Introduced in the fall of 2005 to replace its predecessor, the S&P/Barra Style index series, the S&P/Citigroup Style index series use a multi-factor methodology to calculate growth and value in separate dimensions. Style scores are calculated taking standardized measures of 3 growth factors and 4 value factors for each constituent. Combined, the growth and value indices are exhaustive, containing the full market capitalization of the S&P MidCap 400.
Index constituents exhibit the following characteristics:
Underlying Indices – S&P MidCap 400
Weighting – Market capitalization
Market Capitalization – US$ 1.5 billion to US$ 5.5 billion
Public Float – At least 50%
Reconstitution – As needed basis
Index Governance and Policy This index is maintained by the S&P Index Committee, whose members include Standard & Poor's economists and index analysts. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.
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