Unverified50% confidenceFactExact time
IC (Information Coefficient) is essentially the Spearman rank correlation coefficient between factor predicted values and actual future returns, with a value range of [-1, +1].
1
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50%
Confidence
Long-term
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8/26/2026
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Related Claims
UnverifiedAn IC_IR (Information Ratio) greater than 0.5 is considered the threshold for a factor to have stable predictive power.76% similarUnverifiedICIR是平均IC除以其波动，类似夏普比率逻辑，ICIR高于0.5通常被认为值得进一步研究75% similarUnverifiedIC通常用Pearson相关系数计算，取值范围-1到1，日均IC稳定达到0.03-0.05即被认为具有统计意义，顶级因子也很少超过0.173% similarUnverified根据Grinold基本定律，信息比率IR ≈ IC × √N，其中N为独立预测次数67% similarUnverifiedRank IC改用Spearman秩相关，只关心排序关系，对极端值更鲁棒，是A股研究中更常用的指标66% similar
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