It calculates a fundamental weight for each stock according to three fundamental measures, including sales (adjusted for leverage), retained operating cash flow, and dividends plus buybacks.

which uses fundamental values to select and weight stocks. The index calculates a composite fundamental-value score for each stock using historical measures of sales (adjusted for leverage ...

This area offers many different investment choices, such as simplest equal-weighting, fundamental weighting and volatility/momentum based weighting methodologies; however, not all of these ...