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22-JUN-00
» World'Vest Base, Inc. and Quantal International, Inc. announce Quant-WVB
Chicago, Il., August 27, 2001 / -- Chicago, Il., May 19, 2000 / -- World’Vest Base Inc. (http://www.wvb.com) and Quantal Inc. announced today the release of Quant-WVB. The product contains Global and Local Forecasted Beta’s in relation to the Dow Jones Total Market Index and a number of other performance and risk measures. The product is available in html and CSV format, delivered via FTP on a weekly basis. the largest and most respected international financial information provider to the investment banking and web site community, announced today a distribution agreement and the launch of HYDRA, the replacement product to Sequencer. Under this agreement, Synergy Ltd. has licensed the WVB data for its replacement product Hydra. In addition World’Vest Base will represent Synergy Ltd. in the US market.

Philippe O. Piette Jr., World’Vest Base’s CEO, said, "This is an exciting product and a perfect complement to the WVB fundamental data. All of the measures are derived from Quantal’s risk estimates for global equities. The basic risk estimates are stocks’ conditional factor exposures and volatilities that are updated daily and from which a conditional variance-covariance matrix for the stocks is constructed. We selected the Dow Jones Total Market Index as the relevant benchmark for the stocks Global Beta and Country Beta. It gives users professional and comprehensive measures at an affordable price. Quantal is one of only two firms who have the capability to provide this comprehensive data set. "

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About World’vest Base, Inc.
World’Vest Base Inc., the benchmark for high quality international "as reported" financial information, is the leader in providing the broadest coverage of professional grade financial data to the investment banking, accounting, consulting and lending market. WorldVest Base Inc. specializes in the compilation, integration, display and delivery of a superior quality database of descriptive and analytic information on over 16,000 non-US corporations and 9,000 US companies supplied by Media General Financial Services Inc.. Well known to the professional consulting and investment banking community for 15 years, the company has distributed its services traditionally through other parties and since 1997 under its brand name. The company’s data is also distributed via on-line vendors such as Bureau Van Dijk; AXL Performance Solutions; Exchange Data International; AFX News; Stockpoint; Media General and independent finance oriented web sites, such as Interactive Investors; Inlumen Inc.; Quantal International; JCF; Onvista AG; EuroFinancials.com; Six AB; ADR.COM; Zacks Inc.; Deutsche Bank GDR; as well as through its own web site (http://www.wvb.com).

About Quantal International, Inc.
Quantal International Inc. is a five-year old firm located in Berkeley, California. Its expanding client base consists primarily of large institutions. Quantal has an exceptionally strong research and development team with key Ph.D. technical strength and Stanford and U.C. Berkeley affiliations. Its core financial technology is in models of return and risk for global equities and equity-related securities, and its primary products Quantal Pro and the new InvestIQ are Web-based. Quantal’s models allow users to solve a wide range of portfolio and basket trading decisions, and are cutting edge and reliable. Quantal’s risk forecasts are especially responsive to shifts in risk in the marketplace, thus helping users avoid being blindsided by risk exposures they never knew they had if they rely upon "old economy" models.