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: > 75 billion
- Mid: 25 billion - 75 billion
- Small: < 25 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:
- Stocks are first divided into seven style zones based on their domicile country:
- Region Breakdown:
- United States
- Canada
- Latin America
- Europe
- Japan
- Asia ex. Japan
- Australia/New Zealand
- Region Breakdown:
- The market cap of each stock is then converted into a common currency and divided into one of three market cap groups, based on the thresholds listed below.
- Market Cap Thresholds:
- Large: Top 70%
- Mid: Next 20%
- Small: Bottom 10%
- Market Cap Thresholds:
Market Cap:
- Market Cap Thresholds:
- Giant: Top 40%
- Large: Next 30%
- Mid: Next 20%
- Small: Next 7%
- Micro: Bottom 3%