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Barra risk factors are particular factors used to implement the Barra risk factor analysis, that consists in a multi-factor model developed by Barra inc. to measure the overall risk to which a financial asset is exposed. According to investopedia.com: Barra Risk Factor Analysis incorporates over 40 data metrics including: earnings growth, share ...


Style factors are used to describe the risk or returns of a portfolio or a asset. Style factors describe them in consistent terms that a board of directors or a portfolio manager can understand. You cannot easily do this with eigen values for example. "... Identify segments of the market with distinguishable patterns of returns." The first known style ...

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