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An overview of fundamental indexing of equities with a comparison to traditional equity indexing.
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Source: Research Affiliates, LLC, Top 10 U.S. stocks based on data from 12/31/2005. The fundamental weighting is equally based on book value, sales, dividends and cash flow, with dividends excluded from the weighting for non-dividend paying stocks.
17 Source: Research Affiliates, LLC
CAP 1000 is the largest 1000 stocks by market cap. The Fundamental Composite is equally weighted based on book value, sales, dividends and cash flow, with dividends excluded from the weighting for non-dividend paying stocks. It does not include trading costs. Returns are from 12/31/1961 to 12/31/2005.
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