Risk
Measures by Market Cap Class (US)
Data Used: Value Line
Date of Analysis: Data used is as of January 2008
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 2008
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 | 1684 | 110.05% | 0.50 | 1.00 | 3.85 | 0.26 |
| 10-20 mil | 408 | 108.69% | 0.51 | 1.12 | 5.26 | 0.21 |
| 20-40 mil | 487 | 81.51% | 0.43 | 0.88 | 3.40 | 0.26 |
| 40-100 mil | 812 | 51.85% | 0.36 | 1.14 | 3.43 | 0.33 |
| 100-250 mil | 880 | 47.48% | 0.35 | 1.28 | 3.22 | 0.40 |
| 250 - 500 mil | 663 | 44.56% | 0.33 | 1.48 | 3.09 | 0.48 |
| 500-1000 mil | 610 | 37.65% | 0.31 | 1.43 | 2.65 | 0.54 |
| 1000-2500 mil | 691 | 31.54% | 0.26 | 1.34 | 2.22 | 0.61 |
| 2500-10000 mil | 615 | 29.03% | 0.24 | 1.15 | 1.78 | 0.65 |
| >10000 mil | 514 | 21.45% | 0.22 | 1.06 | 1.51 | 0.70 |
| All firms | 7364 | 57.01% | 0.35 | 1.19 | 2.68 | 0.44 |