Smart Beta Fundamental Weighting Calculator

Compute fundamental index weights using book value, sales, cash flows, and dividends. Fundamental weighting avoids market-cap over-weighting of overvalued stocks and under-weighting of undervalued stocks

Each component has a specific meaning:

• Book value — The book value recorded for the scenario being assessed.
• Sales — The sales recorded for the scenario being assessed.
• Cash flows — The cash flows recorded for the scenario being assessed.
• Dividends — The dividends recorded for the scenario being assessed.

Note: Interpret the smart beta fundamental result against the thresholds and context described above.

Enter the book value, sales, cash flows, dividends for the scenario you are assessing. Compute fundamental index weights using book value, sales, cash flows, and dividends. Fundamental weighting avoids market-cap over-weighting of overvalued stocks and under-weighting of undervalued stocks. Use the smart beta fundamental result to inform your calculation.