Panel C sample industry comparison to compustat
| Fama French 12 industry portfolio | Compustat | Sample firms | ||
|---|---|---|---|---|
| Consumer NonDurables – Food, Tobacco, Textiles, Apparel, Leather, Toys | 264 | 2.3% | 1 | 0.8% |
| Consumer Durables – Cars, TVs, Furniture, Household Appliances | 149 | 1.3% | 1 | 0.8% |
| Manufacturing – Machinery, Trucks, Planes, Off Furn, Paper, Com Printing | 532 | 4.6% | 5 | 3.8% |
| Oil, Gas, and Coal Extraction and Products | 475 | 4.1% | 2 | 1.5% |
| Chemicals and Allied Products | 150 | 1.3% | 0 | 0.0% |
| Business Equipment – Computers, Software and Electronic Equipment | 1,123 | 9.7% | 38 | 29.0% |
| Telephone and Television Transmission | 174 | 1.5% | 5 | 3.8% |
| Utilities | 287 | 2.5% | 1 | 0.8% |
| Wholesale, Retail and Some Services (Laundries, Repair Shops) | 505 | 4.4% | 10 | 7.6% |
| Healthcare, Medical Equipment and Drugs | 1,244 | 10.7% | 13 | 9.9% |
| Finance | 4,983 | 43.0% | 5 | 3.8% |
| Other – Mines, Constr, BldMt, Trans, Hotels, Bus Serv, Entertainment | 1,693 | 14.6% | 50 | 38.2% |
| 11,579 | 100.0% | 131 | 100.0% | |
| Fama French 12 industry portfolio | Compustat | Sample firms | ||
|---|---|---|---|---|
| Consumer NonDurables – Food, Tobacco, Textiles, Apparel, Leather, Toys | 264 | 2.3% | 1 | 0.8% |
| Consumer Durables – Cars, TVs, Furniture, Household Appliances | 149 | 1.3% | 1 | 0.8% |
| Manufacturing – Machinery, Trucks, Planes, Off Furn, Paper, Com Printing | 532 | 4.6% | 5 | 3.8% |
| Oil, Gas, and Coal Extraction and Products | 475 | 4.1% | 2 | 1.5% |
| Chemicals and Allied Products | 150 | 1.3% | 0 | 0.0% |
| Business Equipment – Computers, Software and Electronic Equipment | 1,123 | 9.7% | 38 | 29.0% |
| Telephone and Television Transmission | 174 | 1.5% | 5 | 3.8% |
| Utilities | 287 | 2.5% | 1 | 0.8% |
| Wholesale, Retail and Some Services (Laundries, Repair Shops) | 505 | 4.4% | 10 | 7.6% |
| Healthcare, Medical Equipment and Drugs | 1,244 | 10.7% | 13 | 9.9% |
| Finance | 4,983 | 43.0% | 5 | 3.8% |
| Other – Mines, Constr, BldMt, Trans, Hotels, Bus Serv, Entertainment | 1,693 | 14.6% | 50 | 38.2% |
| 11,579 | 100.0% | 131 | 100.0% | |
Note(s): Panel C of this table shows the Fama French 12 Industry portfolio makeup of our sample compared to that of a broad sample in Compustat as of the first quarter of firms’ fiscal years starting after December 15, 2017
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