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Market cap is an evaluation by the market of numerous factors. Including those proposed as the alternative index.
Siegel uses the overpriced Yahoo as an example of why capitalization-based indexing is a bad idea.
Dividend-based allocation would have missed out on the phenomenal growth of many tech companies (for example Microsoft) who, for most of their history paid no dividend (or a negligible dividend).
EPS will miss out on companies that the market determines have a compelling growth story.
Effectively what Siegel is doing is stock-picking. He doesn't want YHOO in his index, so he invents an index that underweights YHOO. The market cap is the value that the market puts on the stock, and Siegel is trying to outsmart the market.
I think I'll stick with Bogle.
My strategy -- 66% Bogle, 33% Siegel. Capture the overall market but then overweight in the segment that has historically (and perhaps fundamentally) outpeformed.
So nobody steal my idea, ok?
http://www.frontlinethoughts.com/article.asp?id...