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- Fundamentally_based_indexes abstract "Fundamentally based indexes are indices in which stocks are weighted by one of many economic fundamental factors, especially accounting figures which are commonly used when performing corporate valuation, or by a composite of several fundamental factors. A potential benefit with composite fundamental indices is that they might average out specific sector biases which may be the case when only using one fundamental factor. A key belief behind the fundamental index methodology is that underlying corporate accounting/valuation figures are more accurate estimators of a company's intrinsic value, rather than the listed market value of the company, i.e. that one should buy and sell companies in line with their accounting figures rather than according to their current market prices. In this sense fundamental indexing is linked to so-called fundamental analysis.The fundamental factors commonly used by fundamental index managers are sales, earnings, book value, cash flow and dividends. Even the number of employees have been used in empirical studies on fundamental indexation. Fundamental indices are often contrasted to capitalization-weighted indices. Fundamentally based indices were arguably pioneered by Research Affiliates (RA), which first circulated research on the methodology in mid-2004. However, the method is in practice very similar to the so-called Core Equity Strategy-method launched by Dimensional Fund Advisors (DFA) during the same year. They are similar since DFA evaluates weight of small cap stocks and value stocks in a direct way whereas RA evaluates weight of small cap stocks and value stocks in a more indirect way. Furthermore, fundamental indexation is also seen by some people as merely a practical application and repackaging of the findings of one of the most famous journal articles in modern financial economics: \"The Cross-Section of Expected Stock Returns\" by Fama & French (1992). This is because the key characteristic of fundamental indices is that they have a combined relative small cap and value stock tilt vs. a capitalization-weighted index, which is for example explicitly shown in a Swedish context by Olof Andersson (2009) in his Thesis \"Irrational Indexation\". Fundamental indices ride on the small cap and the value stock premiums which have been present in international stock markets during the last 30–40 years so it is not strange that they might beat the market. Thus, a fundamental index does not actually buy companies in line with only their accounting figures, but rather companies with high accounting figures which at the same time exhibit low market values. A fundamental index is thus not really value indifferent indexing contrary to claims of its inventors. The current challenge of fundamental index managers is to conclusively prove that their index funds provide more value than merely riding on the small cap and the value stock premium, if possible, in order to legitimate the fees charged by these managers. There is some evidence, statistical significance, that fundamental indices create more value but there is yet any evidence known of economic significance.".
- Fundamentally_based_indexes wikiPageExternalLink rafi.htm.
- Fundamentally_based_indexes wikiPageExternalLink www.powershares.com.
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- Fundamentally_based_indexes wikiPageWikiLink Active_management.
- Fundamentally_based_indexes wikiPageWikiLink Alpha_(finance).
- Fundamentally_based_indexes wikiPageWikiLink Arithmetic_mean.
- Fundamentally_based_indexes wikiPageWikiLink Book_value.
- Fundamentally_based_indexes wikiPageWikiLink Burton_Malkiel.
- Fundamentally_based_indexes wikiPageWikiLink Capital_asset_pricing_model.
- Fundamentally_based_indexes wikiPageWikiLink Capitalization-weighted_index.
- Fundamentally_based_indexes wikiPageWikiLink Category:Financial_markets.
- Fundamentally_based_indexes wikiPageWikiLink Category:Index_numbers.
- Fundamentally_based_indexes wikiPageWikiLink Company.
- Fundamentally_based_indexes wikiPageWikiLink Dimensional_Fund_Advisors.
- Fundamentally_based_indexes wikiPageWikiLink Dividend.
- Fundamentally_based_indexes wikiPageWikiLink Earnings.
- Fundamentally_based_indexes wikiPageWikiLink Earnings_before_interest_and_taxes.
- Fundamentally_based_indexes wikiPageWikiLink Efficient-market_hypothesis.
- Fundamentally_based_indexes wikiPageWikiLink Employment.
- Fundamentally_based_indexes wikiPageWikiLink Fair_value.
- Fundamentally_based_indexes wikiPageWikiLink Fama–French_three-factor_model.
