Date updated: 1/5/2024\

Created by: Aswath Damodaran, adamodar@stern.nyu.edu

What is this data?
Home Page:
Data website:
Companies in each industry:
Variable definitions:
Risk & Liquidity Measures by Market Cap Decile (firms with market cap >$10 mi
http://www.damodaran.com
https://pages.stern.nyu.edu/~adamodar/New_Home_Page/data.html
https://pages.stern.nyu.edu/~adamodar/pc/datasets/indname.xls
https://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/variable.ht

Market Cap in millions of US$ Number of firms Aggregate Market Cap

Bottom decile 490 $8,162.10
2nd decile 492 $18,369.50
3rd decile 495 $37,122.70
4th decile 492 $70,953.00
5th decile 493 $147,563.80
6th decile 492 $318,407.30
7th decile 492 $699,599.10
8th decile 493 $1,525,874.10
9th decile 492 $3,736,071.20
Top decile 493 $42,590,578.90
Market 4,924 $49,152,701.70
du
ile (firms with market cap >$10 million)

w_Home_Page/data.html
datasets/indname.xls
w_Home_Page/datafile/variable.htm

Cash/Firm Value Annual trading volume/Shrs outstanding

5.12% 0.42
8.28% 0.42
7.41% 0.42
8.43% 0.42
8.97% 0.42
7.74% 0.42
6.12% 0.42
4.66% 0.42
3.46% 0.42
2.75% 0.42
3.99% 0.42
US

Market Debt to capital ratio (median) Median Beta

6.41% 0.64
9.91% 0.54
6.50% 0.39
10.99% 0.61
19.24% 0.91
23.31% 1.05
25.38% 1.17
21.29% 1.14
22.80% 1.15
16.80% 1.05
14.57% 0.95
Correlation with market (median) Standard deviation in stock price (median)
13.04% 58.50%
15.81% 44.12%
15.49% 34.59%
20.25% 34.83%
32.86% 36.37%
38.73% 32.50%
45.61% 29.62%
50.00% 26.47%
54.50% 23.21%
59.67% 19.96%
27.75% 32.83%
Total Beta HiL0 Risk Measure (Hi- lo)/ (Hi+Lo) (median)
4.95 0.6226
3.43 0.4815
2.54 0.3021
3.03 0.3654
2.76 0.3680
2.72 0.3363
2.55 0.3061
2.27 0.2712
2.12 0.2406
1.76 0.1939
3.41 0.3977
Interest Coverage Ratio
NA
NA
NA
NA
NA
NA
0.27
1.63
2.78
9.32
6.35