What Is the Difference Between Market Cap and Stock Style Data?

In the Allocation tab, Market Cap and Stock Style values may not always correspond. This variance reflects differing calculation methodologies applied within each module.

Default Data

Stock Style

• Market Cap Thresholds:
  • Large: > 10 billion
  • Mid: 1 billion - 10 billion
  • Small: < 1 billion
• Z-Score
  • Price-to Book (3Y Mean)
  • Price-to-Sales (3Y Mean)
  • Price-to-Earnings (3Y Mean)
  • Return on Equity (3Y Mean)
  • Revenue (3Y Growth)
  • Dividend Yield

Market Cap

• Market Cap Thresholds:
  • Large: Top 70%
  • Mid: Next 20%
  • Small: Bottom 10%

Legacy Data

Stock Style:

• Region Breakdown:
  • United States
  • Canada
  • Latin America
  • Europe
  • Japan
  • Asia ex. Japan
  • Australia/New Zealand
• Market Cap Thresholds:
  • Large: Top 70%
  • Mid: Next 20%
  • Small: Bottom 10%

Market Cap:

• Market Cap Thresholds:
  • Giant: Top 40%
  • Large: Next 30%
  • Mid: Next 20%
  • Small: Next 7%
  • Micro: < 3 billion