About: SKEW

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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.

Attributes	Values
rdfs:label	SKEW (en)
rdfs:comment	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. (en)
dct:subject	American stock market indices Options (finance) Derivatives (finance) Technical analysis Mathematical finance S&P Global
Wikipage page ID	53559537 (xsd:integer)
Wikipage revision ID	951874078 (xsd:integer)
Link from a Wikipage to another Wikipage	American stock market indices Options (finance) VIX Derivatives (finance) S&P 500 Chicago Board Options Exchange Option (finance) Outlier Taleb distribution Normal distribution Rate of return Technical analysis Mathematical finance Black swan theory Standard deviations S&P Global Implied volatility Ticker symbol Tail risk Skewness risk Market crash Volatility skew
Link from a Wikipage to an external page	https://www.google.com/finance%3Fq=INDEXCBOE%3ASKEW
sameAs	SKEW SKEW SKEW
dbp:wikiPageUsesTemplate	dbt:Other_uses dbt:Reflist dbt:Finance-stub
has abstract	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). (en)
prov:wasDerivedFrom	wikipedia-en:SKEW?oldid=951874078&ns=0
page length (characters) of wiki page	2432 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:SKEW
is Link from a Wikipage to another Wikipage of	VIX Skew Tail risk Volfefe index
is Wikipage disambiguates of	Skew
is foaf:primaryTopic of	wikipedia-en:SKEW

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