FS Bancorp Kurtosis
| FSBW Stock | | | USD 41.49 0.49 1.20% |
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 FS Bancorp's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
With Kurtosis at 3.9, FS Bancorp shows moderate excess kurtosis — heavier tails than a normal distribution. FS Bancorp experiences extreme price moves more frequently than a normal distribution would predict.
Kurtosis Peers Comparison
FS Bancorp's Kurtosis of 3.9 falls above the 3.09 peer average. Values range from 0.1241 (Citizens Financial Services) to 14.28 (BayCom Corp), with wide dispersion across the group. FS Bancorp's elevated kurtosis relative to peers indicates heavier tails and more frequent extreme moves.
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for FS Bancorp 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.
FS Bancorp produces
2.48 in Maximum Drawdown for each unit of Kurtosis, with respective readings of
9.67 and
3.90 . This indicates Maximum Drawdown is significantly higher than Kurtosis for FS Bancorp.
Methodology, Assumptions & Data Sources
The current Kurtosis for FS Bancorp is 3.9. FS Bancorp's Kurtosis is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. FS Bancorp operates in the financial 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.
Other Technical Indicators