Information Coefficient - IC

Filed Under » Financial Theory , Forex

Dictionary Says

Definition of 'Information Coefficient - IC'

A correlation value that measures the relationship between a variable's predicted and actual values. The information coefficient is a performance measure used for evaluating the forecasting skill of financial analysts

Investopedia Says

Investopedia explains 'Information Coefficient - IC'

The information coefficient follows the same measurement rules of correlation. Scoring ranges on a scale from 0 to +1, where the latter shows a strong linear relationship between the predicted and actual values. Analysts with an IC score near +1 exhibit great skill in forecasting. A score close to 0 reveals that the analyst is a poor forecaster.

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Search results for

'Information Coefficient (IC)'

CFA Level 1 Study Guide - Quantitative Methods - Correlation and ...

http://www.investopedia.com/exam-guide/cfa-level-1/quantitative-methods/correlation-regression.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Quantitative Methods - Regression ...

http://www.investopedia.com/exam-guide/cfa-level-1/quantitative-methods/regression-analysis.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Portfolio Management - Portfolio ...

http://www.investopedia.com/exam-guide/cfa-level-1/portfolio-management/portfolio-calculations.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Microeconomics - Price Elasticity ...

http://www.investopedia.com/exam-guide/cfa-level-1/microeconomics/price-elasticity.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Quantitative Methods - Standard ...

http://www.investopedia.com/exam-guide/cfa-level-1/quantitative-methods/standard-deviation-and-variance.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Portfolio Management - The Capital Asset ...

http://www.investopedia.com/exam-guide/cfa-level-1/portfolio-management/capm-capital-asset-pricing-model.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Microeconomics - Elasticity of Demand ...

http://www.investopedia.com/exam-guide/cfa-level-1/microeconomics/elasticity-demand.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Corporate Finance - Security Market Line ...

http://www.investopedia.com/exam-guide/cfa-level-1/corporate-finance/security-market-line-beta-basics.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Financial Ratios - Business Risk Ratios ...

http://www.investopedia.com/exam-guide/cfa-level-1/financial-ratios/business-risk-ratios.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...
CFA Level 1 Study Guide - Quantitative Methods - Interpreting ...

http://www.investopedia.com/exam-guide/cfa-level-1/quantitative-methods/test-statistics-interpreting-results.asp

... Objectivity; 1.6 Standard IC: Misrepresentation; 1.7 Standard ID: Misconduct;
1.8 Standard II-A: Material Nonpublic Information; 1.9 ...

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