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Information Ratio |
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Information RatioThe 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 MatchesInformational efficiencyInformational efficiencyThe speed and accuracy with which prices reflect new information. Information Coefficient (IC)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. Price sensitive informationPrice sensitive informationInformation which, if made public, is likely to have a significant effect on the price of a company's securities. Such information must, in connection with a listed company, be reported to RNS, so that it can be released to the market in a fashion which is fair to all investors.Any person who uses price sensitive information to make a profit either for themselves or a third party in the shares of a company are in breach of insider trading laws or the Market Abuse Regime. Limit order information systemLimit order information systemThe electronic system supplying information about securities traded on participating exchanges so that the best securities prices can be found. Information asymmetryInformation asymmetryCondition that information is known to some, but not all, participants. Further SuggestionsTechnical InformationAsymmetric information For your information (FYI) Statement of Additional Information (SAI) Information architecture Incomplete information Information services Expected value of perfect information Nonpublic information Asymmetric information London Market Information Link Complete information Intermarket Surveillance Information System (ISIS) insider information Information costs Informational efficiency Information content effect Insider information Fundamental Information Information Agent |
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