Methods are needed for quantifying the potency and differential effects of risk factors to identify at-risk groups for theory building and intervention. Traditional methods for constructing war exposure measures are poorly suited to “unpack” differential relations between specific types of exposure and specific outcomes. This study of 881 Bosnian adolescents compared both common factor–effect indicator (using exploratory factor analysis) versus composite causal–indicator methods for “unpacking” dimensions of war exposure and their respective paths to postwar adjustment outcomes. The composite method better supported theory building and most intervention applications, showing how multitiered interventions can enhance treatment effectiveness and efficiency in war settings. Used together, the methods may unpack the elements and differential effects of “caravans” of risk and promotive factors that co-occur across development.