Chunghwa Telecom Kurtosis
| CHT Stock | | | USD 43.05 -0.13 -0.30% |
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 Chunghwa Telecom's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
At 2.88, Chunghwa Telecom's Kurtosis indicates near-normal tail behavior. Chunghwa Telecom's return distribution is close to normal in terms of extreme-move frequency.
Kurtosis Peers Comparison
Among sector peers, Chunghwa Telecom's Kurtosis of 2.88 is below the 7.66 group average. The range runs from -0.2714 (Telefonica Brasil SA) to 22.09 (Charter Communications).
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for Chunghwa Telecom 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.
Comparing Kurtosis (
2.88 ) to Maximum Drawdown (
4.72 ) for Chunghwa Telecom yields a
1.64 multiple. This indicates Maximum Drawdown moderately exceeds Kurtosis for Chunghwa Telecom.
Methodology, Assumptions & Data Sources
The current Kurtosis for Chunghwa Telecom is 2.88. Chunghwa Telecom's Kurtosis is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Chunghwa Telecom operates in the communication services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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