Rolling skewness

Are recent returns skewed toward sharp falls or sharp rises?

Risk and drawdown RSK-014 Line Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Latest value
-0.88
Period average
-0.4
Period high
0.69
Period low
-1.61

Rolling skewness

Skewness (unitless) (Line)

Valid sample size (observations)

Valid sample size (observations) (Bar)

Event detail and data date

Skewness (unitless) and Valid sample size (observations) (Table)

Sample data rows

Trading day/observation periodSkewness (unitless)Valid sample size (observations)Data date (sample)
2025-10-16 -0.43 15 2025-10-16
2025-11-03 -0.86 20 2025-11-03
2025-11-17 -1.07 31 2025-11-17
2025-12-03 0.44 21 2025-12-03
2025-12-19 -0.07 18 2025-12-19
2026-01-02 0.01 72 2026-01-02
2026-01-20 -0.83 35 2026-01-20
2026-02-05 0.47 35 2026-02-05
2026-02-23 -0.71 25 2026-02-23
2026-03-09 -0.44 39 2026-03-09
2026-03-25 -0.91 19 2026-03-25
2026-04-10 -0.09 6 2026-04-10
2026-04-24 -0.33 19 2026-04-24
2026-05-12 -0.4 14 2026-05-12
2026-05-28 -0.76 28 2026-05-28
2026-06-11 -0.61 24 2026-06-11
2026-06-29 -0.63 29 2026-06-29
2026-07-15 -0.82 5 2026-07-15
2026-07-31 -0.41 16 2026-07-31
2026-08-14 -0.38 11 2026-08-14
2026-09-01 -1.16 26 2026-09-01
2026-09-17 -0.23 44 2026-09-17
2026-10-01 0.58 32 2026-10-01
2026-10-16 -0.88 93 2026-10-16