| 主权项 |
1. An ETF research system for scoring a plurality of exchange traded funds according to one or more multifactor model and presenting the scores of the exchange traded funds to a user device via one or more user interfaces, the ETF research system comprising:
a non-transitory computer-readable storage medium; at least one computer processor; and an ETF scoring module stored in the memory and executable by the computer processor, the ETF scoring module comprising computer-executable instructions for causing the computer processor to be configured for:
determining the asset allocation of each exchange traded fund, each exchange traded fund holding one or more constituent holdings;retrieving factor data regarding each constituent holding;based on the retrieved factor data and the asset allocation for each exchange traded fund, determining a first score of each exchange traded fund according to a first multifactor model;based on the first score of each exchange traded fund, determining a first percentile ranking of each exchange traded fund relative to the plurality of exchange traded funds;determining a first percentile ranking for each of a plurality of asset class categories, wherein determining the first percentile ranking for each asset class category comprises determining an average of the first percentile rankings of each exchange traded fund associated with such asset class category; andgraphically presenting a first user interface for display on the user device, the first user interface including a numeric representation and a color representation of the first percentile ranking of one or more of the asset class categories. |
