AAPL   CSCO   GOOG   GS   INTC   Stocks Near 52-Week Highs and Lows   Volatility Estimates   Subscribe  

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

TickerCompanyBeta Estimate
(long-term average)		Beta Estimate
(current time-varying estimate)
AAPL Apple Inc 0.89 0.82
ABT Abbott Laboratories 0.52 0.84
ACN Accenture Ltd 0.84 1.22
AEP American Electric Power 0.64 0.70
AIG American International Group 2.14 1.83
ALL Allstate Corporation 1.55 1.07
AMGN Amgen Inc 0.61 0.62
AMZN Amazon.Com Inc 1.02 1.33
APA Apache Corp 1.40 1.46
APC Anadarko Petroleum Corp 1.59 1.41
AXP American Express Co 1.46 1.16
BA Boeing Co 1.09 1.06
BAC Bank Of America Corp 2.58 1.55
BAX Baxter International Inc 0.65 0.88
BK The Bank of New York Mellon Corporation 1.43 1.43
BMY Bristol-Myers Squibb Co 0.50 0.50
BRKB Berkshire Hathaway Cl B 0.98 0.85
C Citigroup 2.87 1.73
CAT Caterpillar Inc 1.30 1.24
CL Colgate-Palmolive Co 0.48 0.64
CMCSA Comcast Corp Cl A 1.00 1.14
COF Capital One Financial Cp 1.91 1.06
COP ConocoPhillips 1.08 1.04
COST Costco Wholesale Corp 0.64 0.65
CSCO Cisco Systems Inc 1.01 1.03
CVS Cvs Caremark Corp 0.59 0.64
CVX Chevron Corp 1.03 1.03
DD E. I. du Pont de Nemours and Co 1.21 1.26
DIS The Walt Disney Company 1.12 1.24
DOW Dow Chemical Co 1.44 1.31
DVN Devon Energy Corp 1.27 1.31
EBAY Ebay Inc 1.05 1.04
EMC Emc Corp 0.96 0.95
EMR Emerson Electric Co 1.06 1.17
EXC Exelon Corporation 0.84 0.44
F Ford Motor Co 2.16 1.24
FCX Freeport Mcmoran C&G B 1.76 1.63
FDX Fedex Corp 1.09 1.35
GD General Dynamics Corp 0.89 0.97
GE General Electric Co 1.51 1.18
GILD Gilead Sciences Inc 0.60 1.24
GOOG Google 0.94 1.17
GS Goldman Sachs Group Inc 1.48 1.49
HAL Halliburton Co 1.64 1.71
HD Home Depot Inc 1.03 0.96
HON Honeywell International 1.20 1.14
HPQ Hewlett-Packard Co 0.81 0.95
IBM International Business Machines Corporation 0.75 0.73
INTC Intel Corp 0.90 0.91
JNJ Johnson & Johnson 0.55 0.58
JPM JPMorgan Chase and Co 1.74 1.30
KO Coca-Cola Co 0.61 0.59
LLY Eli Lilly & Company 0.73 0.68
LMT Lockheed Martin Corp 0.66 0.67
LOW Lowe's Companies Inc 1.04 1.12
MA MasterCard Inc 0.88 1.13
MCD McDonalds Corp 0.50 0.48
MDLZ Mondelez International, Inc. 0.62 0.94
MDT Medtronic Inc 0.86 1.07
MET Metlife Inc 2.38 1.62
MMM 3M Company 0.92 1.02
MO Altria Group Inc 0.47 0.47
MON Monsanto Co 0.76 1.03
MRK Merck & Co 0.78 0.65
MS Morgan Stanley 2.13 2.07
MSFT Microsoft Corp 0.84 0.91
NKE Nike Inc Cl B 0.85 0.81
NOV National Oilwell Varco Inc 1.87 1.61
NSC Norfolk Southern Corp 1.16 1.22
ORCL Oracle Corporation 0.87 1.05
OXY Occidental Petro Cp 1.27 1.17
PEP Pepsico Inc 0.53 0.51
PFE Pfizer Inc 0.67 0.68
PG Procter & Gamble Co 0.52 0.53
PM Philip Morris International 0.69 0.78
QCOM Qualcomm Inc 0.76 0.84
RTN Raytheon Co 0.65 0.80
SBUX Starbucks Corporation 1.17 0.92
SLB Schlumberger Ltd 1.35 1.46
SO Southern Company The 0.34 0.34
SPG Simon Property Group 1.44 0.87
T AT&T Inc 0.71 0.63
TGT Target Corporation 0.93 0.67
TWX Time Warner Inc 1.20 1.15
TXN Texas Instruments Inc 0.83 1.00
UNH UnitedHealth Group Inc. 1.18 0.58
UNP Union Pacific Corp 1.02 1.07
UPS United Parcel Service B 0.87 0.93
USB US Bancorp 1.40 0.90
UTX United Technologies Corp 1.01 1.15
V Visa Inc 0.79 0.97
VZ Verizon Communications 0.66 0.62
WAG Walgreen Co 0.66 0.66
WFC Wells Fargo & Company 1.80 1.11
WMB Williams Companies Inc 1.52 1.05
WMT Wal-Mart Stores Inc 0.43 0.51
XOM Exxon Mobil Corporation 0.77 0.91

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.