Abbreviation: ChartPageZScore
Category: Chart Page Calculation
Input Parameters:
Name | Range | Default |
Time Series | ||
Calculation:
X – mean( X)
‘‘‘‘‘‘‘
StndDev(X, n)
where
mean(X) = mean average of X across all chart pages for a given date/time
X = Time Series
n = Number of Chart pages with valid values (i.e. not N/A)
StndDev represents Standard Deviation
Discussion:
Provides a measure of a time series value relative to its mean expressed relative to its standard deviation across all chart pages for each date/time in the chart. A value of one indicates a value one standard deviation above the mean, while a value of two indicates a value two standard deviations above the mean. Likewise, a value of negative one indicates a value one standard deviation below the mean, while a value of negative two indicates a value two standard deviations below the mean.