IShares MSCI Skewness
| KSA ETF | | | USD 38.73 0.37 0.96% |
Skewness describes asymmetry of returns from the normal distribution. It can come in the form of negative skewness or positive skewness, depending on whether data points are skewed to the left (negative skew) or to the right (positive skew) of the data average. Below is IShares MSCI's current Skewness with peer comparisons and related risk metrics.
Current Skewness Value
IShares MSCI has a Skewness of 0.6407, indicating moderate positive skew — the return distribution leans toward larger upside moves. IShares MSCI's returns show a greater frequency or magnitude of positive outliers relative to negative ones.
Skewness Peers Comparison
Among sector peers, IShares MSCI's Skewness of 0.6407 is above the 0.13 group average. The range runs from -0.5164 (iShares Mortgage Real) to 0.6162 (iShares MSCI Israel). IShares MSCI's positive skew relative to peers indicates a higher frequency of large upside moves.
Skewness Relative To Other Indicators
The chart below plots Skewness against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Skewness 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 MSCI's Maximum Drawdown of
5.31 runs about
8.29 times its Skewness of
0.64 . This indicates Maximum Drawdown substantially exceeds Skewness for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Skewness for IShares MSCI is 0.6407. IShares MSCI's Skewness is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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