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

Informational efficiency

Informational efficiency

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


Information costs

Information costs

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


Information asymmetry

Information asymmetry

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


Incomplete information

Incomplete information

See complete information.


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.


Further Suggestions

For your information (FYI)
Asymmetric information
Information Agent
price sensitive information
Information Coefficient (IC)
Asymmetric information
insider information
Information content effect
London Market Information Link
Fundamental Information
Intermarket Surveillance Information System (ISIS)
Insider information
Informational efficiency
Complete information
Expected value of perfect information
Information architecture
Technical Information
Nonpublic information
Statement of Additional Information (SAI)
Information services


 
All rights Reserved. Do not copy without permission.