S&P/Barra Indexes -- Fundamentals

The S&P/Barra Style indexes ceased to be the official Standard & Poor's Style indices on 16 December 2005. Due to this change the last update of the data on this page is for the month ending 30 November 2005.

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Wednesday, November 30, 2005

Data Item (Details)	S&P 500	S&P 500/Barra Growth	S&P 500/Barra Value	S&P MidCap 400	S&P MidCap 400/Barra Growth	S&P MidCap 400/Barra Value	S&P SmallCap 600	S&P SmallCap 600/Barra Growth	S&P SmallCap 600/Barra Value
No. Assets	500	178	322	400	180	220	600	231	369
Total Capt ($ M)	11,693,015	5,798,907	5,894,108	1,159,457	607,865	551,592	580,170	290,472	289,698
Largest Capt ($ M)	378,661	378,661	251,007	13,791	13,791	9,280	5,590	5,590	3,194
Smallest Capt ($ M)	290	870	290	412	705	412	54	57	54
Mean Capt ($ M)	23,386	32,578	18,305	2,899	3,377	2,507	967	1,257	785
Median Capt ($ M)	11,381	14,122	10,318	2,581	2,963	2,192	815	1,078	662
Weighted Avg Capt ($ M)	91,465	123,736	59,715	3,965	4,462	3,417	1,468	1,768	1,168
Barra Predicted Beta	1.00	0.97	1.03	1.07	1.11	1.04	1.07	1.09	1.06
Price/Earnings (Excl Negative)	17.23	20.42	14.87	19.69	23.57	16.57	18.35	20.29	16.66
Price/Earnings (Incl Negative)	18.52	20.78	16.74	23.54	26.24	21.13	21.22	21.68	20.78
Price/ Book	2.85	4.93	2.02	2.62	4.28	1.83	2.37	3.76	1.73
Dividend Yield	1.99	1.67	2.30	1.27	0.95	1.63	1.00	0.73	1.28
Return on Equity	19.95	25.75	14.36	15.15	19.40	10.52	15.34	20.83	9.88
Return on Assets	11.57	17.02	6.21	10.27	14.55	5.56	11.37	16.37	6.37
Price/ Sales	1.48	2.03	1.17	1.23	1.91	0.88	1.03	1.50	0.79
Dividend Payout Ratio	29.81	28.01	31.53	18.79	14.01	24.38	14.92	10.86	18.94
Price to Cash Flow	11.53	14.83	9.03	11.76	15.88	8.94	11.48	13.37	9.88
Price to Free Cash Flow	18.31	22.01	14.56	20.66	26.17	15.97	18.84	21.37	16.45
Cash Flow Coverage Ratio	0.124	0.068	0.187	0.121	0.083	0.164	0.100	0.060	0.144
Implied Growth Rate (%, 5 yr avg)	12.61	16.82	8.34	10.64	15.21	5.52	10.58	12.66	8.48