WO2008118372A3 - Using accounting data based indexing to create a portfolio of financial objects - Google Patents

Using accounting data based indexing to create a portfolio of financial objects Download PDF

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Publication number
WO2008118372A3
WO2008118372A3 PCT/US2008/003762 US2008003762W WO2008118372A3 WO 2008118372 A3 WO2008118372 A3 WO 2008118372A3 US 2008003762 W US2008003762 W US 2008003762W WO 2008118372 A3 WO2008118372 A3 WO 2008118372A3
Authority
WO
WIPO (PCT)
Prior art keywords
indexes
portfolio
weighted
metrics
price
Prior art date
Application number
PCT/US2008/003762
Other languages
French (fr)
Other versions
WO2008118372A2 (en
Inventor
Robert D Arnott
Paul C Wood
Original Assignee
Res Affiliates Llc
Robert D Arnott
Paul C Wood
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Family has litigation
First worldwide family litigation filed litigation Critical https://patents.darts-ip.com/?family=39789187&utm_source=google_patent&utm_medium=platform_link&utm_campaign=public_patent_search&patent=WO2008118372(A3) "Global patent litigation dataset” by Darts-ip is licensed under a Creative Commons Attribution 4.0 International License.
Application filed by Res Affiliates Llc, Robert D Arnott, Paul C Wood filed Critical Res Affiliates Llc
Priority to JP2009554590A priority Critical patent/JP2010522375A/en
Priority to EP08727072A priority patent/EP2140421A4/en
Priority to CA002681767A priority patent/CA2681767A1/en
Priority to AU2008232333A priority patent/AU2008232333A1/en
Publication of WO2008118372A2 publication Critical patent/WO2008118372A2/en
Publication of WO2008118372A3 publication Critical patent/WO2008118372A3/en
Priority to IL200861A priority patent/IL200861A0/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce
    • G06Q30/02—Marketing; Price estimation or determination; Fundraising
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/12—Accounting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation or account maintenance

Abstract

A system, method and computer program product creates an index based on accounting based data, as well as a portfolio of financial objects based on the index where the portfolio is weighted according to accounting based data. A passive investment system may be based on indices created from various metrics. The indexes may be built with metrics other than market capitalization weighting, price weighting or equal weighting. Non-financial metrics may also be used to build indexes to create passive investment systems. 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. Specifically excluded are widely-used capitalization-weighted indexes and price-weighted indexes, in which the price of a security contributes in a substantial way to the calculation of the weight of that security in the index or the portfolio, and equal weighting weighted indexes. Valuation indifferent indexes avoid overexposure to overvalued securities and underexposure to undervalued securities, as compared with conventional capitalization-weighted and price-weighted.
PCT/US2008/003762 2007-03-23 2008-03-21 Using accounting data based indexing to create a portfolio of financial objects WO2008118372A2 (en)

Priority Applications (5)

Application Number Priority Date Filing Date Title
JP2009554590A JP2010522375A (en) 2007-03-23 2008-03-21 Using indices based on accounting data to create portfolios of financial targets
EP08727072A EP2140421A4 (en) 2007-03-23 2008-03-21 Using accounting data based indexing to create a portfolio of financial objects
CA002681767A CA2681767A1 (en) 2007-03-23 2008-03-21 Using accounting data based indexing to create a portfolio of financial objects
AU2008232333A AU2008232333A1 (en) 2007-03-23 2008-03-21 Using accounting data based indexing to create a portfolio of financial objects
IL200861A IL200861A0 (en) 2007-03-23 2009-09-10 Using accounting data based indexing to create a portfolio of financial objects

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US89686707P 2007-03-23 2007-03-23
US60/896,867 2007-03-23
US11/931,913 US8005740B2 (en) 2002-06-03 2007-10-31 Using accounting data based indexing to create a portfolio of financial objects
US11/931,913 2007-10-31

Publications (2)

Publication Number Publication Date
WO2008118372A2 WO2008118372A2 (en) 2008-10-02
WO2008118372A3 true WO2008118372A3 (en) 2008-12-04

Family

ID=39789187

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2008/003762 WO2008118372A2 (en) 2007-03-23 2008-03-21 Using accounting data based indexing to create a portfolio of financial objects

Country Status (8)

Country Link
US (2) US8005740B2 (en)
EP (1) EP2140421A4 (en)
JP (1) JP2010522375A (en)
AU (1) AU2008232333A1 (en)
CA (1) CA2681767A1 (en)
IL (1) IL200861A0 (en)
TW (1) TW200844894A (en)
WO (1) WO2008118372A2 (en)

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