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1. 发明授权

US6061663A Index rebalancing 失效
标题翻译：指数平衡
公开(公告)号：US6061663A
公开(公告)日：2000-05-09
申请号：US63535
申请日：1998-04-21
申请人： Steven M. Bloom , Peter T. Canada , Fanie Gouws , Douglas T. Holmes
发明人： Steven M. Bloom , Peter T. Canada , Fanie Gouws , Douglas T. Holmes
IPC分类号： G06Q40/04 , G06Q40/06 , G06F17/60
CPC分类号： G06Q40/04 , G06Q40/06
摘要： A computer system including a processor and a storage device storing a computer program product for rebalancing a capitalization weighted stock index are described. The computer program includes instructions for causing a computer to classify stocks in the index as a Large Individual Stock if a stock has a capitalization weight above or equal to a first threshold or as a Small Individual Stock if the stock has a capitalization weight below the first threshold. The computer program causes the computer to scale down the Large Individual Stocks by an excess capitalization weight of the large stocks and distribute an aggregated excess capitalization weight of the Large Individual Stocks over the capitalization weights of the Small Individual Stocks. An iterative redistribution of excess capitalization over all Small Individual Stocks can be used to provided for less than proportional distribution of excess capitalization to very small capitalized stocks. The index rebalancing software retains a capitalization weighting characteristic while permitting the index to conform to generally accepted accounting, economic and tax standards. Index rebalancing is accomplished while maintaining the original relative position of stocks and reducing the market impact of rebalancing on the Small Individual Stock group.
摘要翻译：描述了包括处理器和存储用于重新平衡大写加权股票指数的计算机程序产品的计算机系统。该计算机程序包括使计算机将股票在大量个人股票中归类为大股票的指令，如果股票的资本化重量高于或等于第一阈值，或者如果股票的资本化重量低于第一阈值阈。计算机程序使计算机以大股票的超额资本化权重将大股东减持，并将大股东的合计超额资本化权重分配给小股东的资本化权重。超额资本化对所有小股东的反复重新分配可用于提供少量比例的超额资本化分配给非常小的资本化股票。指数重新平衡软件保留资本化加权特征，同时允许指数符合普遍接受的会计，经济和税务标准。指数平衡在保持原有股票相对位置，减少对小股人股权重新平衡的市场影响的同时实现。

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