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In the USA you could try http://www.fintel.us or for UK companies you could try http://www.industry-averages.co.uk neither are free however. The problem in lots of cases with 'industry averages' is that they are just based on SIC codes and you end up not comparing like with like unless you are careful.

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Q: Is there a website you can compare financial ratios of a company with the market and industry ratios?
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