Keyword in Domain or not?
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My on page optimization grade is an "A" with the following factors;
Factor Overview
<dl class="scoreboard clearfix">
<dt>Critical Factors</dt>
<dd>4 / 4</dd>
<dt>High Importance Factors</dt>
<dd>7 / 7</dd>
<dt>Moderate Importance Factors</dt>
<dd>8 / 9</dd>
<dt>Low Importance Factors</dt>
<dd>11 / 11</dd>
<dt>Optional Factors</dt>
<dd>5 / 5</dd>
</dl>
The main thing I appear to be missing is keywords in my URL. How truly important is that in today's SEO world and how much time or ranking would be lost if I do not have control to change the external links to my website if I decided to migrate to a keyword relevant url?
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A keyword in the URL is somewhat important, but not enough I don't think, to completely change a structure to accommodate it. If you're building a new page, and you know ahead of time the page is about apples, then of course you should name the page apples.html(or whatever).
This logic is, how I think the search engines treat a url, if the keyword is in the url then the page is likely but not necessarily about that subject. So they will give some credence to the keyword if found in a URL. The thing is you can't put every keyword that relates to your page in the URL and I believe Search Engines know this.
In short, it does help, but I wouldn't move the world to accommodate it. If you're making a new page certainly name it appropriately, if you have a page that is preforming horribly then sure change it, but don't spend your days worrying about about a well established URL.
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Also your question was phrased as in the Domain, and you asked about the URL. I actually gave advice based on the URL.
The domain is a little more important then the URL since the Search engine would look at it and say wow a whole site dedicated to apples. Again, it would be impossible to target much more then 1 or 2 keywords in a domain name so you don't have much control over it. If you look at the big companies, their Domain name is also their brand name. Pepsi, eBay, PayPal, Amazon, Zappos, Microsoft.. in these examples the domain name (accept Pepsi) doesn't really denote any type of service or product.
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You would more than likely lose more than you would gain by migrating to a more keyword friendly domain name. I think Google is going to only downgrade the importance of keywords in domain names from here on out.