cas.) 51 2.20 5.71% 2.13 7.08%
Investments & Asset Management 600 2.13 17.17% 2.07 9.16%
Machinery 116 4.06 15.49% 4.65 27.44%
Metals & Mining 68 2.75 21.10% 2.38 34.72%
Office Equipment & Services 16 2.02 7.96% 1.79 12.19%
Oil/Gas (Integrated) 4 2.25 32.42% 2.11 22.37%
Oil/Gas (Production and Exploration) 174 2.43 47.00% 2.07 39.82%
Oil/Gas Distribution 23 2.72 4.09% 1.78 7.18%
Oilfield Svcs/Equip. 101 2.07 30.82% 1.98 28.09%
Packaging & Container 25 2.50 19.75% 2.30 16.04%
Paper/Forest Products 7 2.85 46.83% 2.06 42.83%
Power 48 1.98 9.39% 1.49 6.04%
Precious Metals 74 1.68 3.66% 1.70 5.28%
Publishing & Newspapers 20 1.58 5.15% 2.23 15.25%
R.E.I.T. 223 1.93 8.85% 1.43 3.29%
Real Estate (Development) 18 0.94 10.51% 0.97 6.12%
Real Estate (General/Diversified) 12 0.97 6.68% 0.98 6.51%
Real Estate (Operations & Services) 60 1.65 -3.58% 1.50 1.08%
Recreation 57 3.24 3.95% 2.37 12.25%
Reinsurance 1 2.54 4.46% 2.27 5.25%
Restaurant/Dining 70 NA NA 6.03 18.38%
Retail (Automotive) 30 6.07 43.25% 2.50 15.60%
Retail (Building Supply) 15 NA 0.48% 7.31 50.28%
Retail (Distributors) 69 3.35 27.37% 2.58 21.34%
Retail (General) 15 5.45 18.29% 3.88 17.89%
Retail (Grocery and Food) 13 2.75 27.98% 1.88 12.77%
Retail (Online) 63 6.16 2.54% 2.41 5.09%
Retail (Special Lines) 78 4.42 24.16% 2.88 15.72%
Rubber& Tires 3 0.55 19.81% 0.80 9.62%
Semiconductor 68 3.79 22.77% 3.21 18.52%
Semiconductor Equip 30 6.40 46.52% 4.50 38.17%
Shipbuilding & Marine 8 1.06 35.29% 1.13 28.79%
Shoe 13 9.04 36.28% 6.79 33.42%
Software (Entertainment) 91 3.80 22.77% 2.76 21.87%
Software (Internet) 33 5.21 -15.73% 4.05 -1.03%
Software (System & Application) 390 8.39 19.68% 6.82 22.47%
Steel 28 1.51 53.75% 1.59 48.63%
Telecom (Wireless) 16 2.19 2.97% 1.62 6.15%
Telecom. Equipment 79 5.20 20.13% 4.92 25.99%
Telecom. Services 49 1.29 15.76% 1.42 12.38%
Tobacco 15 NA NA 9.83 70.88%
Transportation 18 4.25 36.78% 3.16 24.20%
Transportation (Railroads) 4 6.75 33.56% 3.12 16.94%
Trucking 35 3.53 4.05% 2.30 13.53%
Utility (General) 15 1.92 11.24% 1.48 5.82%
Utility (Water) 16 3.09 16.47% 2.12 9.13%
Total Market 7165 3.30 16.47% 2.15 9.13%
Total Market (without financials) 5649 3.89 17.27% 2.95 15.79%

P to Sales

Date updated: 5-Jan-23
Industry Name Number of firms Price/Sales EV/Sales Net Margin Pre-tax Operating Margin
Advertising 58 1.49 1.96 3.79% 11.11%
Aerospace/Defense 77 2.10 2.55 4.05% 8.68%
Air Transport 21 0.42 1.02 -1.71% 2.08%
Apparel 39 0.81 1.16 5.07% 11.11%
Auto & Truck 31 1.32 1.81 5.02% 6.49%
Auto Parts 37 0.62 0.82 2.16% 5.19%
Bank (Money Center) 7 2.55 4.49 26.96% 0.10%
Banks (Regional) 557 3.20 4.34 30.31% -0.10%
Beverage (Alcoholic) 23 3.38 4.07 5.76% 20.17%
Beverage (Soft) 31 4.16 4.67 14.60% 19.14%
Broadcasting 26 0.60 1.33 11.90% 14.75%
Brokerage & Investment Banking 30 2.14 4.46 16.01% 0.31%
Building Materials 45 1.10 1.36 10.30% 13.94%
Business & Consumer Services 164 1.69 2.05 4.92% 9.22%
Cable TV 10 1.19 2.43 7.91% 19.52%
Chemical (Basic) 38 0.63 0.89 9.70% 13.14%
Chemical (Diversified) 4 0.64 0.91 13.16% 13.56%
Chemical (Specialty) 76 2.05 2.48 8.07% 14.80%
Coal & Related Energy 19 1.35 1.43 20.44% 22.17%
Computer Services 80 0.93 1.17 2.53% 6.89%
Computers/Peripherals 42 3.41 3.67 16.68% 21.43%
Construction Supplies 49 1.72 2.15 8.23% 11.16%
Diversified 23 2.16 2.50 0.98% 3.59%
Drugs (Biotechnology) 598 5.78 6.18 0.65% 11.87%
Drugs (Pharmaceutical) 281 4.38 4.85 18.35% 27.37%
Education 33 1.57 1.85 2.92% 5.16%
Electrical Equipment 110 2.38 2.77 7.31% 10.25%
Electronics (Consumer & Office) 16 0.78 0.78 0.54% 2.11%
Electronics (General) 138 1.73 1.94 6.32% 9.83%
Engineering/Construction 43 0.87 1.08 2.16% 4.69%
Entertainment 110 2.47 3.06 0.90% 7.44%
Environmental & Waste Services 62 2.44 3.03 7.29% 12.85%
Farming/Agriculture 39 0.94 1.22 5.66% 7.78%
Financial Svcs. (Non-bank & Insurance) 223 2.18 23.49 26.32% 15.88%
Food Processing 92 1.66 2.10 7.10% 11.94%
Food Wholesalers 14 0.29 0.41 1.09% 2.10%
Furn/Home Furnishings 32 0.60 0.88 2.03% 7.89%
Green & Renewable Energy 19 3.68 7.79 17.77% 24.48%
Healthcare Products 254 4.73 5.15 7.00% 15.13%
Healthcare Support Services 131 0.61 0.69 2.01% 4.00%
Heathcare Information and Technology 138 4.81 5.33 -0.33% 17.00%
Homebuilding 32 0.71 0.85 13.98% 18.79%
Hospitals/Healthcare Facilities 34 0.85 1.57 5.31% 11.62%
Hotel/Gaming 69 2.75 4.20 1.10% 4.23%
Household Products 127 3.23 3.65 11.25% 17.12%
Information Services 73 5.77 6.26 16.62% 24.21%
Insurance (General) 21 1.70 2.16 15.21% 21.86%
Insurance (Life) 27 0.83 1.33 6.07% 8.39%
Insurance (Prop/Cas.) 51 1.21 1.39 4.05% 6.49%
Investments & Asset Management 600 4.15 5.16 24.93% 18.15%
Machinery 116 2.28 2.67 8.51% 14.00%
Metals & Mining 68 1.86 2.06 9.66% 22.84%
Office Equipment & Services 16 0.60 0.93 2.36% 6.26%
Oil/Gas (Integrated) 4 1.31 1.39 15.17% 17.46%
Oil/Gas (Production and Exploration) 174 1.83 2.12 26.01% 35.68%
Oil/Gas Distribution 23 1.54 2.60 2.08% 10.82%
Oilfield Svcs/Equip. 101 0.47 0.58 5.25% 7.37%
Packaging & Container 25 0.79 1.25 6.06% 9.63%
Paper/Forest Products 7 0.58 0.77 10.23% 18.59%
Power 48 2.14 3.75 9.17% 15.67%
Precious Metals 74 3.30 3.55 7.18% 10.10%
Publishing & Newspapers 20 0.88 1.16 2.82% 7.75%
R.E.I.T. 223 6.35 11.06 23.77% 23.20%
Real Estate (Development) 18 1.42 2.81 15.04% 17.48%
Real Estate (General/Diversified) 12 3.14 4.02 12.67% 18.60%
Real Estate (Operations & Services) 60 0.52 1.00 -0.76% 0.50%
Recreation 57 1.22 1.77 1.30% 8.31%
Reinsurance 1 0.58 0.63 3.54% 4.64%
Restaurant/Dining 70 3.16 4.07 9.28% 12.80%
Retail (Automotive) 30 0.59 0.91 4.07% 5.73%
Retail (Building Supply) 15 1.64 1.96 8.67% 13.81%
Retail (Distributors) 69 1.06 1.45 7.30% 11.90%
Retail (General) 15 0.70 0.81 2.35% 4.12%
Retail (Grocery and Food) 13 0.24 0.37 1.96% 2.92%
Retail (Online) 63 1.63 1.87 0.64% 1.84%
Retail (Special Lines) 78 0.72 0.97 3.86% 5.74%
Rubber& Tires 3 0.14 0.55 4.21% 5.84%
Semiconductor 68 4.63 4.98 22.74% 25.44%
Semiconductor Equip 30 3.43 3.66 22.27% 27.44%
Shipbuilding & Marine 8 0.82 1.07 21.55% 26.33%
Shoe 13 3.06 3.22 11.17% 12.83%
Software (Entertainment) 91 3.54 3.59 20.91% 25.65%
Software (Internet) 33 5.57 6.33 -19.07% -5.48%
Software (System & Application) 390 7.14 7.59 14.61% 21.90%
Steel 28 0.58 0.68 14.70% 19.89%
Telecom (Wireless) 16 1.98 3.18 2.54% 12.37%
Telecom. Equipment 79 3.31 3.56 13.29% 18.63%
Telecom. Services 49 1.01 2.18 12.81% 19.95%
Tobacco 15 4.19 5.05 23.46% 43.97%
Transportation 18 0.89 1.08 6.99% 9.38%
Transportation (Railroads) 4 5.04 6.32 27.65% 39.86%
Trucking 35 1.07 1.45 1.29% 9.18%
Utility (General) 15 2.47 4.28 12.68% 18.03%
Utility (Water) 16 6.43 9.18 25.12% 29.38%
Total Market 7165 1.95 2.80 8.89% 11.60%
Total Market (without financials) 5649 1.93 2.35 7.77% 12.03%

