There are numerous genetic studies showing that Ashkenazi Jews share a Middle Eastern ancestry and genetically most closely overlap with other contemporary ME populations (not European). 1: https://www.nature.com/articles/nature09103 … 2: http://www.pnas.org/content/97/12/6769.full?sid=510e78f1-34b1-4a25-a4ab-e2d90d60d713 … 3: https://www.ncbi.nlm.nih.gov/m/pubmed/20560205/ …
@thealexvanness @WesternIdentity fig 1b in the Nature paper "Genome-wide structure of the Jewish people" shows the Ashkenazi cluster by PCA analysis