Security analyst performance tracking and analysis system and method
First Claim
1. A computer implemented system for facilitating use of historical data for a plurality of analysts, the system comprising:
- (i) a database of raw historical data, said data including individual predictions by a plurality of analysts pertaining to at least one security;
(ii) means for creating indices for predetermined relationships among the data;
(iii) means for pre-calculating predetermined analyst-performance metrics from the data; and
(iv) database means for storing the indices and pre-calculations.
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Accused Products
Abstract
A system and method for measuring, analyzing, and tracking the past performance of security analysts'"'"' earnings estimates and recommendations. A database containing historical information pertaining to analyst earnings estimates and recommendations is downloaded into the system. Pre-calculated data values are also added to the database including adjustment factors a single or set of analysts based upon their historical earnings estimates as compared to actual earnings estimates over time, and other user-defined performance analysis set parameters and metrics. A weighting factor may also be calculated for a set of analysts based upon factors such as the recency of an analyst'"'"'s earnings estimates. Using these adjustment and weighting factors and each analyst'"'"'s actual earnings estimate, a custom composite estimate may be derived. A front-end graphical user interface (GUI) is used to view analyst historical data either as raw data or, by using a data visualization technique, as a graph or chart. The GUI allows a user to choose from a multitude of predetermined analysis parameters and metrics or to define his own parameters and metrics for calculation and visualization. A user may also, in similar manner, use a GUI to choose parameters and metrics to analyze and display the historical profitability of analysts'"'"' recommendations over a plurality of time periods. Users may also create and test, either retrospectively or prospectively, custom portfolio transaction models and rules for purchasing and selling securities based upon analysts'"'"' estimates and recommendations. The value of such test portfolios may also be tracked.
75 Citations
33 Claims
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1. A computer implemented system for facilitating use of historical data for a plurality of analysts, the system comprising:
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(i) a database of raw historical data, said data including individual predictions by a plurality of analysts pertaining to at least one security;
(ii) means for creating indices for predetermined relationships among the data;
(iii) means for pre-calculating predetermined analyst-performance metrics from the data; and
(iv) database means for storing the indices and pre-calculations. - View Dependent Claims (2, 3, 4)
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5. A computer implemented system for displaying historical data for a plurality of analysts, the system comprising:
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(i) a database comprising historical data, said historical data including individual predictions by a plurality of analysts pertaining to at least one security;
(ii) a user interface comprising a plurality of user selectable parameters to permit a user to selectively display portions of the historical data;
(iii) a display for displaying historical data according to the user selected parameters. - View Dependent Claims (6, 7, 8, 9, 10, 11, 13, 14, 15, 16, 17, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30)
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12. A computer implemented system for measuring historical performance of earnings estimates for a plurality of analysts, the system comprising:
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(i) a database of historical data, said data including individual earnings estimates by a plurality of analysts pertaining to at least one earnings event for a given security and actual earnings data for that event for that security;
(ii) means for measuring selected analysts'"'"' performance based on predetermined error metrics; and
(iii) and means for graphically displaying the results of the measurements.
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18. A computer implemented system for creating a composite prediction based on a plurality of analysts'"'"' current predictions and historical data concerning analysts'"'"' past predictions, the system comprising:
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(i) a historical database of data concerning a plurality of analysts'"'"' past predictions;
(ii) a database of a plurality of analysts'"'"' current predictions; and
(iii) means for creating a model with user selected parameters to generate a composite prediction based on the historical data.
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31. A method for assisting in an investment decision, the method comprising the steps of:
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(i) analyzing historical data pertaining to a plurality of analysts'"'"' historical predictions concerning a security;
(ii) identifying trends within the data;
(iii) modifying analysts current predictions based on the identified trends;
(iv) creating a composite prediction based on the modified prediction. - View Dependent Claims (32, 33)
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Specification