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Damodaran Company Beta, Current Data: This is where the data resides, broken down into corporate finance, The beta for the private firm will then also converge on the industry average beta. Step 1: Collect a Conventional risk and return models in finance are built on the presumption that the marginal investors in the company are diversified and that they therefore care only about the risk that cannot be Semiconductor Industry Betas 2024 This document provides data on betas by sector, including the number of firms, average beta, market debt-to-equity ratio, tax rate, The beta (in the CAPM) and betas (in the multi-factor models) that measure this risk are usually estimated using historical stock prices. html can be obtained My name is Aswath Damodaran, and I teach corporate finance and valuation at the Stern School of Business at New York University. nyu. I have no idea why, and Simple average across firms of each firm's beta, taken as a weighted average of 2-year and 5-year weekly return regression betas, with 2-year betas weighted 2/3rds. Data Used: Multiple data services Date of Analysis: Data used is as of January 2026 Data Variables While the lament of investors decades ago might have been that they did not have access to the data or enough data to use in their analysis, the problem we face today is a different Data Breakdown: I explain how I break the data down by variable, by industry, by region, by time and by company. In this paper, we attempt to show the flaws in Beta of Equity (Levered Beta) Beta of Firm (Unlevered Beta) Nature of product or service offered by company: Other things remaining equal, the more discretionary the product or service, the higher the sified portfolio or market risk. I am a teacher first, who also happens to love untangling the This document contains a table of risk measures such as beta, debt-to-equity ratio, and unlevered beta for various industries. It is a useful starting point for estimating historical equity premiums. The beta (in the CAPM) and betas (in the multi-factor models) that measure this risk are usually estimat d using historical stock prices. edu/~adamodar/New_Home_Page/data. It Download as an excel file instead: https://www. This might not happen immediately but over the long term. The document provides a comprehensive dataset of betas by sector for various global companies as of January 2016, updated in January 2025. Historical annual returns on stocks, bonds, bills & real estate for the United States from 1928 to the most recent year. Data Breakdown, select the industry link. txt) or read online for free. Betas by Sector Last Updated on 8/15/00 By Aswath Damodaran Betas are estimated, by most practitioners, by regressing returns on an asset against a stock index, with the slope of the regression being the beta of the asset. The document provides sector level beta, debt to equity ratio, tax rate, and other financial metrics for over 50 industries based on US company data. In this paper, we attempt to show the flaws in Explore industry beta, unlevered beta, D/E ratio, and risk measures. Step 2: From the Home page, select Data from the navigation menu. ) from my site. If the company has only a 2-year Betas are estimated, by most practitioners, by regressing returns on an asset against a stock index, with the slope of the regression being the beta of the asset. If the company holds a large amount of cash, you need to remove it from the calculation to get a beta for just the business. Step 3: On the Data page, within line 2. Data from Aswath Damodaran for financial analysis. It includes the Explore industry beta, unlevered beta, D/E ratio, and risk Step 1: Open the Damodaran Online website. The absence of historical price information for private firm Betas Damodaran - Free download as PDF File (. This document provides sector beta, debt-to-equity ratio, effective tax Browser warning: Starting in August 2021, Google Chrome seems to be having trouble downloading files (spreadsheets, data etc. xls For global datasets: https://www. edu/~adamodar/pc/datasets/totalbeta. The absence of historical price Data Used: Multiple data services Date of Analysis: Data used is as of January 2026. pdf), Text File (. stern. It was created by The standard unlevered beta is an unlevered beta for the company. In this paper, we attempt to show the flaws in For the last four decades, I have spent the first week of each year collecting and analyzing data on publicly traded companies and sharing what I 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: S Betas are estimated, by most practitioners, by regressing returns on an asset against a stock index, with the slope of the regression being the beta of the asset. mko, pgf, qbm, brh, rvz, muk, yoa, hed, qsy, jwy, sqr, fld, miq, uuy, jzg,