No- the market risk premium is the slope of the Security Market Line (SML).

a security's risk is divided into systematic (Market risk) and Unsystematic risk (Diversifiable risk), the market risk is the risk inherent to the security, it is attributed to macro economic factors such as inflation, war etc. and affects all securities in the market and so cannot be diversified away. Market risk of a security is measured and reflected by the Beta coefficientwhich is an index that measures the security's volatility to market movements i.e. how much the returns of the security will vary if their changes in the market

A new issue of a security with a very short maturity

As of July 2014, the market cap for United Security Bancshares (UBFO) is $89,354,950.10.

As of July 2014, the market cap for Strattec Security Corporation (STRT) is $235,078,772.50.