Risk
Measures by Market Cap Class (US)
Data Used: Value Line
Date of Analysis: Data used is as of January 2010
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 2010
Critieria for inclusion: All publicly traded firms in the United States
| Size class | Number of firms | Aggregate Mkt Cap/ Net income | Standard deviation | HiLo Risk Measure | Market Beta | Total Beta | Correlation |
| <10 mil | 1965 | NA | 123.35% | 0.6325 | 0.97 | 5.71 | 16.96% |
| 10-20 mil | 469 | NA | 86.05% | 0.5964 | 0.95 | 5.08 | 18.63% |
| 20-40 mil | 506 | NA | 78.65% | 0.5413 | 0.98 | 4.46 | 21.90% |
| 40-100 mil | 680 | NA | 71.13% | 0.5219 | 1.14 | 4.50 | 25.27% |
| 100-250 mil | 764 | 103.00 | 71.06% | 0.5187 | 1.36 | 4.66 | 29.28% |
| 250 - 500 mil | 576 | 25.46 | 62.33% | 0.4798 | 1.35 | 4.04 | 33.34% |
| 500-1000 mil | 552 | 11.29 | 58.77% | 0.4582 | 1.38 | 3.88 | 35.55% |
| 1000-2500 mil | 608 | 12.72 | 48.11% | 0.4186 | 1.27 | 3.14 | 40.46% |
| 2500-10000 mil | 575 | 9.45 | 44.02% | 0.3888 | 1.23 | 2.81 | 43.74% |
| >10000 mil | 341 | 12.46 | 35.84% | 0.3387 | 1.09 | 2.22 | 49.28% |
| All firms | 7036 | 12.42 | 74.99% | 0.5126 | 1.16 | 3.89 | 29.86% |