BRETT: Return Skewness (365D)

Brett Return Skewness (365D) was 0.826 on 9 Nov 2026 (latest daily value).

The skewness of BRETT's daily returns over the last 365 days.

Why use it. Shows whether big moves have tended to be up or down. How to read it. Positive: the large moves were mostly up; negative: mostly down; near 0: balanced.

Calculation. m3 / m2^1.5 of the last 365 daily returns, with m2 and m3 their population central moments. From CryptoKeyhole's own US dollar price chart of BRETT, closed periods only. Returns are 24-hour returns r = close / close 24 hours earlier - 1; daily values use the closes of UTC days, hourly values recompute the same statistic at every hour from the closes 24, 48 ... hours before it, so a day's last hour gives its daily value wherever the hourly closes are complete. A window of N days needs N + 1 closes exactly a day apart: a missing close leaves every window that needs it empty, nothing is filled in. The open UTC day shows a labelled partial at the latest completed hour. History starts once the price chart has the window's closes; it is a description of the past, not a forecast.