Risk
Measures by Market Cap Class (US) Data Used: Multiple data services
Date of Analysis: Data used is as of January 2025
Critieria for inclusion: All publicly traded firms in the United States
| Market Cap in millions of US$ | Number of firms | Aggregate Market Cap | Cash/Firm Value | Market Debt to capital ratio (median) | Median Beta | Correlation with market (median) | Standard deviation in stock price (median) | Total Beta | HiL0 Risk Measure (Hi- lo)/ (Hi+Lo) (median) | Interest Coverage Ratio |
| Bottom decile | 461 | $8,133.40 | 6.16% | 9.15% | 0.69 | 12.25% | 79.16% | 5.65 | 0.6296 | NA |
| 2nd decile | 462 | $19,766.10 | 7.45% | 13.53% | 0.48 | 13.04% | 66.00% | 3.71 | 0.4410 | NA |
| 3rd decile | 461 | $41,355.10 | 10.47% | 9.67% | 0.48 | 14.14% | 52.09% | 3.43 | 0.3721 | NA |
| 4th decile | 462 | $85,457.60 | 8.70% | 19.31% | 0.79 | 22.58% | 48.57% | 3.48 | 0.3721 | NA |
| 5th decile | 462 | $173,914.40 | 7.58% | 18.93% | 1.02 | 29.66% | 46.89% | 3.44 | 0.3489 | NA |
| 6th decile | 462 | $364,514.80 | 6.89% | 28.26% | 1.01 | 33.02% | 41.70% | 3.07 | 0.2981 | 0.75 |
| 7th decile | 461 | $781,325.80 | 5.72% | 28.38% | 1.12 | 37.68% | 40.03% | 2.97 | 0.2951 | 0.87 |
| 8th decile | 462 | $1,734,568.70 | 4.80% | 28.71% | 1.03 | 40.50% | 34.19% | 2.55 | 0.2534 | 2.63 |
| 9th decile | 462 | $4,324,327.60 | 3.33% | 26.64% | 1.02 | 43.93% | 30.25% | 2.33 | 0.2347 | 3.55 |
| Top decile | 462 | $52,536,117.00 | 2.81% | 18.47% | 0.90 | 44.94% | 24.90% | 2.00 | 0.2083 | 9.08 |
| All firms | 4,617 | $60,069,480.50 | 3.99% | 16.77% | 0.92 | 23.87% | 41.01% | 3.86 | 0.3861 | 6.38 |