Patent ID: 8478676

Claim:
A system comprising: a memory configured to store historical price values for a plurality of securities; and one or more electronic processors, operably connected to the memory, configured to: calculate a volatility score for each of a plurality of securities based at least in part on the historical price values; calculate a reference volatility score for a benchmark; derive a relative volatility score for each of the plurality of securities based upon the volatility score for each of the plurality of securities and the reference volatility score; determine securities that are reversely correlated to the benchmark; adjust the relative volatility score for at least one of the reversely correlated securities to a negative value; derive an aggregated volatility score for each of a plurality of accounts based in part on securities held within an account and the relative volatility scores for the securities; and determine a sentiment index based upon the aggregated volatility score for each of the plurality of accounts.