Kurtosis Calculator

Kurtosis Excel Calculator

This Excel spreadsheet calculates kurtosis, skewness, standard deviation, and other summary statistics for a data set you enter. Simply copy-paste your data (order doesn’t matter) into the column marked in the file, choose population or sample, and see the result.

Kurtosis Calculator Screenshot

Screenshot from Calculator

The Calculator also contains several charts where you can evaluate kurtosis and the other measures visually and you can compare your data to normal distribution (which has kurtosis of 3 = zero excess kurtosis).

Screenshot from Charts sheet A chart comparing your data to normal distribution - this data is leptokurtic (high kurtosis) Frequency / Normal Distribution Frequency Ratio Chart

Calculating Kurtosis in Excel

There is a built in function for calculating kurtosis in Excel: KURT. This function actually calculates sample excess kurtosis. There are no built-in functions for calculating the other forms of kurtosis (population kurtosis, sample kurtosis, population excess kurtosis), but you can calculate them by adjusting the result of KURT manually – see detailed instructions here: Calculating Kurtosis in Excel. Alternatively, you can calculate them directly using the formulas below.

The different ways how to calculate each form of kurtosis in Excel are demonstrated in practice in the second Excel file that comes with the Summary Statistics Calculator (Summary_Statistics_Manual.xlsx, where you can see the exact formulas applied in Excel).

How to Calculate Kurtosis Manually

Calculating Population Kurtosis

Population kurtosis formula

Calculating Population Excess Kurtosis

Population excess kurtosis formula

Calculating Sample Kurtosis

Sample kurtosis formula

Calculating Sample Excess Kurtosis

Sample excess-kurtosis formula
Detailed explanation and derivation of the formulas is available here: Kurtosis Formula.

Download the Kurtosis Calculator

Here you can get the Kurtosis Calculator.


Related pages


term structure of implied volatilityvariance calculator excelcboe vix datafutures symbols monthsblack scholes model excelscholes equationyahoo finance indexhow to calculate historical volatilitytick size futureshow to calculate averages on excelcalculate mean sdspy spxgarman kohlhagenvix option priceswhat does overbought and oversold meanblack shoals modelhow to find 13f filingsxxv etnis berkshire hathaway a hedge fundstandard deviation example in excel13f-hrhow to calculate 95th percentile in excelcost of debt formula waccfinance.yahoo.com historical pricesblack scholes pricergreeks calculatorstoxx indicesannualized formula excelmean average deviation calculatorvix etfeuropean put option calculators&p futures bloombergshort strangle option strategyeuro stoxx 50 optionsvix download13f filings databaseshort straddle optionmacd crossover indicatorultra short s&pcredit suisse etnscut your losses origincomvixblack and scholes modelannualize returnsarithmetic mean roughnesshedge calculatorhow to buy vixoptions probability calculator13f portfoliovix futures expirationvix trading hourshow to do goal seek in excel 2010stock intrinsic value formulasum of squares excelblack scholes deltas&p vixvega black scholespositive kurtosisberkshire hathaway 13-fexercise price and strike pricesortino ratio formulastandard deviation formula shortcutcalculating volatility of a stocklifo fifo avcohow to calculate covariance by handarithmetic mean formulasn d1 calculatordescriptive statistics in excel 2007tvix etfcalculating probability in excelreverse rsi calculatortrading today black scholes calculatorcontango vs backwardationbloomberg volatility calculationall etf listvariance covariance var exampleimplied volatility vbawhat does volatile mean in stocks