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System and method for evaluating securities and portfolios thereof

  • US 20030212621A1
  • Filed: 05/09/2003
  • Published: 11/13/2003
  • Est. Priority Date: 05/10/2002
  • Status: Abandoned Application
First Claim
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1. A method of evaluating a security issued by a company of interest, the method to be performed by a computer, wherein the method comprises the following steps:

  • a) computing a value for one or more quality assessment measures for each company of a group of companies;

    b) computing a value for one or more value assessment measures for each company of the group;

    c) for each quality assessment measure, computing a first mean and a first standard deviation of the values therefor across all companies in the group and computing a relative quality score associated therewith for the company of interest, the relative quality score being a function of the first mean and the first standard deviation;

    d) for each value assessment measure, computing a second mean and a second standard deviation of the values therefor across all companies in the group and computing a relative value score associated therewith for the company of interest, the relative value score being a function of the second mean and the second standard deviation;

    e) computing a quality composite measure for the company of interest, wherein the quality composite measure is a function of the relative quality scores associated with at least one quality assessment measure;

    f) computing a value composite measure for the company of interest, wherein the value composite measure is a function of the relative value scores associated with at least one value assessment measure; and

    g) generating output to the user based on the quality and value composite measures for the company of interest, whereby the output reflects a valuation of the company of interest relative to other companies in the group.

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