IShares Asia Kurtosis
| AIA ETF | | | USD 137.44 3.91 2.93% |
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is IShares Asia's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
At 0.7769, IShares Asia's Kurtosis indicates thin tails relative to a normal distribution. IShares Asia's returns cluster closer to the mean with fewer extreme moves than a normal distribution.
Kurtosis Peers Comparison
Among sector peers, IShares Asia's Kurtosis of 0.7769 is above the 0.34 group average. The range runs from -0.3632 (iShares Micro Cap ETF) to 0.9706 (iShares Global Industrials).
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for IShares Asia and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
IShares Asia's Maximum Drawdown of
9.06 runs about
11.66 times its Kurtosis of
0.78 . This indicates Maximum Drawdown substantially exceeds Kurtosis for IShares Asia.
Methodology, Assumptions & Data Sources
The current Kurtosis for IShares Asia is 0.7769. This Kurtosis reading for IShares Asia results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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