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

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.


Incomplete information

Incomplete information

See complete information.


Insider information

Insider information

Material information about a company that has not yet been made public. It is illegal for holders of this information to make trades based on it, however received.


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.


Information asymmetry

Information asymmetry

Condition that information is known to some, but not all, participants.


Further Suggestions

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


 
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