Musings on Markets · 2026-02-05 · 119d

Risk Measurement and Hurdle Rates Across Companies in 2025

This analysis examines how risk is defined and measured across 48,156 publicly traded companies, comparing accounting-based measures (earnings volatility, frequency of losses) and price-based measures (stock price ranges). The article explores how different risk metrics vary significantly across sectors, with utilities showing the lowest volatility and energy and technology sectors showing the highest volatility in earnings.

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Metrics in this report

Historical Data Period

10years

standard

earnings data used for volatility calculation

Sample Size

48,156companies

total

publicly traded firms analyzed