Answer

For an individual company

Bloomberg More information about Bloomberg 

1. Type the ticker symbol in the search bar, e.g., AAPL
2. Hit the Equity key,
3. Type AZS and hit Go.

For companies in batch

LSEG Workspace More information about LSEG Workspace

1. Enter batch export tool SCREENER, type screener
2. Include the companies by selecting UNIVERSE and applying your filter(s) in the left-hand side panel
3. Add zscore related variables by 'Launch Data Item Library'  located on the top of the table.