Fair Value pricing during 2026 Iran War

Geopolitical shocks can disrupt market pricing—especially when trading hours diverge across regions. This case study explores how Fair Value Pricing performed during the 2026 Iran war, using real-time global signals to estimate more accurate valuations for securities when local markets were closed

From sharp swings in energy markets to AI-driven resilience in tech equities, the analysis shows how market correlations broke down and pricing gaps widened under stress. It also highlights how S&P Global’s multifactor approach incorporated inputs such as ADRs, index futures, and sector proxies to improve directional accuracy and reduce arbitrage opportunities.

For investors navigating volatility, the findings demonstrate how fair value pricing can enhance confidence in end-of-day valuations.

Download the full case study to explore the methodology and results in detail.