Information Ratio

 

Home
Site Map
Add Term
Search
About Us
Contributors

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

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.


Informational efficiency

Informational efficiency

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


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.


London Market Information Link

London Market Information Link

The London Stock Exchange's main source of UK financial data for market professionals and information vendors.


Informational efficiency

Informational efficiency

The speed and accuracy with which prices reflect new information.


Further Suggestions

Expected value of perfect information
Fundamental Information
Information services
Nonpublic information
Asymmetric information
Information asymmetry
Limit order information system
Information architecture
insider information
Intermarket Surveillance Information System (ISIS)
Information Agent
Information costs
Technical Information
Insider information
Information Coefficient (IC)
Asymmetric information
Complete information
price sensitive information
Incomplete information
Information content effect


 
All rights Reserved. Do not copy without permission.