Z-score is an extremely useful technique not only for screening, but also for stock picking and portfolio structuring. A backtest shows that using a composite Z-score, based on PC, PTBV and PE ratios, ...

A z-statistic, or a z-score, measures the relative discounts and relative premiums for closed-end funds. Like open-end funds, closed-end funds have a net asset value (NAV), which is the total value of ...

Edward Altman, who created the Z-score method for predicting bankruptcies 50 years ago, has built on the model to assess creditworthiness of small- and medium-sized enterprises. Together with Gabriele ...