Sentences with word «skewness»

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

As done in Phase I, items with skewness score > 1.0 or an item - to - total correlation of < 0.30 were eliminated.

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

In climatology development of the average may differ substantially from the extremes — both as a characteristic of the normal distribution — and the possibility of skewness increases.

Another thing to be cognizant of is that strategies with negative skewness (frequent small wins and large rare losses) are especially tricky to position size correctly.

To make matters worse, the number of winners turns out to be surprisingly small, thanks to a notion known as skewness.

They measure portfolio performance conventionally (Sharpe ratio), via effects on portfolio return distribution skewness and kurtosis (as an indicator of tail risk) and with investor utility metrics.

Market makers adjust for such skewness by, instead of using a single standard deviation for the underlying asset σ -LCB- \ displaystyle \ sigma -RCB- across all strikes, incorporating a variable one σ (K)-LCB- \ displaystyle \ sigma (K)-RCB- where volatility depends on strike price, thus incorporating the volatility skew into account.

The lesson moves quickly onto calculating outliers and commenting on skewness of box plots.

«Conditional Skewness in Asset Pricing Tests.»

In general, the features exhibited in shorter records are shown to be robust, for example the strong skewness of the NAO distribution.

On the basis of distribution analysis using the Kolmogorov - Smirnov test and kurtosis and skewness values, the decision was made to use parametric statistics.

Because of its expected skewness in a low risk population and the poor internal consistency expected with many unrelated items (verified by Cronbach's (alpha) = 0.29), 9 the index was used in a simplified, dichotomous manner.

For example, investor expectations of skewness drastically increase (decrease) on the date of a stock split (reverse split) to a lower (higher) price.

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.

The fortunes of concentrated portfolios, such as those maintained by a traditional stock - picker, are also impacted by the level of market skewness, among other factors of importance.

HAPPI enables detailed analysis of the shifting distribution of extreme growing season temperatures and precipitation, highlighting widespread increases in extreme heat seasons and heightened skewness toward hot seasons in the tropics.

With mean being derived from range / 2, obviously looking for hints about skewness by comparing mean to median won't work.

Under the current climate change skewness of the graph could also increase.

Given the large skewness and kurtosis of three of its items, polychoric ordinal alpha was used to investigate the internal consistency.

Comparing mean and median for each subscale of the SDQ for boys and girls at different ages indicates a slight skewness in data.

Importantly, tail risk — measured by negative skewness and excess kurtosis, statistical representations of the «fat tail» events equity investors know experientially — also trends toward zero with larger allocations to the global macro portfolio.

Most years, the market's performance is driven by a minority of stocks with strong performance, a phenomenon known as skewness.

Models used to investigate associations between parental status and dietary intake outcomes were examined with and without adjustment for total energy intake using the nutrient - density method.25 When the outcome variable of interest exhibited positive skewness, testing was conducted using the square root transformation.

They measure portfolio performance conventionally (Sharpe ratio), via effects on portfolio return distribution skewness and kurtosis (as an indicator of tail risk) and with investor utility metrics.

(Describing distribution shape, histograms and skewness for KS3, KS4 and KS5.)

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).

The question is more of a technical issue - whether the increase in extreme heat events is due more to an increased temperature variability, to the warmer shift in average temperatures, or to increased skewness in the temperature distribution.

B) Skewness of saccade - related bursts for preferred saccades as a function motor map coordinates.

, Paul Schneider, Christian Wagner and Josef Zechner examine relationships between low - beta / low - volatility stock anomalies and implied stock return skewness.

They compute ex-ante (implied) skewness for each stock via a portfolio of associated options that is long (short) out - of - the - money calls (puts).

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

True that it is on both sides, however the skewness of the distribution is definitely tilted more towards the atheists.