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.
Metrics in this report
Historical Data Period
10years
standard
earnings data used for volatility calculation
Sample Size
48,156companies
total
publicly traded firms analyzed