In a computer-implemented method, financial data associated with a plurality of companies is stored, where the financial data identifies a country of operation and a market capitalization value. A determination is made as to whether a particular one of the companies does more than a threshold amount of business in a geographic region using the financial data. Using historical trading data for the particular company, a determination is made as to whether the particular company meets a liquidity threshold. The particular company is selected for the index when the company does more than the threshold amount of business in the region and meets the liquidity threshold. A weight is assigned to the particular company and other selected companies based on market capitalizations from the financial data. An identification of the selected particular company and the other selected companies and the assigned weights are stored in a non-transitory computer-readable medium.
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