StatPro Group
 | |
| Public | |
| Traded as | LSE: SOG |
| Industry | Finance Software Consultancy |
| Founded | 1994 |
| Headquarters | Wimbledon, London |
Key people |
Justin Wheatley, Chief Executive Carl Bacon, Chairman |
| Products | Portfolio Analysis & Asset Valuation |
| Revenue | £31.56 million GBP(2009)[1] |
Number of employees | 250[2] |
| Website | StatPro.com |
StatPro Group Plc is a provider of asset valuation services and portfolio analysis solutions for the global asset management industry. Set up in 1994 by Chief Executive Justin Wheatley, the company's investment products stem from specialisation in financial data and analysis solutions for risk management, fixed income analysis, performance measurement and attribution analysis, GIPS compliance and analytics reporting (SER). StatPro Chairman Carl Bacon, appointed in 2000, was a co-founder of GIPS.
In May 2000, Justin Wheatley took StatPro to IPO, raising over £5 million. Three years later, on June 16, 2003, the company transferred to the Alternative Investment Market (AIM),[3]
StatPro's client base includes clients in twenty-five countries. The company has ten offices internationally, and, since 1999, recurring annualised revenue has increased from less than £1 million to £31.6 million in 2009.[1]
International offices
StatPro has 11 offices worldwide
- StatPro Ltd. (UK)
- StatPro France S.A.
- StatPro Benelux S.A. (Luxembourg)
- StatPro Italia Srl
- StatPro (Deutschland) GmbH (Germany)
- StatPro Inc. (Boston, USA)
- StatPro Inc. (New York, USA)
- StatPro Canada Inc. (Toronto)
- StatPro Canada Inc. (Montreal)
- StatPro South Africa (Pty) Ltd.
- StatPro Australia Pty Ltd.
- StatPro Hong Kong.
Products
StatPro offers a web-based platform of analytics tools, including Performance Measurement, Attribution Analysis for Equity and Fixed Income, Risk Management and GIPS Composites. The company also offers a comprehensive data service under the brand name of StatPro Unlimited.
StatPro Research
As part of StatPro's ongoing research aims, experts within the company continue to publish various practical and specialist industry articles, books and whitepapers.
Market Liquidity Risk
A highly specialist whitepaper on traditional problems of Liquidity Risk Models. The data needed for calibrating these models is only available for liquid instruments, trading on a regular basis and for which books of bid/ask and volumes are available.
Hybrid VaR - a new measure of risk
A whitepaper focusing on the significant failures in backtesting and the pro-cyclicality of VaR.[4]
Fixed Income Attribution
Before the publication of Fixed Income Attribution in 2005, there was very little information available on this mathematical topic. A comprehensive, theoretical and practical text written by Dr Andrew Colin, it discusses a wide range of issues surrounding attribution, the practical limitations of its calculation and the various systems designed to aid the calculation. It includes examples and advice for industry practitioners.[5]
Practical Portfolio Performance Measurement and Attribution
Written by Carl Bacon and published in 2004, the book is an introduction and guide to performance measurement.[6]
References
- 1 2 "StatPro 2009 Annual Report".
- ↑ "About Us @ StatPro.com". Retrieved April 2009. Check date values in:
|access-date=(help) - ↑ "StatPro Company Information from the London Stock Exchange". Retrieved January 15, 2008.
- ↑ "A new measure of risk - Hybrid VaR".
- ↑ "Wiley & Sons Publishers".
- ↑ "Wiley & Sons Publishers".