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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
12
New lowest
13
Z ≥ +2
44
Z ≤ −2
7
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
MRNA
Moderna
+3.9387
Z ≥ +2
$137.99 +7.8970 2026-08-28 252 1255
ABNB
Airbnb
+3.4568
Z ≥ +2
$189.43 +5.3103 2026-08-28 252 1255
SJM
J.M. Smucker Company (The)
+3.2426
Z ≥ +2
$132.34 +3.2624 2026-08-28 252 1255
LH
Labcorp
+3.1814
Z ≥ +2
$335.11 +4.1530 2026-08-28 252 1255
CRL
Charles River Laboratories
+2.8808
Z ≥ +2
$291.50 +3.6370 2026-08-28 252 1255
RVTY
Revvity
+2.8630
Z ≥ +2
$128.80 +3.0095 2026-08-28 252 1255
BDX
Becton Dickinson
+2.8064
Z ≥ +2
$189.52 +3.3572 2026-08-28 252 1255
MPC
Marathon Petroleum
+2.7775
Z ≥ +2
$368.83 +3.1691 2026-08-28 252 1255
PSX
Phillips 66
+2.7728
Z ≥ +2
$244.01 +3.2132 2026-08-28 252 1255
DXCM
Dexcom
+2.7384
Z ≥ +2
$90.82 +3.2913 2026-08-28 252 1255
DGX
Quest Diagnostics
+2.6682
Z ≥ +2
$242.76 +4.2907 2026-08-28 252 1255
VRTX
Vertex Pharmaceuticals
+2.4990
Z ≥ +2
$541.69 +3.1167 2026-08-28 252 1255
OMC
Omnicom Group
+2.4756
Z ≥ +2
$88.28 +2.9749 2026-08-28 252 1255
V
Visa Inc.
+2.4745
Z ≥ +2
$381.60 +2.7215 2026-08-28 252 1255
VLO
Valero Energy
+2.4593
Z ≥ +2
$352.36 +3.3128 2026-08-28 252 1255
AMGN
Amgen
+2.4370
Z ≥ +2
$432.42 +3.6205 2026-08-28 252 1255
EXPE
Expedia Group
+2.4120
Z ≥ +2
$329.44 +3.6684 2026-08-28 252 1255
IVZ
Invesco
+2.3710
Z ≥ +2
$32.86 +2.5892 2026-08-28 252 1255
NWSA
News Corp (Class A)
+2.3626
Z ≥ +2
$30.97 +2.4957 2026-08-28 252 1255
TGT
Target Corporation
+2.3605
Z ≥ +2
$163.18 +2.9256 2026-08-28 252 1255
SOLV
Solventum
+2.3466
Z ≥ +2
$91.12 +3.5819 2026-08-28 252 609
NSC
Norfolk Southern
+2.3292
Z ≥ +2
$348.68 +3.3935 2026-08-28 252 1255
SCHW
Charles Schwab Corporation
+2.3253
Z ≥ +2
$110.16 +3.0896 2026-08-28 252 1255
IFF
International Flavors & Fragrances
+2.3233
Z ≥ +2
$87.95 +2.8580 2026-08-28 252 1255
CPAY
Corpay
+2.2973
Z ≥ +2
$407.88 +3.3456 2026-08-28 252 1255
CRWD
CrowdStrike
+2.2822
Z ≥ +2
$218.40 +5.0810 2026-08-28 252 1255
NWS
News Corp (Class B)
+2.2677
Z ≥ +2
$34.85 +2.5024 2026-08-28 252 1255
MRK
Merck & Co.
+2.2470
Z ≥ +2
$148.35 +3.2071 2026-08-28 252 1255
ZBRA
Zebra Technologies
+2.2232
Z ≥ +2
$356.45 +3.3037 2026-08-28 252 1255
ANET
Arista Networks
+2.2207
Z ≥ +2
$195.38 +3.5119 2026-08-28 252 1255
JPM
JPMorgan Chase
+2.2193
Z ≥ +2
$357.62 +3.2799 2026-08-28 252 1255
IQV
IQVIA
+2.2146
Z ≥ +2
$261.75 +2.3081 2026-08-28 252 1255
PANW
Palo Alto Networks
+2.1890
Z ≥ +2
$371.59 +4.6715 2026-08-28 252 1255
AMP
Ameriprise Financial
+2.1810
Z ≥ +2
$559.32 +2.8607 2026-08-28 252 1255
EXPD
Expeditors International
+2.1776
Z ≥ +2
$190.97 +4.4308 2026-08-28 252 1255
UNP
Union Pacific Corporation
+2.1671
Z ≥ +2
$307.41 +3.5349 2026-08-28 252 1255
ALL
Allstate
+2.1645
Z ≥ +2
$260.58 +4.4278 2026-08-28 252 1255
TRV
Travelers Companies (The)
+2.1441
Z ≥ +2
$369.90 +4.4194 2026-08-28 252 1255
MET
MetLife
+2.1057
Z ≥ +2
$96.51 +3.2897 2026-08-28 252 1255
INCY
Incyte
+2.1035
Z ≥ +2
$124.37 +3.3782 2026-08-28 252 1255
STT
State Street Corporation
+2.0959
Z ≥ +2
$193.33 +2.8604 2026-08-28 252 1255
KO
Coca-Cola Company (The)
+2.0894
Z ≥ +2
$89.66 +4.1350 2026-08-28 252 1255
NTAP
NetApp
+2.0139
Z ≥ +2
$187.02 +6.8283 2026-08-28 252 1255
BNY
BNY Mellon
+2.0047
Z ≥ +2
$162.50 +2.9833 2026-08-28 252 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