Skewness Quick Measure
Skewness is used to measure how much a dataset trails in the positive or negative direction. It is a helpful descriptive statistic and fairly easy to generate in DAX. I favor Pearson's Second Skewness due to its simple structure.
I think it would be a good addition to the quick measures selection of Power BI.
Skewness of a field [A] = DIVIDE(3*(AVERAGE([A])-MEDIAN([A])),STDEV.P([A]))
Also the Kurtosis, second moment, third moment, etc.