Risk Index Exposures

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.

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
Volatility	-0.108	-0.159	-0.059	0.286	0.317	0.253	0.605	0.621	0.589
Momentum	-0.130	-0.132	-0.128	0.337	0.541	0.112	0.417	0.765	0.068
Size	0.412	0.694	0.135	-1.653	-1.552	-1.765	-2.458	-2.291	-2.626
Size Nonlinearity	0.136	0.156	0.116	-0.380	-0.293	-0.477	-1.401	-1.109	-1.695
Trading Activity	-0.025	-0.096	0.046	0.317	0.354	0.276	0.126	0.281	-0.030
Growth	-0.058	-0.066	-0.050	0.157	0.296	0.003	0.238	0.466	0.009
Earnings Yield	0.093	-0.147	0.329	-0.116	-0.307	0.094	-0.065	-0.181	0.052
Value	-0.026	-0.536	0.476	0.093	-0.450	0.693	0.189	-0.380	0.759
Earnings Variability	-0.083	-0.284	0.115	0.101	-0.077	0.297	0.262	0.185	0.340
Leverage	-0.120	-0.400	0.156	0.286	0.143	0.444	0.434	0.244	0.625
Currency Sensitivity	-0.010	-0.045	0.025	-0.231	-0.294	-0.161	-0.297	-0.265	-0.330
Dividend Yield	0.079	-0.095	0.250	-0.308	-0.482	-0.117	-0.460	-0.600	-0.320