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 costs

Information costs

Transactions costs that include the assessment of the investment merits of a financial asset. Related: Search costs.


Statement of Additional Information (SAI)

Statement of Additional Information (SAI)

A document provided as a supplement to a mutual fund prospectus. It provides more detailed information about fund policies, operations, and risks. Also known as a Part B prospectus.


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.


Information content effect

Information content effect

The rise in the stock price following a dividend signal, or publication of some other related news.


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

Nonpublic information
Incomplete information
Informational efficiency
Technical Information
Information asymmetry
For your information (FYI)
Asymmetric information
London Market Information Link
Intermarket Surveillance Information System (ISIS)
Asymmetric information
insider information
Information architecture
Expected value of perfect information
Information Agent
Insider information
Information services
Limit order information system
Information Coefficient (IC)
Informational efficiency
Complete information


 
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