US ADVANCED COMPUTING INFRASTRUCTURE, INC.
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Skewness in Daily Returns
through January 20, 2023

These are US-listed stocks that have a significant skew to their daily price returns. They have more frequent positive or negative daily returns over the past year than can be explained by a normal distribution. 

We would expect to see a relationship between price changes and skewness, which would indicate skewness is a momentum or relative strength indicator. 
Maximum and minimum skew stocks
Limits for Skewness: [-5.5, 5.0]

Maximum and Minimum Skew values found:  13.431 and -12.241


The positive skew stocks are:  
 ['ADN', 'AIMC', 'AKRO', 'APEN', 'BIIB', 'BNFT', 'DAWN', 'ENOV', 'EPIX', 'FHN', 'KRTX', 'MAXR', 'MDGL', 'NKTX', 'NVTA', 'PLRX', 'RXDX', 'SJI', 'SRG', 'TXMD']


The negative skew stocks are:  
 ['AMPL', 'ATHA', 'BVS', 'CMRX', 'CRMD', 'DM', 'EIGR', 'FATE', 'FNKO', 'GATO', 'GIII', 'GOSS', 'IMUX', 'KALV', 'KOD', 'LUNG', 'NGM', 'NKTR', 'OLPX', 'OMCL', 'ORMP', 'PRAX', 'RCM', 'RLMD', 'ROG', 'SYNH', 'TLS', 'UIS', 'USPH', 'VERA', 'VRCA']
Interesting data to capture and report.
A few days ago we ran a report and create a portfolio with the highest (positive) and lowest (negative) skew stocks. This includes all stocks (profitable and unprofitable) that pass our data validation. This is what we now call the QQQ run, but is not yet available to outside clients via our website. It is available to clients who buy via an invoice and pre-order.

Negative SKEW stocks (15):
Jan 24: -8.41, 1.82, -0.77, 2, -0.07

Positive SKEW stocks (11):
Jan 24: -3.66, 1.45, -0.04, 3, -0.07


First day observations, there is a difference between returns based on skewness. We saw this on an ad-hoc basis in the past, so we decided to measure it for now.

Copyright 2023 US Advanced Computing Infrastructure, Inc.  
Chicago Quantum (SM) is a protected service mark, registration 113562, by the Secretary of State of Illinois.
US Advanced Computing Infrastructure CRD#: 316375
Business Mailing Address: 833 Central Avenue #1292, Highland Park, Illinois 60035-7292

Disclaimer: 
All investing, stock forecasts, and investment strategies include the risk of loss for some or even all of your capital.  Please do your due diligence and research before investing.  Statements made on our website or in social media are not investment advice.  They do not take into account your unique circumstances, risk tolerance or investing objectives.  Please consider our website and social media outlets as for informational purposes only.

The stocks mentioned may not be suitable for all investors.  As with any investment there is risk.  Past performance is not an indication of future results.  Please do your own due diligence on any stock portfolios highlighted.  Finally, we make no guarantees for your financial results.  You bear all the risk, and gain all the rewards of your investments.

Unauthorized reproduction or redistribution of this information or the analysis provided in any form is strictly prohibited.


  • Home
    • About Us
    • Contact
    • Our Brochure
    • Stocks Held By Advisers
  • Advisory Services
    • Portfolio Optimization Services
    • Stock Analysis - Up Run
    • Stock Analysis - Down Run
    • Custom Algorithm Development
    • Investment Planning Workshop
  • Project Services
    • Professional Services
  • Market Information
    • Retail Investor
    • Why Use ETFs?
    • Negative BETA Stocks
    • Top Dividend Stocks
    • Stock Price Variance
    • Leptokurtic Stocks
    • Platykurtic Stocks
    • High & Low BETA Stocks
    • Skewness in Daily Returns
    • High & Low Volume Stocks
    • Top Stock Movers
    • Price & Volume Spikes
    • Stock Splits
    • Common Stock Beta Detail
    • US Banking Observations
    • Liquidity Research
    • MEME Stocks
    • Chicago Quantum | Corporate Finance 101
  • Managed Accounts
    • Managed Account BLOG
    • Managed Account Fees
    • Managed Account Considerations
  • Quantum Computing
    • Use Cases
    • Use Case Detail
    • Platforms
    • Platforms Detail
    • Quantum Computing Notes
    • Quantum Computing Companies
  • BLOG: Today's Insights
  • Research
  • PQC Post Quantum Cryptography
  • T-shirts
  • Standard Consulting Agreement
  • Nextsteps