| CORRELATION COEFFICIENTS |
| Economic Sector |
BSC |
CYC |
NCY |
ENE |
FIN |
HCR |
IDU |
TEC |
TLS |
UTI |
|
| Basic Materials |
1.0000 |
|
|
|
|
|
|
|
|
|
| Consumer, Cyclical |
0.8115 |
1.0000 |
|
|
|
|
|
|
|
|
| Consumer, Noncyclical |
0.5754 |
0.6082 |
1.0000 |
|
|
|
|
|
|
|
| Energy |
0.5675 |
0.5018 |
0.5897 |
1.0000 |
|
|
|
|
|
|
| Financial |
0.7769 |
0.8511 |
0.6404 |
0.4861 |
1.0000 |
|
|
|
|
|
| Health Care |
0.5231 |
0.6077 |
0.4035 |
0.4035 |
0.6262 |
1.0000 |
|
|
|
|
| Industrial |
0.8630 |
0.8669 |
0.5714 |
0.6338 |
0.63721 |
0.6372 |
1.0000 |
|
|
|
| Technology |
0.6754 |
0.7892 |
0.3999 |
0.7564 |
0.7564 |
0.5821 |
0.7988 |
1.0000 |
|
|
| Telecommunications |
0.4696 |
0.5401 |
0.4680 |
0.4026 |
0.5 |
0.7032 |
0.5569 |
0.5202 |
1.0000 |
|
| Utilities |
0.4913 |
0.5272 |
0.7030 |
0.7484 |
0.6463 |
0.3952 |
0.35421 |
0.3981 |
0.3542 |
1.0000 |
DOW JONES U.S.
ECONOMIC SECTOR REPRESENTATION |
|
|
Economic Sector |
Market Cap
(USD Billions) |
Weight in U.S.
Total Market Index |
|
|
Basic Materials |
319.35 |
2.65% |
|
Consumer, Cyclical |
1,663.92 |
13.82% |
|
Consumer, Noncyclical |
1,063.92 |
8.84% |
|
Energy |
796.37 |
6.62% |
|
Financial |
2,506.87 |
20.83% |
|
Health Care |
1,587.93 |
13.19% |
|
Industrial |
1,520.64 |
12.63% |
|
Technology |
1,855.88 |
15.42% |
|
Telecommunications |
363.86 |
3.02% |
|
Utilities |
358.86 |
2.98% |
| DOW JONES U.S. ECONOMIC SECTOR REPRESENTATION BY SIZE (IN BILLIONS USD) |
| Economic Sector |
|
DJ U.S.
Large-Cap
Market Cap |
DJ U.S.
Large-Cap
Weight |
|
DJ U.S.
Mid-Cap
Market Cap |
DJ U.S.
Mid-Cap
Weight |
|
DJ U.S.
Small-Cap
Market Cap |
DJ U.S.
Small-Cap
Weight |
|
DJ U.S.
Total Market Index
Market Cap |
|
| Basic Materials |
|
197.46 |
2.24% |
|
78.78 |
3.47% |
|
43.10 |
4.63% |
|
319.35 |
| Consumer, Cyclical |
1,116.51 |
12.64% |
391.95 |
17.24% |
155.46 |
16.70% |
1,663.92 |
| Consumer, Noncyclical |
893.12 |
10.11% |
121.33 |
5.34% |
49.47 |
5.32% |
1,063.92 |
| Energy |
579.14 |
6.56% |
175.48 |
7.72% |
41.75 |
4.49% |
796.37 |
| Financial |
1,833.67 |
20.76% |
471.75 |
20.75% |
201.45 |
21.65% |
2,506.87 |
| Health Care |
1,277.31 |
14.46% |
209.77 |
9.23% |
100.86 |
10.84% |
1,587.93 |
| Industrial |
1,006.20 |
11.39% |
349.03 |
15.36% |
165.41 |
17.77% |
1,520.64 |
| Technology |
1,440.22 |
16.30% |
295.20 |
12.99% |
120.47 |
12.94% |
1,855.88 |
| Telecommunications |
337.59 |
3.82% |
20.41 |
0.90% |
5.86 |
0.63% |
363.86 |
| Utilities |
152.76 |
1.73% |
159.29 |
7.01% |
46.80 |
5.03% |
358.86 |
|
| Total |
|
8,833.98 |
73.39% |
|
2,272.99 |
18.88% |
|
930.63 |
7.73% |
|
12,037.60 |
|
| HISTORICAL DOW JONES U.S. ECONOMIC SECTOR REPRESENTATIONS (%) |
| Economic Sector |
2004 Q2 |
2003 |
2002 |
2001 |
2000 |
199319 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
1992 |
|
| Basic Materials |
2.65 |
2.74 |
2.67 |
2.28 |
1.98 |
2.48 |
2.33 |
3.51 |
4.29 |
4.97 |
6.29 |
5.81 |
5.75 |
| Consumer, Cyclical |
13.82 |
14.31 |
13.87 |
13.64 |
10.97 |
14.12 |
13.74 |
16.6 |
12.82 |
13.35 |
15.37 |
16.64 |
15.69 |
| Consumer, Noncyclical |
8.84 |
8.52 |
9.32 |
7.65 |
7.61 |
8.84 |
11.05 |
11.701 |
11.98 |
12.10 |
12.10 |
11.70 |
13.66 |
| Energy |
6.62 |
6.05 |
6.32 |
5.88 |
6.00 |
4.51 |
5.43 |
7.18 |
7.89 |
7.46 |
7.95 |
7.98 |
7.92 |
| Financial |
20.83 |
21.01 |
21.08 |
19.04 |
18.02 |
13.97 |
16.63 |
19.07 |
16.65 |
14.96 |
13.40 |
13.47 |
13.26 |
| Health Care |
13.19 |
13.33 |
14.56 |
14.28 |
14.23 |
4.281 |
12.48 |
11.40 |
11.25 |
11.25 |
9.97 |
9.50 |
11.09 |
| Industrial |
12.63 |
11.87 |
11.68 |
12.07 |
12.54 |
11.98 |
11.74 |
13.28 |
14.231 |
14.20 |
14.23 |
14.53 |
13.55 |
| Technology |
15.42 |
16.10 |
13.53 |
17.12 |
19.89 |
25.60 |
11.72 |
11.72 |
12.19 |
9.98 |
8.58 |
6.81 |
5.70 |
| Telecommunications |
3.02 |
3.09 |
3.81 |
5.03 |
5.19 |
6.96 |
7.21 |
5.69 |
5.39 |
7.28 |
7.30 |
7.60 |
7.27 |
| Utilities |
2.98 |
2.98 |
3.15 |
3.02 |
3.56 |
2.34 |
3.08 |
3.39 |
3.53 |
4.46 |
4.81 |
5.95 |
6.12 |
| |
