Macroaxis: Personalized Investing

Personalized Investing and

Digital Wealth Optimization

Benchmark  United States  NYSE  10,865   32.3574 Index Moved Down -0.2969%  


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Probability Of Bankruptcy  

    
For stocks, Probability Of Bankruptcy is normalized value of Z-Score. For funds and ETFs it is derived from a multi-factor model developed by Macroaxis.The score is used to predict probability of a firm or a fund going into bankruptcy or experiencing financial distress within next 24 months. Unlike Z-Score, Probability Of Bankruptcy is the value between 0 and 100 indicating the actual probability the firm will be distressed in the next 2 fiscal years.
Probability Of Bankruptcy 
 = 
Normalized 
 
Z-Score 
Companies or funds with Probability Of Bankruptcy above 90% are generally considered to be high risk with a good chance of bankruptcy in the next 2 years. On the other hand entities with Probability Of Bankruptcy of less than 15% will most likely experience some growth in the next 2 years. Probability Of Bankruptcy is based on Macroaxis own algorithm and can be used by auditors, accountants, money managers, financial advisers, as well as day traders to evaluate unsystematic risk of a stock, fund or ETF.

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Found 10 equities

Probability Of Bankruptcy

GOOG NMSGoogle Inc
1.0%
FB NMSFacebook Inc
1.0%
BIDU NMSBaidu Inc
1.0%
YHOO NMSYahoo Inc
1.0%
JD NASDAQJD Inc ADR Repst Com Cl A
26.0%
AKAM NMSAkamai Technologies Inc
1.0%
VRSN NMSVeriSign Inc
95.42%
IACI NMSIACInterActiveCorp
28.91%
ATHM NYQAutohome Inc
2.0%
WUBA NYQ58 Inc
41.8%
You can backtest this sub-set of assets as a synthetic portfolio or check its risk adjusted returns