Risk
Measures by Market Cap Class (US)
Data Used: Value Line
Date of Analysis: Data used is as of January 2012
Critieria for inclusion: All publicly traded firms in the United States
Risk
Measures by Market Cap Class (US) Data Used: Value Line
Date of Analysis: Data used is as of January 2012
Critieria for inclusion: All publicly traded firms in the United States
| Size class | Number of firms | Beta | Standard deviation | Total Beta | Hilo Risk Measure | Correlation |
| <5 mil | 875 | 0.75 | 161.73% | 4.59 | 0.83 | 16.31% |
| 5-17.5 mil | 560 | 0.80 | 108.09% | 3.07 | 0.60 | 26.16% |
| 17.5-40 | 518 | 0.81 | 88.68% | 2.43 | 0.46 | 33.32% |
| 40-100 mil | 619 | 0.93 | 75.71% | 2.27 | 0.42 | 40.82% |
| 100-250 mil | 662 | 1.07 | 69.66% | 2.27 | 0.39 | 47.05% |
| 250 - 500 mil | 503 | 1.13 | 61.96% | 2.12 | 0.34 | 53.53% |
| 500-1000 mil | 526 | 1.17 | 55.84% | 2.00 | 0.32 | 58.20% |
| 1000-2500 mil | 620 | 1.14 | 48.27% | 1.78 | 0.28 | 63.83% |
| 2500-10000 mil | 624 | 1.11 | 40.57% | 1.57 | 0.26 | 70.45% |
| >10000 mil | 384 | 1.04 | 34.29% | 1.38 | 0.21 | 74.99% |
| All firms | 5891 | 0.98 | 75.08% | 2.01 | 0.43 | 48.91% |