Patent ID: 7620577
Filing Date: 2009-11-17
Classification: G06Q

Abstract:
1. A computer implemented method of constructing an index of assets (I), the method performed by at least one processor operable to perform the method, the method comprising: (a) accessing by the at least one processor of one or more databases storing and permitting retrieval of data (D) about a plurality of companies (C) and a plurality of corresponding assets (A) each issued by or having been issued by at least one of the plurality of companies (C); (b) receiving by the at least one processor a numerical size (N) of the index of assets (1); (c) receiving by the at least one processor at least one objective measure of scale (O) regarding one or more of the plurality of companies (C) associated with said corresponding assets (A); (d) retrieving by the at least one processor one or more of said data (D) about a plurality of said companies (C) and said corresponding assets (A); (e) selecting by the at least one processor said one or more data (D) to be a quantitative data (Q) reflecting the amount of said at least one objective measure of scale (O) associated with each of said companies (C), wherein said selecting comprises: (i) excluding any of said data (D) regarding the market prices (P) of any of said assets (A); and (ii) excluding any of said data (D) regarding the market capitalization (MC) of any of said companies (C), wherein said at least one objective measure of scale (O) comprises a measure of the size (SZ) of each said company (C) associated with each said given asset (A), and wherein said measure of the size (SZ) of each said company (C) corresponding to each said asset (A) comprises at least one of: (f) ranking by the at least one processor said companies (C) based upon a said quantitative data (Q) associated with the at least one objective measure of scale (O) of each of said companies (C); (g) selecting by the at least one processor said numerical size (N) of the index of assets (I) of the companies (C) having the highest rank of said quantitative data (Q) to comprise the plurality of constituent index assets (IA) exclusively comprising the index of assets (I); and (h) calculating by the at least one processor percentage weights for the index of assets (I) to be objective measure of scale weights (OW) exclusive of (i) any of said market prices (P) of any of said assets (A); and (ii) any of said market capitalization (MC) of any of said companies (C), wherein the calculating comprises: wherein said at least one objective measure of scale (O) comprises a measure of the size (SZ) of each said company (C) associated with each said given constituent index asset (IA), and wherein said measure of the size (SZ) of each said company (C) corresponding to each said constituent index asset (IA) comprises at least one of: