Consumer Staples Skewness

Key Indicators . Skewness . ETFs . USA . 
ETF . Consumer Staples Select
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 Consumer Staples's current Skewness with peer comparisons and related risk metrics.

Current Skewness Value

At 0, Consumer Staples's Skewness indicates near-symmetric return distribution. Consumer Staples's positive and negative returns are roughly balanced in frequency and magnitude.

Skewness

 = 

3PM

STD3

 = 
0
3PM = Third upper moment
STD =   Standard Deviation of Consumer Staples

Skewness Peers Comparison

Skewness Relative To Other Indicators

The chart below plots Skewness against Maximum Drawdown for Consumer Staples 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.

Methodology, Assumptions & Data Sources

Consumer Staples has a current Skewness reading of 0. This Skewness reading for Consumer Staples results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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