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Altman Z-Score Calculator

Predict bankruptcy probability using the Altman Z-Score model

Company Financials

Current Assets - Current Liabilities

Cumulative profits retained in business

Earnings Before Interest and Taxes

Stock price × shares outstanding

Current + Long-term liabilities

Annual revenue

Z-Score Analysis

Enter company financials and click Calculate

Z-Score analysis will appear here

About the Altman Z-Score

What is the Z-Score?

The Altman Z-Score, developed by Edward Altman in 1968, is a financial formula used to predict the probability of bankruptcy within two years. It combines five financial ratios weighted to maximize predictive accuracy. The model was originally developed for publicly-traded manufacturing companies and has ~80-90% accuracy.

The Five Components

X₁ - Liquidity: Working capital relative to total assets measures short-term financial health.
X₂ - Profitability: Retained earnings show cumulative profitability over time.
X₃ - Productivity: EBIT measures operational earning power.
X₄ - Leverage: Market value of equity vs. liabilities assesses financial structure.
X₅ - Activity: Asset turnover indicates efficiency.

Interpreting Results

Z > 2.99: Safe Zone - Company is unlikely to go bankrupt. Strong financial position.
1.81 < Z < 2.99: Grey Zone - Caution advised. Company should be monitored closely.
Z < 1.81: Distress Zone - High bankruptcy risk. Immediate attention required.

The model has been most reliable for manufacturing firms. Service and financial companies may need adjusted models.

Limitations & Considerations

The Z-Score should be used as one of several analytical tools, not in isolation:

  • Best suited for publicly-traded manufacturers
  • May not work well for startups or tech companies
  • Does not account for industry-specific factors
  • Should be analyzed over time for trends
  • Requires accurate, current financial data
  • Economic conditions affect interpretation

Where to Find Data

All required inputs can be found in a company's financial statements:

  • Working Capital: Balance Sheet (Current Assets - Current Liabilities)
  • Total Assets & Liabilities: Balance Sheet
  • Retained Earnings: Balance Sheet under Shareholders' Equity
  • EBIT: Income Statement (Operating Income)
  • Market Value of Equity: Stock price × outstanding shares (from market data)
  • Sales: Income Statement (Revenue or Net Sales)
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