Pricing DataFair Value

Markit Pricing Data helps customers meet regulatory requirements by providing daily fair value adjustment factors and prices on more than 40,000 global equity securities. Markit Pricing Data also provides independent fair value calculations of the best estimate of stock prices outside of active trading hours, to help customers meet regulatory requirements.

Customers

  • Investment managers
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  • Fund administrators
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  • ETF sponsors
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  • Investment banks

Statistics

  • 40k+global stocks
  • 30+market data factors

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Product Summary

Our fair value calculation snap times include the close of major markets worldwide, as well as custom snap times tailored to client requirements. Markit’s cutting-edge methodology uses the correlation between individual security prices and more than 30 market, regional, sector and entity-specific factors to calculate the best estimate of a stock’s price outside of active trading hours.

Daily model calibration optimises the accuracy of our fair value estimation. Markit has back-tested its approach for effectiveness, and results of these back-tests and detailed methodology documents are available for review.

    Key Benefits

    • Timeliness

      Prices on portfolio holdings returned within 30 minutes of market close

    • Accuracy

      Models calibrated daily to ensure continued accuracy of calculations

    • Transparency

      Clearly documented methodology available for review

    • Dedicated support

      Global analyst team available for support and price challenges 24 hours per day, 5 days per week

    • Distribution

      Delivery via FTP, XML or through an API