Altman Z-Score

Financial Stress

Turkish: Altman Z-Skoru

Short definition

The Altman Z-score squeezes a few balance-sheet and profit ratios into one bankruptcy index. It is a screen; it is not a universal threshold under Turkish cash and inflation accounting.

Detailed explanation

The original formula is a US manufacturing sample. Private, services and inflation-distorted books have variants; copying the weights misleads.

The score does not see the cash calendar or the maturity wall. A low Z is a flag for DD and stress, not a credit decision.

Why it matters for the CFO

If the board hangs on one score, covenants and the 13-week are ignored. Conversely, a falling Z can be an early warning.

How it is calculated

Z ≈ 1,2X₁ + 1,4X₂ + 3,3X₃ + 0,6X₄ + 0,999X₅ (orijinal imalat formülü; katsayılar örnekleme bağlıdır)

The weights are a historical discriminant. Your sector and IFRS 16 can invalidate them.

Variables in the formula

  • X₁: NWC / assets
  • X₃: EBIT / assets
  • X₄: market equity / book debt

How to read it

Thresholds belong to the original sample; there is no universal “safe Z”. Inflation breaks the denominators.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. Financial Distress
  2. Default
  3. Probability of Default (PD)
  4. Working Capital
  5. Return on Equity (ROE)

Definitions are educational. They are not investment, credit or tax advice.