Patent ID: 8296207

Claim:
A method comprising: retrieving, by a processor of a computing device, a first number corresponding to a proportion of a first real estate investment trust invested in a segment of a property market; retrieving, by the processor, return data for the first real estate investment trust at a first period of a frequency; retrieving, by the processor, return data for the first real estate investment trust at a second period of the frequency; retrieving, by the processor, a second number corresponding to a proportion of a second real estate investment trust invested in the segment of the property market; retrieving, by the processor, return data for the second real estate investment trust at the first period of the frequency; retrieving, by the processor, return data for the second real estate investment trust at the second period of the frequency; processing, by the processor, the first number to obtain a first weight, the first weight corresponding to a first long position for investing in the first real estate investment trust; processing, by the processor, the second number to obtain a second weight, the second weight corresponding to a first short position for investing in the second real estate investment trust; determining, by the processor, a first value in a real estate investment trust return index based at least in part on the first weight, the return data for the first real estate investment trust at the first period of the frequency, the second weight, and the return data for the second real estate investment trust at the first period of the frequency; determining, by the processor, a second value in the real estate investment trust return index based at least in part on the first weight, the return data for the first real estate investment trust at the second period of the frequency, the second weight, and the return data for the second real estate investment trust at the second period of the frequency; and determining, by the processor, a second index based at least in part on the first value in the real estate investment trust return index and the second value in the real estate investment trust return index.