Multicap value investment methodology
OwnerBruce A. Matheson, Eric M. Knightinventors
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Abstract
A system and method manages an investment portfolio. The system includes at least one processor programmed to receive performance data for a plurality of investable entities forming a market. Risk adjusted discount cash flow (RA-DCF) values are then calculated for the investable entities using the received performance data. In response to at least one trigger, a predetermined number of the investable entities with RA-DCF values less than corresponding current market values are selected and the investment portfolio is rebalanced to include the selected investable entities.
Claims21
A system for managing an investment portfolio, said system comprising:
- at least one processor programmed to:
- receive performance data for a plurality of investable entities forming a market;
- calculate risk adjusted discount cash flow (RA-DCF) values for the investable entities using the received performance data;
- and,
- in response to at least one trigger:
- select a predetermined number of the investable entities with RA-DCF values less than corresponding current market values;
- and,
- rebalance the investment portfolio to include the selected investable entities.
A method for managing an investment portfolio, said method comprising:
- receiving performance data for a plurality of investable entities forming a market;
- calculating by at least one processor risk adjusted discount cash flow (RA-DCF) values for the investable entities using the received performance data;
- and,
- in response to at least one trigger:
- selecting by the processor a predetermined number of the investable entities with RA-DCF values less than corresponding current market values;
- and,
- rebalancing the investment portfolio to include the selected investable entities.
A computer program product, comprising a computer usable medium having a computer readable program code embodied therein, said computer readable program code adapted to be executed to implement a method for managing an investment portfolio, said method comprising:
- receiving performance data for a plurality of investable entities forming a market;
- calculating by at least one processor risk adjusted discount cash flow (RA-DCF) values for the investable entities using the received performance data;
- and,
- in response to at least one trigger:
- selecting by the processor a predetermined number of the investable entities with RA-DCF values less than corresponding current market values;
- and,
- rebalancing the investment portfolio to include the selected investable entities.
Dependencies are inferred from the claim text.