make up 75% of the portfolio closest to the Centroid as measured by asset value.

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Equity Factor Indexes for the Canadian Market - First Asset

www.firstasset.com/.../mstar_equity_factor_indexes_for_the_canadian_...‎

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groups of stocks on the basis of market capitalization and valuation ratios. ... make up 75% of the portfolio closest to the Centroid as measured by asset value.