US Patent 7580876 Sensitivity/elasticity-based asset evaluation and screening

Provided is a technique for evaluating an asset, such as a share of stock in a corporation, by processing historical data for value of an asset and historical data values for various exogenous variables to obtain a formula for calculating a measure of a tendency of the value of the asset to change as a result of changes in the data values for the exogenous variables, the formula being a function of the exogenous variables. Projected data values are then obtained for the exogenous variables, and a measure of the tendency of the value of the asset to change based on a change in at least one of the exogenous variables is estimated using the formula and the input projected data values.