Margins data

Date updated: 5-Jan-23
Gross Income Based Net Income Based EBITDA Based
Industry Name Number of firms Gross Margin Net Margin Pre-tax Unadjusted Operating Margin After-tax Unadjusted Operating Margin EBITDA/Sales
Advertising 58 29.17% 3.79% 10.62% 9.94% 14.07%
Aerospace/Defense 77 16.69% 4.05% 8.64% 7.89% 13.64%
Air Transport 21 21.20% -1.71% 2.11% 1.89% -3.31%
Apparel 39 51.84% 5.07% 10.16% 8.94% 14.19%
Auto & Truck 31 14.70% 5.02% 6.43% 6.24% 9.64%
Auto Parts 37 14.56% 2.16% 5.06% 4.59% 9.27%
Bank (Money Center) 7 100.00% 26.96% 0.00% 0.00% 0.00%
Banks (Regional) 557 99.79% 30.31% 0.00% 0.00% 0.00%
Beverage (Alcoholic) 23 44.42% 5.76% 20.06% 18.18% 26.06%
Beverage (Soft) 31 53.55% 14.60% 19.04% 17.82% 21.71%
Broadcasting 26 40.03% 11.90% 14.58% 12.28% 19.20%
Brokerage & Investment Banking 30 61.81% 16.01% 0.41% 0.35% 0.43%
Building Materials 45 29.45% 10.30% 13.81% 11.50% 13.59%
Business & Consumer Services 164 31.20% 4.92% 9.03% 8.18% 12.58%
Cable TV 10 58.62% 7.91% 19.90% 15.53% 31.28%
Chemical (Basic) 38 17.85% 9.70% 13.05% 11.77% 17.86%
Chemical (Diversified) 4 23.97% 13.16% 13.52% 11.89% 13.15%
Chemical (Specialty) 76 34.23% 8.07% 14.62% 13.05% 17.83%
Coal & Related Energy 19 35.75% 20.44% 22.15% 21.65% 12.64%
Computer Services 80 24.23% 2.53% 6.57% 6.15% 9.21%
Computers/Peripherals 42 36.39% 16.68% 21.41% 19.45% 24.46%
Construction Supplies 49 21.82% 8.23% 11.13% 9.96% 13.55%
Diversified 23 10.16% 0.98% 3.44% 3.34% 32.42%
Drugs (Biotechnology) 598 60.94% 0.65% 12.02% 11.91% 22.57%
Drugs (Pharmaceutical) 281 67.02% 18.35% 27.39% 26.74% 31.94%
Education 33 46.61% 2.92% 5.28% 4.90% 10.65%
Electrical Equipment 110 32.33% 7.31% 9.97% 9.52% 14.30%
Electronics (Consumer & Office) 16 32.29% 0.54% 1.85% 1.78% 4.47%
Electronics (General) 138 27.35% 6.32% 9.74% 9.12% 13.79%
Engineering/Construction 43 13.92% 2.16% 4.42% 3.83% 7.07%
Entertainment 110 40.44% 0.90% 7.51% 7.25% 14.49%
Environmental & Waste Services 62 32.74% 7.29% 12.59% 11.91% 18.50%
Farming/Agriculture 39 13.23% 5.66% 7.62% 7.12% 8.33%
Financial Svcs. (Non-bank & Insurance) 223 75.85% 26.32% 15.89% 13.57% 15.32%
Food Processing 92 24.63% 7.10% 11.77% 10.86% 14.83%
Food Wholesalers 14 14.39% 1.09% 2.10% 1.85% 2.93%
Furn/Home Furnishings 32 26.38% 2.03% 7.66% 6.69% 12.99%
Green & Renewable Energy 19 62.86% 17.77% 26.10% 24.34% 53.16%
Healthcare Products 254 57.74% 7.00% 15.02% 14.46% 22.42%
Healthcare Support Services 131 14.72% 2.01% 4.07% 3.80% 4.74%
Heathcare Information and Technology 138 49.89% -0.33% 16.93% 16.20% 24.00%
Homebuilding 32 27.32% 13.98% 18.76% 15.42% 17.18%
Hospitals/Healthcare Facilities 34 35.63% 5.31% 11.62% 10.51% 17.21%
Hotel/Gaming 69 56.29% 1.10% 7.25% 6.66% 9.27%
Household Products 127 47.59% 11.25% 16.99% 15.85% 21.36%
Information Services 73 55.75% 16.62% 24.02% 21.03% 29.35%
Insurance (General) 21 40.00% 15.21% 21.82% 19.58% 22.07%
Insurance (Life) 27 25.99% 6.07% 8.34% 7.39% 14.29%
Insurance (Prop/Cas.) 51 24.27% 4.05% 6.41% 5.71% 16.88%
Investments & Asset Management 600 65.08% 24.93% 18.36% 17.63% 25.36%
Machinery 116 34.20% 8.51% 13.80% 12.37% 17.21%
Metals & Mining 68 32.76% 9.66% 22.89% 21.94% 32.32%
Office Equipment & Services 16 32.45% 2.36% 5.94% 4.78% 8.90%
Oil/Gas (Integrated) 4 36.54% 15.17% 17.32% 14.86% 14.21%
Oil/Gas (Production and Exploration) 174 64.45% 26.01% 35.55% 33.91% 24.73%
Oil/Gas Distribution 23 23.60% 2.08% 10.55% 9.83% 17.17%
Oilfield Svcs/Equip. 101 11.83% 5.25% 7.26% 6.75% 3.63%
Packaging & Container 25 21.33% 6.06% 9.43% 8.05% 12.99%
Paper/Forest Products 7 29.64% 10.23% 18.47% 16.12% 22.81%
Power 48 35.40% 9.17% 15.57% 13.66% 27.84%
Precious Metals 74 36.98% 7.18% 10.03% 9.74% 38.71%
Publishing & Newspapers 20 46.55% 2.82% 7.73% 6.98% 13.09%
R.E.I.T. 223 60.46% 23.77% 25.46% 24.60% 43.04%
Real Estate (Development) 18 32.51% 15.04% 18.64% 17.40% 17.70%
Real Estate (General/Diversified) 12 48.08% 12.67% 18.57% 16.83% 25.29%
Real Estate (Operations & Services) 60 31.13% -0.76% 1.17% 1.10% 2.94%
Recreation 57 36.95% 1.30% 9.19% 8.32% 13.05%
Reinsurance 1 10.64% 3.54% 4.65% 4.35% 5.86%
Restaurant/Dining 70 30.07% 9.28% 15.42% 14.10% 19.82%
Retail (Automotive) 30 21.04% 4.07% 6.19% 5.21% 7.31%
Retail (Building Supply) 15 34.51% 8.67% 13.85% 11.99% 15.64%
Retail (Distributors) 69 31.30% 7.30% 11.66% 10.08% 10.47%
Retail (General) 15 23.25% 2.35% 4.35% 3.42% 6.72%
Retail (Grocery and Food) 13 24.71% 1.96% 3.32% 2.78% 5.04%
Retail (Online) 63 42.78% 0.64% 2.30% 2.21% 11.14%
Retail (Special Lines) 78 29.90% 3.86% 5.43% 4.61% 8.75%
Rubber& Tires 3 19.96% 4.21% 5.55% 5.55% 9.17%
Semiconductor 68 54.23% 22.74% 25.44% 23.36% 41.86%
Semiconductor Equip 30 44.65% 22.27% 27.30% 24.31% 29.31%
Shipbuilding & Marine 8 36.12% 21.55% 25.50% 23.91% 23.08%
Shoe 13 45.35% 11.17% 12.86% 11.48% 14.62%
Software (Entertainment) 91 63.23% 20.91% 25.91% 24.93% 33.69%
Software (Internet) 33 58.92% -19.07% -5.85% -5.71% 4.39%
Software (System & Application) 390 70.92% 14.61% 21.81% 21.07% 28.79%
Steel 28 26.23% 14.70% 19.84% 16.87% 18.74%
Telecom (Wireless) 16 57.91% 2.54% 14.05% 13.51% 31.48%
Telecom. Equipment 79 53.85% 13.29% 18.34% 17.60% 22.88%
Telecom. Services 49 55.53% 12.81% 19.98% 18.68% 35.18%
Tobacco 15 62.60% 23.46% 43.76% 39.46% 46.75%
Transportation 18 21.94% 6.99% 9.35% 7.82% 11.98%
Transportation (Railroads) 4 52.26% 27.65% 40.06% 33.43% 46.42%
Trucking 35 27.26% 1.29% 8.93% 7.61% 9.81%
Utility (General) 15 36.67% 12.68% 18.19% 15.79% 30.01%
Utility (Water) 16 54.31% 25.12% 29.51% 27.02% 43.87%
Total Market 7165 36.28% 8.89% 11.66% 10.78% 15.68%
Total Market (without financials) 5649 33.19% 7.77% 12.10% 11.33% 16.27%

