Z-scores measure how far a closed-end fund's current discount status is from its average premium or discount. Writers will often highlight the probability of a given Z-score, usually to bolster an ...
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, ...
Could you please explain the purpose of Z-scores, as featured on page 43 of the investors chronicle last week (30 August)? There are two types of Z-score widely used in finance. Z-scores are often ...