Risk
Measures by Market Cap Class (US) Data Used: Multiple data services
Date of Analysis: Data used is as of January 2026
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 | 385 | $5,995.70 | 5.11% | 11.38% | 0.73 | 11.83% | 57.37% | 6.21 | 0.5717 | NA |
| 2nd decile | 393 | $13,786.80 | 5.53% | 10.28% | 0.87 | 14.83% | 61.27% | 5.86 | 0.5199 | NA |
| 3rd decile | 390 | $29,986.20 | 7.39% | 14.47% | 0.82 | 16.43% | 52.86% | 5.00 | 0.4936 | NA |
| 4th decile | 389 | $67,277.30 | 7.02% | 12.13% | 1.00 | 21.91% | 54.49% | 4.58 | 0.4875 | NA |
| 5th decile | 390 | $147,949.50 | 6.93% | 18.04% | 0.97 | 27.57% | 43.31% | 3.53 | 0.3957 | 0.45 |
| 6th decile | 389 | $313,608.10 | 5.64% | 17.62% | 1.02 | 29.83% | 42.56% | 3.42 | 0.3907 | 0.50 |
| 7th decile | 389 | $698,237.80 | 5.21% | 20.99% | 0.98 | 33.02% | 37.28% | 2.98 | 0.3482 | 1.51 |
| 8th decile | 390 | $1,559,049.50 | 4.11% | 17.72% | 0.91 | 37.15% | 31.26% | 2.45 | 0.3029 | 2.65 |
| 9th decile | 389 | $3,958,411.20 | 2.83% | 17.54% | 0.88 | 38.73% | 27.70% | 2.28 | 0.2651 | 3.54 |
| Top decile | 390 | $53,612,895.30 | 2.54% | 13.62% | 0.78 | 41.59% | 24.12% | 1.88 | 0.2286 | 9.23 |
| All firms | 3,894 | $60,407,197.40 | 3.55% | 11.46% | 0.87 | 20.00% | 39.73% | 4.36 | 0.4503 | 6.50 |