Standard
Deviations by SectorData Used: Value Line database, of 7364 firms
Date of Analysis: Data used is as of January 2008
can be obtained by clicking here
on
which companies are included in each industry
| Industry Name | Number of Firms | Std Deviation in Equity | Std Deviation in Firm Value | E/(D+E) | D/(D+E) |
| Advertising | 40 | 93.79% | 68.48% | 71.03% | 28.97% |
| Aerospace/Defense | 69 | 42.67% | 36.95% | 86.07% | 13.93% |
| Air Transport | 49 | 41.21% | 28.85% | 67.50% | 32.50% |
| Apparel | 57 | 66.77% | 56.19% | 83.44% | 16.56% |
| Auto & Truck | 28 | 28.35% | 16.17% | 50.46% | 49.54% |
| Auto Parts | 56 | 53.41% | 37.69% | 68.15% | 31.85% |
| Bank | 504 | 24.47% | 17.72% | 70.34% | 29.66% |
| Bank (Canadian) | 8 | 14.51% | 13.72% | 94.42% | 5.58% |
| Bank (Midwest) | 38 | 18.18% | 13.36% | 71.53% | 28.47% |
| Beverage | 44 | 52.03% | 46.85% | 89.70% | 10.30% |
| Biotechnology | 103 | 72.36% | 66.51% | 91.66% | 8.34% |
| Building Materials | 49 | 56.45% | 44.31% | 77.23% | 22.77% |
| Cable TV | 23 | 46.29% | 30.54% | 62.56% | 37.44% |
| Canadian Energy | 13 | 27.90% | 24.07% | 85.71% | 14.29% |
| Chemical (Basic) | 19 | 64.99% | 56.56% | 86.51% | 13.49% |
| Chemical (Diversified) | 37 | 33.99% | 30.02% | 87.88% | 12.12% |
| Chemical (Specialty) | 90 | 52.19% | 44.58% | 84.80% | 15.20% |
| Coal | 18 | 41.81% | 36.82% | 87.63% | 12.37% |
| Computer Software/Svcs | 376 | 96.12% | 93.00% | 96.68% | 3.32% |
| Computers/Peripherals | 144 | 82.49% | 78.11% | 94.55% | 5.45% |
| Diversified Co. | 107 | 43.83% | 38.03% | 86.24% | 13.76% |
| Drug | 368 | 85.41% | 79.41% | 92.77% | 7.23% |
| E-Commerce | 56 | 76.02% | 73.60% | 96.74% | 3.26% |
| Educational Services | 39 | 50.83% | 50.16% | 98.66% | 1.34% |
| Electric Util. (Central) | 25 | 18.40% | 11.47% | 57.90% | 42.10% |
| Electric Utility (East) | 27 | 19.07% | 13.49% | 68.35% | 31.65% |
| Electric Utility (West) | 17 | 15.80% | 10.40% | 62.38% | 37.62% |
| Electrical Equipment | 86 | 59.10% | 35.70% | 55.29% | 44.71% |
| Electronics | 179 | 80.61% | 70.97% | 87.59% | 12.41% |
| Entertainment | 93 | 98.22% | 73.32% | 72.90% | 27.10% |
| Entertainment Tech | 38 | 52.14% | 50.76% | 97.29% | 2.71% |
| Environmental | 89 | 90.86% | 64.62% | 68.81% | 31.19% |
| Financial Svcs. (Div.) | 294 | 48.82% | 23.57% | 34.07% | 65.93% |
| Food Processing | 123 | 38.83% | 33.14% | 84.72% | 15.28% |
| Food Wholesalers | 19 | 47.08% | 32.94% | 67.43% | 32.57% |
| Foreign Electronics | 10 | 20.69% | 17.27% | 82.70% | 17.30% |
| Furn/Home Furnishings | 39 | 41.33% | 32.01% | 76.08% | 23.92% |
| Grocery | 15 | 28.91% | 22.58% | 76.80% | 23.20% |
| Healthcare Information | 38 | 47.09% | 41.97% | 88.73% | 11.27% |
| Heavy Construction | 12 | 43.26% | 41.79% | 96.53% | 3.47% |
| Home Appliance | 11 | 28.66% | 23.79% | 82.20% | 17.80% |
| Homebuilding | 36 | 40.57% | 21.44% | 43.70% | 56.30% |
| Hotel/Gaming | 75 | 66.57% | 50.21% | 73.79% | 26.21% |
| Household Products | 28 | 43.77% | 37.62% | 85.38% | 14.62% |
| Human Resources | 35 | 53.99% | 50.32% | 93.01% | 6.99% |
| Industrial Services | 196 | 71.93% | 58.77% | 80.78% | 19.22% |
| Information Services | 38 | 33.76% | 30.77% | 90.86% | 9.14% |
