S&P MidCap 400/Citigroup Growth

The S&P MidCap 400/Citigroup Growth and Value indices are market cap-weighted indices that cover the complete market cap of the S&P 400 index. All S&P 400 index stocks are represented in both and/or each Growth and Value index. The growth factors used to determine a stock’s growth score are 5-year earnings per share growth rate, 5-year sales per share growth rate and 5-year internal growth rate (ROE * earnings retention rate). The value factors used to determine a stock’s value score are book value to price ratio, cash flow to price ratio, sales to price ratio and dividend yield.