WACC

Date updated: 5-Jan-23
To update this spreadsheet, enter the following Cost of Debt Lookup Table (based on std dev in stock prices)
Long Term Treasury bond rate = 3.88% Standard Deviation Basis Spread
Risk Premium to Use for Equity = 6.00% 0 0.25 0.85%
Global Default Spread to add to cost of debt = 0.00% 0.250001 0.5 1.62%
Do you want to use the marginal tax rate for cost of debt? Yes 0.500001 0.65 2.00%
If yes, enter the marginal tax rate to use 25% 0.650001 0.8 3.13%
0.800001 0.9 5.26%
0.900001 1 7.37%
1.000001 10 11.57%
Industry Name Number of Firms Beta Cost of Equity E/(D+E) Std Dev in Stock Cost of Debt Tax Rate After-tax Cost of Debt D/(D+E) Cost of Capital
Advertising 58 1.63 13.67% 68.97% 52.72% 5.88% 6.39% 4.41% 31.03% 10.80%
Aerospace/Defense 77 1.41 12.37% 79.33% 37.56% 5.50% 8.60% 4.13% 20.67% 10.66%
Air Transport 21 1.42 12.38% 34.92% 37.73% 5.50% 10.47% 4.13% 65.08% 7.01%
Apparel 39 1.32 11.83% 65.98% 38.51% 5.50% 12.04% 4.13% 34.02% 9.21%
Auto & Truck 31 1.54 13.12% 66.58% 52.61% 5.88% 3.00% 4.41% 33.42% 10.21%
Auto Parts 37 1.47 12.72% 70.10% 39.52% 5.50% 9.30% 4.13% 29.90% 10.15%
Bank (Money Center) 7 1.08 10.36% 31.61% 19.59% 4.73% 16.25% 3.55% 68.39% 5.70%
Banks (Regional) 557 0.50 6.91% 60.75% 16.76% 4.73% 18.84% 3.55% 39.25% 5.59%
Beverage (Alcoholic) 23 1.01 9.96% 81.36% 49.87% 5.50% 9.39% 4.13% 18.64% 8.87%
Beverage (Soft) 31 1.30 11.70% 86.75% 41.72% 5.50% 6.42% 4.13% 13.25% 10.70%
Broadcasting 26 1.32 11.81% 40.51% 46.90% 5.50% 15.76% 4.13% 59.49% 7.24%
Brokerage & Investment Banking 30 1.20 11.11% 33.21% 28.00% 5.50% 15.32% 4.13% 66.79% 6.44%
Building Materials 45 1.28 11.54% 77.56% 29.19% 5.50% 16.71% 4.13% 22.44% 9.88%
Business & Consumer Services 164 1.17 10.91% 78.45% 45.78% 5.50% 9.43% 4.13% 21.55% 9.44%
Cable TV 10 1.26 11.41% 48.25% 25.41% 5.50% 21.95% 4.13% 51.75% 7.64%
Chemical (Basic) 38 1.25 11.36% 67.43% 46.58% 5.50% 9.83% 4.13% 32.57% 9.01%
Chemical (Diversified) 4 1.41 12.36% 63.19% 39.49% 5.50% 12.02% 4.13% 36.81% 9.33%
Chemical (Specialty) 76 1.28 11.54% 78.49% 42.32% 5.50% 10.75% 4.13% 21.51% 9.95%
Coal & Related Energy 19 1.45 12.59% 82.16% 61.96% 5.88% 2.28% 4.41% 17.84% 11.13%
Computer Services 80 1.17 10.91% 75.44% 47.78% 5.50% 6.47% 4.13% 24.56% 9.24%
Computers/Peripherals 42 1.29 11.63% 91.31% 48.73% 5.50% 9.13% 4.13% 8.69% 10.97%
Construction Supplies 49 1.26 11.47% 76.85% 35.11% 5.50% 10.52% 4.13% 23.15% 9.77%
Diversified 23 1.04 10.11% 82.48% 57.84% 5.88% 2.98% 4.41% 17.52% 9.11%
Drugs (Biotechnology) 598 1.24 11.33% 86.71% 58.41% 5.88% 0.94% 4.41% 13.29% 10.41%
Drugs (Pharmaceutical) 281 1.27 11.49% 88.02% 64.88% 5.88% 2.37% 4.41% 11.98% 10.64%
Education 33 1.10 10.48% 76.56% 41.81% 5.50% 7.10% 4.13% 23.44% 8.99%
Electrical Equipment 110 1.59 13.42% 81.62% 58.55% 5.88% 4.47% 4.41% 18.38% 11.76%
Electronics (Consumer & Office) 16 1.54 13.11% 85.87% 39.56% 5.50% 3.98% 4.13% 14.13% 11.84%
Electronics (General) 138 1.20 11.09% 84.16% 44.94% 5.50% 6.29% 4.13% 15.84% 9.98%
Engineering/Construction 43 1.20 11.06% 75.99% 35.17% 5.50% 13.30% 4.13% 24.01% 9.40%
Entertainment 110 1.45 12.58% 75.03% 57.81% 5.88% 3.45% 4.41% 24.97% 10.54%
Environmental & Waste Services 62 1.02 9.97% 79.66% 48.09% 5.50% 5.42% 4.13% 20.34% 8.78%
Farming/Agriculture 39 1.14 10.72% 74.70% 54.43% 5.88% 6.64% 4.41% 25.30% 9.13%
Financial Svcs. (Non-bank & Insurance) 223 0.89 9.19% 9.05% 27.15% 5.50% 14.61% 4.13% 90.95% 4.58%
Food Processing 92 0.92 9.39% 77.60% 34.23% 5.50% 7.74% 4.13% 22.40% 8.21%
Food Wholesalers 14 1.12 10.62% 68.42% 32.42% 5.50% 11.94% 4.13% 31.58% 8.57%
Furn/Home Furnishings 32 1.27 11.51% 64.13% 41.91% 5.50% 12.67% 4.13% 35.87% 8.86%
Green & Renewable Energy 19 1.60 13.48% 45.23% 67.60% 7.01% 6.73% 5.26% 54.77% 8.98%
Healthcare Products 254 1.16 10.85% 88.81% 50.94% 5.88% 3.70% 4.41% 11.19% 10.13%
Healthcare Support Services 131 1.16 10.84% 80.90% 47.79% 5.50% 6.74% 4.13% 19.10% 9.56%
Heathcare Information and Technology 138 1.47 12.71% 87.56% 53.87% 5.88% 4.30% 4.41% 12.44% 11.68%
Homebuilding 32 1.50 12.89% 75.57% 33.33% 5.50% 17.81% 4.13% 24.43% 10.75%
Hospitals/Healthcare Facilities 34 1.17 10.92% 53.41% 51.19% 5.88% 9.56% 4.41% 46.59% 7.89%
Hotel/Gaming 69 1.46 12.64% 60.03% 38.05% 5.50% 8.14% 4.13% 39.97% 9.24%
Household Products 127 1.16 10.81% 86.56% 56.83% 5.88% 6.73% 4.41% 13.44% 9.95%
Information Services 73 1.40 12.31% 88.45% 45.11% 5.50% 12.45% 4.13% 11.55% 11.36%
Insurance (General) 21 1.23 11.25% 76.63% 43.76% 5.50% 10.26% 4.13% 23.37% 9.58%
Insurance (Life) 27 0.94 9.52% 51.97% 28.89% 5.50% 11.41% 4.13% 48.03% 6.93%
Insurance (Prop/Cas.) 51 0.80 8.70% 82.33% 27.67% 5.50% 10.92% 4.13% 17.67% 7.89%
Investments & Asset Management 600 0.62 7.62% 72.28% 9.91% 4.73% 4.01% 3.55% 27.72% 6.49%
Machinery 116 1.22 11.23% 82.75% 32.36% 5.50% 10.37% 4.13% 17.25% 10.00%
Metals & Mining 68 1.29 11.62% 82.27% 70.06% 7.01% 4.15% 5.26% 17.73% 10.49%
Office Equipment & Services 16 1.18 10.94% 59.95% 35.22% 5.50% 19.53% 4.13% 40.05% 8.21%
Oil/Gas (Integrated) 4 0.98 9.74% 89.68% 30.55% 5.50% 14.22% 4.13% 10.32% 9.17%
Oil/Gas (Production and Exploration) 174 1.26 11.42% 83.28% 56.98% 5.88% 4.60% 4.41% 16.72% 10.25%
Oil/Gas Distribution 23 0.99 9.83% 58.34% 33.55% 5.50% 6.90% 4.13% 41.66% 7.45%
Oilfield Svcs/Equip. 101 1.38 12.13% 75.41% 46.90% 5.50% 7.07% 4.13% 24.59% 10.16%
Packaging & Container 25 0.95 9.59% 61.74% 24.43% 4.73% 14.66% 3.55% 38.26% 7.28%
Paper/Forest Products 7 1.38 12.18% 69.51% 42.84% 5.50% 12.76% 4.13% 30.49% 9.72%
Power 48 0.73 8.23% 56.45% 17.18% 4.73% 12.30% 3.55% 43.55% 6.19%
Precious Metals 74 1.23 11.28% 85.97% 72.54% 7.01% 2.87% 5.26% 14.03% 10.44%
Publishing & Newspapers 20 1.11 10.57% 70.34% 30.92% 5.50% 9.67% 4.13% 29.66% 8.66%
R.E.I.T. 223 1.06 10.26% 56.39% 21.54% 4.73% 3.38% 3.55% 43.61% 7.33%
Real Estate (Development) 18 1.52 12.98% 47.05% 51.25% 5.88% 6.66% 4.41% 52.95% 8.44%
Real Estate (General/Diversified) 12 0.79 8.62% 71.52% 28.66% 5.50% 9.37% 4.13% 28.48% 7.34%
Real Estate (Operations & Services) 60 1.35 11.95% 47.79% 44.43% 5.50% 5.47% 4.13% 52.21% 7.87%
Recreation 57 1.42 12.39% 65.76% 42.13% 5.50% 9.49% 4.13% 34.24% 9.56%
Reinsurance 1 0.83 8.86% 68.92% 19.37% 4.73% 6.48% 3.55% 31.08% 7.21%
Restaurant/Dining 70 1.41 12.34% 76.47% 41.15% 5.50% 8.54% 4.13% 23.53% 10.41%
Retail (Automotive) 30 1.52 13.00% 63.50% 35.71% 5.50% 15.84% 4.13% 36.50% 9.76%
Retail (Building Supply) 15 1.79 14.62% 82.50% 37.55% 5.50% 13.39% 4.13% 17.50% 12.78%
Retail (Distributors) 69 1.28 11.53% 71.65% 37.08% 5.50% 13.59% 4.13% 28.35% 9.43%
Retail (General) 15 1.36 12.06% 83.35% 31.53% 5.50% 21.26% 4.13% 16.65% 10.74%
Retail (Grocery and Food) 13 0.67 7.89% 60.31% 28.26% 5.50% 16.45% 4.13% 39.69% 6.39%
Retail (Online) 63 1.49 12.80% 83.91% 59.41% 5.88% 4.09% 4.41% 16.09% 11.45%
Retail (Special Lines) 78 1.48 12.73% 71.86% 38.59% 5.50% 15.02% 4.13% 28.14% 10.31%
Rubber& Tires 3 0.84 8.91% 23.24% 39.79% 5.50% 0.00% 4.13% 76.76% 5.24%
Semiconductor 68 1.61 13.53% 89.88% 38.40% 5.50% 8.18% 4.13% 10.12% 12.57%
Semiconductor Equip 30 1.76 14.42% 89.46% 41.57% 5.50% 10.94% 4.13% 10.54% 13.34%
Shipbuilding & Marine 8 0.94 9.54% 71.93% 41.16% 5.50% 6.23% 4.13% 28.07% 8.02%
Shoe 13 1.33 11.85% 91.73% 39.37% 5.50% 10.70% 4.13% 8.27% 11.21%
Software (Entertainment) 91 1.36 12.06% 95.42% 58.71% 5.88% 3.82% 4.41% 4.58% 11.71%
Software (Internet) 33 1.55 13.19% 84.99% 55.24% 5.88% 2.37% 4.41% 15.01% 11.87%
Software (System & Application) 390 1.47 12.70% 91.44% 52.11% 5.88% 3.40% 4.41% 8.56% 11.99%
Steel 28 1.34 11.93% 77.76% 38.30% 5.50% 14.95% 4.13% 22.24% 10.20%
Telecom (Wireless) 16 1.03 10.07% 60.55% 51.92% 5.88% 3.83% 4.41% 39.45% 7.83%
Telecom. Equipment 79 1.23 11.28% 89.54% 41.35% 5.50% 4.06% 4.13% 10.46% 10.53%
Telecom. Services 49 0.88 9.17% 45.93% 55.37% 5.88% 6.54% 4.41% 54.07% 6.60%
Tobacco 15 2.00 15.88% 80.61% 44.06% 5.50% 9.83% 4.13% 19.39% 13.60%
Transportation 18 1.06 10.23% 77.21% 28.05% 5.50% 16.39% 4.13% 22.79% 8.84%
Transportation (Railroads) 4 1.11 10.53% 78.46% 16.34% 4.73% 16.57% 3.55% 21.54% 9.02%
Trucking 35 1.55 13.15% 69.49% 41.17% 5.50% 14.79% 4.13% 30.51% 10.40%
Utility (General) 15 0.64 7.69% 57.41% 14.97% 4.73% 13.20% 3.55% 42.59% 5.93%
Utility (Water) 16 1.15 10.79% 69.74% 27.96% 5.50% 8.45% 4.13% 30.26% 8.78%
Total Market 7165 1.16 10.82% 65.14% 41.37% 5.50% 7.52% 4.13% 34.86% 8.49%
Total Market (without financials) 5649 1.29 11.64% 79.11% 47.98% 5.50% 6.38% 4.13% 20.89% 10.07%

