Jarque-Bera

The Jarque-Bera test is a measure of the normality of a distribution of returns. It uses the calculated skewness and kurtosis of the distribution of returns.

Jarque-Bera

Investors who are required to select and monitor investment managers should develop a basic understanding of investment statistics. Quantitative tools can provide you with good insight that you can use in your qualitative interviews with managers and when monitoring your investments.