- Source: Skew
- Source: SKEW
Skew may refer to:
In mathematics
Skew lines, neither parallel nor intersecting.
Skew normal distribution, a probability distribution
Skew field or division ring
Skew-Hermitian matrix
Skew lattice
Skew polygon, whose vertices do not lie on a plane
Infinite skew polyhedron
Skew-symmetric graph
Skew-symmetric matrix
Skew tableau, a generalization of Young tableaux
Skewness, a measure of the asymmetry of a probability distribution
Shear mapping
In science and technology
Skew, also synclinal or gauche in alkane stereochemistry
Skew ray (optics), an optical path not in a plane of symmetry
Skew arch, not at a right angle
= In computing
=Clock skew
Transitive data skew, an issue of data synchronization
= In telecommunications
=Skew (fax), unstraightness
Skew (antenna) a method to improve the horizontal radiation pattern
Other uses
Volatility skew, in finance, a downward-sloping volatility smile
SKEW, the ticker symbol for the CBOE Skew Index
See also
SKU or Stock-keeping unit
SKEW is the ticker symbol for the CBOE Skew Index, a measure of the perceived tail risk of the distribution of S&P 500 investment returns over a 30-day horizon.
The index values are calculated and published by the Chicago Board Options Exchange (CBOE) based on current S&P 500 options market data.
SKEW is similar to the VIX index, but instead of measuring implied volatility based on a normal distribution, it measures an implied risk of future returns realizing outlier behavior. The index model defines such an outlier as two or more standard deviations below the mean, which would characterize a black swan event or market crash. The index value typically reflects trading activity of portfolio managers hedging tail risk with options, to protect portfolios from a large, sudden decline in the market. A SKEW value of 100 indicates the options market perceives a low risk of outlier returns; values increasing above 100 reflect an increased perception of risk for future outlier event(s).
See also
Skewness risk
Taleb distribution
Volatility skew
References
External links
Google Finance page for current SKEW values, and historical charts
Kata Kunci Pencarian:
- Matriks simetrik
- Roda gigi
- Pasangan berpilin
- Matriks (matematika)
- Perkici pinang
- Radiosonde
- Distribusi Asimetrik Laplace
- Matriks normal
- Parameter
- Konveksi atmosfer
- Skew
- SKEW
- Skewness
- Skew polygon
- Skew-symmetric matrix
- Skew-Hermitian matrix
- Skew lines
- Skew normal distribution
- Clock skew
- GC skew