Additional Financial Data Needed for Altman Z-Scores

[ijyliu]

• [x] Market capitalization ("Market value of equity") at each fixed quarter date. common stock + preferred stock is close but these are at share par value which is not meaningful - need at market prices. we can get market cap directly or by multiplying shares outstanding by price.
• [x] Net sales. revenue is close but not the same - should be net of discounts, returns, etc. admittedly this might be hard to get

[ijyliu]

net sales is not uniform and not mandated by sec so not doing

[ijyliu]

market cap source: https://site.financialmodelingprep.com/developer/docs#historical-market-cap-company-information

[ijyliu]

found market cap and improved altman z scores