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INVESTMENT TRUST DIAGNOSTIC SYSTEM, INVESTMENT TRUST DIAGNOSTIC PROGRAM, AND INVESTMENT TRUST DIAGNOSTIC METHOD

机译:投资信托诊断系统,投资信托诊断计划和投资信托诊断方法

摘要

[Problem] To present the result of a regular quantitative analysis based on updated information about an investment trust product in a manner that is easy to understand, and to recommend selection or evaluation of the best product without requiring high-level specialized knowledge, information, etc. [Solution] The present invention comprises: an application efficiency calculation unit 141a that calculates, as Sharpe's ratio, an index of investment application efficiency based on risk and return, on the basis of the moving average of price fluctuations of an investment trust product during a prescribed period; a memory 15, which is an investment object classification storage unit that stores and holds classifications relating to the investment object for each investment trust product; an SR deviation calculation unit 141b that refers to the memory 15, and calculates the SR deviation based on the moving average in accordance with the application period for each investment trust product belonging to a classification retrieved from the classifications to which the investment trust products to be examined belong; and an evaluation unit 141c that refers to determination rule information, and estimates the value of the investment trust product being diagnosed on the basis of the SR deviation calculated by the SR deviation calculation unit 141b.
机译:[问题]以易于理解的方式,基于关于投资信托产品的更新信息的常规定量分析结果,并建议选择或评估最佳产品而不需要高级专业知识,信息,等[解决方案]本发明包括:基于投资信托产品的价格波动的移动平均值,计算作为Sharpe的比率,作为Sharpe的比率计算投资应用效率指数的应用效率计算单元141a在规定期间;存储器15是一种投资对象分类存储单元,其存储和保存与每个投资信任产品的投资对象有关的分类; IR偏差计算单元141b指的是存储器15,并根据属于投资信任产品的分类所检索的分类,基于每个投资信任产品的移动平均值计算SR偏差审查所属;并且指的评估单元141c指的是确定规则信息,并估计基于由SR偏差计算单元141b计算的SR偏差诊断的投资信任产品的值。

著录项

  • 公开/公告号WO2021256493A1

    专利类型

  • 公开/公告日2021-12-23

    原文格式PDF

  • 申请/专利权人 MOBILE SUPPORT CO. LTD.;

    申请/专利号WO2021JP22827

  • 发明设计人 KAWAI YUKIHIRO;

    申请日2021-06-16

  • 分类号G06Q40/06;

  • 国家 JP

  • 入库时间 2022-08-24 23:01:40

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