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

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.


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.


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.


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.


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.


Further Suggestions

Information asymmetry
insider information
Fundamental Information
price sensitive information
Information services
Expected value of perfect information
Information architecture
Asymmetric information
Information Coefficient (IC)
Asymmetric information
For your information (FYI)
Information Agent
Intermarket Surveillance Information System (ISIS)
Information content effect
Insider information
Incomplete information
Technical Information
Information costs
Informational efficiency
Informational efficiency


 
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