Information Ratio

 

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Information Ratio

The ratio of annualized expected residual return to residual risk. A central measurement for active management, value added is proportional to the square of the information ratio.



Information Ratio

Similar Matches

Intermarket Surveillance Information System (ISIS)

Intermarket Surveillance Information System (ISIS)

A database that distributes information from all the major stock exchanges in the United States.


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.


Expected value of perfect information

Expected value of perfect information

The expected value if the future uncertain outcomes could be known minus the expected value with no additional information.


Asymmetric information

Asymmetric information

Information that is known to some people but not to other people.


Technical Information

Technical Information

Information related to the momentum of a particular variable. In market analysis, technical information is information related to market dynamics and crowd behavior only.


Further Suggestions

Insider information
London Market Information Link
Informational efficiency
Information content effect
Limit order information system
Information services
Incomplete information
For your information (FYI)
Informational efficiency
insider information
Information Agent
price sensitive information
Information architecture
Statement of Additional Information (SAI)
Complete information
Information asymmetry
Information Coefficient (IC)
Asymmetric information
Information costs
Nonpublic information


 
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