A.I.M. Users Bulletin Board

[SFSecurity]

Hi Toofuzzy, Actually that won't get you what you think.

Standard scores are also called z-values, z-scores, normal scores, and standardized variables; the use of "Z" is because the normal distribution is also known as the "Z distribution". They are most frequently used to compare a sample to a standard normal deviate, though they can be defined without assumptions of normality.

The z-score is only defined if one knows the population parameters; if one only has a sample set, then the analogous computation with sample mean and sample standard deviation yields the Student's t-statistic.

and

For Fisher z-transformation in statistics, see Fisher transformation. For Z-values in ecology, see Z-value. For z-transformation to complex number domain, see Z-transform. For Z-factor in high-throughput screening, see Z-factor. For Z-score financial analysis tool, see Altman Z-score.

Wikipedia - https://en.wikipedia.org/wiki/Standard_score

Doing the search you suggest gets nothing like the Altman Z-score. In fact if you search on MORL, TLT, SHY, GLD you get nothing. PSEC does show a Altman Z-score of 0.82 - very bad - so that type of search can be problematic.

There is a free online Altman Z-score calculator at http://www.creditguru.com/CalcAltZ.shtml The explanation and where to look for the details is quite good.

Most of the pointers for Altman Z-score are to Gurufocus.com, a paid site.

Best,

Allen