Risk
Measures by Market Cap Class (US) Data Used: Multiple data services
Date of Analysis: Data used is as of January 2016
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 | 616 | $1,331 | 13.66% | 0.71 | 22.46% | 1.16 | 0.098208858 | 115.59% | 11.77 | 0.73 |
| 4-10 | 424 | $2,798 | 16.83% | 0.75 | 23.21% | 0.94 | 0.102900179 | 94.09% | 9.17 | 0.64 |
| 10-25 | 648 | $10,800 | 25.76% | 0.78 | 20.12% | 0.75 | 0.115626886 | 79.70% | 6.50 | 0.52 |
| 25 -50 | 508 | $18,280 | 20.46% | 0.85 | 23.57% | 0.74 | 0.127498672 | 65.92% | 5.79 | 0.43 |
| 50-100 | 503 | $36,213 | 19.46% | 0.87 | 25.65% | 0.67 | 0.154178879 | 53.72% | 4.36 | 0.35 |
| 100-175 | 363 | $47,888 | 17.54% | 1.29 | 27.56% | 0.93 | 0.198838221 | 56.06% | 4.70 | 0.36 |
| 175-250 | 241 | $51,047 | 13.45% | 1.66 | 29.82% | 1.05 | 0.255123418 | 56.44% | 4.13 | 0.37 |
| 250-500 | 500 | $176,475 | 12.23% | 1.91 | 27.22% | 1.19 | 0.300303156 | 50.73% | 3.95 | 0.34 |
| 500-1000 | 562 | $394,911 | 9.85% | 2.16 | 28.79% | 1.22 | 0.347615275 | 45.84% | 3.50 | 0.31 |
| 1000-2500 | 701 | $1,136,620 | 7.23% | 2.40 | 28.16% | 1.24 | 0.392064469 | 41.91% | 3.16 | 0.28 |
| 2500-10000 | 744 | $3,684,383 | 5.59% | 2.29 | 28.06% | 1.18 | 0.458736499 | 33.53% | 2.56 | 0.23 |
| >10000 | 438 | $19,283,150 | 4.56% | 1.71 | 25.21% | 1.13 | 0.530174245 | 28.18% | 2.12 | 0.19 |
| All firms | 6248 | $23,569,758 | 16.67% | 1.71 | 24.06% | 1.13 | 0.243826568 | 51.65% | 4.64 | 0.47 |