The problem is that you can only really "know" that which has been tested. There are a couple of different standards. DOT and Snell come to mind. You could look in to those and what they mean.

I myself avoid the very low-end of the scale. It's like with bikes. A department-store bike probably passes the same CPSC tests as a high-end bike, but I'm still not going to trust my life to the dept-store bike on a trail. Ditto helmets. I just believe there is too much economic pressure towards marginal parts and manufacturing processes at the very low-end.

To be utterly honest, my first worry is looks. I only ever try on a helmet that I like the looks of. I'm not saying looks are most important, but they are quick and easy to judge.

Then I look at shape. I'm not keen on helmets with protrusions and weird shapes that might catch and snap my neck as a I drag along the ground in a crash. The Fox Flux is a good example here. I won't buy one of those, because Fox put a "fin" or something towards the back to make the design look cool. I'm not into that sort of thing. My belief is in a smooth profile.

If I'm happy with the looks, and there aren't any weird protrusions, then I try on for fit. Fit is my most important criteria. Some brands of helmet match my head shape better than others. Some strap mechanisms are easier to adjust and fiddle with than others.

I also like a helmet that provides good coverage on the back of my head. Many helmets do not. So-called "all mountain" helmets tend to be a bit better in this regard.

There are enough helmet designs out there that I can manage to find one that fits well, and also that looks well.

Pricewise, after all the above, I typically land in the middle of the road.