Method of restructuring index securities funds by revenue weighting

A computerized method for re-constructing a known, publicly available, index fund, said index fund have a plurality of constituent securities, the computerized method using an electronic processor, and comprising the steps, as executed by the electronic processor, of:

• (a) selecting a known index fund, said index fund having a plurality of constituent securities associated with a plurality of companies;
• (b) calculating in real-time a weighting coefficient for each of the plurality of constituent securities within the known index fund, wherein each weighting coefficient is based upon revenue of the underlying company for each of the constituent securities as a percentage of the total revenue for all of the index fund companies;
• (c) applying each calculated weighting coefficient to each of the respective plurality of constituent securities to calculate the proportion of each of the respective plurality of constituent securities to be held in the reconstructed fund;
• (d) reconstructing the known index fund using each of the plurality of constituent securities as proportioned according to the applied weighting coefficients;
• and
• (e) recalculating in real-time the weighting coefficients for each of the plurality of constituent securities within the known index fund on a set periodic basis;
• (f) applying each recalculated weighting coefficient to each of the respective plurality of constituent securities to recalculate the proportion of each of the respective plurality of constituent securities to be held in the reconstructed fund;
• and
• (g) reconstructing the known index fund based upon the proportion of each of the plurality of constituent securities determined by applying the recalculated weighting coefficients.

A computerized system for re-constituting the number of shares held for each of a plurality of constituent securities within a selected, known, publicly available, index fund, said index fund having at least two constituent securities associated with known business entities, the computerized system comprising:

• a computer processor executing the following steps:
• (a) calculating in real-time a weighting coefficient for each of the constituent securities within the known index fund, wherein the weighting coefficient is based upon the revenue of the underlying company for each of the constituent securities as a percentage of the total revenue for the index fund companies;
• (b) applying each calculated weighting coefficient to each of the respective at least two constituent securities;
• and
• (c) reconstructing the known index fund using each of the at least two constituent securities as proportioned according to the applied weighting coefficients.