Skewness

A measure of how lopsided a return distribution is. Negative skew means occasional large losses with more frequent small gains; positive skew means occasional large gains.

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Related terms

Risk measures

• Active tail hedging
• Conditional value at risk
• Customer acquisition cost
• Fat tails
• Long-tail risk
• Regulatory compliance
• Risk management
• Stress testing
• Tail-risk diversifiers
• Value at risk