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Extreme Z Scanner

Find S&P 500 stocks making a new Z-score record or currently beyond ±2. Use the original all-history ThinkScript logic or a rolling X-trading-day window.
252-day mode computes each rolling 252-day Z-score. Record-break filters compare today with the prior 252 rolling Z readings; the ±2 filters apply directly to today's 252-day Z.
Mode
252-DAY
Processed
503
New highest
0
New lowest
22
Z ≥ +2
20
Z ≤ −2
46
Combined views: Highest / Lowest Only shows either record-break signal; Highest / Lowest Only & Z ±2 requires both a record-break signal and |Z| ≥ 2; Z ±2 Only shows |Z| ≥ 2; Z ±1.5 Only shows |Z| ≥ 1.5. A ticker can appear in multiple combined views when it satisfies multiple criteria.
Ticker Z-Score Matched screen(s) Price Prior extreme Record break As of Window Bars loaded
XEL
Xcel Energy
-3.3871
NEW LOWEST Z ≤ −2
$69.00 -3.2762 -0.1109 2026-09-25 252 1255
SRE
Sempra
-3.2842
NEW LOWEST Z ≤ −2
$77.40 -3.2766 -0.0076 2026-09-25 252 1255
EXC
Exelon
-3.0347
NEW LOWEST Z ≤ −2
$39.92 -2.9497 -0.0850 2026-09-25 252 1255
PPL
PPL Corporation
-2.9607
NEW LOWEST Z ≤ −2
$31.74 -2.8687 -0.0919 2026-09-25 252 1255
DTE
DTE Energy
-2.8336
NEW LOWEST Z ≤ −2
$120.72 -2.8231 -0.0105 2026-09-25 252 1255
SO
Southern Company
-2.5807
NEW LOWEST Z ≤ −2
$82.42 -2.5035 -0.0772 2026-09-25 252 1255
WEC
WEC Energy Group
-2.5787
NEW LOWEST Z ≤ −2
$100.69 -2.5741 -0.0046 2026-09-25 252 1255
ES
Eversource Energy
-2.5064
NEW LOWEST Z ≤ −2
$63.42 -2.4057 -0.1008 2026-09-25 252 1255
DUK
Duke Energy
-2.4479
NEW LOWEST Z ≤ −2
$112.84 -2.4006 -0.0472 2026-09-25 252 1255
FE
FirstEnergy
-2.0830
NEW LOWEST Z ≤ −2
$43.01 -2.0059 -0.0770 2026-09-25 252 1255
CNP
CenterPoint Energy
-2.0739
NEW LOWEST Z ≤ −2
$36.60 -1.9851 -0.0888 2026-09-25 252 1255
O
Realty Income
-2.0668
NEW LOWEST Z ≤ −2
$55.19 -2.0155 -0.0513 2026-09-25 252 1255
LNT
Alliant Energy
-2.0640
NEW LOWEST Z ≤ −2
$62.93 -1.9625 -0.1015 2026-09-25 252 1255
HIG
Hartford (The)
-2.0516
NEW LOWEST Z ≤ −2
$124.78 -1.8877 -0.1639 2026-09-25 252 1255
AEE
Ameren
-1.8429
NEW LOWEST Z ≤ −1.5
$98.75 -1.7478 -0.0951 2026-09-25 252 1255
TKO
TKO Group Holdings
-1.4148
NEW LOWEST
$181.33 -1.3841 -0.0307 2026-09-25 252 1255
HII
Huntington Ingalls Industries
-1.3335
NEW LOWEST
$265.46 -1.3257 -0.0078 2026-09-25 252 1255
AEP
American Electric Power
-1.1253
NEW LOWEST
$117.10 -1.0472 -0.0781 2026-09-25 252 1255
ETR
Entergy
-0.7835
NEW LOWEST
$97.58 -0.7063 -0.0772 2026-09-25 252 1255
EVRG
Evergy
-0.6608
NEW LOWEST
$77.48 -0.6082 -0.0525 2026-09-25 252 1255
L
Loews Corporation
-0.5935
NEW LOWEST
$104.88 -0.5426 -0.0509 2026-09-25 252 1255
PLD
Prologis
-0.1502
NEW LOWEST
$133.47 -0.0983 -0.0519 2026-09-25 252 1255
Screen definitions

All History preserves your supplied ThinkScript series calculation exactly.

ALL HISTORY barCount = cumulative number of bars mean_t = TotalSum(close)_t / barCount_t variance_t = TotalSum((close - mean)^2)_t / barCount_t Z_t = (close_t - mean_t) / sqrt(variance_t) NEW LOWEST if Z_t < every prior Z NEW HIGHEST if Z_t > every prior Z Z ≤ -2 if Z_t ≤ -2 Z ≥ +2 if Z_t ≥ +2

Rolling X uses the most recent X closes for each bar's mean/std. The ±2 filters use that same selected rolling Z.

ROLLING X mean_t = mean(last X closes) std_t = population std(last X closes) Z_t = (close_t - mean_t) / std_t NEW LOWEST if current Z < minimum(prior X rolling Z readings) NEW HIGHEST if current Z > maximum(prior X rolling Z readings) Z ≤ -2 if current Z ≤ -2 Z ≥ +2 if current Z ≥ +2