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1.发明授权Using accounting data based indexing to create a low volatility portfolio of financial objects 有权使用基于会计数据的索引来创建财务对象的低波动组合公开(公告)号：US08694402B2
公开(公告)日：2014-04-08
申请号：US13593415
申请日：2012-08-23
IPC分类号： G06Q40/00
摘要： A system, method and computer program product creates an index based on accounting data, or a portfolio of financial objects based on the index where the portfolio is weighted according to accounting data. Indexes may be built with metrics other than market capitalization weighting, price weighting or equal weighting. Financial and non-financial metrics may be used to build indexes to create passive investment systems. A combination of financial non-market capitalization metrics may be used with non-financial metrics to create passive investment systems. Once built, the index may be used as a basis to purchase securities for a portfolio. Specifically excluded are widely-used capitalization-weighted and price-weighted indexes, in which price of a security contributes in a substantial way to calculation of weight of that security in the index or the portfolio, and equal weighting weighted indexes. The indexes may be constructed to minimize volatility.
摘要翻译： 系统，方法和计算机程序产品将根据会计数据或财务对象组合，根据会计数据对投资组合加权的指数进行创建。 指数可以用除市值加权，价格加权或相等权重之外的指标构建。 可以使用财务和非财务指标来构建指标来创建被动投资系统。 金融非市值资本指标的组合可以与非财务指标一起使用，以创建被动投资系统。 一旦建成，该指数可用作为投资组合购买证券的基础。 具体排除的是广泛使用的资本化加权和价格加权指数，其中安全性的价格有力地计算指数或投资组合中该证券的权重，以及相等的加权权重指数。 可以构建索引以最小化挥发性。
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2.发明授权公开(公告)号：US08620789B2
公开(公告)日：2013-12-31
申请号：US13593415
申请日：2012-08-23
IPC分类号： G06Q40/00
摘要： A system, method and computer program product creates an index based on accounting data, or a portfolio of financial objects based on the index where the portfolio is weighted according to accounting data. Indexes may be built with metrics other than market capitalization weighting, price weighting or equal weighting. Financial and non-financial metrics may be used to build indexes to create passive investment systems. A combination of financial non-market capitalization metrics may be used with non-financial metrics to create passive investment systems. Once built, the index may be used as a basis to purchase securities for a portfolio. Specifically excluded are widely-used capitalization-weighted and price-weighted indexes, in which price of a security contributes in a substantial way to calculation of weight of that security in the index or the portfolio, and equal weighting weighted indexes. The indexes may be constructed to minimize volatility.
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3.发明授权System, method and computer program product for selecting and weighting a subset of a universe to create an accounting data based index and portfolio of financial objects 有权用于选择和加权宇宙子集的系统，方法和计算机程序产品，以创建基于会计数据的索引和财务对象组合公开(公告)号：US08374939B2
公开(公告)日：2013-02-12
申请号：US12752159
申请日：2010-04-01
IPC分类号： G06Q40/00
摘要： 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.
摘要翻译： 系统，方法和计算机程序产品基于基于会计的数据创建索引，以及基于根据基于会计数据加权投资组合的指数的财务对象组合。 被动投资系统可以基于从各种指标创建的指数。 指数可以用除市值加权，价格权重或相等权重之外的指标构建。 非财务指标也可用于构建指标来创建被动投资系统。 此外，金融非市值资本指标的组合可以与非财务指标一起使用，以创建被动投资系统。 一旦该指数建成，它可能被用作为投资组合购买证券的基础。 具体排除的是广泛使用的资本化加权指数和价格加权指数，其中证券的价格以实质的方式贡献于计算指数或投资组合中该证券的权重，以及相等的加权权重指数。 估值无关的指标避免过度暴露于高估的证券和低估的低估证券，与传统的资本化加权和价格加权相比。
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公开(公告)号：US08589276B2
公开(公告)日：2013-11-19
申请号：US13216238
申请日：2011-08-23
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06
摘要： 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.
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5.发明授权Non-capitalization weighted indexing system, method and computer program product 有权非资本化加权索引系统，方法和计算机程序产品公开(公告)号：US08374937B2
公开(公告)日：2013-02-12
申请号：US12619668
申请日：2009-11-16
IPC分类号： G06Q40/00
摘要： An investment system based on indexes created from various metrics is disclosed. The indexes may be built by selecting from a universe of assets, a subset using selection and weighting metrics substantially independent of market capitalization weighting, price weighting, or equal weighting. These metrics may include, but are not limited to book value, sales, dividends, cash flow, employees, demographics, etc. 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. As the data underlying the indexes change because of, e.g., economic activity, the index may be updated and may be used as a basis to rebalance the portfolio. Valuation indifferent indexes of the present invention avoid overexposure to overvalued securities and underexposure to undervalued securities, as compared with conventional capitalization-weighted price-weighted indexes.
