IdioSkew

Idiosyncratic Skewness — Lin and Liu 2019

Risk

Quick facts

Factor ID IdioSkew
Display name Idiosyncratic Skewness
Family Predictor
Category Risk
Direction lower_expected_return
Status supported
Paper Lin and Liu 2019
Source tables daily;index_daily
Required fields ret;mkt_ret
PIT required no
Coverage 2010-07-15 – 2026-05-15 · 651,195 rows · 95.1% of panel

Formula

skew(ret - mkt_ret over t-126..t-1)

Sample skewness of market-adjusted daily returns over the prior six months as a lottery-demand proxy.

China adaptation

Market-adjusted skewness used in place of FF3 residual skewness because SMB and HML legs are not yet wired into the pipeline.

Direction-adjusted cumulative return

1.00 1.54 2.08 2.62 3.17 2010-07 2014-06 2018-06 2022-05 2026-04

Return metrics

Metric Value
Months in sample 190
Monthly mean 0.6032%
Monthly std 2.9711%
Annualized Sharpe 0.70
t-stat (simple) 2.80
Hit rate (months > 0) 61.1%
Last 12M compounded 1.12%
Cumulative wealth (start = 1) 2.886

Recent 12 months

Month L/S return Cumulative Names
2025-05 +2.22% 2.917 5084
2025-06 +2.31% 2.984 5097
2025-07 +1.19% 3.020 5103
2025-08 +1.19% 3.056 5106
2025-09 +1.36% 3.097 5119
2025-10 +2.21% 3.166 5127
2025-11 -2.40% 3.090 5130
2025-12 -2.98% 2.998 5137
2026-01 -0.29% 2.989 5140
2026-02 +3.56% 3.095 5143
2026-03 -3.07% 3.000 5145
2026-04 -3.82% 2.886 5135

Known data issues

Daily price limits and limit-hit returns can compress the upper tail of idiosyncratic skewness.

Notes

A FF3 residual variant will replace this proxy once the Chinese factor legs are validated.

See also: Risk family, Factor library, Factor returns.