List of US Stock Betas for Large-Cap Stocks
We update the report below at the end of each week. Links on individual stocks take you to detail on each. Sign up to receive Update Notifications.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. As a result, long-term and time-varying betas can differ.
Stock Beta Estimates as of 08/27/2010
| Ticker | Company | Beta Estimate (long-term average) | Beta Estimate (current time-varying estimate) |
| AA | Alcoa Inc | 1.86 | 1.73 |
| AAPL | Apple Inc | 1.24 | 1.20 |
| ABT | Abbott Laboratories | 0.36 | 0.48 |
| AEP | American Electric Power | 0.77 | 0.77 |
| ALL | Allstate Corporation | 1.32 | 1.31 |
| AMGN | Amgen Inc | 0.56 | 0.56 |
| AMZN | Amazon.Com Inc | 1.20 | 1.05 |
| AVP | Avon Products Inc | 1.05 | 0.99 |
| AXP | American Express Co | 1.68 | 1.70 |
| BA | Boeing Co | 1.21 | 1.32 |
| BAC | Bank Of America Corp | 2.54 | 1.72 |
| BAX | Baxter International Inc | 0.52 | 0.69 |
| BHI | Baker Hughes Inc | 1.46 | 1.35 |
| BK | The Bank of New York Mellon Corporation | 1.30 | 1.30 |
| BMY | Bristol-Myers Squibb Co | 0.64 | 0.63 |
| BRKB | Berkshire Hathaway Cl B | 0.73 | 0.68 |
| C | Citigroup | 2.76 | 1.41 |
| CAT | Caterpillar Inc | 1.29 | 1.56 |
| CL | Colgate-Palmolive Co | 0.42 | 0.41 |
| CMCSA | Comcast Corp Cl A | 1.05 | 0.75 |
| COF | Capital One Financial Cp | 1.84 | 1.71 |
| COP | ConocoPhillips | 1.22 | 1.23 |
| COST | Costco Wholesale Corp | 0.74 | 0.71 |
| CPB | Campbell Soup Co | 0.40 | 0.40 |
| CSCO | Cisco Systems Inc | 1.06 | 1.21 |
| CVS | Cvs Caremark Corp | 0.66 | 0.66 |
| CVX | Chevron Corp | 0.98 | 0.98 |
| DD | E. I. du Pont de Nemours and Co | 1.04 | 1.19 |
| DELL | Dell Inc | 1.08 | 1.08 |
| DIS | The Walt Disney Company | 1.08 | 1.13 |
| DOW | Dow Chemical Co | 1.25 | 1.52 |
| DVN | Devon Energy Corp | 1.29 | 1.37 |
| EMC | Emc Corp | 0.90 | 0.91 |
| ETR | Entergy Corp | 0.68 | 0.73 |
| EXC | Exelon Corporation | 0.81 | 0.76 |
| F | Ford Motor Co | 1.97 | 1.91 |
| FCX | Freeport Mcmoran C&G B | 1.85 | 1.87 |
| FDX | Fedex Corp | 0.92 | 1.13 |
| GD | General Dynamics Corp | 0.87 | 0.97 |
| GE | General Electric Co | 1.40 | 1.57 |
| GILD | Gilead Sciences Inc | 0.52 | 0.82 |
| GOOG | 1.08 | 1.08 | |
| GS | Goldman Sachs Group Inc | 1.68 | 1.16 |
| HAL | Halliburton Co | 1.44 | 1.67 |
| HD | Home Depot Inc | 1.09 | 0.99 |
| HNZ | H.J. Heinz Co | 0.49 | 0.51 |
| HON | Honeywell International | 1.21 | 1.35 |
| HPQ | Hewlett-Packard Co | 0.84 | 0.84 |
| IBM | International Business Machines Corporation | 0.83 | 0.74 |
| INTC | Intel Corp | 1.15 | 1.14 |
| JNJ | Johnson & Johnson | 0.41 | 0.42 |
| JPM | JPMorgan Chase and Co | 1.57 | 1.40 |
| KFT | Kraft Foods Inc | 0.60 | 0.60 |
| KO | Coca-Cola Co | 0.46 | 0.47 |
| LMT | Lockheed Martin Corp | 0.69 | 0.62 |
| LOW | Lowe's Companies Inc | 1.20 | 1.03 |
| MCD | McDonalds Corp | 0.58 | 0.58 |
| MDT | Medtronic Inc | 0.65 | 0.78 |
| MET | Metlife Inc | 2.18 | 1.28 |
| MMM | 3M Company | 0.83 | 0.82 |
| MO | Altria Group Inc | 0.39 | 0.39 |
| MON | Monsanto Co | 0.91 | 0.90 |
| MRK | Merck & Co | 0.71 | 0.71 |
| MS | Morgan Stanley | 2.05 | 2.05 |
| MSFT | Microsoft Corp | 0.82 | 1.05 |
| NKE | Nike Inc Cl B | 0.90 | 0.92 |
| NOV | National Oilwell Varco Inc | 1.75 | 1.64 |
| NSC | Norfolk Southern Corp | 1.19 | 1.23 |
| NWSA | News Corp Inc Cl A | 1.46 | 1.85 |
| NYX | Nyse Euronext | 1.67 | 1.42 |
| ORCL | Oracle Corporation | 0.90 | 1.06 |
| OXY | Occidental Petro Cp | 1.32 | 1.17 |
| PEP | Pepsico Inc | 0.57 | 0.57 |
| PFE | Pfizer Inc | 0.66 | 0.71 |
| PG | Procter & Gamble Co | 0.42 | 0.42 |
| QCOM | Qualcomm Inc | 0.80 | 0.97 |
| RF | Regions Financial Corp | 1.63 | 1.63 |
| RTN | Raytheon Co | 0.63 | 0.63 |
| S | Sprint Nextel Corp | 1.47 | 0.58 |
| SLB | Schlumberger Ltd | 1.24 | 1.29 |
| SLE | Sara Lee Corp | 0.76 | 0.74 |
| SO | Southern Company The | 0.45 | 0.45 |
| T | AT&T Inc | 0.72 | 0.57 |
| TGT | Target Corporation | 1.17 | 0.90 |
| TWX | Time Warner Inc | 1.12 | 1.14 |
| TXN | Texas Instruments Inc | 0.91 | 0.91 |
| UNH | UnitedHealth Group Inc. | 1.04 | 1.02 |
| UPS | United Parcel Service B | 0.80 | 0.91 |
| USB | US Bancorp | 1.23 | 1.11 |
| UTX | United Technologies Corp | 0.87 | 0.87 |
| VZ | Verizon Communications | 0.75 | 0.41 |
| WAG | Walgreen Co | 0.73 | 0.77 |
| WFC | Wells Fargo & Company | 1.68 | 1.53 |
| WMB | Williams Companies Inc | 1.40 | 1.64 |
| WMT | Wal-Mart Stores Inc | 0.55 | 0.49 |
| WY | Weyerhaeuser Co | 1.38 | 1.40 |
| XOM | Exxon Mobil Corporation | 0.77 | 0.77 |
| XRX | Xerox Corp | 1.46 | 1.51 |