摘要翻译： 披露了基于各种指标创建的指标的投资体系。 这些指数可以通过从资产的世界中选择一个子集，使用选择和基本上独立于市值加权，价格加权或相等加权的加权指标。 这些指标可能包括但不限于账面价值，销售额，股息，现金流量，员工，人口统计等。财务非市值资本指标的组合可与非财务指标一起使用以创建被动投资系统。 一旦该指数建成，它可能被用作为投资组合购买证券的基础。 由于例如经济活动，索引所依据的数据会发生变化，因此可能会更新该指数，并将其用作重新平衡投资组合的基础。 与传统资本加权价格加权指数相比，本发明的估值无关指标避免过度暴露于高估的证券和低估证券的低估。
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6.发明授权System, method and computer program product for using a non-price accounting data based index to determine financial objects to purchase or to sell 有权使用基于非价格会计数据的指数的系统，方法和计算机程序产品来确定要购买或出售的财务对象公开(公告)号：US08380604B2
公开(公告)日：2013-02-19
申请号：US12819199
申请日：2010-06-19
IPC分类号： G06Q40/00
摘要： 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.
摘要翻译： 系统，方法和计算机程序产品基于基于会计的数据创建索引，以及基于根据基于会计数据加权投资组合的指数的财务对象组合。 被动投资系统可以基于从各种指标创建的指数。 指数可以用除市值加权，价格权重或相等权重之外的指标构建。 非财务指标也可用于构建指标来创建被动投资系统。 此外，金融非市值资本指标的组合可以与非财务指标一起使用，以创建被动投资系统。 一旦该指数建成，它可能被用作为投资组合购买证券的基础。 具体排除的是广泛使用的资本化加权指数和价格加权指数，其中证券的价格以实质的方式贡献于计算指数或投资组合中该证券的权重，以及相等的加权权重指数。 估值无关的指标避免过度暴露于高估的证券和低估的低估证券，与传统的资本化加权和价格加权相比。
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公开(公告)号：US07747502B2
公开(公告)日：2010-06-29
申请号：US11509002
申请日：2006-08-24
IPC分类号： G06Q40/00
摘要： 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.
摘要翻译： 系统，方法和计算机程序产品基于基于会计的数据创建索引，以及基于根据基于会计数据加权投资组合的指数的财务对象组合。 被动投资系统可以基于从各种指标创建的指数。 指数可以用除市值加权，价格权重或相等权重之外的指标构建。 非财务指标也可用于构建指标来创建被动投资系统。 此外，金融非市值资本指标的组合可以与非财务指标一起使用，以创建被动投资系统。 一旦该指数建成，它可能被用作为投资组合购买证券的基础。 具体排除的是广泛使用的资本化加权指数和价格加权指数，其中证券的价格以实质的方式对计算指数或投资组合中的证券的权重，以及相等的加权权重指数进行计算。 估值无关的指标避免过度暴露于高估的证券和低估的低估证券，与传统的资本化加权和价格加权相比。
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8.发明授权Non-capitalization weighted indexing system, method and computer program product 有权非资本化加权索引系统，方法和计算机程序产品公开(公告)号：US07620577B2
公开(公告)日：2009-11-17
申请号：US11196509
申请日：2005-08-04
IPC分类号： G06Q40/00
摘要： A passive investment system based on indices created from various metrics is disclosed. The indexes may be built with metrics other than market capitalization weighting, price weighting or equal weighting. These metrics may include, but are not limited to book value, sales, revenue, earnings, earnings per share, income, income growth rate, dividends, dividends per share, earnings before interest, tax, depreciation and amortization, etc. 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. As the data underlying the indexes changes because of, e.g., economic activity, the index may be updated and may be used as a basis to rebalance the portfolio. Alternatively, the index can be rebalanced when a pre-determined threshold is reached. 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. Valuation indifferent indexes of the present invention avoid overexposure to overvalued securities and underexposure to undervalued securities, as compared with conventional capitalization-weighted and price-weighted. Also specifically excluded are equal weighting weighted indexes.
摘要翻译： 披露了基于各种指标创建的指标的被动投资系统。 指数可以用除市值加权，价格权重或相等权重之外的指标构建。 这些指标可能包括但不限于账面价值，销售，收入，收益，每股收益，收入增长率，股息，每股股息，利息前利润，折旧和摊销前的收益等。非财务 也可以使用指标来建立指标来创建被动投资系统。 此外，金融非市值资本指标的组合可以与非财务指标一起使用，以创建被动投资系统。 一旦该指数建成，它可能被用作为投资组合购买证券的基础。 由于诸如经济活动之类的索引所涉及的数据发生变化，因此索引可能会被更新，并可用作重新平衡投资组合的基础。 或者，当达到预定阈值时，索引可以重新平衡。 特别排除的是广泛使用的资本化加权指数和价格加权指数，其中证券的价格以实质性方式对计算指数或投资组合中的担保权重进行计算。 与传统的资本化加权和价格加权相比，本发明的估值无关指数避免过度暴露于高估的证券和低估的低估证券。 也被排除的是相等的加权权重指数。
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