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Skewness in financial markets: Difference between revisions
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When looking at implied volatility via option pricing it becomes apparent that investors are expecting a higher degree of under- or outperformance of some stocks compared to others. The Skew Index<ref>https://finance.yahoo.com/quote/%5ESKEW/</ref> uses that data to predict the skewness of stock market returns going forward <ref>https://www.investopedia.com/terms/s/skew-index.asp</ref>. It is measured between 100 and 150, with 150 indicating a high degree of skewness. | When looking at implied volatility via option pricing it becomes apparent that investors are expecting a higher degree of under- or outperformance of some stocks compared to others. The Skew Index<ref>https://finance.yahoo.com/quote/%5ESKEW/</ref> uses that data to predict the skewness of stock market returns going forward <ref>https://www.investopedia.com/terms/s/skew-index.asp</ref>. It is measured between 100 and 150, with 150 indicating a high degree of skewness. | ||
== Discussions == | == Detailed Discussions == | ||
[[Discussion:Consequences of Skewness in Angel/VC Investing]] | [[Discussion:Consequences of Skewness in Angel/VC Investing]] | ||