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It means that your raw score is four standard deviations below the mean. This will mean different things depending on the context of the question. If you're looking at the probability of a single score occurring in a given distribution (say, a score of 40 in a distribution of scores with a mean of 80 and a std. dev. of 10), then this means that the probability of getting a 40 is very, very low--less than .00002.

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Q: What does a z score of -4 indicate?
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