Risk Measures by Market Cap Class (US)

Data Used: Multiple data services

Date of Analysis: Data used is as of January 2018

Critieria for inclusion: All publicly traded firms in the United States

Market Cap in millions of US$ Count of Market Cap (in US $) 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)
 1-4 517  $1,079 7.77% 107.76% 17.47% 1.07 0.0947 112.82% 11.25 0.7265
 4-10 388  $2,602 11.31% 154.74% 19.48% 0.96 0.1078 93.45% 8.89 0.6502
 10-25 526  $8,660 13.22% 126.33% 16.63% 0.74 0.1106 80.97% 6.68 0.5396
25 -50 454  $16,395 17.71% 144.22% 18.77% 0.65 0.1435 68.33% 4.52 0.4226
50-100 515  $37,465 14.38% 105.00% 20.29% 0.66 0.1578 59.41% 4.17 0.3733
100-175 355  $47,477 14.00% 132.95% 21.38% 0.86 0.2096 61.94% 4.10 0.3654
175-250 251  $52,726 12.69% 110.97% 22.28% 0.90 0.2474 58.95% 3.63 0.3471
250-500 461  $169,328 10.18% 191.61% 24.80% 1.06 0.3122 58.82% 3.40 0.3257
500-1000 484  $354,501 9.00% 210.73% 26.99% 1.14 0.3681 52.71% 3.10 0.2925
1000-2500 635  $1,049,225 6.63% 248.19% 25.80% 1.15 0.4108 47.81% 2.80 0.2537
2500-10000 702  $3,476,723 5.37% 247.95% 25.30% 1.02 0.4313 38.64% 2.37 0.2106
>10000 481  $24,109,648 4.51% 183.93% 23.28% 0.86 0.4421 29.80% 1.95 0.1855
Grand Total 5769  $29,326,223 53.56% 226.88% 19.45% 1.00 0.2443 53.52% 4.09 0.4635

Updated in January 2018
By Aswath Damodaran