Keep in mind, there are two different Altman Z-Scores - one for manufacturers and the other is for non-manufacturers.
Z = 1.2T1 + 1.4T2 + 3.3T3 + 0.6T4 + 0.999T5.
T1 = Working Capital / Total Assets. Measures liquid assets in relation to the size of the company.
T2 = Retained Earnings / Total Assets. Measures profitability that reflects the company's age and earning power.
T3 = Earnings Before Interest and Taxes / Total Assets. Measures operating efficiency apart from tax and leveraging factors. It recognizes operating earnings as being important to long-term viability.
T4 = Market Value of Equity / Book Value of Total Liabilities. Adds market dimension that can show up security price fluctuation as a possible red flag.
T5 = Sales/ Total Assets. Standard measure for total asset turnover (varies greatly from industry to industry).
So what's a good score? 2.6 or above. What's a scary score? 1.1 and below.
Z'' = 6.56T1 + 3.26T2 + 6.72T3 + 1.05T4
A good score is over 3.75 and a scary score is under 1.75.
Best way to extract these would be to find the stocks and extract financials from ADVFN.com, Barchart.com, Business Week Stock Screener.