negative skewness

negative skewness

[′neg·əd·iv ′skü·nəs]
(mathematics)
Skewness in which the mean is smaller than the mode.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
On the other hand, Mg and TH express moderate negative skewness -0.6506 and - 0.6873 and high kurtosis values 2.5862 and 2.6506 respectively.
The unrest state is assumed to be associated with a substantial increase in volatility and negative skewness of shocks.
showing that in the small, [d.sub.u] measures the trade-off between the difference in the means and the difference in the third moments, or skewness of the random incomes, with greater negative skewness requiring a higher expected return to a degree governed by the magnitude of [d.sub.u] > 0.
Positive skewness indicates that most values are located on the left side of the mean, and negative skewness indicates that most values are located on the right side of the mean.
Negative skewness was recorded in the vast majority of items, apart from those included in the Relaxation and Negative thinking factors and item 1 of Self-talk Kurtosis is also negative in most items, with the exception of item 2 of the Activation factor, items 1, 3 and 4 of Attentional control, and item 1 of Negative thinking, which register positive kurtosis values.
By adding these variables to the traditional CAPM, the authors provided evidences to back up their research by pointing out that the market tends to outperform with 5% each year when the correlation is positive skewness and underperform 2.81% per year with negative skewness.
Results are quite different for Nino4, where weak negative skewness (Fig.
Apart from REXR that posted negative skewness, and thus a distribution having a long left tail, the other variables CEXR and UNER have positive skewness implying that their distributions have long right tails.