Valuation indifferent non-capitalization weighted index and portfolio
US7792719B2 · kind B2 · utility
18Cited by
107References
88Claims
0Family size
Assignee
Inventor
Key dates
| Filing date | Oct 12, 2004 |
| Grant date | Sep 7, 2010 |
| Priority date | — |
| Expiry date | Feb 7, 2027 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A passive investment system based on indices created from various metrics is disclosed. The indexes may be built by selecting and weighting securities by an objective measure of scale such as accounting metrics rather than market capitalization weighting, price weighting or equal weighting. Various financial, accounting, and non-financial metrics may be used to build an index. Additionally, a combination of financial non-market capitalization metrics may be used along with non-financial metrics to create passive investment systems. Once the index is built, it may be used as a basis to purchase securities for a portfolio.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.