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 z-score, measures relative discounts and relative premiums for closed-end funds. Z-scores can add context to a closed-end funds’ current discounts and premiums. For a premium, a ...

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 ...

The Bitcoin MVRV Z-Score has historically been one of the most effective tools for identifying market cycle tops and bottoms in Bitcoin. Today, we’re excited to share an enhancement to this metric ...