Beta

Date updated: 5-Jan-23 Notes
Do you want to use marginal or effective tax rates in unlevering betas? Marginal
If marginal tax rate, enter the marginal tax rate to use 25.00% Unlevered beta corrected for cash - Over time
Industry Name Number of firms Beta D/E Ratio Effective Tax rate Unlevered beta Cash/Firm value Unlevered beta corrected for cash HiLo Risk Standard deviation of equity Standard deviation in operating income (last 10 years) 2019 2020 2021 2022 Average (2019-23)
Advertising 58 1.63 44.99% 6.39% 1.22 9.35% 1.35 0.6867 52.72% 14.40% 0.87 0.93 0.77 1.10 1.00
Aerospace/Defense 77 1.41 26.06% 8.60% 1.18 3.77% 1.23 0.4721 37.56% 19.19% 1.09 1.08 0.91 1.11 1.08
Air Transport 21 1.42 186.33% 10.47% 0.59 14.90% 0.69 0.4403 37.73% 221.20% 0.63 0.84 0.91 0.91 0.80
Apparel 39 1.32 51.57% 12.04% 0.96 6.02% 1.02 0.5220 38.51% 23.02% 0.76 0.83 0.94 1.10 0.93
Auto & Truck 31 1.54 50.19% 3.00% 1.12 8.67% 1.23 0.6906 52.61% 46.10% 0.34 0.53 1.05 1.02 0.83
Auto Parts 37 1.47 42.66% 9.30% 1.12 7.13% 1.20 0.5099 39.52% 25.42% 0.97 0.95 1.09 1.21 1.08
Bank (Money Center) 7 1.08 216.38% 16.25% 0.41 44.30% 0.74 0.2235 19.59% NA 0.43 0.56 0.59 1.03 0.67
Banks (Regional) 557 0.50 64.62% 18.84% 0.34 17.66% 0.41 0.1757 16.76% 95.49% 0.40 0.43 0.6 0.84 0.54
Beverage (Alcoholic) 23 1.01 22.91% 9.39% 0.86 1.86% 0.88 0.5871 49.87% 33.80% 1.05 0.92 0.67 0.72 0.85
Beverage (Soft) 31 1.30 15.27% 6.42% 1.17 2.66% 1.20 0.6105 41.72% 9.36% 1.04 1.09 0.71 1.12 1.03
Broadcasting 26 1.32 146.83% 15.76% 0.63 10.39% 0.70 0.5584 46.90% 31.66% 0.51 0.73 0.65 0.81 0.68
Brokerage & Investment Banking 30 1.20 201.09% 15.32% 0.48 30.76% 0.69 0.3545 28.00% 37.88% 0.46 0.57 0.57 0.67 0.59
Building Materials 45 1.28 28.93% 16.71% 1.05 4.44% 1.10 0.4208 29.19% 51.37% 0.91 1.02 0.97 1.09 1.02
Business & Consumer Services 164 1.17 27.47% 9.43% 0.97 4.80% 1.02 0.5384 45.78% 18.89% 1.00 0.89 0.83 0.99 0.95
Cable TV 10 1.26 107.27% 21.95% 0.70 1.47% 0.71 0.4068 25.41% 28.73% 0.76 0.78 0.7 0.66 0.72
Chemical (Basic) 38 1.25 48.30% 9.83% 0.92 4.54% 0.96 0.5270 46.58% 43.45% 1.12 0.99 0.76 0.94 0.95
Chemical (Diversified) 4 1.41 58.24% 12.02% 0.98 9.82% 1.09 0.4489 39.49% 41.46% 1.49 1.21 1.03 1.21 1.21
Chemical (Specialty) 76 1.28 27.40% 10.75% 1.06 5.00% 1.12 0.4882 42.32% 11.59% 0.99 0.96 0.82 1.00 0.98
Coal & Related Energy 19 1.45 21.71% 2.28% 1.25 12.60% 1.43 0.5502 61.96% NA 0.97 1.05 0.56 0.82 0.96
Computer Services 80 1.17 32.56% 6.47% 0.94 5.21% 0.99 0.6053 47.78% 26.37% 1.05 0.95 0.94 1.06 1.00
Computers/Peripherals 42 1.29 9.52% 9.13% 1.21 1.79% 1.23 0.4600 48.73% 25.02% 1.50 1.64 1.14 1.25 1.35
Construction Supplies 49 1.26 30.13% 10.52% 1.03 4.15% 1.08 0.4573 35.11% 19.31% 1.15 1.10 0.87 0.98 1.04
Diversified 23 1.04 21.24% 2.98% 0.90 4.67% 0.94 0.5643 57.84% 48.72% 1.14 1.25 0.89 0.70 0.98
Drugs (Biotechnology) 598 1.24 15.32% 0.94% 1.11 7.14% 1.20 0.6540 58.41% 29.81% 1.43 1.39 0.85 0.97 1.17
Drugs (Pharmaceutical) 281 1.27 13.62% 2.37% 1.15 2.56% 1.18 0.6919 64.88% 18.55% 1.38 1.29 0.84 1.01 1.14
Education 33 1.10 30.61% 7.10% 0.90 9.90% 0.99 0.5483 41.81% 17.47% 1.11 1.36 1.07 1.10 1.13
Electrical Equipment 110 1.59 22.52% 4.47% 1.36 5.07% 1.43 0.5944 58.55% 13.95% 1.18 1.31 1 1.19 1.22
Electronics (Consumer & Office) 16 1.54 16.45% 3.98% 1.37 15.08% 1.61 0.5962 39.56% 328.17% 1.22 1.25 1.01 1.06 1.23
Electronics (General) 138 1.20 18.82% 6.29% 1.05 5.69% 1.12 0.5031 44.94% 25.37% 0.96 1.07 0.86 1.05 1.01
Engineering/Construction 43 1.20 31.59% 13.30% 0.97 4.92% 1.02 0.4219 35.17% 15.20% 0.81 1.33 0.95 0.97 1.02
Entertainment 110 1.45 33.28% 3.45% 1.16 6.90% 1.25 0.6883 57.81% 25.73% 1.21 1.20 0.84 0.96 1.09
Environmental & Waste Services 62 1.02 25.54% 5.42% 0.85 0.81% 0.86 0.6157 48.09% 13.31% 0.96 1.05 0.82 1.09 0.95
Farming/Agriculture 39 1.14 33.87% 6.64% 0.91 2.33% 0.93 0.5890 54.43% 26.09% 0.50 0.63 0.68 0.85 0.72
Financial Svcs. (Non-bank & Insurance) 223 0.89 1004.40% 14.61% 0.10 2.24% 0.11 0.3378 27.15% 61.67% 0.08 0.10 0.11 0.15 0.11
Food Processing 92 0.92 28.86% 7.74% 0.75 1.87% 0.77 0.4866 34.23% 16.97% 0.61 0.70 0.53 0.63 0.65
Food Wholesalers 14 1.12 46.16% 11.94% 0.83 1.30% 0.85 0.4793 32.42% 25.63% 1.23 0.66 0.8 1.08 0.92
Furn/Home Furnishings 32 1.27 55.94% 12.67% 0.90 5.95% 0.95 0.5484 41.91% 24.91% 0.67 0.82 0.78 0.99 0.84
Green & Renewable Energy 19 1.60 121.12% 6.73% 0.84 4.38% 0.88 0.6771 67.60% 62.82% 0.80 0.59 0.68 1.10 0.81
Healthcare Products 254 1.16 12.60% 3.70% 1.06 3.20% 1.10 0.5939 50.94% 30.10% 1.04 0.98 0.8 0.91 0.97
Healthcare Support Services 131 1.16 23.61% 6.74% 0.99 8.08% 1.07 0.5636 47.79% 27.59% 1.03 0.95 0.74 0.95 0.95
Heathcare Information and Technology 138 1.47 14.21% 4.30% 1.33 2.99% 1.37 0.6173 53.87% 48.97% 1.18 1.15 0.75 0.91 1.07
Homebuilding 32 1.50 32.34% 17.81% 1.21 9.31% 1.33 0.4127 33.33% 70.58% 0.72 0.66 1.33 1.59 1.13
Hospitals/Healthcare Facilities 34 1.17 87.24% 9.56% 0.71 1.85% 0.72 0.6028 51.19% 18.61% 0.55 0.63 0.8 0.96 0.73
Hotel/Gaming 69 1.46 66.58% 8.14% 0.97 8.22% 1.06 0.4850 38.05% 100.24% 0.71 0.91 1.19 1.44 1.06
Household Products 127 1.16 15.52% 6.73% 1.03 2.21% 1.06 0.6577 56.83% 6.92% 1.00 0.94 0.68 0.92 0.92
Information Services 73 1.40 13.06% 12.45% 1.28 4.05% 1.33 0.4768 45.11% 28.35% 1.05 1.03 0.97 1.20 1.12
Insurance (General) 21 1.23 30.49% 10.26% 1.00 2.69% 1.03 0.4521 43.76% 37.99% 0.67 0.59 0.56 0.81 0.73
Insurance (Life) 27 0.94 92.40% 11.41% 0.55 16.87% 0.67 0.3774 28.89% 19.53% 0.70 0.73 0.64 0.88 0.73
Insurance (Prop/Cas.) 51 0.80 21.47% 10.92% 0.69 5.16% 0.73 0.3527 27.67% 25.43% 0.65 0.59 0.58 0.78 0.67
Investments & Asset Management 600 0.62 38.35% 4.01% 0.48 9.94% 0.54 0.1499 9.91% 26.12% 0.87 0.86 0.78 0.97 0.80
Machinery 116 1.22 20.84% 10.37% 1.06 3.16% 1.09 0.4224 32.36% 16.91% 1.01 1.10 0.96 1.18 1.07
Metals & Mining 68 1.29 21.54% 4.15% 1.11 8.91% 1.22 0.6658 70.06% 52.71% 1.11 1.09 0.82 1.13 1.07
Office Equipment & Services 16 1.18 66.80% 19.53% 0.78 7.18% 0.84 0.4442 35.22% 18.33% 1.33 1.24 0.83 1.11 1.07
Oil/Gas (Integrated) 4 0.98 11.50% 14.22% 0.90 4.91% 0.95 0.3441 30.55% 97.63% 1.06 1.12 0.98 1.25 1.07
Oil/Gas (Production and Exploration) 174 1.26 20.08% 4.60% 1.09 3.81% 1.14 0.5790 56.98% 231.78% 1.07 1.08 0.81 1.13 1.05
Oil/Gas Distribution 23 0.99 71.41% 6.90% 0.65 1.67% 0.66 0.4236 33.55% 33.56% 0.62 0.62 0.6 0.86 0.67
Oilfield Svcs/Equip. 101 1.38 32.60% 7.07% 1.10 6.91% 1.19 0.5323 46.90% 67.57% 1.07 1.22 0.83 1.18 1.10
Packaging & Container 25 0.95 61.97% 14.66% 0.65 3.02% 0.67 0.3689 24.43% 8.17% 0.74 0.68 0.68 0.78 0.71
Paper/Forest Products 7 1.38 43.87% 12.76% 1.04 7.57% 1.13 0.6012 42.84% 92.83% 1.17 1.25 0.96 1.00 1.10
Power 48 0.73 77.16% 12.30% 0.46 1.03% 0.46 0.2556 17.18% 8.06% 0.35 0.38 0.43 0.56 0.44
Precious Metals 74 1.23 16.33% 2.87% 1.10 7.43% 1.19 0.6947 72.54% 70.82% 1.15 1.33 0.75 0.99 1.08
Publishing & Newspapers 20 1.11 42.18% 9.67% 0.85 7.35% 0.91 0.4607 30.92% 12.03% 0.90 0.76 1.1 1.46 1.03
R.E.I.T. 223 1.06 77.33% 3.38% 0.67 1.83% 0.69 0.3083 21.54% 20.59% 0.41 0.43 0.79 0.99 0.66
Real Estate (Development) 18 1.52 112.56% 6.66% 0.82 6.95% 0.88 0.5936 51.25% 69.87% 0.87 0.89 0.56 0.74 0.79
Real Estate (General/Diversified) 12 0.79 39.82% 9.37% 0.61 8.54% 0.66 0.5265 28.66% 111.89% 1.33 1.50 0.76 0.83 1.02
Real Estate (Operations & Services) 60 1.35 109.26% 5.47% 0.74 8.14% 0.81 0.5369 44.43% 121.82% 0.95 0.68 0.75 0.87 0.81
Recreation 57 1.42 52.06% 9.49% 1.02 5.18% 1.08 0.5939 42.13% 18.30% 0.81 0.75 0.77 1.07 0.90
Reinsurance 1 0.83 45.10% 6.48% 0.62 25.49% 0.83 0.2076 19.37% 21.77% 0.88 0.77 1.13 1.30 0.98
Restaurant/Dining 70 1.41 30.78% 8.54% 1.15 1.72% 1.17 0.4749 41.15% 16.31% 0.65 0.75 1.11 1.33 1.00
Retail (Automotive) 30 1.52 57.49% 15.84% 1.06 1.89% 1.08 0.4958 35.71% 31.38% 0.76 0.87 0.99 1.12 0.96
Retail (Building Supply) 15 1.79 21.21% 13.39% 1.54 1.50% 1.57 0.4708 37.55% 33.82% 0.97 1.15 1.43 1.42 1.31
Retail (Distributors) 69 1.28 39.57% 13.59% 0.98 2.25% 1.01 0.4619 37.08% 25.35% 0.99 0.89 0.75 1.06 0.94
Retail (General) 15 1.36 19.97% 21.26% 1.19 2.82% 1.22 0.3460 31.53% 11.08% 0.75 0.95 0.81 1.04 0.95
Retail (Grocery and Food) 13 0.67 65.82% 16.45% 0.45 5.54% 0.47 0.4443 28.26% 28.50% 0.28 0.35 0.15 0.21 0.29
Retail (Online) 63 1.49 19.17% 4.09% 1.30 4.12% 1.36 0.7025 59.41% 77.43% 1.34 1.16 1.14 1.07 1.21
Retail (Special Lines) 78 1.48 39.16% 15.02% 1.14 4.00% 1.19 0.5088 38.59% 22.32% 0.80 0.69 1.03 1.23 0.99
Rubber& Tires 3 0.84 330.33% 0.00% 0.24 9.97% 0.27 0.4503 39.79% 50.67% 0.24 0.45 0.54 0.59 0.42
Semiconductor 68 1.61 11.27% 8.18% 1.48 3.37% 1.53 0.4893 38.40% 38.44% 1.26 1.24 0.96 1.14 1.23
Semiconductor Equip 30 1.76 11.79% 10.94% 1.61 4.43% 1.69 0.4351 41.57% 68.49% 1.39 1.25 1.07 1.34 1.35
Shipbuilding & Marine 8 0.94 39.02% 6.23% 0.73 6.44% 0.78 0.4893 41.16% 83.00% 0.78 1.57 0.74 0.80 0.93
Shoe 13 1.33 9.01% 10.70% 1.24 3.50% 1.29 0.5085 39.37% 28.27% 0.74 0.83 0.98 1.19 1.01
Software (Entertainment) 91 1.36 4.80% 3.82% 1.32 3.07% 1.36 0.6872 58.71% 69.14% 1.27 1.29 0.96 1.21 1.22
Software (Internet) 33 1.55 17.66% 2.37% 1.37 3.29% 1.42 0.6605 55.24% 91.09% 1.31 1.50 0.75 0.98 1.19
Software (System & Application) 390 1.47 9.36% 3.40% 1.37 2.81% 1.41 0.6164 52.11% 32.24% 1.16 1.15 0.89 1.12 1.15
Steel 28 1.34 28.60% 14.95% 1.11 8.84% 1.21 0.3941 38.30% 104.59% 1.29 1.29 0.78 0.98 1.11
Telecom (Wireless) 16 1.03 65.15% 3.83% 0.69 2.64% 0.71 0.5725 51.92% 69.46% 0.71 0.60 0.39 0.63 0.61
Telecom. Equipment 79 1.23 11.68% 4.06% 1.13 3.79% 1.18 0.5273 41.35% 13.61% 1.02 0.84 0.83 1.06 0.98
Telecom. Services 49 0.88 117.72% 6.54% 0.47 1.13% 0.47 0.5554 55.37% 22.22% 0.74 0.67 0.42 0.51 0.56
Tobacco 15 2.00 24.06% 9.83% 1.69 2.84% 1.74 0.6063 44.06% 7.70% 1.13 1.43 0.61 0.86 1.15
Transportation 18 1.06 29.51% 16.39% 0.87 6.28% 0.92 0.4789 28.05% 26.96% 0.90 0.96 0.79 0.72 0.86
Transportation (Railroads) 4 1.11 27.45% 16.57% 0.92 1.47% 0.93 0.2272 16.34% 11.81% 2.08 1.89 0.74 0.65 1.26
Trucking 35 1.55 43.91% 14.79% 1.16 5.72% 1.23 0.4458 41.17% 150.04% 0.71 1.04 0.94 1.28 1.04
Utility (General) 15 0.64 74.18% 13.20% 0.41 0.33% 0.41 0.1561 14.97% 9.36% 0.17 0.19 0.48 0.60 0.37
Utility (Water) 16 1.15 43.40% 8.45% 0.87 0.35% 0.87 0.3655 41.37% 13.75% 0.32 0.57 0.57 0.61 0.59
Total Market 7165 1.16 53.52% 7.52% 0.83 6.66% 0.88 0.4832 41.37% 19.01% 0.80 0.83 0.75 0.91 0.84
Total Market (without financials) 5649 1.29 26.40% 6.38% 1.08 3.75% 1.12 0.5575 47.98% 18.50% 1.00 1.01 0.86 1.04 1.01

