Regional Equity Index

A computer-implemented method of generating an equity index associated with a particular geographic region, comprising:

• storing financial data associated with a plurality of companies in a non-transitory computer-readable medium, wherein the financial data identifies a country of operation and a market capitalization value;
• determining whether a particular one of the companies does more than a threshold amount of business in a particular geographic region using the financial data using one or more data processors;
• using historical trading data for the particular company to determine whether the particular company meets a predefined liquidity threshold using the one or more data processors;
• selecting the particular company for the index when the company does more than the threshold amount of business in the particular geographic region and the company meets the predefined liquidity threshold using the one or more data processors;
• assigning a weight to the selected particular company and other selected companies based on free float market capitalizations from the financial data using the one or more data processors;
• and
• storing an identification of the selected particular company and the other selected companies and the assigned weights in the non-transitory computer-readable medium;
• and
• providing a value for the index according to:
• Index Value=Σi=1 to npi×qi×ffi×fxi×cfi
• wherein pi is a stock price for a company in the index;
• wherein qi is a number of shares in the index;
• wherein ffi is a free-float factor for a company in the index;
• wherein fxi is an exchange rate;
• and
• wherein cfi is a weighting cap factor.

A system for generating an equity index associated with a particular geographic region, comprising:

• one or more data processors;
• one or more non-transitory computer-readable mediums responsive to the one or more data processors, wherein the one or more computer-readable mediums include:
• a financial data store, wherein the financial data store is configured to store financial data records associated with a plurality of companies according to a financial data store data structure, wherein the financial data store data structure includes:
• a company identification field;
• a market capitalization field;
• a country of operation field;
• and
• an index data store, wherein the index data store is configured to store index data records associated with companies selected for inclusion in an index, wherein the companies selected for inclusion in the index do more than a threshold amount of business in a particular geographic region, as determined by the financial data records, wherein the companies selected for inclusion in the index meet a predefined liquidity threshold that requires a minimum average trading volume or a minimum number of securities traded over a particular period of time, and wherein the index data records store data according to an index data structure that includes:
• a company identification field;
• an index identification field;
• and
• and an index weight field, wherein a particular index weight is based on a market capitalization of a particular company and a total market capitalization of all companies in the index, wherein weights for the particular company and each other company in the index are capped.