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

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.


Information content effect

Information content effect

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


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.


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.


Further Suggestions

Informational efficiency
Statement of Additional Information (SAI)
Information services
Nonpublic information
Intermarket Surveillance Information System (ISIS)
Information costs
insider information
Information Coefficient (IC)
Information asymmetry
Insider information
Incomplete information
Asymmetric information
Information Agent
Fundamental Information
Limit order information system
Complete information
London Market Information Link
Asymmetric information
Technical Information
Information architecture


 
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