ROE

Date updated: 5-Jan-23
Industry Name Number of firms ROE (unadjusted) ROE (adjusted for R&D)
Advertising 58 13.57% 11.60%
Aerospace/Defense 77 9.87% 7.81%
Air Transport 21 -11.37% -10.35%
Apparel 39 13.52% 13.41%
Auto & Truck 31 15.68% 11.37%
Auto Parts 37 7.03% 6.20%
Bank (Money Center) 7 11.35% 11.35%
Banks (Regional) 557 11.80% 11.80%
Beverage (Alcoholic) 23 5.28% 5.28%
Beverage (Soft) 31 31.94% 30.90%
Broadcasting 26 20.76% 20.75%
Brokerage & Investment Banking 30 13.43% 13.21%
Building Materials 45 32.73% 30.24%
Business & Consumer Services 164 12.85% 12.43%
Cable TV 10 12.14% 12.08%
Chemical (Basic) 38 34.78% 32.17%
Chemical (Diversified) 4 43.44% 37.94%
Chemical (Specialty) 76 11.43% 10.82%
Coal & Related Energy 19 74.08% 72.37%
Computer Services 80 12.15% 9.33%
Computers/Peripherals 42 96.26% 50.32%
Construction Supplies 49 18.78% 16.46%
Diversified 23 0.82% 0.83%
Drugs (Biotechnology) 598 0.68% 1.45%
Drugs (Pharmaceutical) 281 24.54% 13.69%
Education 33 3.19% 3.43%
Electrical Equipment 110 13.20% 12.02%
Electronics (Consumer & Office) 16 1.28% 1.49%
Electronics (General) 138 12.42% 10.13%
Engineering/Construction 43 7.50% 7.49%
Entertainment 110 1.18% 1.58%
Environmental & Waste Services 62 16.47% 16.46%
Farming/Agriculture 39 23.65% 21.35%
Financial Svcs. (Non-bank & Insurance) 223 48.08% 46.20%
Food Processing 92 11.54% 11.23%
Food Wholesalers 14 18.98% 18.98%
Furn/Home Furnishings 32 5.45% 5.01%
Green & Renewable Energy 19 18.27% 18.14%
Healthcare Products 254 7.09% 6.34%
Healthcare Support Services 131 12.34% 12.23%
Heathcare Information and Technology 138 -0.29% 0.20%
Homebuilding 32 30.75% 30.75%
Hospitals/Healthcare Facilities 34 49.04% 49.02%
Hotel/Gaming 69 2.53% 1.63%
Household Products 127 33.18% 28.82%
Information Services 73 17.74% 16.43%
Insurance (General) 21 17.43% 17.39%
Insurance (Life) 27 5.58% 5.58%
Insurance (Prop/Cas.) 51 5.71% 5.71%
Investments & Asset Management 600 17.17% 16.99%
Machinery 116 15.49% 14.16%
Metals & Mining 68 21.10% 20.88%
Office Equipment & Services 16 7.96% 6.94%
Oil/Gas (Integrated) 4 32.42% 32.02%
Oil/Gas (Production and Exploration) 174 47.00% 46.93%
Oil/Gas Distribution 23 4.09% 4.10%
Oilfield Svcs/Equip. 101 30.82% 29.74%
Packaging & Container 25 19.75% 18.96%
Paper/Forest Products 7 46.83% 46.72%
Power 48 9.39% 9.38%
Precious Metals 74 3.66% 3.80%
Publishing & Newspapers 20 5.15% 5.05%
R.E.I.T. 223 8.85% 8.85%
Real Estate (Development) 18 10.51% 10.51%
Real Estate (General/Diversified) 12 6.68% 6.68%
Real Estate (Operations & Services) 60 -3.58% -2.19%
Recreation 57 3.95% 3.66%
Reinsurance 1 4.46% 4.46%
Restaurant/Dining 70 NA NA
Retail (Automotive) 30 43.25% 43.21%
Retail (Building Supply) 15 0.48% 0.48%
Retail (Distributors) 69 27.37% 27.32%
Retail (General) 15 18.29% 18.29%
Retail (Grocery and Food) 13 27.98% 27.96%
Retail (Online) 63 2.54% 4.58%
Retail (Special Lines) 78 24.16% 23.82%
Rubber& Tires 3 19.81% 15.55%
Semiconductor 68 22.77% 16.46%
Semiconductor Equip 30 46.52% 31.17%
Shipbuilding & Marine 8 35.29% 35.29%
Shoe 13 36.28% 35.96%
Software (Entertainment) 91 22.77% 17.42%
Software (Internet) 33 -15.73% -8.79%
Software (System & Application) 390 19.68% 13.63%
Steel 28 53.75% 53.59%
Telecom (Wireless) 16 2.97% 2.85%
Telecom. Equipment 79 20.13% 13.04%
Telecom. Services 49 15.76% 15.51%
Tobacco 15 NA NA
Transportation 18 36.78% 36.73%
Transportation (Railroads) 4 33.56% 33.56%
Trucking 35 4.05% 4.18%
Utility (General) 15 11.24% 11.22%
Utility (Water) 16 13.19% 13.19%
Total Market 7165 16.47% 14.54%
Total Market (without financials) 5649 17.27% 14.69%

PE Data

Date updated: 5-Jan-23
Industry Name Number of firms % of Money Losing firms (Trailing) Current PE Trailing PE Forward PE Aggregate Mkt Cap/ Net Income (all firms) Aggregate Mkt Cap/ Trailing Net Income (only money making firms) Expected growth - next 5 years PEG Ratio
Advertising 58 75.86% 1311.13 13.99 21.55 33.36 12.43 0.80% 15.63
Aerospace/Defense 77 53.25% 39.29 53.69 64.40 36.87 24.34 8.14% 2.99
Air Transport 21 61.90% 25.14 71.79 14.01 NA 41.71 22.53% 1.85
Apparel 39 56.41% 9.47 13.80 10.50 10.67 11.95 5.64% 2.12
Auto & Truck 31 80.65% 14.07 10.30 10.18 20.43 15.49 17.37% 0.89
Auto Parts 37 51.35% 36.09 31.63 13.53 25.16 14.88 22.15% 0.67
Bank (Money Center) 7 14.29% 7.12 9.52 8.96 7.37 9.46 1.99% 4.76
Banks (Regional) 557 8.44% 25.81 24.60 9.48 10.37 10.53 11.15% 0.94
Beverage (Alcoholic) 23 73.91% 61.65 111.50 22.11 49.38 55.46 46.60% 1.19
Beverage (Soft) 31 70.97% 211.71 39.55 40.90 30.76 27.66 12.11% 2.28
Broadcasting 26 42.31% 7.59 6.93 13.00 6.28 4.70 25.35% 0.19
Brokerage & Investment Banking 30 26.67% 16.44 15.40 12.58 10.85 12.71 19.23% 0.66
Building Materials 45 28.89% 28.50 15.73 14.04 16.23 9.87 10.97% 0.90
Business & Consumer Services 164 54.27% 48.37 33.72 21.37 34.67 22.63 16.90% 1.34
Cable TV 10 10.00% 10.71 11.03 11.08 10.23 15.01 13.91% 1.08
Chemical (Basic) 38 55.26% 9.67 9.95 12.59 6.01 6.33 -10.22% NA
Chemical (Diversified) 4 25.00% 12.22 4.91 9.18 6.47 4.84 13.50% 0.36
Chemical (Specialty) 76 51.32% 180.83 34.73 16.20 21.91 16.86 14.02% 1.20
Coal & Related Energy 19 68.42% 142.89 70.10 17.78 28.02 3.77 NA NA
Computer Services 80 62.50% 16.34 16.83 15.72 25.10 25.60 13.08% 1.96
Computers/Peripherals 42 57.14% 13.24 60.37 43.27 19.58 20.03 12.86% 1.56
Construction Supplies 49 44.90% 59.58 23.67 17.35 23.60 17.55 17.86% 0.98
Diversified 23 82.61% 18.97 14.46 38.37 10.73 16.90 14.04% 1.20
Drugs (Biotechnology) 598 92.81% 81.44 113.80 34.86 152.24 17.15 -4.84% NA
Drugs (Pharmaceutical) 281 87.19% 26.63 17.77 14.04 27.25 20.05 10.35% 1.94
Education 33 66.67% 15.24 18.21 20.51 28.62 14.26 17.14% 0.83
Electrical Equipment 110 72.73% 73.87 50.35 26.43 34.18 18.80 15.97% 1.18
Electronics (Consumer & Office) 16 75.00% 35.79 78.61 28.07 18.98 20.41 14.00% 1.46
Electronics (General) 138 64.49% 29.06 58.25 21.75 26.70 20.43 15.55% 1.31
Engineering/Construction 43 39.53% 72.47 29.06 25.51 45.77 29.12 17.33% 1.68
Entertainment 110 78.18% 26.71 47.74 44.39 53.40 36.54 16.55% 2.21
Environmental & Waste Services 62 77.42% 89.46 76.99 33.75 39.34 29.49 12.25% 2.41
Farming/Agriculture 39 66.67% 18.23 22.12 33.56 17.41 15.23 -19.97% NA
Financial Svcs. (Non-bank & Insurance) 223 28.25% 19.91 32.70 15.96 6.86 7.11 4.63% 1.54
Food Processing 92 65.22% 113.24 52.47 32.95 22.82 21.05 9.95% 2.12
Food Wholesalers 14 50.00% 31.81 25.14 14.71 30.20 25.85 27.99% 0.92
Furn/Home Furnishings 32 53.13% 18.37 14.03 11.39 8.24 14.82 8.37% 1.77
Green & Renewable Energy 19 78.95% 83.88 34.62 40.26 26.49 14.90 61.00% 0.24
Healthcare Products 254 78.35% 99.46 62.96 43.15 48.43 36.96 14.84% 2.49
Healthcare Support Services 131 67.18% 32.49 45.91 51.36 26.18 22.62 6.47% 3.49
Heathcare Information and Technology 138 76.81% 86.61 48.34 35.54 30.31 28.20 12.12% 2.33
Homebuilding 32 18.75% 6.51 5.08 7.04 5.69 5.08 10.29% 0.49
Hospitals/Healthcare Facilities 34 61.76% 23.15 105.59 40.66 10.96 13.98 8.93% 1.56
Hotel/Gaming 69 56.52% 67.74 17.55 57.13 NA 18.24 21.71% 0.84
Household Products 127 69.29% 20.01 124.19 23.80 27.73 26.67 17.37% 1.54
Information Services 73 45.21% 1681.57 60.50 44.65 35.44 30.64 16.42% 1.87
Insurance (General) 21 42.86% 30.89 213.17 20.16 13.35 10.47 13.43% 0.78
Insurance (Life) 27 33.33% 11.09 16.59 8.62 8.48 10.25 12.13% 0.85
Insurance (Prop/Cas.) 51 49.02% 18.64 20.23 53.46 12.25 17.71 21.75% 0.81
Investments & Asset Management 600 39.50% 445.08 413.14 12.28 11.39 13.53 7.59% 1.78
Machinery 116 45.69% 26.80 43.77 20.12 24.04 22.94 12.51% 1.83
Metals & Mining 68 82.35% 32.18 17.60 21.54 16.43 15.43 7.21% 2.14
Office Equipment & Services 16 31.25% 59.99 23.35 11.39 45.08 24.02 12.33% 1.95
Oil/Gas (Integrated) 4 0.00% 18.92 6.71 9.44 20.93 8.67 9.47% 0.92
Oil/Gas (Production and Exploration) 174 52.30% 42.58 20.68 8.58 20.80 6.71 23.79% 0.28
Oil/Gas Distribution 23 39.13% 146.73 17.53 12.79 108.01 18.61 10.13% 1.84
Oilfield Svcs/Equip. 101 61.39% 32.78 35.47 43.90 27.08 7.37 21.07% 0.35
Packaging & Container 25 32.00% 20.15 13.23 12.74 17.23 11.48 13.65% 0.84
Paper/Forest Products 7 57.14% 9.16 12.83 11.18 4.25 4.89 -2.09% NA
Power 48 18.75% 20.13 19.07 18.11 30.24 21.29 7.23% 2.95
Precious Metals 74 86.49% 26.27 14.43 24.96 32.35 29.43 3.33% 8.83
Publishing & Newspapers 20 65.00% 15.65 19.60 14.93 22.05 21.76 9.98% 2.18
R.E.I.T. 223 28.25% 48.97 41.48 63.23 29.45 21.87 11.29% 1.94
Real Estate (Development) 18 66.67% 48.79 10.72 15.69 27.37 8.17 NA NA
Real Estate (General/Diversified) 12 58.33% 27.91 17.53 13.08 19.83 22.73 NA NA
Real Estate (Operations & Services) 60 73.33% 19.22 39.80 21.52 NA 9.16 7.83% 1.17
Recreation 57 56.14% 17.83 18.80 17.93 56.39 14.46 13.52% 1.07
Reinsurance 1 0.00% 15.39 16.52 9.23 15.39 16.52 NA NA
Restaurant/Dining 70 55.71% 21.51 32.06 26.32 28.89 31.60 11.15% 2.83
Retail (Automotive) 30 40.00% 10.00 10.00 11.29 13.67 11.99 14.01% 0.86
Retail (Building Supply) 15 26.67% 14.68 14.31 15.54 17.40 17.90 9.47% 1.89
Retail (Distributors) 69 36.23% 57.00 27.14 15.54 18.74 13.54 16.13% 0.84
Retail (General) 15 13.33% 14.94 18.55 15.97 22.19 29.37 3.89% 7.55
Retail (Grocery and Food) 13 30.77% 17.75 16.75 14.97 14.62 11.90 11.06% 1.08
Retail (Online) 63 76.19% 13.39 205.21 100.78 20.51 76.22 11.25% 6.78
Retail (Special Lines) 78 37.18% 12.29 19.97 22.31 14.58 15.95 8.17% 1.95
Rubber& Tires 3 0.00% 7.58 7.09 6.38 3.79 3.37 2.01% 1.68
Semiconductor 68 50.00% 70.39 29.66 28.00 17.02 19.36 16.16% 1.20
Semiconductor Equip 30 16.67% 25.00 20.07 20.04 15.40 15.31 17.28% 0.89
Shipbuilding & Marine 8 37.50% 3.35 10.02 8.32 7.16 3.76 12.00% 0.31
Shoe 13 38.46% 14.36 13.49 15.00 25.69 27.03 8.31% 3.25
Software (Entertainment) 91 76.92% 52.32 105.43 21.29 13.42 15.64 23.59% 0.66
Software (Internet) 33 90.91% 29.17 28.70 466.55 NA 27.80 96.45% 0.29
Software (System & Application) 390 82.56% 446.03 103.74 56.51 43.19 30.38 20.46% 1.49
Steel 28 21.43% 6.42 12.80 11.25 4.65 3.84 20.00% 0.19
Telecom (Wireless) 16 68.75% 27.41 30.25 22.21 42.27 73.81 25.05% 2.95
Telecom. Equipment 79 68.35% 57.06 36.73 29.85 24.42 21.81 15.29% 1.43
Telecom. Services 49 71.43% 14.63 145.85 98.83 6.73 7.62 1.86% 4.10
Tobacco 15 60.00% 12.89 13.55 11.65 20.52 17.65 15.22% 1.16
Transportation 18 33.33% 12.28 23.85 12.91 11.76 12.74 7.72% 1.65
Transportation (Railroads) 4 25.00% 19.30 17.86 17.18 19.63 18.02 9.58% 1.88
Trucking 35 37.14% 12.28 10.28 11.64 30.26 8.82 22.23% 0.40
Utility (General) 15 0.00% 20.67 20.53 18.90 22.74 19.46 6.10% 3.19
Utility (Water) 16 31.25% 38.31 35.13 34.16 26.41 25.07 8.19% 3.06
Total Market 7165 56.78% 109.25 82.09 30.70 19.86 17.01 13.05% 1.30
Total Market (without financials) 5649 64.95% 87.53 55.38 35.40 23.25 18.60 14.06% 1.32

