Price Z-score mean reversion
How many standard deviations is the price from its recent average?
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サンプルJSON
仕様JSON
サンプル基準日
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 1.52 x
- Period average
- 1.23 x
- Period high
- 4.53 x
- Period low
- 0.25 x
Price Z-score mean reversion
Z-score (x) (折れ線)
Signal confirmation date
Signal confirmation date (count) (棒)
Event detail and data date
Z-score (x) and Signal confirmation date (count) (表)
サンプルデータ行
| Trading day/observation period | Z-score (x) | Signal confirmation date (count) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 0.59 | 0 | 2025-10-16 |
| 2025-11-03 | 2.8 | 1 | 2025-11-03 |
| 2025-11-17 | 2.85 | 0 | 2025-11-17 |
| 2025-12-03 | 0.92 | 1 | 2025-12-03 |
| 2025-12-19 | 2.57 | 0 | 2025-12-19 |
| 2026-01-02 | 1.47 | 0 | 2026-01-02 |
| 2026-01-20 | 1.67 | 1 | 2026-01-20 |
| 2026-02-05 | 0.74 | 1 | 2026-02-05 |
| 2026-02-23 | 1.11 | 0 | 2026-02-23 |
| 2026-03-09 | 0.67 | 0 | 2026-03-09 |
| 2026-03-25 | 0.86 | 1 | 2026-03-25 |
| 2026-04-10 | 1.16 | 0 | 2026-04-10 |
| 2026-04-24 | 1.42 | 0 | 2026-04-24 |
| 2026-05-12 | 1.23 | 1 | 2026-05-12 |
| 2026-05-28 | 3.05 | 1 | 2026-05-28 |
| 2026-06-11 | 0.88 | 0 | 2026-06-11 |
| 2026-06-29 | 1.46 | 2 | 2026-06-29 |
| 2026-07-15 | 0.61 | 1 | 2026-07-15 |
| 2026-07-31 | 0.74 | 0 | 2026-07-31 |
| 2026-08-14 | 1.09 | 1 | 2026-08-14 |
| 2026-09-01 | 1.14 | 3 | 2026-09-01 |
| 2026-09-17 | 1.13 | 1 | 2026-09-17 |
| 2026-10-01 | 0.83 | 1 | 2026-10-01 |
| 2026-10-16 | 1.52 | 1 | 2026-10-16 |