Risk
Measures by Market Cap Class (US)
Data Used: Value Line
Date of Analysis: Data used is as of January 2009
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 2009
Critieria for inclusion: All publicly traded firms in the United States
| Size class | Number of firms | Standard deviation | HiLo Risk Measure | Market Beta | Total Beta | Correlation |
| <10 mil | 1813 | 106.75% | 0.74 | 1.12 | 4.91 | 0.23 |
| 10-20 mil | 498 | 70.81% | 0.68 | 1.18 | 4.46 | 0.26 |
| 20-40 mil | 586 | 69.42% | 0.63 | 1.22 | 4.11 | 0.30 |
| 40-100 mil | 754 | 71.28% | 0.57 | 1.22 | 3.55 | 0.34 |
| 100-250 mil | 760 | 49.76% | 0.55 | 1.24 | 3.11 | 0.40 |
| 250 - 500 mil | 615 | 54.14% | 0.54 | 1.28 | 2.98 | 0.43 |
| 500-1000 mil | 511 | 41.76% | 0.49 | 1.12 | 2.37 | 0.47 |
| 1000-2500 mil | 527 | 37.20% | 0.46 | 1.11 | 2.12 | 0.52 |
| 2500-10000 mil | 436 | 32.74% | 0.46 | 1.12 | 2.03 | 0.55 |
| >10000 mil | 370 | 26.84% | 0.40 | 1.01 | 1.70 | 0.59 |
| All firms | 6870 | 64.10% | 0.59 | 1.16 | 3.07 | 0.38 |