Z-scores

Within-history current z vs peer (cross-section latest filings). Metrics on net_earnings, revenue, fixed_assets, lt_liabilities, tangible_assets, st_liabilities, eps, dps (amounts unit-scaled; PCO eps/dps ÷100). Current z (average_current_z_score): mean/std (ddof=1) over own years; latest-year z vs that history. Peer z (average_peer_z_score): each ticker’s latest filing vs cross-section mean/std of all tickers’ latest filings (per column). Liabilities flipped on both: lower lt/st → positive. Chart: peer z on X, current z on Y (points missing either z skipped). Table also shows latest PE (live close / latest EPS when available; else filing-day) — not plotted. Peer z already folds PE peer z into average_peer_z_score when present. Sorted by current z desc by default; click headers to sort.

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Shared with Fundamentals Selection (localStorage). Vertical/horizontal lines on chart.

Ticker Name Exchange Industry n_years average_current_z_score average_peer_z_score latest PE

Aggressive / Defensive

Quadrants with current z > 0 only. aggressive: peer z > 0 · defensive: peer z < 0. Same live /api/zscores / ticker_strength fields — no invented numbers.

Ticker Name Exchange Industry n_years average_current_z_score average_peer_z_score category latest PE