- Fundamentally_based_indexes wikiPageWikiLink Fundamental_analysis.
- Fundamentally_based_indexes wikiPageWikiLink Index_(economics).
- Fundamentally_based_indexes wikiPageWikiLink Investor.
- Fundamentally_based_indexes wikiPageWikiLink Jack_L._Treynor.
- Fundamentally_based_indexes wikiPageWikiLink Jeremy_Siegel.
- Fundamentally_based_indexes wikiPageWikiLink John_C._Bogle.
- Fundamentally_based_indexes wikiPageWikiLink MSCI_EAFE.
- Fundamentally_based_indexes wikiPageWikiLink Main_Street.
- Fundamentally_based_indexes wikiPageWikiLink Market_capitalization.
- Fundamentally_based_indexes wikiPageWikiLink Market_liquidity.
- Fundamentally_based_indexes wikiPageWikiLink Market_portfolio.
- Fundamentally_based_indexes wikiPageWikiLink Mutual_fund_fees_and_expenses.
- Fundamentally_based_indexes wikiPageWikiLink PIMCO.
- Fundamentally_based_indexes wikiPageWikiLink Passive_management.
- Fundamentally_based_indexes wikiPageWikiLink Research.
- Fundamentally_based_indexes wikiPageWikiLink Robert_D._Arnott.
- Fundamentally_based_indexes wikiPageWikiLink S&P_500_Index.
- Fundamentally_based_indexes wikiPageWikiLink Sales.
- Fundamentally_based_indexes wikiPageWikiLink Sharpe_ratio.
- Fundamentally_based_indexes wikiPageWikiLink Statistical_significance.
- Fundamentally_based_indexes wikiPageWikiLink Stock.
- Fundamentally_based_indexes wikiPageWikiLink Stock_market_bubble.
- Fundamentally_based_indexes wikiPageWikiLink Stock_market_crash.
- Fundamentally_based_indexes wikiPageWikiLink Stock_market_index.
- Fundamentally_based_indexes wikiPageWikiLink The_Vanguard_Group.
- Fundamentally_based_indexes wikiPageWikiLink Volatility_(finance).
- Fundamentally_based_indexes wikiPageWikiLink William_F._Sharpe.
- Fundamentally_based_indexes wikiPageWikiLinkText "Fundamentally based indexes".
- Fundamentally_based_indexes wikiPageWikiLinkText "fundamental indexation".
- Fundamentally_based_indexes wikiPageWikiLinkText "fundamentally based indexes".
- Fundamentally_based_indexes wikiPageWikiLinkText "fundamentally weighted".
- Fundamentally_based_indexes wikiPageWikiLinkText "“fundamental”-weighted".
- Fundamentally_based_indexes wikiPageUsesTemplate Template:Reflist.
- Fundamentally_based_indexes subject Category:Financial_markets.
- Fundamentally_based_indexes subject Category:Index_numbers.
- Fundamentally_based_indexes hypernym Indices.
- Fundamentally_based_indexes type Type.
- Fundamentally_based_indexes type Datum.
- Fundamentally_based_indexes type Market.
- Fundamentally_based_indexes type Redirect.
- Fundamentally_based_indexes type Type.
- Fundamentally_based_indexes comment "Fundamentally based indexes are indices in which stocks are weighted by one of many economic fundamental factors, especially accounting figures which are commonly used when performing corporate valuation, or by a composite of several fundamental factors. A potential benefit with composite fundamental indices is that they might average out specific sector biases which may be the case when only using one fundamental factor.".
- Fundamentally_based_indexes label "Fundamentally based indexes".
- Fundamentally_based_indexes sameAs Q5508981.
- Fundamentally_based_indexes sameAs m.027lq0g.
- Fundamentally_based_indexes sameAs Q5508981.
- Fundamentally_based_indexes wasDerivedFrom Fundamentally_based_indexes?oldid=697779292.
- Fundamentally_based_indexes isPrimaryTopicOf Fundamentally_based_indexes.