Monday, November 14, 2011

Market Cap vs Fundamentals - How Weighting Affects the S&P 500

Here is a chart showing how various metrics change on the S&P 500 as you modify the weighting technique (the S&P500 nominally uses weighting by market cap of course).  Some of the weighting methods allow negative values (which matches to shorting I guess), but that's not a major effect.

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