Peoples Insurance Kurtosis
Current Kurtosis Value
The current Kurtosis of 11.68 places Peoples Insurance at high excess kurtosis — significantly heavier tails than a normal distribution. Peoples Insurance experiences extreme price moves far more frequently than a normal distribution would predict, substantially increasing tail risk.
Kurtosis Peers Comparison
Peoples Insurance falls above the 11.08 peer average for Kurtosis. Guotai Junan Securities leads at 65.0 while MSAD Insurance Group registers the lowest at -0.076. Peoples Insurance'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 Peoples Insurance 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.
Peoples Insurance records a Kurtosis of
11.68 and a Maximum Drawdown of
9.88 , yielding roughly
0.85 units of Maximum Drawdown per Kurtosis. This indicates Maximum Drawdown runs moderately below Kurtosis for Peoples Insurance. The Peoples Insurance carries a
1.18 x Kurtosis-to-Maximum Drawdown ratio
Methodology, Assumptions & Data Sources
The current Kurtosis for Peoples Insurance is 11.68. The Kurtosis for Peoples Insurance applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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