Huston Alicks

Fundamental Indexation in South Africa: Evaluating the Performance of Fundamental Indexes in a South African Context Huston Alicks

This book will evaluate the performance of fundamental indexation, relative to traditional indexation, in the South African context. A key research question is how much of the (excess) return of the fundamental indices is due to factor exposure, and how much above this is added by the technique of fundamental indexing. We then move to a more granular level of evaluation, as we shift from a market level of observation to sector level ? we examine fundamental indexation in the resource, industrial and financial sectors.