Table 4 Summary data for CAPM model parameters

 5th percentile

0.0453

0.8711

0.0377

 25th percentile

0.0876

0.9875

0.0638

 Mean

0.4204

1.2122

0.1329

 Median

0.4147

1.1988

0.0943

 75th percentile

0.6833

1.4300

0.1678

 95th percentile

0.8456

1.5617

0.3370

 Standard deviation

0.2954

0.2578

0.1137

 Electricity

0.8474

1.0670

0.0394

 Equity investment instrument

0.7250

1.4428

0.1804

 Financial service

0.0186

1.4257

0.2791

 Fixed line telecommunications

0.8296

0.9953

0.2163

 Food and drug retail

0.7390

0.9877

0.2578

 Food producers

0.4911

0.8347

0.0356

 Forestry & paper

0.6136

1.5032

0.0896

 Gas, water, & multiple utilities

0.5107

1.4082

0.0933

 General industrial

0.0622

1.5265

0.0476

 General retailers

0.6694

0.9696

0.0485

 Health care equipment & services

0.3203

1.3564

0.1079

 Household goods & home construction

0.1835

0.8694

0.0759

 Industrial engineering

0.0832

1.4800

0.0654

 Industrial metals & mining

0.3524

0.9059

0.0953

 Industrial transportation

0.0986

1.3895

0.2684

 Leisure good

0.0888

1.3269

0.1080

 Life insurance

0.8441

1.7830

0.1584

 Media

0.4231

1.2069

0.0705

 Mining

0.0614

1.0754

0.0959

 Mobile telecommunications

0.2658

1.4790

0.0896

 No life insurance

0.4000

0.8725

0.0479

 Oil equipment & services

0.0257

1.5329

0.0759

 Oil & gas producers

0.0671

1.0304

0.1860

 Personal goods

0.4062

1.1343

0.0695

 Pharmaceuticals & biotechnology

0.7483

0.9581

0.0499

 Real estate investment &services

0.0838

1.5968

0.5369

 Real estate investment trusts

0.0671

1.0343

0.1636

 Software & computer services

0.8521

1.3055

0.0968

 Sport services

0.7386

1.1907

0.0590

 Technology hardware & equipment

0.6631

0.9056

0.1074

 Tobacco

0.5633

0.9867

0.0284

 Travel & leisure

0.6084

1.2080

0.4078