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 services

Information services

Organizations that furnish investment and other types of information, such as information that helps a firm monitor its cash position.


Complete information

Complete information

The assumption that economic agents (buyers and sellers, consumers and firms) know everything that they need to know in order to make optimal decisions. Types of incomplete information are uncertainty and asymmetric information.


Information architecture

Information architecture

The flow of pages and data on a website. The intentional design, structure and organization of a website so as to provide information efficiently.


Nonpublic information

Nonpublic information

Information about a company that is not known by the general public, which will have a definite impact on the stock price when released. See: Insider trading.


Information costs

Information costs

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


Further Suggestions

Expected value of perfect information
London Market Information Link
Statement of Additional Information (SAI)
For your information (FYI)
Limit order information system
Information asymmetry
Information Agent
Information content effect
Fundamental Information
Informational efficiency
Insider information
Incomplete information
Information Coefficient (IC)
Asymmetric information
Asymmetric information
Intermarket Surveillance Information System (ISIS)
Technical Information
Informational efficiency
price sensitive information
insider information


 
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