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 asymmetry

Information asymmetry

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


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.


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.


Limit order information system

Limit order information system

The electronic system supplying information about securities traded on participating exchanges so that the best securities prices can be found.


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

Complete information
price sensitive information
Information content effect
Nonpublic information
Statement of Additional Information (SAI)
Information architecture
Informational efficiency
Fundamental Information
Asymmetric information
Information costs
Information Coefficient (IC)
Informational efficiency
insider information
Information Agent
Information services
Insider information
London Market Information Link
Incomplete information
Technical Information
For your information (FYI)


 
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