Chart Page Z-Score

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.
 

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