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Using accounting data based indexing to create a portfolio of assets

  • US RE44,098 E1
  • Filed: 08/08/2012
  • Issued: 03/19/2013
  • Est. Priority Date: 06/03/2002
  • Status: Active Grant
First Claim
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1. A computer-implemented method for construction of an index of financial objects, the computer-implemented method comprising:

  • creating, by at least one computer, the index of the financial objects, said creating comprises;

    selecting, by the at least one computer, financial objects as constituents of the index based upon at least one accounting data regarding entities issuing the financial objects rather than price of the financial objects, wherein the at least one accounting data comprises at least one of;

    cash flow of the entities issuing the financial objects, sales of the entities issuing the financial objects, book value of the entities issuing the financial objects or any dividends of the entities issuing the financial objects; and

    weighting, by the at least one computer, the constituents of the index based upon at least one accounting data regarding the entities issuing the financial objects rather than price of the financial objects, to obtain constituent weightings of the constituents of the index, wherein the at least one accounting data comprises at least one of;

    cash flow of the entities issuing the financial objects, sales of the entities issuing the financial objects, book value of the entities issuing the financial objects or any dividends of the entities issuing the financial objects, andmanaging, by the at least one computer, the index, and managing at least one portfolio of financial objects based on the index comprising;

    altering, by the at least one computer, the relative weightings of the financial objects within said at least one portfolio of financial objects based on the index as the at least one accounting data concerning the entities of the financial objects changes or the constituents of the index change over time.

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