How to use scriptable objects for class selection?

Question

I'm trying to make a class selection system for learning and I've decided to use scriptable objects for the classes since it seems like scriptable objects are good for that(?) however I start to get confused when it comes to setting the class and using the values.

This is my scriptable object for a class.

[CreateAssetMenu(fileName = "New Class", menuName = "Classes/New Class")]
public class BaseClass : ScriptableObject
{
    public float health;
    public float walkSpeed;
    public float fallSpeed;
    public float jumpForce;
    
    public string displayName;

    public List<BaseAbility> abilites;
}

I currently have 2 instances one is called "No Class" which is just default values for when no class is selected (which I dragged into the Player component so it's there when the game starts) and then I have a Warrior one.

This is my player script which uses an event to set the players class when they press a button

public class Player : MonoBehaviour
{
    public BaseClass selectedClass;

    void Start()
    {
        ClassSelectButton.OnClassSelected += SetPlayerClass;
    }

    void SetPlayerClass(BaseClass newClass)
    {
        selectedClass = newClass;
    }
}

And here's where I start to get confused. So I set the players class to the new class in the Player script, but now I need to get the new values in the scripts that need them like my movement script so my solution was to just use the same event.

    public BaseClass playerClass;

    void Start()
    {
       playerClass = GetComponent<Player>().playerClass;
        ClassSelectButton.OnClassSelected += (BaseClass newClass) => { playerClass = newClass; };
    }

    void FixedUpdate()
    {
        rigidBody.MovePosition(transform.position + moveDirection * playerClass.walkSpeed * Time.fixedDeltaTime);   
    }

Although this works I feel like it's not a good approach (perhaps I'm wrong though) so I'm trying to figure out other methods I can do.