The third moment skewness ratio Skew is a standard measure to understand and categorize distributions. However, its usual estimator based on sample second and third moments is biased very low and sensitive to outliers. Thus, we study two alternative measures, the Triples parameter of Randles, et al. (1980) and the third L-moment ratio of Hosking (1990). We show by simulation that their associated estimators have excellent small sample properties and can be rescaled to be practical replacements for the third moment estimator of Skew.