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Information Ratio |
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Information RatioThe 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 MatchesInformation asymmetryInformation asymmetryCondition that information is known to some, but not all, participants. Expected value of perfect informationExpected value of perfect informationThe expected value if the future uncertain outcomes could be known minus the expected value with no additional information. Asymmetric informationAsymmetric informationThe 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 systemLimit order information systemThe 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 SuggestionsComplete informationprice 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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