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

Informational efficiency

Informational efficiency

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


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.


Expected value of perfect information

Expected value of perfect information

The expected value if the future uncertain outcomes could be known minus the expected value with no additional information.


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.


Intermarket Surveillance Information System (ISIS)

Intermarket Surveillance Information System (ISIS)

A database that distributes information from all the major stock exchanges in the United States.


Further Suggestions

Asymmetric information
Asymmetric information
Insider information
Information asymmetry
Technical Information
Complete information
Information Agent
Statement of Additional Information (SAI)
price sensitive information
Nonpublic information
Informational efficiency
Information content effect
London Market Information Link
Information services
Limit order information system
Incomplete information
Fundamental Information
Information architecture
Information costs
insider information


 
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