Risk
Measures by Market Cap Class (US) Data Used: S&P Capital IQ, Bloomberg and the Fed
Date of Analysis: Data used is as of January 2014
Critieria for inclusion: All publicly traded firms in the United States
| Market Cap Class | Number of firms | Beta | Standard deviation | Total Beta | Hilo Risk Measure | Correlation |
| <1 million | 1811 | 1.54 | 149.30% | 14.68 | 0.83 | 0.1050 |
| 1-10 million | 1132 | 1.07 | 143.99% | 10.09 | 0.70 | 0.1063 |
| 10- 30 million | 700 | 0.69 | 128.45% | 6.17 | 0.49 | 0.1121 |
| 30-75 million | 691 | 0.64 | 112.21% | 4.86 | 0.40 | 0.1309 |
| 75-200 million | 618 | 0.83 | 101.77% | 4.06 | 0.35 | 0.2051 |
| 200 - 400 million | 501 | 1.10 | 93.43% | 3.57 | 0.32 | 0.3070 |
| 400- 750 million | 423 | 1.15 | 89.53% | 3.30 | 0.31 | 0.3470 |
| 750-1500 million | 501 | 1.18 | 83.02% | 3.04 | 0.29 | 0.3892 |
| 1500-5000 million | 754 | 1.13 | 70.51% | 2.57 | 0.25 | 0.4385 |
| > 5000 million | 635 | 1.03 | 57.09% | 2.04 | 0.21 | 0.5028 |
| Grand Total | 7766 | 1.01 | 94.94% | 3.60 | 0.50 | 0.2799 |