Fundamental Indexation In South Africa

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.

Autorentext

Huston Alicks, Carl Schutte and Gabriel Meyer graduated with an Honours degree from the University Of Cape Town majoring in Financial Analysis And Portfolio Management. Carl is currently working at McGregor BFA as a Business Analyst, Huston works as a Credit Risk Analyst at Direct Axis and Gabriel is Valuations Specialist at Sanlam.