S&P U.S. Style Index Series

S&P Indices offers two series of U.S. style indices: The broader S&P Style Index Series includes all stocks from the parent index into growth and value components, and weights them by market capitalization. The S&P Pure Style Index Series only includes those stocks from the parent index that exhibit strong Growth or Value Characteristics, and weights them by style score.

S&P Style and Pure Style Index Series measure Growth and Value in separate dimensions across six risk factors. Growth factors include sales growth, earnings change to price and momentum; and the Value factors include book value to price ratio, sales to price ratio and dividend yield.

S&P Indices periodically reviews and revises the style factors for its growth and value benchmarks in order to reflect changes in financial theory, accounting standards, and investment sentiment.

Style Index Series

• S&P 500® Growth and Value
• S&P MidCap 400 Growth and Value
• S&P SmallCap 600 Growth and Value
• S&P Composite 1500 Growth and Value
• S&P 900 Growth and Value
• S&P 1000 Growth and Value

 Pure Style Index Series

• S&P 500® Pure Growth and Value
• S&P MidCap 400 Pure Growth and Value
• S&P SmallCap 600 Pure Growth and Value
• S&P Composite 1500 Pure Growth and Value
• S&P 900 Pure Growth and Value
• S&P 1000 Pure Growth and Value

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