CAGR

Date updated: 5-Jan-23
Industry Name Number of Firms CAGR in Net Income- Last 5 years CAGR in Revenues- Last 5 years Expected Growth in Revenues - Next 2 years Expected Growth in EPS - Next 5 years
Advertising 58 23.38% 18.17% 20.38% 0.80%
Aerospace/Defense 77 5.04% 3.99% 38.92% 8.14%
Air Transport 21 -23.70% 2.24% 31.87% 22.53%
Apparel 39 11.00% 5.84% 3.96% 5.64%
Auto & Truck 31 20.13% 28.06% 1328.40% 17.37%
Auto Parts 37 8.37% 7.07% 15.39% 22.15%
Bank (Money Center) 7 1.29% 1.94% 6.56% 1.99%
Banks (Regional) 557 18.14% 11.02% 13.60% 11.15%
Beverage (Alcoholic) 23 -12.31% 12.54% 16.62% 46.60%
Beverage (Soft) 31 17.39% 15.05% 17.54% 12.11%
Broadcasting 26 21.36% 19.54% 2.60% 25.35%
Brokerage & Investment Banking 30 27.60% 14.23% -2.62% 19.23%
Building Materials 45 19.32% 10.60% 22.91% 10.97%
Business & Consumer Services 164 15.60% 8.46% 8.70% 16.90%
Cable TV 10 31.30% 20.05% -1.04% 13.91%
Chemical (Basic) 38 9.22% 27.02% 10.39% -10.22%
Chemical (Diversified) 4 21.55% 1.75% 6.86% 13.50%
Chemical (Specialty) 76 21.61% 9.48% 12.62% 14.02%
Coal & Related Energy 19 8.80% -3.71% 604.09% ERROR:#DIV/0!
Computer Services 80 16.80% 10.48% 9.61% 13.08%
Computers/Peripherals 42 10.07% 16.36% 14.79% 12.86%
Construction Supplies 49 9.02% 5.02% 74.91% 17.86%
Diversified 23 2.37% 7.69% 3.93% 14.04%
Drugs (Biotechnology) 598 7.17% 27.23% 69.62% -4.84%
Drugs (Pharmaceutical) 281 30.74% 42.35% 62.61% 10.35%
Education 33 16.76% 4.13% 10.23% 17.14%
Electrical Equipment 110 14.37% 13.90% 60.53% 15.97%
Electronics (Consumer & Office) 16 -36.80% -0.47% 1.69% 14.00%
Electronics (General) 138 14.11% 10.63% 29.35% 15.55%
Engineering/Construction 43 17.28% 12.14% 17.06% 17.33%
Entertainment 110 9.02% 28.59% 21.34% 16.55%
Environmental & Waste Services 62 45.61% 10.13% 47.34% 12.25%
Farming/Agriculture 39 17.56% 17.57% 78.79% -19.97%
Financial Svcs. (Non-bank & Insurance) 223 16.33% 10.44% 6.77% 4.63%
Food Processing 92 9.38% 25.21% 12.18% 9.95%
Food Wholesalers 14 9.74% 9.84% 11.47% 27.99%
Furn/Home Furnishings 32 8.73% 14.45% -2.36% 8.37%
Green & Renewable Energy 19 31.38% -14.71% 32.35% 61.00%
Healthcare Products 254 10.83% 19.90% 50.99% 14.84%
Healthcare Support Services 131 15.80% 20.16% 29.49% 6.47%
Heathcare Information and Technology 138 26.83% 20.45% 18.59% 12.12%
Homebuilding 32 39.52% 15.82% 2.42% 10.29%
Hospitals/Healthcare Facilities 34 11.24% 1.60% 17.72% 8.93%
Hotel/Gaming 69 14.93% 7.58% 78.59% 21.71%
Household Products 127 6.68% 11.55% 7.75% 17.37%
Information Services 73 10.35% 11.06% 14.82% 16.42%
Insurance (General) 21 10.52% 6.90% 17.00% 13.43%
Insurance (Life) 27 11.96% 8.29% 8.18% 12.13%
Insurance (Prop/Cas.) 51 8.33% 3.82% 4.86% 21.75%
Investments & Asset Management 600 9.47% 10.79% 7.43% 7.59%
Machinery 116 12.20% 8.50% 12.60% 12.51%
Metals & Mining 68 23.30% 5.88% 6.98% 7.21%
Office Equipment & Services 16 -5.91% 15.79% 40.61% 12.33%
Oil/Gas (Integrated) 4 49.73% 12.12% 14.00% 9.47%
Oil/Gas (Production and Exploration) 174 40.68% 29.57% 41.11% 23.79%
Oil/Gas Distribution 23 70.78% 21.86% 39.96% 10.13%
Oilfield Svcs/Equip. 101 28.63% 7.72% 53.97% 21.07%
Packaging & Container 25 15.05% 5.90% 4.95% 13.65%
Paper/Forest Products 7 26.35% 7.00% 6.00% -2.09%
Power 48 7.87% 6.41% 3.80% 7.23%
Precious Metals 74 23.59% 3.74% 0.96% 3.33%
Publishing & Newspapers 20 4.60% 3.32% 9.60% 9.98%
R.E.I.T. 223 11.30% 9.57% 12.69% 11.29%
Real Estate (Development) 18 39.35% 10.16% 95.05% ERROR:#DIV/0!
Real Estate (General/Diversified) 12 10.72% 8.74% 0.90% ERROR:#DIV/0!
Real Estate (Operations & Services) 60 4.28% 16.00% 5.10% 7.83%
Recreation 57 10.98% 7.79% 7.07% 13.52%
Reinsurance 1 -6.28% 5.63% 1.72% ERROR:#DIV/0!
Restaurant/Dining 70 7.04% 6.28% 15.18% 11.15%
Retail (Automotive) 30 25.14% 17.12% 15.07% 14.01%
Retail (Building Supply) 15 28.63% 13.02% 1.57% 9.47%
Retail (Distributors) 69 30.97% 7.33% 10.14% 16.13%
Retail (General) 15 9.20% 4.32% 4.63% 3.89%
Retail (Grocery and Food) 13 17.59% 4.96% 6.03% 11.06%
Retail (Online) 63 -22.18% 20.71% 7.06% 11.25%
Retail (Special Lines) 78 15.26% 13.32% 2.03% 8.17%
Rubber& Tires 3 31.93% 12.42% 10.80% 2.01%
Semiconductor 68 26.11% 8.88% 16.62% 16.16%
Semiconductor Equip 30 22.16% 15.70% 11.84% 17.28%
Shipbuilding & Marine 8 51.39% 15.54% -2.33% 12.00%
Shoe 13 28.02% 11.90% 12.09% 8.31%
Software (Entertainment) 91 1.95% 30.38% 19.69% 23.59%
Software (Internet) 33 25.67% 25.94% 21.68% 96.45%
Software (System & Application) 390 22.17% 20.10% 22.49% 20.46%
Steel 28 56.85% 15.21% 4.27% 20.00%
Telecom (Wireless) 16 -7.11% 18.50% 19.27% 25.05%
Telecom. Equipment 79 10.05% 3.51% 14.84% 15.29%
Telecom. Services 49 20.72% 16.81% 23.48% 1.86%
Tobacco 15 1.70% 5.77% 17.53% 15.22%
Transportation 18 24.56% 14.99% 11.61% 7.72%
Transportation (Railroads) 4 12.93% 3.78% 7.70% 9.58%
Trucking 35 44.06% 14.16% 16.76% 22.23%
Utility (General) 15 10.42% 4.05% 4.28% 6.10%
Utility (Water) 16 10.62% 14.35% 6.05% 8.19%
Total Market 7165 17.00% 13.90% 31.78% 13.05%
Total Market (without financials) 5649 17.81% 14.81% 37.77% 14.06%

