Information Coefficient (IC)

 

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Information Coefficient (IC)

The correlation between predicted and actual stock returns, sometimes used to measure the contribution of a financial analyst. An IC of 1.0 indicates a perfect linear relationship between predicted and actual returns, while an IC of 0.0 indicates no linear relationship.



Information Coefficient (IC)

Similar Matches

For your information (FYI)

For your information (FYI)

A prefix to a security price indicating that the quote is for information purposes only, and not an offer to trade.


Fundamental Information

Fundamental Information

Information relating to the economic state of a company or economy. In market analysis, fundamental information is related to the earnings prospects of the firm only.


Limit order information system

Limit order information system

The electronic system supplying information about securities traded on participating exchanges so that the best securities prices can be found.


Complete information

Complete information

The assumption that economic agents (buyers and sellers, consumers and firms) know everything that they need to know in order to make optimal decisions. Types of incomplete information are uncertainty and asymmetric information.


Information content effect

Information content effect

The rise in the stock price following a dividend signal, or publication of some other related news.


Further Suggestions

Statement of Additional Information (SAI)
insider information
Informational efficiency
Information asymmetry
Informational efficiency
Asymmetric information
Information services
London Market Information Link
Asymmetric information
Information Ratio
Expected value of perfect information
price sensitive information
Insider information
Information Agent
Nonpublic information
Information architecture
Technical Information
Incomplete information
Intermarket Surveillance Information System (ISIS)
Information costs


 
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