I'm far from an expert, but the common ratings to look for are UL RSC, TL-15, or TL-30 depending on what level of protection you want. The ratings are expensive, so generally vendors show them off prominently.

Not bolting it down does make it much easier to steal. A small safe like this can be carried off pretty easily. Even with a large safe, being able to move it can make it easier to use a pry-bar or to cut through a side-panel.