EVA

Date updated: 5-Jan-23
To update this spreadsheet, enter the following Cost of Debt Lookup Table (based on std dev in stock prices)
Long Term Treasury bond rate = 3.88% Standard Deviation Default Spread
Risk Premium to Use for Equity = 5.94% 0 0.25 0.85%
Country Default Spread to use for debt = 0.00% 0.250001 0.5 1.62%
0.500001 0.65 2.00%
Do you want to use the marginal tax rate? Yes 0.650001 0.8 3.13%
Marginal tax rate = 25.00% 0.800001 0.9 5.26%
0.900001 1 7.37%
1.000001 10 11.57%
Industry Name Number of Firms Beta ROE Cost of Equity (ROE - COE) BV of Equity Equity EVA (US $ millions) ROIC Cost of Capital (ROIC - WACC) BV of Capital EVA (US $ millions) E/(D+E) Std Dev in Stock Cost of Debt Tax Rate After-tax Cost of Debt D/(D+E)
Advertising 58 1.63 13.57% 13.57% -0.01% $ 11,476.88 $ (0.59) 36.62% 10.73% 25.89% $ 11,694.87 $ 3,027.87 68.97% 52.72% 5.88% 6.39% 4.41% 31.03%
Aerospace/Defense 77 1.41 9.87% 12.28% -2.41% $ 147,015.92 $ (3,539.64) 15.25% 10.59% 4.65% $ 192,037.33 $ 8,939.33 79.33% 37.56% 5.50% 8.60% 4.13% 20.67%
Air Transport 21 1.42 -11.37% 12.29% -23.66% $ 28,765.63 $ (6,805.85) 3.08% 6.98% -3.90% $ 119,712.03 $ (4,670.86) 34.92% 37.73% 5.50% 10.47% 4.13% 65.08%
Apparel 39 1.32 13.52% 11.75% 1.77% $ 27,034.95 $ 479.54 20.57% 9.15% 11.41% $ 34,272.54 $ 3,911.19 65.98% 38.51% 5.50% 12.04% 4.13% 34.02%
Auto & Truck 31 1.54 15.68% 13.03% 2.65% $ 128,453.16 $ 3,398.88 6.46% 10.15% -3.69% $ 424,387.90 $ (15,654.73) 66.58% 52.61% 5.88% 3.00% 4.41% 33.42%
Auto Parts 37 1.47 7.03% 12.64% -5.60% $ 26,581.37 $ (1,488.99) 10.26% 10.09% 0.17% $ 43,845.33 $ 73.96 70.10% 39.52% 5.50% 9.30% 4.13% 29.90%
Bank (Money Center) 7 1.08 11.35% 10.30% 1.05% $ 904,585.70 $ 9,491.55 0.03% 5.68% -5.65% $ 1,198,613.66 $ (67,769.57) 31.61% 19.59% 4.73% 16.25% 3.55% 68.39%
Banks (Regional) 557 0.50 11.80% 6.88% 4.92% $ 572,447.10 $ 28,165.00 -0.04% 5.57% -5.61% $ 475,117.01 $ (26,644.74) 60.75% 16.76% 4.73% 18.84% 3.55% 39.25%
Beverage (Alcoholic) 23 1.01 5.28% 9.90% -4.61% $ 30,433.39 $ (1,403.72) 14.66% 8.82% 5.84% $ 34,807.64 $ 2,031.54 81.36% 49.87% 5.50% 9.39% 4.13% 18.64%
Beverage (Soft) 31 1.30 31.94% 11.62% 20.32% $ 71,537.20 $ 14,537.94 28.72% 10.63% 18.09% $ 97,667.15 $ 17,668.04 86.75% 41.72% 5.50% 6.42% 4.13% 13.25%
Broadcasting 26 1.32 20.76% 11.73% 9.03% $ 42,475.20 $ 3,833.62 13.52% 7.21% 6.31% $ 68,090.02 $ 4,296.40 40.51% 46.90% 5.50% 15.76% 4.13% 59.49%
Brokerage & Investment Banking 30 1.20 13.43% 11.04% 2.40% $ 286,024.00 $ 6,856.30 0.06% 6.42% -6.36% $ 909,659.64 $ (57,891.42) 33.21% 28.00% 5.50% 15.32% 4.13% 66.79%
Building Materials 45 1.28 32.73% 11.47% 21.26% $ 43,907.50 $ 9,335.50 34.60% 9.82% 24.78% $ 47,080.86 $ 11,664.96 77.56% 29.19% 5.50% 16.71% 4.13% 22.44%
Business & Consumer Services 164 1.17 12.85% 10.84% 2.02% $ 85,822.48 $ 1,729.46 23.99% 9.39% 14.60% $ 79,991.26 $ 11,680.15 78.45% 45.78% 5.50% 9.43% 4.13% 21.55%
Cable TV 10 1.26 12.14% 11.34% 0.80% $ 145,443.50 $ 1,166.30 12.13% 7.60% 4.52% $ 280,386.78 $ 12,679.45 48.25% 25.41% 5.50% 21.95% 4.13% 51.75%
Chemical (Basic) 38 1.25 34.78% 11.29% 23.49% $ 45,488.40 $ 10,684.88 25.38% 8.95% 16.42% $ 76,172.92 $ 12,511.00 67.43% 46.58% 5.50% 9.83% 4.13% 32.57%
Chemical (Diversified) 4 1.41 43.44% 12.27% 31.17% $ 5,201.28 $ 1,621.00 20.35% 9.27% 11.08% $ 10,120.72 $ 1,121.09 63.19% 39.49% 5.50% 12.02% 4.13% 36.81%
Chemical (Specialty) 76 1.28 11.43% 11.47% -0.04% $ 163,428.73 $ (63.02) 17.83% 9.89% 7.94% $ 177,924.76 $ 14,124.37 78.49% 42.32% 5.50% 10.75% 4.13% 21.51%
Coal & Related Energy 19 1.45 74.08% 12.51% 61.58% $ 3,395.11 $ 2,090.64 41.79% 11.06% 30.72% $ 6,428.48 $ 1,975.09 82.16% 61.96% 5.88% 2.28% 4.41% 17.84%
Computer Services 80 1.17 12.15% 10.84% 1.31% $ 63,086.38 $ 827.18 28.39% 9.19% 19.20% $ 69,433.99 $ 13,334.21 75.44% 47.78% 5.50% 6.47% 4.13% 24.56%
Computers/Peripherals 42 1.29 96.26% 11.55% 84.71% $ 111,103.61 $ 94,117.12 42.63% 10.90% 31.72% $ 301,920.28 $ 95,781.25 91.31% 48.73% 5.50% 9.13% 4.13% 8.69%
Construction Supplies 49 1.26 18.78% 11.39% 7.39% $ 75,176.48 $ 5,552.60 14.55% 9.71% 4.84% $ 121,078.04 $ 5,859.02 76.85% 35.11% 5.50% 10.52% 4.13% 23.15%
Diversified 23 1.04 0.82% 10.05% -9.22% $ 552,306.77 $ (50,934.38) 2.85% 9.06% -6.21% $ 576,661.87 $ (35,836.71) 82.48% 57.84% 5.88% 2.98% 4.41% 17.52%
Drugs (Biotechnology) 598 1.24 0.68% 11.26% -10.58% $ 197,260.06 $ (20,866.88) 6.49% 10.35% -3.85% $ 449,207.10 $ (17,309.69) 86.71% 58.41% 5.88% 0.94% 4.41% 13.29%
Drugs (Pharmaceutical) 281 1.27 24.54% 11.41% 13.13% $ 295,016.34 $ 38,730.43 19.58% 10.57% 9.01% $ 523,315.66 $ 47,154.62 88.02% 64.88% 5.88% 2.37% 4.41% 11.98%
Education 33 1.10 3.19% 10.42% -7.23% $ 16,177.60 $ (1,169.45) 6.77% 8.94% -2.17% $ 14,250.21 $ (309.18) 76.56% 41.81% 5.50% 7.10% 4.13% 23.44%
Electrical Equipment 110 1.59 13.20% 13.32% -0.12% $ 52,951.00 $ (63.29) 18.40% 11.68% 6.72% $ 53,616.48 $ 3,602.35 81.62% 58.55% 5.88% 4.47% 4.41% 18.38%
Electronics (Consumer & Office) 16 1.54 1.28% 13.02% -11.75% $ 3,089.26 $ (362.87) 5.46% 11.76% -6.30% $ 3,266.19 $ (205.78) 85.87% 39.56% 5.50% 3.98% 4.13% 14.13%
Electronics (General) 138 1.20 12.42% 11.02% 1.40% $ 69,565.52 $ 975.36 17.47% 9.92% 7.55% $ 74,745.58 $ 5,643.57 84.16% 44.94% 5.50% 6.29% 4.13% 15.84%
Engineering/Construction 43 1.20 7.50% 10.99% -3.49% $ 34,138.68 $ (1,192.46) 13.83% 9.34% 4.49% $ 34,854.00 $ 1,566.23 75.99% 35.17% 5.50% 13.30% 4.13% 24.01%
Entertainment 110 1.45 1.18% 12.49% -11.31% $ 161,160.82 $ (18,228.19) 11.23% 10.47% 0.76% $ 144,774.26 $ 1,101.86 75.03% 57.81% 5.88% 3.45% 4.41% 24.97%
Environmental & Waste Services 62 1.02 16.47% 9.91% 6.56% $ 28,169.48 $ 1,848.68 28.32% 8.73% 19.59% $ 27,327.66 $ 5,352.98 79.66% 48.09% 5.50% 5.42% 4.13% 20.34%
Farming/Agriculture 39 1.14 23.65% 10.65% 12.99% $ 60,644.14 $ 7,880.54 15.17% 9.07% 6.10% $ 123,591.67 $ 7,537.72 74.70% 54.43% 5.88% 6.64% 4.41% 25.30%
Financial Svcs. (Non-bank & Insurance) 223 0.89 48.08% 9.14% 38.93% $ 198,384.93 $ 77,238.91 0.65% 4.58% -3.93% $ 7,681,215.48 $ (301,522.04) 9.05% 27.15% 5.50% 14.61% 4.13% 90.95%
Food Processing 92 0.92 11.54% 9.33% 2.21% $ 170,406.96 $ 3,763.99 18.60% 8.16% 10.43% $ 164,357.35 $ 17,150.63 77.60% 34.23% 5.50% 7.74% 4.13% 22.40%
Food Wholesalers 14 1.12 18.98% 10.55% 8.43% $ 12,344.02 $ 1,040.53 15.54% 8.52% 7.01% $ 25,487.51 $ 1,787.03 68.42% 32.42% 5.50% 11.94% 4.13% 31.58%
Furn/Home Furnishings 32 1.27 5.45% 11.43% -5.98% $ 21,497.90 $ (1,286.15) 15.24% 8.81% 6.43% $ 26,383.72 $ 1,695.85 64.13% 41.91% 5.50% 12.67% 4.13% 35.87%
Green & Renewable Energy 19 1.60 18.27% 13.39% 4.88% $ 6,327.36 $ 308.64 4.68% 8.93% -4.25% $ 31,657.31 $ (1,346.37) 45.23% 67.60% 7.01% 6.73% 5.26% 54.77%
Healthcare Products 254 1.16 7.09% 10.78% -3.69% $ 200,828.39 $ (7,415.86) 15.88% 10.07% 5.81% $ 196,753.64 $ 11,426.48 88.81% 50.94% 5.88% 3.70% 4.41% 11.19%
Healthcare Support Services 131 1.16 12.34% 10.77% 1.56% $ 332,580.25 $ 5,204.25 33.79% 9.50% 24.28% $ 226,461.69 $ 54,992.25 80.90% 47.79% 5.50% 6.74% 4.13% 19.10%
Heathcare Information and Technology 138 1.47 -0.29% 12.62% -12.91% $ 184,016.13 $ (23,754.02) 19.10% 11.60% 7.50% $ 142,472.22 $ 10,691.49 87.56% 53.87% 5.88% 4.30% 4.41% 12.44%
Homebuilding 32 1.50 30.75% 12.80% 17.94% $ 81,261.99 $ 14,581.98 28.17% 10.68% 17.49% $ 97,983.40 $ 17,138.33 75.57% 33.33% 5.50% 17.81% 4.13% 24.43%
Hospitals/Healthcare Facilities 34 1.17 49.04% 10.85% 38.18% $ 14,274.66 $ 5,450.65 20.45% 7.85% 12.60% $ 67,770.15 $ 8,540.02 53.41% 51.19% 5.88% 9.56% 4.41% 46.59%
Hotel/Gaming 69 1.46 2.53% 12.55% -10.02% $ 63,434.53 $ (6,356.34) 2.34% 9.18% -6.85% $ 225,362.11 $ (15,427.19) 60.03% 38.05% 5.50% 8.14% 4.13% 39.97%
Household Products 127 1.16 33.18% 10.74% 22.44% $ 68,287.51 $ 15,322.53 34.92% 9.89% 25.03% $ 92,180.49 $ 23,069.32 86.56% 56.83% 5.88% 6.73% 4.41% 13.44%
