video1.0<iframe src="https://www.loom.com/embed/d256ceef73b746c19523b454c900e734" frameborder="0" width="1920" height="1440" webkitallowfullscreen mozallowfullscreen allowfullscreen></iframe>14401920Loomhttps://www.loom.com14401920https://cdn.loom.com/sessions/thumbnails/d256ceef73b746c19523b454c900e734-829d251b500db734.jpg845.367In this video, I explain the concepts of normal distribution, skewness, and kurtosis in investment analysis using examples of fund A and fund B. I demonstrate how to calculate skewness and interpret the results, highlighting the implications of positive and negative skewness on investment risk. Additionally, I discuss kurtosis and its significance in assessing the peakedness of data distributions. No specific action is requested from viewers.