Information Ratio

 

Home
Site Map
Add Term
Search
About Us
Contributors

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

Price sensitive information

Price sensitive information

Information 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.


London Market Information Link

London Market Information Link

The London Stock Exchange's main source of UK financial data for market professionals and information vendors.


Information Agent

Information Agent

Agent whose primary task is to disseminate and explain the details of capital transactions.


Informational efficiency

Informational efficiency

The degree to which market prices correctly and quickly reflect information and thus the true value of an underlying asset.


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.


Further Suggestions

Asymmetric information
Statement of Additional Information (SAI)
Expected value of perfect information
For your information (FYI)
Technical Information
Asymmetric information
Intermarket Surveillance Information System (ISIS)
Information Coefficient (IC)
Incomplete information
Information services
Information costs
Fundamental Information
insider information
Informational efficiency
Limit order information system
Information content effect
Nonpublic information
Information asymmetry
Information architecture
Insider information


 
All rights Reserved. Do not copy without permission.