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List of US Stock Betas for Large-Cap Stocks

We provide stock beta estimates for nearly 100 US large-cap stocks. Custom reports for other stocks, e.g. ETFs or all S&P 500 stocks, are available. Contact us with your request. The first beta 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. As a result, long-term and time-varying betas can differ.

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

Stock Beta Estimates as of 09/15/2017

TickerCompanyBeta Estimate
(long-term average)
Beta Estimate
(current time-varying estimate)
AAPL Apple Inc 1.11 1.11
ABT Abbott Laboratories 0.96 1.24
ACN Accenture Ltd 1.11 1.11
AGN Allergan Plc 0.92 1.09
AIG American International Group 1.29 1.00
ALL Allstate Corporation 0.74 0.59
AMGN Amgen Inc 1.08 1.33
AMZN Amazon.Com Inc 1.12 1.31
APC Anadarko Petroleum Corp 1.74 1.66
AXP American Express Co 1.17 1.18
BA Boeing Co 1.13 1.14
BAC Bank Of America Corp 1.62 1.58
BIIB Biogen Inc 1.27 1.28
BK The Bank of New York Mellon Corporation 1.29 1.22
BLK Blackrock Incorporated 1.31 1.28
BMY Bristol-Myers Squibb Co 0.73 0.64
BRKB Berkshire Hathaway Cl B 0.79 0.85
C Citigroup 1.74 1.30
CAT Caterpillar Inc 1.31 1.29
CELG Celgene Corp 1.15 1.25
CHTR Charter Communications 0.87 1.07
CL Colgate-Palmolive Co 0.59 0.53
CMCSA Comcast Corp Cl A 0.93 0.88
COF Capital One Financial Cp 1.37 1.51
COP ConocoPhillips 1.41 1.60
COST Costco Wholesale Corp 0.68 0.70
CSCO Cisco Systems Inc 1.12 1.11
CVS CVS Health Corporation 0.82 0.70
CVX Chevron Corp 1.20 1.08
DIS The Walt Disney Company 1.12 1.03
DVN Devon Energy Corp 1.70 2.01
DWDP DowDuPont Inc 1.38 1.38
EMR Emerson Electric Co 1.06 1.07
EXC Exelon Corporation 0.37 0.33
F Ford Motor Co 1.28 1.28
FDX Fedex Corp 1.06 1.24
FOX Twenty-First Century Fox Incorporated 1.11 1.09
FOXA Twenty-First Century Fox Incorporated 1.14 1.03
GD General Dynamics Corp 0.94 0.88
GE General Electric Co 1.04 0.87
GILD Gilead Sciences Inc 1.07 1.23
GM General Motors Company 1.36 1.34
GOOG Alphabet Inc 1.09 1.33
GOOGL Alphabet Inc Class A 1.09 1.32
GS Goldman Sachs Group Inc 1.40 1.39
HAL Halliburton Co 1.58 1.56
HD Home Depot Inc 0.95 0.98
HON Honeywell International 1.13 1.02
IBM International Business Machines Corporation 0.74 0.67
INTC Intel Corp 1.12 1.15
JNJ Johnson & Johnson 0.68 0.67
JPM JPMorgan Chase and Co 1.33 1.17
KMI Kinder Morgan Inc 1.20 1.51
KO Coca-Cola Co 0.57 0.50
LLY Eli Lilly & Company 0.61 0.61
LMT Lockheed Martin Corp 0.62 0.41
LOW Lowe's Companies Inc 0.90 0.96
MA Mastercard Incorporated 1.17 1.14
MCD McDonalds Corp 0.65 0.69
MDLZ Mondelez International Inc 0.87 0.91
MDT Medtronic PLC 0.85 0.68
MET Metlife Inc 1.55 1.39
MMM 3M Company 0.89 0.82
MO Altria Group Inc 0.53 0.53
MON Monsanto Co 0.88 0.85
MRK Merck & Co 0.70 0.73
MS Morgan Stanley 1.79 1.72
MSFT Microsoft Corp 1.03 1.30
NKE Nike Inc Cl B 0.80 0.92
NSC Norfolk Southern Corp 1.14 1.10
ORCL Oracle Corp 1.07 1.06
OXY Occidental Petro Cp 1.27 1.09
PCLN The Priceline Group Inc 1.37 1.56
PEP Pepsico Inc 0.52 0.52
PFE Pfizer Inc 0.80 0.82
PG Procter & Gamble Co 0.50 0.35
PM Philip Morris International 0.72 0.54
QCOM Qualcomm Inc 0.97 0.96
RTN Raytheon Co 0.65 0.51
SBUX Starbucks Corporation 0.93 1.10
SLB Schlumberger Ltd 1.32 1.10
SO Southern Company The 0.28 0.28
SPG Simon Property Group 0.74 0.61
T AT&T Inc 0.56 0.49
TGT Target Corporation 0.69 0.91
TWX Time Warner Inc 0.93 0.69
TXN Texas Instruments Inc 1.21 1.28
UNH UnitedHealth Group Inc. 0.85 1.02
UNP Union Pacific Corp 1.06 0.98
UPS United Parcel Service Inc 0.74 0.74
USB US Bancorp 0.96 0.97
UTX United Technologies Corp 1.03 0.97
V Visa Inc 1.01 1.02
VZ Verizon Communications 0.60 0.47
WBA Walgreens Boots Alliance Inc. 0.94 1.00
WFC Wells Fargo & Company 1.14 1.13
WMT Wal-Mart Stores Inc 0.47 0.52
XOM Exxon Mobil Corporation 0.92 0.79

Note:

Beta estimates 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.