Watching the movie "Moneyball" one wonders if there could be a "sabermetric" equivalent in chess. Are there any statistical measures, yet to be discovered quantifiable skills that would rank and characterize players other than the Elo rating? Say, winning percentage with white, with black, draw percentage, win percentage against higher rated opponents, loss percentage against lower rated opponent, etc. Any ideas or suggestions?

There's really no need for such measures. In team sports, one of the challenges is to determine which individual statistics have the greatest influence on the team's performance. For example, team offense is measured in runs, but runs are often the result of several players actions: Getting on base, hitting for power,l not hitting into double plays, all these knds of skills contribute to the team's ability to score runs, and the guy who actually scores the run may not be the most important contributer. 

In chess, there's no need to disentangle the contributions on many players. The chess player wins or loses only as the result of his own efforts. So we don't need to hunt for hidden measurements. The ELO rating pretty much tells the story. I'll agree that it's of some interest that some players both win and lose more than another player with the same rating who has a less risky style. But it's not the most important thing.

I guess it would lead to an attempt of dissecting what amounts to "greatness" in chess. Doesn't it seem oversimplified that Elo rating is the one and only measure? I agree it gives you a tool "This is how good you are!", but it does not tell you "This is why you are so good!", or "This is how you could get even better!" Say, you are a developing chess player, but appear to be stuck at say, 2000. How would you know what area to focus on to get better if you do not know what constitutes a succesful player. Say, you are not blessed with a guru, an all-knowing master, who sees through your blatant weakness and bammm, comes up with a fix and there you go to 2400.

I would like to see which players have the highest winning% as white, and the lowest losing% as black. Whining% would be an important factor in assessing a player's potential I would imagine.

Funnily enough, you can look at drawing percent as a marker for a strong player.  It takes a fair amount of technique and knowledge to draw a good portion of your games.

Good point. It still bugs me when a player simplifies into an objectively drawn position against a certain player, as part of a strategy in a tournament. Or goes for a perpetual when there's more to be had, because a draw is all that's needed. But of course many draws are hard fought and exciting.

The reason a more nuanced metric system would be helpful, because it would help to judge the areas that would need improvement. On one hand one can look at players playing certain openings as their chance of success is obviously higher with the most frequently played opening. One can look at number of moves played till decision or draw. One can look at draw achieved after how many moves. One can break down opening move numbers, middle game move numbers and endgame move numbers.

But it would also help to find a system of self help: visualization, calculation, mate pattern recognition, tactical awareness, strategical planning, etc.