A technique for detecting anomalous values in a small set of financial
metrics makes use of context data that is determined based upon the
characteristics of the target company being evaluated. Context data is
selected to represent the historical values of the financial metric for
the target company or the simultaneous performance of peer companies.
Using the context data, an anomaly score for the financial metric is
calculated representing the degree to which the value of the financial
metric is an outlier among the context data. This can be done using an
exceptional statistical technique. The anomaly score can be used to
evaluate the risks associated with business transactions related to the
target company.