As we near the decade's end, broad equity market indexes show flat to negative returns for the entire 10 - year stretch. (valuewalk.com)
These indexes exhibit similar beta, liquidity and capacity compared to capitalization - weighted equity market indexes and have very low turnover. (greenbackd.com)
In this paper, we examine a series of equity market indexes weighted by fundamental metrics of size, rather than market capitalization. (greenbackd.com)