Sentences with phrase «high skewness»

Item 12 (Often fights with other children or bullies them), item 17 (Kind to younger children), and item 22 (Steals from home, school or elsewhere) had all high skewness (4.9, -3.7, and 6.3, respectively).

Not exact matches

They define good (bad) trades as those with relatively high (low) Sharpe ratios and slightly negative or positive (more negative) skewness.

This is consistent with relative investor overestimation of skewness for low - priced stocks relative to high - priced stocks.

Lottery stocks are defined as having negative returns between the maximum daily return and future returns, expected stock - specific skewness (relatively less symmetry in returns), relatively lower prices, a high predicted probability of jackpot (extremely large) returns and high volatility.

This explanation refers to the tendency of individuals to speculate in stocks with high volatility, particularly those with high positive skewness.

Kurtosis, fatter tails and higher peaks, or skewness on the distribution can be problematic for the ratio, as standard deviation doesn't have the same effectiveness when these problems exist.

Because of skewness and the ordered categorical nature of our variables, we estimated α within a structural equation model framework, which resulted in higher α coefficients.20 Our ω reliability analyses yielded results consistent with previous studies reporting ω reliabilities for preschool and school - age SDQs.9, 16

Because of the very skewed distribution (skewness = 3.27 and kurtosis = 11.97) the outcome measure was recoded as a binomial variable (median split), in which 0 indicated a low Disgust mean and 1 a high Disgust mean.