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List of US Stock Betas for Large-Cap Stocks

We provide two stock beta estimates for nearly 100 US large-cap stocks. The first is a long-term average over 250 weeks. The second and more novel beta estimate is a time-varying beta which reflects recent market conditions and stock price behavior.

Changes over time in the characteristics of a company which affect the way the its stock price covaries with the overall market become reflected in the time-varying beta estimates.

In many cases, the long-term average and time-varying betas are similar. In other cases, they can be quite different. Current estimates for financial sector stocks, for example, show substantially greater covariance with the market than long-term beta estimates would suggest.

We update this report at the end of each week. Sign up to receive Update Notifications.

Stock Beta Estimates as of 03/05/2010

TickerCompanyBeta Estimate
(long-term average)		Beta Estimate
(current time-varying estimate)
AA Alcoa Inc 1.99 2.05
AAPL Apple Inc 1.22 1.16
ABT Abbott Laboratories 0.32 0.32
AEP American Electric Power 0.68 0.71
ALL Allstate Corporation 1.34 1.34
AMGN Amgen Inc 0.43 0.43
AMZN Amazon.Com Inc 1.15 1.06
AVP Avon Products Inc 1.14 1.15
AXP American Express Co 1.55 1.68
BA Boeing Co 1.12 1.11
BAC Bank Of America Corp 2.12 2.24
BAX Baxter International Inc 0.39 0.34
BHI Baker Hughes Inc 1.38 1.43
BK The Bank of New York Mellon Corporation 1.28 1.28
BMY Bristol-Myers Squibb Co 0.58 0.57
BRKB Berkshire Hathaway Cl B 0.71 0.71
C Citigroup 2.67 1.04
CAT Caterpillar Inc 1.52 1.61
CL Colgate-Palmolive Co 0.53 0.47
CMCSA Comcast Corp Cl A 1.07 1.10
COF Capital One Financial Cp 1.74 1.84
COP ConocoPhillips 1.14 1.04
COST Costco Wholesale Corp 0.67 0.59
CPB Campbell Soup Co 0.44 0.46
CSCO Cisco Systems Inc 1.06 1.10
CVS Cvs Caremark Corp 0.85 0.85
CVX Chevron Corp 0.92 0.92
DD E. I. du Pont de Nemours and Co 1.38 1.39
DELL Dell Inc 0.98 0.98
DIS The Walt Disney Company 1.12 1.29
DOW Dow Chemical Co 1.46 2.25
DVN Devon Energy Corp 1.29 1.44
EMC Emc Corp 0.91 0.91
ETR Entergy Corp 0.67 0.66
EXC Exelon Corporation 0.81 0.82
F Ford Motor Co 1.67 1.66
FCX Freeport Mcmoran C&G B 1.96 2.04
FDX Fedex Corp 1.17 1.35
GD General Dynamics Corp 0.99 0.99
GE General Electric Co 1.21 1.22
GILD Gilead Sciences Inc 0.57 0.53
GOOG Google 0.90 0.90
GS Goldman Sachs Group Inc 1.42 1.38
HAL Halliburton Co 1.36 1.47
HD Home Depot Inc 1.02 0.99
HNZ H.J. Heinz Co 0.64 0.60
HON Honeywell International 1.23 1.28
HPQ Hewlett-Packard Co 1.18 1.09
IBM International Business Machines Corporation 0.89 0.86
INTC Intel Corp 1.17 1.13
JNJ Johnson & Johnson 0.45 0.52
JPM JPMorgan Chase and Co 1.54 1.60
KFT Kraft Foods Inc 0.58 0.48
KO Coca-Cola Co 0.53 0.53
LMT Lockheed Martin Corp 0.87 0.74
LOW Lowe's Companies Inc 1.19 1.21
MCD McDonalds Corp 0.52 0.36
MDT Medtronic Inc 0.72 0.72
MET Metlife Inc 2.14 1.74
MMM 3M Company 0.67 0.73
MO Altria Group Inc 0.42 0.41
MON Monsanto Co 1.19 1.05
MRK Merck & Co 0.84 0.92
MS Morgan Stanley 2.09 2.05
MSFT Microsoft Corp 0.83 0.83
NKE Nike Inc Cl B 1.00 1.00
NOV National Oilwell Varco Inc 1.70 1.68
NSC Norfolk Southern Corp 1.19 1.45
NWSA News Corp Inc Cl A 1.51 1.65
NYX Nyse Euronext 1.84 1.79
ORCL Oracle Corporation 0.93 0.94
OXY Occidental Petro Cp 1.35 1.24
PEP Pepsico Inc 0.52 0.52
PFE Pfizer Inc 0.67 0.66
PG Procter & Gamble Co 0.50 0.51
QCOM Qualcomm Inc 0.91 0.91
RF Regions Financial Corp 1.60 1.61
RTN Raytheon Co 0.65 0.64
S Sprint Nextel Corp 1.42 1.11
SLB Schlumberger Ltd 1.37 1.48
SLE Sara Lee Corp 0.87 0.87
SO Southern Company The 0.47 0.47
T AT&T Inc 0.77 0.67
TGT Target Corporation 1.12 0.90
TWX Time Warner Inc 1.23 1.21
TXN Texas Instruments Inc 0.89 0.91
UNH UnitedHealth Group Inc. 1.04 0.90
UPS United Parcel Service B 0.91 0.92
USB US Bancorp 1.17 1.23
UTX United Technologies Corp 1.04 1.07
VZ Verizon Communications 0.70 0.55
WAG Walgreen Co 0.80 0.78
WFC Wells Fargo & Company 1.49 0.71
WMB Williams Companies Inc 1.61 1.64
WMT Wal-Mart Stores Inc 0.48 0.37
WY Weyerhaeuser Co 1.58 1.63
XOM Exxon Mobil Corporation 0.76 0.71
XRX Xerox Corp 1.42 1.42

Note:

Stock betas are based on weekly returns over the past 250 weeks. The market return is measured using the capitalization-weighted S&P 500 index of large-cap stocks.