Advanced Functions / Relative vs. Group
ZScore("formula"[, scope=#All, outlier_pct=7.5, na_value=0, max_zscore=3.5])
Full Description

Calculates how many standard deviations the value from the formula is from the mean for each group specified by the 'scope' parameter. The output is bounded by default to values from -3.5 to +3.5, with N/A values being assigned to 0.

Parameters

scope: determines how stocks are grouped (see below)
outlier_trim: outlier trim percent from each side. Defaults to 7.5%
na_value: value assigned to NA's. Defaults to 0.
max_zscore: maximum value returned (+/- max). Defaults to +/- 3.5
 
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