negative skewness

negative skewness

[′neg·əd·iv ′skü·nəs]
(mathematics)
Skewness in which the mean is smaller than the mode.
References in periodicals archive ?
The probability of loss increases with negative skewness, and that of gain increases with positive skewness.
A significantly negative skewness value suggests a long tail (or relatively few observations) in the lower part of the distribution.
6937 while Canara, HDFC, IDBI and PNB have negative skewness along with BOB, ICICI, SBI and Union Bank evidencing very less positive skeweness.
Because of the 0 to 3 score limitation, high negative skewness resulted, voiding the assumption of normality.
Note that no questions exhibit negative skewness, which would indicate very strong agreement about the topic receiving a large proportion of class time.
2002, 2003) demonstrate that distributions of hedge funds returns have a negative skewness and an excess kurtosis.
Surfaces with negative skewness, such as porous surface have fairly deep valleys in a smother plateau.
Significant negative skewness and kurtosis value for pH inside tea gardens indicates a flat distribution with a long tail on the left of the median.
Finally, the desired effect on market trends has not been achieved (no reduction of the negative skewness of returns is being observed) and there is no evidence of the possible impact of this measure on extreme market movements.
A negative skewness measure implies the opposite-more players are optimistic about future market activity and their perceptual measure lies above the mean.
They argue that this negative skewness is attributable to sudden unwinding of carry trades, which tend to occur in periods in which investor risk appetite and funding liquidity decrease.