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

Asymmetric information

Asymmetric information

The failure of two parties to a transaction to have the same relevant information. Examples are buyers who know less about product quality than sellers, and lenders who know less about likely default than borrowers. Both are common in international markets.


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.


Incomplete information

Incomplete information

See complete information.


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.


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.


Further Suggestions

Informational efficiency
Technical Information
Insider information
Complete information
Informational efficiency
Information costs
Information Coefficient (IC)
London Market Information Link
Nonpublic information
Statement of Additional Information (SAI)
Limit order information system
insider information
Information content effect
Information asymmetry
Asymmetric information
Information Agent
Information architecture
Information services
Intermarket Surveillance Information System (ISIS)
Expected value of perfect information


 
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