1. A computer readable medium having computer executable instructions executing a method for determining whether a financial metric representing the performance of a target company has an anomalous value, the method comprising: identifying a target value, the target value being the value of the financial metric associated with the target company; collecting context data based upon the target company, wherein the context data is a small data set; computing non-traditional z-score statistical measurements using the context data with the target value excluded; calculating an anomaly score with a computer using the target value and the non-traditional z-score statistical measurements, wherein calculating the anomaly score is performed using an equation of the form A = Xt - CT V where A is the anomaly score, Xt is the target value, CT is a measure of the central tendency, and V is a measure of variance; and comparing the anomaly score with a threshold value such that if the anomaly score exceeds the threshold value, the target value is considered to have said anomalous value.