Information Coefficient

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Information Coefficient (IC)

The correlation between predicted and actual stock returns, sometimes used to measure the contribution of a financial analyst. An IC of 1.0 indicates a perfect linear relationship between predicted and actual returns, while an IC of 0.0 indicates no linear relationship.

A measure of the correlation between expected and actual returns. The IC is used internally within a firm to judge the performance of individual financial forecasters. The IC is measured on a scale between 0 to 1, with 1 indicating no difference between expected and actual returns. An analyst with a consistently high IC on his/her predictions will likely receive promotions and bonuses, while one with low information coefficients will likely lose his/her job.

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IC Skill			Clients can now view performance characteristics such as Information Coefficients, Return Spreads, Factor Turnover, and Seasonality of 250+ factors for Japan, the United Kingdom, Europe and Australia/New Zealand. Quantitative Services Group LLC (QSG) adds New Equity Markets to its ... by Business Wire For every signal, clients can easily view performance statistics such as Information Coefficients, Return Spreads, Factor Turnover, and Seasonality, at the country and sector level or globally," continued Mr. The Quantitative Services Group LLC (QSG) Announces the Release of ... by Business Wire Portfolio simulation, a variety of return based statistics, even, information coefficients are all at a client's fingertips," Mr. The Quantitative Services Group LLC (QSG) Announces Enhanced ... by Business Wire			Inflation Uncertainty Inflation-Adjusted Return Inflation-escalator clause Inflation-Indexed Securities Inflation-Indexed Security Inflation-Linked Certificates of Deposit Inflation-Linked Savings Bond Inflation-Protected Annuity Inflation-Protected Security Inflationary Gap Inflationary Psychology Inflazione Inflazione a due cifre Inflazione causata da aumenti salariali Inflazione da costi Inflazione dovuta all'incremento della domanda Inflazione occulta Inflazione strisciante Inflazione strutturale Inflection Point Inflexible expenses Informacion confidencial Information Agent Information asymmetry Information Circular Information Coefficient Information Content Effect Information Costs Information memorandum Information Ratio information reporting Information Returns Information Services Information Signaling Information theory Information-Motivated Trades Informational Efficiency Informationless Trades Informazione riservata Informe annual Informe de cuenta nueva Informe del auditor Informe provisorio informed consent Informes financieros trimestrales Infraestructura infrastructure Infrastructure Risk Infrastruttura Infrazione Infrazione di garanzia			Information Center for the Environment Information Center Mailbox Information Center Management System Information Center Womyn for Womyn Information Center/Enhanced Information centre Information Centre About Asylum and Refugees Information Centre for Aerospace Science & Technology Information Centre for Drama in Europe Information Centre for Health Social Care Information Centre for International Relations Information Centre for Rare Diseases Information Centre for Rare Diseases and Orphan Drugs Information Centre for Southern African Music Information Centre on Aboriginal Health Information Certification Evaluation Plan information channel Information Circular Information Circular Information Circulars Information Civil Defense Task Force Information Classification and Management Information Clearinghouse for Chinese Gays and Lesbians Information Clearinghouse on Aboriginal Health Information Code Information Coefficient information collaboration Information Collection and Evaluation Standards Information Collection and Exchange Information Collection Budget Information Collection Burden Information Collection Clearance Officer Information Collection for Automated Mapping Information Collection Request Information Collection Rule Information Collection Rule Supplemental Survey Information Collection System Information Collection Transfer Processing Information Collection, Transfer, and Processing Information Commissioner's Office Information Commons Information Communication and Energy Systems and Technologies Information Communication Architecture Information Communication Institute of Singapore Information Communication Learning Technologies Information Communication Technology Information Communication Technology Information Communications Entertainment Information communications technologies Information communications technologies Information Communications Technologies Centre for Africa Information compaction

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