‣ Contact Us

‣

Fair Value Information Services

Helping clients meet their fair value requirements

Interactive Data’s Fair Value Information Services are designed to provide subscribers with various information that can be used to estimate a price for an exchange-traded equity security, equity index futures contract, or equity option that would likely prevail in a liquid market, in view of market information available at the time of evaluation.

The Fair Value Information Services offer investment fund companies a convenient and flexible tool to assist them in meeting their fair value requirements and to reassure investors that their investment fund company is taking steps to safeguard shareholder interests.

The result of extensive research and development, Interactive Data’s Fair Value Information Services reflect decades of leadership in providing mission-critical data to financial institutions worldwide. In January 2007, Interactive Data was awarded a patent by the U.S. Patent & Trademark Office for Fair-Value Pricing of a Financial Asset.

Interactive Data’s Fair Value Information Services:

  • Cover over 17,000 equity securities
    • Offer clients the choice of close of New York Stock Exchange, close of London Stock Exchange, or London noon evaluation times for their securities
    • Utilize a "bottom-up" multifactor regression methodology that applies to each security, rather than a “top-down” methodology applied to a country, sector, or portfolio, for the close of New York Stock Exchange, close of London Stock exchange and London noon valuation points
    • Provide transparency into the valuation process to allow for access to critical information, including each factor’s specific contribution to the evaluation for each instrument
    • Deliver data in user-specified bulk formats or through a Web-based interface that also offers a Market Indicators Report, Top 50 Movers List, Benchmark Portfolio Movements, Daily Reporting, and Quarterly Back-testing, which provides key supplemental information to assist in review of the evaluations on a daily basis and an examination of the performance of the model over time
  • Also covers international equity index futures and international exchange-listed and OTC equity options