Comments on: Follow-Up Post To Largest Company By Market Cap http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/ Stock Market and Investing Blog of Mebane Faber Tue, 11 Oct 2011 15:24:53 +0000 hourly 1 http://wordpress.org/?v=3.2.1 By: China Tour http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/comment-page-1/#comment-2603 China Tour Fri, 12 Jun 2009 13:01:49 +0000 http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/#comment-2603 Different point of view from that post. Interesting to say the least. Different point of view from that post. Interesting to say the least.

]]> By: Dennis Mangan http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/comment-page-1/#comment-2062 Dennis Mangan Thu, 28 Aug 2008 01:28:00 +0000 http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/#comment-2062 OK, how about with leverage? OK, how about with leverage?

]]> By: Scott Berglund http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/comment-page-1/#comment-2061 Scott Berglund Wed, 27 Aug 2008 17:38:00 +0000 http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/#comment-2061 Dennis,<br/><br/>I don't think this would make sense. This strategy would only have an expected return of the differential between the returns of the fundamental index versus the cap weighted index, which Arnott and others suggest is only 200 to 250 basis points. Dennis,

I don’t think this would make sense. This strategy would only have an expected return of the differential between the returns of the fundamental index versus the cap weighted index, which Arnott and others suggest is only 200 to 250 basis points.

]]> By: Dennis Mangan http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/comment-page-1/#comment-2060 Dennis Mangan Wed, 27 Aug 2008 15:56:00 +0000 http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/#comment-2060 Which suggests a possible strategy: long a fundamental index, or maybe the equal-weight S&P 500, short the actual S&P. And Mebane here is the perfect person to look into this trade's performance. Which suggests a possible strategy: long a fundamental index, or maybe the equal-weight S&P 500, short the actual S&P. And Mebane here is the perfect person to look into this trade's performance.

]]> By: Anonymous http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/comment-page-1/#comment-2059 Anonymous Wed, 27 Aug 2008 03:37:00 +0000 http://www.mebanefaber.com/2008/08/26/follow-up-post-to-largest-company-by-market-cap/#comment-2059 The underperformance of the top stock or stocks by capitalization is a powerful argument for Bob Arnott's Fundamental Indexing approach. Among US large-caps, FI claims to offer a historical edge of more than 200bps per year versus conventional indexing, mainly because of this underperformance effect. <br/><br/>j'adoube The underperformance of the top stock or stocks by capitalization is a powerful argument for Bob Arnott’s Fundamental Indexing approach. Among US large-caps, FI claims to offer a historical edge of more than 200bps per year versus conventional indexing, mainly because of this underperformance effect.

j’adoube

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