Information Services 73 1.40 17.74% 12.22% 5.52% $ 210,310.25 $ 11,605.62 32.89% 11.29% 21.60% $ 148,288.63 $ 32,026.27 88.45% 45.11% 5.50% 12.45% 4.13% 11.55%
Insurance (General) 21 1.23 17.43% 11.17% 6.26% $ 115,880.14 $ 7,250.55 19.31% 9.53% 9.78% $ 134,930.82 $ 13,196.79 76.63% 43.76% 5.50% 10.26% 4.13% 23.37%
Insurance (Life) 27 0.94 5.58% 9.46% -3.88% $ 274,346.20 $ (10,646.27) 4.83% 6.90% -2.07% $ 388,309.77 $ (8,035.23) 51.97% 28.89% 5.50% 11.41% 4.13% 48.03%
Insurance (Prop/Cas.) 51 0.80 5.71% 8.65% -2.94% $ 189,242.12 $ (5,567.02) 7.08% 7.85% -0.78% $ 217,834.94 $ (1,689.22) 82.33% 27.67% 5.50% 10.92% 4.13% 17.67%
Investments & Asset Management 600 0.62 17.17% 7.58% 9.58% $ 206,084.10 $ 19,745.49 9.16% 6.47% 2.70% $ 270,436.98 $ 7,292.42 72.28% 9.91% 4.73% 4.01% 3.55% 27.72%
Machinery 116 1.22 15.49% 11.16% 4.33% $ 98,741.00 $ 4,276.53 27.44% 9.94% 17.50% $ 83,166.65 $ 14,552.55 82.75% 32.36% 5.50% 10.37% 4.13% 17.25%
Metals & Mining 68 1.29 21.10% 11.54% 9.55% $ 30,405.94 $ 2,905.19 34.72% 10.43% 24.30% $ 41,919.41 $ 10,184.82 82.27% 70.06% 7.01% 4.15% 5.26% 17.73%
Office Equipment & Services 16 1.18 7.96% 10.87% -2.91% $ 5,943.66 $ (173.06) 12.19% 8.17% 4.02% $ 8,406.80 $ 338.05 59.95% 35.22% 5.50% 19.53% 4.13% 40.05%
Oil/Gas (Integrated) 4 0.98 32.42% 9.69% 22.73% $ 305,711.50 $ 69,487.27 22.37% 9.11% 13.26% $ 436,910.19 $ 57,928.47 89.68% 30.55% 5.50% 14.22% 4.13% 10.32%
Oil/Gas (Production and Exploration) 174 1.26 47.00% 11.35% 35.65% $ 185,007.64 $ 65,956.99 39.82% 10.19% 29.64% $ 285,676.19 $ 84,662.23 83.28% 56.98% 5.88% 4.60% 4.41% 16.72%
Oil/Gas Distribution 23 0.99 4.09% 9.77% -5.67% $ 65,550.10 $ (3,719.87) 7.18% 7.42% -0.24% $ 181,401.86 $ (439.02) 58.34% 33.55% 5.50% 6.90% 4.13% 41.66%
Oilfield Svcs/Equip. 101 1.38 30.82% 12.05% 18.77% $ 135,166.37 $ 25,374.24 28.09% 10.10% 17.99% $ 193,720.97 $ 34,848.75 75.41% 46.90% 5.50% 7.07% 4.13% 24.59%
Packaging & Container 25 0.95 19.75% 9.54% 10.21% $ 48,067.88 $ 4,906.85 16.04% 7.25% 8.79% $ 80,227.59 $ 7,055.46 61.74% 24.43% 4.73% 14.66% 3.55% 38.26%
Paper/Forest Products 7 1.38 46.83% 12.10% 34.73% $ 2,681.60 $ 931.36 42.83% 9.66% 33.17% $ 4,649.05 $ 1,541.99 69.51% 42.84% 5.50% 12.76% 4.13% 30.49%
Power 48 0.73 9.39% 8.19% 1.20% $ 373,739.10 $ 4,497.20 6.04% 6.17% -0.12% $ 871,388.83 $ (1,080.71) 56.45% 17.18% 4.73% 12.30% 3.55% 43.55%
Precious Metals 74 1.23 3.66% 11.21% -7.55% $ 33,104.04 $ (2,498.36) 5.28% 10.37% -5.09% $ 32,605.36 $ (1,659.72) 85.97% 72.54% 7.01% 2.87% 5.26% 14.03%
Publishing & Newspapers 20 1.11 5.15% 10.50% -5.36% $ 15,135.60 $ (810.77) 15.25% 8.61% 6.64% $ 12,858.73 $ 854.15 70.34% 30.92% 5.50% 9.67% 4.13% 29.66%
R.E.I.T. 223 1.06 8.85% 10.20% -1.34% $ 540,709.26 $ (7,264.38) 3.29% 7.30% -4.01% $ 1,371,721.43 $ (54,938.41) 56.39% 21.54% 4.73% 3.38% 3.55% 43.61%
Real Estate (Development) 18 1.52 10.51% 12.89% -2.37% $ 5,125.06 $ (121.72) 6.12% 8.40% -2.27% $ 9,546.09 $ (217.12) 47.05% 51.25% 5.88% 6.66% 4.41% 52.95%
Real Estate (General/Diversified) 12 0.79 6.68% 8.57% -1.89% $ 2,168.50 $ (40.99) 6.51% 7.31% -0.79% $ 2,959.73 $ (23.46) 71.52% 28.66% 5.50% 9.37% 4.13% 28.48%
Real Estate (Operations & Services) 60 1.35 -3.58% 11.87% -15.45% $ 23,210.09 $ (3,585.70) 1.08% 7.83% -6.75% $ 69,643.88 $ (4,701.95) 47.79% 44.43% 5.50% 5.47% 4.13% 52.21%
Recreation 57 1.42 3.95% 12.30% -8.35% $ 19,853.61 $ (1,657.87) 12.25% 9.50% 2.75% $ 37,930.91 $ 1,043.84 65.76% 42.13% 5.50% 9.49% 4.13% 34.24%
Reinsurance 1 0.83 4.46% 8.81% -4.34% $ 12,885.00 $ (559.62) 5.25% 7.17% -1.92% $ 13,420.89 $ (257.51) 68.92% 19.37% 4.73% 6.48% 3.55% 31.08%
Restaurant/Dining 70 1.41 NA 12.26% NA $ (10,236.89) NA 18.38% 10.34% 8.04% $ 93,555.35 $ 7,522.67 76.47% 41.15% 5.50% 8.54% 4.13% 23.53%
Retail (Automotive) 30 1.52 43.25% 12.91% 30.34% $ 25,489.48 $ 7,734.56 15.60% 9.70% 5.90% $ 83,881.78 $ 4,947.94 63.50% 35.71% 5.50% 15.84% 4.13% 36.50%
Retail (Building Supply) 15 1.79 0.48% 14.51% -14.03% $ 5,617.51 $ (788.16) 50.28% 12.69% 37.59% $ 67,881.32 $ 25,519.46 82.50% 37.55% 5.50% 13.39% 4.13% 17.50%
Retail (Distributors) 69 1.28 27.37% 11.45% 15.92% $ 52,824.44 $ 8,409.37 21.34% 9.38% 11.97% $ 95,515.72 $ 11,429.14 71.65% 37.08% 5.50% 13.59% 4.13% 28.35%
Retail (General) 15 1.36 18.29% 11.98% 6.31% $ 142,331.60 $ 8,984.85 17.89% 10.67% 7.22% $ 200,665.29 $ 14,481.74 83.35% 31.53% 5.50% 21.26% 4.13% 16.65%
Retail (Grocery and Food) 13 0.67 27.98% 7.85% 20.13% $ 18,278.75 $ 3,679.48 12.77% 6.37% 6.40% $ 49,733.90 $ 3,181.82 60.31% 28.26% 5.50% 16.45% 4.13% 39.69%
Retail (Online) 63 1.49 2.54% 12.71% -10.17% $ 145,079.96 $ (14,756.27) 5.09% 11.38% -6.28% $ 431,084.21 $ (27,087.65) 83.91% 59.41% 5.88% 4.09% 4.41% 16.09%
Retail (Special Lines) 78 1.48 24.16% 12.64% 11.52% $ 72,617.04 $ 8,367.13 15.72% 10.25% 5.47% $ 141,098.31 $ 7,718.01 71.86% 38.59% 5.50% 15.02% 4.13% 28.14%
Rubber& Tires 3 0.84 19.81% 8.86% 10.95% $ 4,362.10 $ 477.74 9.62% 5.22% 4.39% $ 12,906.35 $ 566.93 23.24% 39.79% 5.50% 0.00% 4.13% 76.76%
Semiconductor 68 1.61 22.77% 13.43% 9.34% $ 319,778.35 $ 29,855.72 18.52% 12.49% 6.03% $ 443,504.04 $ 26,739.73 89.88% 38.40% 5.50% 8.18% 4.13% 10.12%
Semiconductor Equip 30 1.76 46.52% 14.32% 32.20% $ 39,108.90 $ 12,592.48 38.17% 13.24% 24.92% $ 54,069.16 $ 13,475.89 89.46% 41.57% 5.50% 10.94% 4.13% 10.54%
Shipbuilding & Marine 8 0.94 35.29% 9.49% 25.80% $ 5,870.50 $ 1,514.84 28.79% 7.98% 20.81% $ 8,242.54 $ 1,715.28 71.93% 41.16% 5.50% 6.23% 4.13% 28.07%
Shoe 13 1.33 36.28% 11.77% 24.52% $ 21,218.30 $ 5,202.05 33.42% 11.13% 22.29% $ 23,646.19 $ 5,270.58 91.73% 39.37% 5.50% 10.70% 4.13% 8.27%
Software (Entertainment) 91 1.36 22.77% 11.98% 10.79% $ 402,472.17 $ 43,413.47 21.87% 11.63% 10.24% $ 560,793.97 $ 57,423.05 95.42% 58.71% 5.88% 3.82% 4.41% 4.58%
Software (Internet) 33 1.55 -15.73% 13.09% -28.83% $ 32,921.95 $ (9,489.95) -1.03% 11.79% -12.82% $ 40,831.97 $ (5,233.27) 84.99% 55.24% 5.88% 2.37% 4.41% 15.01%
Software (System & Application) 390 1.47 19.68% 12.61% 7.07% $ 362,068.72 $ 25,608.48 22.47% 11.91% 10.56% $ 508,660.84 $ 53,727.20 91.44% 52.11% 5.88% 3.40% 4.41% 8.56%
Steel 28 1.34 53.75% 11.85% 41.89% $ 47,617.60 $ 19,948.78 48.63% 10.14% 38.50% $ 60,577.99 $ 23,320.05 77.76% 38.30% 5.50% 14.95% 4.13% 22.24%
Telecom (Wireless) 16 1.03 2.97% 10.00% -7.03% $ 78,134.03 $ (5,495.31) 6.15% 7.80% -1.65% $ 175,092.23 $ (2,880.69) 60.55% 51.92% 5.88% 3.83% 4.41% 39.45%
Telecom. Equipment 79 1.23 20.13% 11.20% 8.92% $ 69,885.91 $ 6,236.91 25.99% 10.46% 15.52% $ 74,667.19 $ 11,590.01 89.54% 41.35% 5.50% 4.06% 4.13% 10.46%
Telecom. Services 49 0.88 15.76% 9.12% 6.64% $ 263,417.69 $ 17,483.87 12.38% 6.57% 5.80% $ 489,564.48 $ 28,409.81 45.93% 55.37% 5.88% 6.54% 4.41% 54.07%
Tobacco 15 2.00 NA 15.76% ERROR:#VALUE! $ (10,621.19) ERROR:#VALUE! 70.88% 13.51% 57.37% $ 32,491.94 $ 18,641.97 80.61% 44.06% 5.50% 9.83% 4.13% 19.39%
Transportation 18 1.06 36.78% 10.17% 26.62% $ 50,467.81 $ 13,432.33 24.20% 8.79% 15.41% $ 86,114.38 $ 13,266.63 77.21% 28.05% 5.50% 16.39% 4.13% 22.79%
Transportation (Railroads) 4 1.11 33.56% 10.46% 23.09% $ 42,493.40 $ 9,813.77 16.94% 8.97% 7.97% $ 101,261.08 $ 8,066.69 78.46% 16.34% 4.73% 16.57% 3.55% 21.54%
Trucking 35 1.55 4.05% 13.06% -9.00% $ 50,536.03 $ (4,550.48) 13.53% 10.33% 3.20% $ 95,444.84 $ 3,051.38 69.49% 41.17% 5.50% 14.79% 4.13% 30.51%
Utility (General) 15 0.64 11.24% 7.65% 3.59% $ 145,726.60 $ 5,229.24 5.82% 5.90% -0.08% $ 347,021.96 $ (291.50) 57.41% 14.97% 4.73% 13.20% 3.55% 42.59%
Utility (Water) 16 1.15 16.47% 10.73% 5.75% $ 15,652.03 $ 899.89 9.13% 8.73% 0.40% $ 32,002.00 $ 128.43 69.74% 27.96% 5.50% 8.45% 4.13% 30.26%
Total Market 7165 1.16 16.47% 10.75% 5.72% $ 11,135,189.80 $ 636,990.14 9.13% 8.44% 0.69% $ 24,992,403.64 $ 171,479.01 65.14% 41.37% 5.50% 7.52% 4.13% 34.86%
Total Market (without financials) 5649 1.29 17.27% 11.56% 5.71% $ 8,388,195.51 $ 479,218.30 15.79% 10.01% 5.78% $ 13,716,285.34 $ 793,203.31 79.11% 47.98% 5.50% 6.38% 4.13% 20.89%