INFORMATION COEFFICIENT (I.C.)


Meaning of INFORMATION COEFFICIENT (I.C.) in English

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

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.