SEI Investments Kurtosis
| SEIC Stock | | | USD 88.84 -2.21 -2.43% |
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 SEI Investments's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
SEI Investments has a Kurtosis of 2.4, indicating thin tails relative to a normal distribution. SEI Investments's returns cluster closer to the mean with fewer extreme moves than a normal distribution.
Kurtosis Peers Comparison
The peer group averages 4.32 for Kurtosis, with SEI Investments at 2.4 falling below that level. Readings span -0.1253 (Franklin Resources) to 16.16 (Janus Henderson Group).
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for SEI Investments 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.
With Kurtosis at
2.40 and Maximum Drawdown at
7.39 , SEI Investments shows a
3.09 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Kurtosis for SEI Investments.
Methodology, Assumptions & Data Sources
SEI Investments' Kurtosis currently stands at 2.4. Kurtosis for SEI Investments is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. SEI Investments operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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