Same. I do have a sharp friend I typically carry with me so I'm completely helpless, although I don't always. Granted it does require something or someone to be somewhat close to me, but again, that's where I fall back of feeling self assured of myself, rightly or wrongly.
But I will never discredit anyone who does. I always tell people, be safe. Its not for me, but I've got a very good friend whose a single mom of 2 young girls living alone , well, as far as an adult, and has a small dog and she does and I've never tried discouraging her from doing that as her biggest fear is caring for her girls. I've gone over a few times and hung out when she felt things were creepy or there was something going on that was odd. Not for a while though and that's okay.