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

Information Agent

Information Agent

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


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.


Nonpublic information

Nonpublic information

Information about a company that is not known by the general public, which will have a definite impact on the stock price when released. See: Insider trading.


Incomplete information

Incomplete information

See complete information.


Informational efficiency

Informational efficiency

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


Further Suggestions

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


 
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