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Quantify the Risk of Company Bankruptcy

Analyze financial distress using Altman Z-Scores and Merton’s Distance-to-Default

Detect Bankruptcy Risk Before It’s Too Late

Use financial statement data and market-based risk models to identify early signs of financial distress. Measure how close a company is to potential default.

Track Deterioration in Financial Health

Analyze how a company’s bankruptcy risk evolves over time. Compare historical financials with current risk estimates to spot weakening stability.

Structured Bankruptcy Risk Assessment

Apply Altman Z-Scores and Merton’s Distance-to-Default to estimate default probability. Understand whether a company is in a safe, gray, or high-risk zone.

Key Features

  • Altman Z-Scores – Assess bankruptcy likelihood using financial ratios.
  • Merton Distance-to-Default – Market-based risk estimation for corporate default.
  • Historical & Real-time Risk Trends – Evaluate up to 30 years of financial distress signals.
  • Interactive Visualizations – Clear risk zone indicators for better interpretation.
  • Customizable Analysis – Adjust timeframes and debt assumptions for tailored insights.
Risk of Default Tool Demo 1 AVIF
Risk of Default Tool Demo 2 AVIF

70,000+ Assets

Driving Analytics for Retail Investors

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