Risk
Measures by Market Cap Class (US) Data Used: Multiple data services
Date of Analysis: Data used is as of January 2015
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 | 1330.63 | 13.75% | 0.67 | 20.42% | 1.13 | 0.0994 | 113.57% | 11.33 | 0.7505 |
| 4-10 | 424 | 2798.02 | 16.44% | 0.74 | 19.32% | 0.91 | 0.1074 | 97.84% | 8.43 | 0.6340 |
| 10-25 | 648 | 10800.4 | 20.02% | 0.73 | 19.77% | 0.73 | 0.1069 | 81.46% | 6.80 | 0.5163 |
| 25 -50 | 508 | 18280.1 | 17.62% | 1.13 | 19.44% | 0.68 | 0.1281 | 72.80% | 5.31 | 0.4336 |
| 50-100 | 503 | 36213 | 20.47% | 0.98 | 21.13% | 0.63 | 0.1402 | 58.62% | 4.49 | 0.3350 |
| 100-175 | 363 | 47887.5 | 15.00% | 1.15 | 23.48% | 0.80 | 0.1823 | 61.79% | 4.39 | 0.3527 |
| 175-250 | 241 | 51046.6 | 13.74% | 1.60 | 26.26% | 0.98 | 0.2583 | 56.68% | 3.80 | 0.3369 |
| 250-500 | 500 | 176475.3 | 11.45% | 1.83 | 24.55% | 1.10 | 0.3012 | 55.94% | 3.66 | 0.3067 |
| 500-1000 | 562 | 394911.2 | 9.09% | 2.01 | 25.18% | 1.09 | 0.3403 | 51.04% | 3.19 | 0.2820 |
| 1000-2500 | 701 | 1136619.7 | 6.70% | 2.46 | 25.37% | 1.11 | 0.3931 | 45.56% | 2.84 | 0.2416 |
| 2500-10000 | 744 | 3684383.2 | 5.40% | 2.40 | 26.00% | 1.10 | 0.4609 | 38.02% | 2.38 | 0.2061 |
| >10000 | 438 | 19283149.9 | 4.46% | 1.93 | 23.65% | 1.00 | 0.5084 | 31.81% | 1.97 | 0.1742 |