Tokyo Electron Kurtosis

TOELY Pink Sheet  USD 145.80  2.20  1.53%   
The Kurtosis for Tokyo Electron is detailed below with current readings, historical data points, and sector comparisons. For Kurtosis rankings and filtering across instruments, see Equity Screeners. Tokyo Electron Volatility and Tokyo Electron Price History provide added context for Tokyo Electron.
  

Current Kurtosis Value

At 1.9, Tokyo Electron's Kurtosis indicates thin tails relative to a normal distribution. Tokyo Electron's returns cluster closer to the mean with fewer extreme moves than a normal distribution.

Kurtosis

 = 

4PM

STD4

 = 
1.9
4PM = Forth upper moment
STD =   Standard Deviation of Tokyo Electron

Kurtosis Peers Comparison

The peer group averages 3.75 for Kurtosis, with Tokyo Electron at 1.9 falling below that level. Readings span -0.039 (Keyence) to 18.81 (NetEase).

Kurtosis Relative To Other Indicators

The chart below plots Kurtosis against Maximum Drawdown for Tokyo Electron 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.
Tokyo Electron's Maximum Drawdown of 13.31 runs about 7.01 times its Kurtosis of 1.90 . This indicates Maximum Drawdown substantially exceeds Kurtosis for Tokyo Electron.
Compare Tokyo Electron to Peers

Methodology, Assumptions & Data Sources

The current Kurtosis for Tokyo Electron is 1.9. The Kurtosis for Tokyo Electron is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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