skfolio.measures.skew

skfolio.measures.skew(returns, sample_weight=None)

Compute the Skew.

The Skew is a measure of the lopsidedness of the distribution. A symmetric distribution have a Skew of zero. Higher Skew corresponds to longer right tail.

Parameters:

returnsndarray of shape (n_observations,) or (n_observations, n_assets)

Array of return values.

sample_weightndarray of shape (n_observations,), optional

Sample weights for each observation. If None, equal weights are assumed.

Returns:

valuefloat or ndarray of shape (n_assets,)

Skew. If returns is a 1D-array, the result is a float. If returns is a 2D-array, the result is a ndarray of shape (n_assets,).

Notes

NaN handling: - Unweighted: NaNs are ignored; all-NaN inputs yield NaN. - Weighted: NaNs propagate.