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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.

Information Coefficient
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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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.
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.
Portfolio simulation, a variety of return based statistics, even, information coefficients are all at a client's fingertips," Mr.
 
 
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