Back Link site DA must higher than our side DA?
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Generally links from other sites won't harm you, unless you're getting them on a massive scale with spammy anchor text.
If you're evaluating a link building prospect, rather than looking at DA make sure a) the site isn't spammy, b) the site isn't penalized by Google, c) the site is relevant to your niche, d) you're not being spammy with anchor text.
It's perfectly normal for big sites to accumulate lots of low quality links naturally, just from other sites scraping them. Again, it's not something I would worry about too much unless you're seeing warning messages in GWT, in which case it may be worth disavowing some of your spammy links.
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Lower DA Back link will hurt your side?
I link to all of the sites in my niche that are better than mine. It hasn't hurt any of them yet.

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Appreciate that if you can give some guild line on how to evaluate:
a) the site isn't spammy,
b) the site isn't penalized by Google,
c) the site is relevant to your niche,
d) you're not being spammy with anchor text.
Whether i can use:
http://www.opensiteexplorer.org/
to evaluate those? Many thanks.
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a & c just look at the site an evaluate it. For b, do a site: search on Google to see if they are indexed and also see if they rank for their own brand name. For d, just don't overuse the same anchor text across multiple sites, keep it "natural".
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Many thanks.
I have a whole pictures now.
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I agree with Takeshi. Just look at it.
Also, these sites are in my own industry and I know them very well.
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Oh I must ask for you to expand on this. What's your reasoning behind such a thing?
Or did my sarcasm detector malfunction..?
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The word "all" is a bit of an overstatement. However, when I am writing and need to reference something, I usually link to the site with the information. For that reason the site is superior to mine in some way. So, I am always "linking up"... never "linking down".
And, I post news items, each time the site that I link to has content that I don't have, thus again superior to mine in some way.
As a result I am almost always linking to sites that rank above mine for some keyword or another. I don't sweat it. I'll get 'em.
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And you don't choose to nofollow?
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All of the links out of my site are followed.
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Interesting. Well thanks for the insight, appreciated as always!