| Insurance (Life) | 40 | 42.35% | 39.17% | 92.27% | 7.73% |
| Insurance (Prop/Cas.) | 87 | 26.89% | 26.58% | 98.80% | 1.20% |
| Internet | 266 | 92.64% | 91.00% | 98.20% | 1.80% |
| Investment Co. | 18 | 13.96% | 13.89% | 99.46% | 0.54% |
| Investment Co.(Foreign) | 15 | 23.12% | 23.12% | 100.00% | 0.00% |
| Machinery | 126 | 45.67% | 37.33% | 80.82% | 19.18% |
| Manuf. Housing/RV | 18 | 43.47% | 38.25% | 87.53% | 12.47% |
| Maritime | 52 | 26.20% | 18.09% | 66.36% | 33.64% |
| Medical Services | 178 | 65.30% | 55.24% | 83.91% | 16.09% |
| Medical Supplies | 274 | 71.34% | 66.18% | 92.56% | 7.44% |
| Metal Fabricating | 37 | 53.39% | 48.62% | 90.77% | 9.23% |
| Metals & Mining (Div.) | 78 | 87.77% | 82.51% | 93.84% | 6.16% |
| Natural Gas (Div.) | 31 | 29.43% | 23.01% | 76.90% | 23.10% |
| Natural Gas Utility | 26 | 31.45% | 20.14% | 60.12% | 39.88% |
| Newspaper | 18 | 27.94% | 19.37% | 66.65% | 33.35% |
| Office Equip/Supplies | 25 | 38.54% | 29.70% | 75.64% | 24.36% |
| Oil/Gas Distribution | 15 | 17.26% | 12.71% | 71.71% | 28.29% |
| Oilfield Svcs/Equip. | 113 | 44.27% | 39.94% | 89.88% | 10.12% |
| Packaging & Container | 35 | 43.46% | 29.73% | 65.58% | 34.42% |
| Paper/Forest Products | 39 | 36.74% | 26.82% | 71.00% | 29.00% |
| Petroleum (Integrated) | 26 | 35.52% | 32.97% | 92.62% | 7.38% |
| Petroleum (Producing) | 186 | 64.45% | 54.56% | 83.97% | 16.03% |
| Pharmacy Services | 19 | 34.38% | 31.41% | 91.08% | 8.92% |
| Power | 58 | 94.92% | 85.13% | 89.32% | 10.68% |
| Precious Metals | 84 | 65.41% | 61.15% | 93.29% | 6.71% |
| Precision Instrument | 103 | 99.31% | 90.25% | 90.58% | 9.42% |
| Property Management | 12 | 22.35% | 13.20% | 53.43% | 46.57% |
| Publishing | 40 | 42.89% | 32.62% | 74.49% | 25.51% |
| R.E.I.T. | 147 | 27.38% | 20.03% | 71.18% | 28.82% |
| Railroad | 16 | 31.95% | 25.68% | 79.33% | 20.67% |
| Recreation | 73 | 48.17% | 38.14% | 78.00% | 22.00% |
| Reinsurance | 11 | 20.75% | 19.53% | 93.94% | 6.06% |
| Restaurant | 75 | 47.71% | 41.94% | 87.46% | 12.54% |
| Retail (Special Lines) | 164 | 46.60% | 41.64% | 88.98% | 11.02% |
| Retail Automotive | 16 | 27.92% | 20.22% | 70.35% | 29.65% |
| Retail Building Supply | 9 | 25.89% | 21.86% | 83.76% | 16.24% |
| Retail Store | 42 | 44.82% | 38.48% | 85.26% | 14.74% |
| Securities Brokerage | 31 | 42.27% | 22.61% | 44.81% | 55.19% |
| Semiconductor | 138 | 63.57% | 60.88% | 95.67% | 4.33% |
| Semiconductor Equip | 16 | 37.16% | 34.21% | 91.82% | 8.18% |
| Shoe | 20 | 37.82% | 36.87% | 97.44% | 2.56% |
| Steel (General) | 26 | 37.43% | 33.84% | 90.08% | 9.92% |
| Steel (Integrated) | 14 | 64.44% | 54.63% | 84.10% | 15.90% |
| Telecom. Equipment | 124 | 75.79% | 71.93% | 94.78% | 5.22% |
| Telecom. Services | 152 | 73.68% | 56.22% | 74.79% | 25.21% |
| Thrift | 234 | 23.92% | 19.21% | 79.24% | 20.76% |
| Tobacco | 11 | 74.35% | 69.28% | 92.99% | 7.01% |
| Toiletries/Cosmetics | 21 | 37.37% | 32.36% | 86.04% | 13.96% |
| Trucking | 32 | 35.04% | 24.45% | 67.21% | 32.79% |
| Utility (Foreign) | 6 | 22.63% | 21.97% | 97.00% | 3.00% |
| Water Utility | 16 | 33.61% | 23.18% | 66.25% | 33.75% |
| Wireless Networking | 74 | 67.14% | 59.15% | 87.65% | 12.35% |
| Market | 7364 | 57.01% | 46.14% | 79.93% | 20.07% |