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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 MatchesExpected value of perfect informationExpected value of perfect informationThe expected value if the future uncertain outcomes could be known minus the expected value with no additional 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. 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 content effectInformation content effectThe rise in the stock price following a dividend signal, or publication of some other related news. Asymmetric informationAsymmetric informationInformation that is known to some people but not to other people. Further SuggestionsAsymmetric informationInformation architecture Informational efficiency Complete information Intermarket Surveillance Information System (ISIS) Information Agent Insider information For your information (FYI) Information asymmetry Information costs price sensitive information Technical Information Incomplete information Information services Informational efficiency Statement of Additional Information (SAI) Nonpublic information London Market Information Link insider information Fundamental Information |
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