Index of initial public offerings (IPOX) and IPOX derivatives

Index of initial public offerings (IPOX) and IPOX derivatives

Systems and techniques for providing an index of initial public offerings (IPOs) may include selecting a set of IPOs for inclusion in the IPO index (IPOX), selecting an index start date and base value, acquiring price data and weighting data for the selected IPOs, determining first adjustment factor...

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1. Verfasser: SCHUSTER JOSEF A
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:Systems and techniques for providing an index of initial public offerings (IPOs) may include selecting a set of IPOs for inclusion in the IPO index (IPOX), selecting an index start date and base value, acquiring price data and weighting data for the selected IPOs, determining first adjustment factors associated with any new exclusion of an IPO from the selected set of IPOs, determining second adjustment factors associated with any new inclusion of an IPO in the selected set of IPOs, determining reconstitution dates for the index, and computing an index value based at least in part on the index start date and base value, the acquired price data and weighting data, and the determined first and second adjustment factors.