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Fundamental weighting leads to rebalancing and is categorized with:

a) Market cap-weighted indexes
b) Equal-weighted indexes
c) Smart-beta indexes
d) Dividend-weighted indexes

1 Answer

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Final answer:

Fundamental weighting is often associated with smart-beta indexes, which are different from market cap-weighted, equal-weighted, and dividend-weighted indexes. Smart-beta indexes aim to capture market inefficiencies in a rules-based and transparent manner.

Step-by-step explanation:

Fundamental weighting is a strategy used in constructing stock market indices. This approach involves rebalancing a portfolio so that it doesn’t become too tilted towards certain stocks or sectors that may become overvalued, thus maintaining a more stable and theoretically more reliable measure of a market's value or performance.

Regarding the question, fundamental weighting is a technique often associated with smart-beta indexes. These indexes are designed to capture investment factors or market inefficiencies in a rules-based and transparent way, which can potentially improve returns or minimize risk in comparison to traditional market cap-weighted indexes.

It is different from market cap-weighted indexes, such as S&P 500, where stocks are weighted according to their total market capitalization, and equal-weighted indexes, where each stock has an equal weight. Dividend-weighted indexes provide another alternative, where stocks are weighted based on their dividend yields.

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