Risk
Measures by Market Cap Class (US) Data Used: Multiple data services
Date of Analysis: Data used is as of January 2019
Critieria for inclusion: All publicly traded firms in the United States
| Market Cap in millions of US$ | Number of firms | Aggregate Market Cap | Cash/Firm Value | Annual trading volume/Shrs outstanding | Average of Market Debt to capital ratio | Average of Beta | Average correlation with market | Average of Standard deviation in stock price | Total Beta | Average of HiL0 Risk Measure (Hi- lo)/ (Hi+Lo) |
| 1-4 | 517 | $ 1,079 | 7.77% | 107.76% | 17.47% | 1.07 | 0.0947 | 112.82% | 11.25 | 0.7265 |
| 4-10 | 388 | $ 2,602 | 11.31% | 154.74% | 19.48% | 0.96 | 0.1078 | 93.45% | 8.89 | 0.6502 |
| 10-25 | 526 | $ 8,660 | 13.22% | 126.33% | 16.63% | 0.74 | 0.1106 | 80.97% | 6.68 | 0.5396 |
| 25 -50 | 454 | $ 16,395 | 17.71% | 144.22% | 18.77% | 0.65 | 0.1435 | 68.33% | 4.52 | 0.4226 |
| 50-100 | 515 | $ 37,465 | 14.38% | 105.00% | 20.29% | 0.66 | 0.1578 | 59.41% | 4.17 | 0.3733 |
| 100-175 | 355 | $ 47,477 | 14.00% | 132.95% | 21.38% | 0.86 | 0.2096 | 61.94% | 4.10 | 0.3654 |
| 175-250 | 251 | $ 52,726 | 12.69% | 110.97% | 22.28% | 0.90 | 0.2474 | 58.95% | 3.63 | 0.3471 |
| 250-500 | 461 | $ 169,328 | 10.18% | 191.61% | 24.80% | 1.06 | 0.3122 | 58.82% | 3.40 | 0.3257 |
| 500-1000 | 484 | $ 354,501 | 9.00% | 210.73% | 26.99% | 1.14 | 0.3681 | 52.71% | 3.10 | 0.2925 |
| 1000-2500 | 635 | $ 1,049,225 | 6.63% | 248.19% | 25.80% | 1.15 | 0.4108 | 47.81% | 2.80 | 0.2537 |
| 2500-10000 | 702 | $ 3,476,723 | 5.37% | 247.95% | 25.30% | 1.02 | 0.4313 | 38.64% | 2.37 | 0.2106 |
| >10000 | 481 | $ 24,109,648 | 4.51% | 183.93% | 23.28% | 0.86 | 0.4421 | 29.80% | 1.95 | 0.1855 |
| Grand Total | 7247 | $ 29,326,223 | 53.56% | 226.88% | 19.45% | 1.00 | 0.2443 | 53.52% | 4.09 | 0.4635 |