Citigroup Buy or Sell Recommendation

Macroaxis provides Citigroup Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Citigroup positions. The advice algorithm takes into account all of Citigroup Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Citigroup buy-and-hold prospective. Check also Citigroup Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Citigroup Inc -- USA Stock  

USD 72.88  0.24  0.33%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Citigroup Inc is 'Cautious Hold'.
For the selected time horizon Citigroup Inc has a mean deviation of 0.7409, semi deviation of 1.06, standard deviation of 1.13, variance of 1.27, downside variance of 1.34 and semi variance of 1.11
Macroaxis provides unbiased buy, hold, or sell recommendation on Citigroup Inc that should be used to complement current analysts and expert consensus on Citigroup Inc. Our buy or sell advice engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Citigroup is not overpriced, please confirm all Citigroup Inc fundamentals including its Price to Earning, Gross Profit, Total Debt, as well as the relationship between Price to Sales and Cash and Equivalents . Given that Citigroup Inc has Shares Owned by Institutions of 78.83 % , we suggest you validate Citigroup Inc market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.1Value At Risk-0.7843
Potential Upside1.8889Standard Deviation1.1252
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Bank Of MontrealCommon Shares10.3 M747.2 M
Diamond Hill Capital Management IncCommon Shares8.8 M639.9 M
Fisher Asset Management LlcCommon Shares4.5 M325.5 M
Cornerstone Investment Partners LlcCommon Shares2.7 M200 M
Robeco Institutional Asset Management BvCommon Shares2.4 M175.6 M
Factory Mutual Insurance CoCommon Shares2.4 M171.8 M
Dnb Asset Management AsCommon Shares2.2 M162 M
Assenagon Asset Management SaPut Options1.9 M139.3 M
Assenagon Asset Management SaCall Options645 K46.9 M

Citigroup Greeks

α
Alpha over DOW
= 0.11 
βBeta against DOW=(0.17) 
σ
Overall volatility
= 1.1 
 IrInformation ratio =(0.0341) 

Citigroup Volatility Alert

Citigroup Inc has relatively low volatility with skewness of -0.92 and kurtosis of 4.13. However, we advise all investors to independently investigate Citigroup Inc to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Citigroup to competition
FundamentalsCitigroupPeer Average
Return On Equity6.82 % (15.17) %
Return On Asset0.85 % (15.64) %
Profit Margin24.48 % (5.5) %
Operating Margin35.57 % (10.91) %
Current Valuation4.25 B152.14 B
Shares Outstanding2.64 B1.43 B
Shares Owned by Insiders0.08 % 6.91 %
Shares Owned by Institutions78.83 % 18.37 %
Number of Shares Shorted3003.24 M
Price to Earning14.64 times40.69 times
Price to Book0.95 times14.44 times
Price to Sales3.02 times17.81 times
Revenue63.99 B9.85 B
Gross Profit62.56 B21.75 B
Net Income14.25 B517.71 M
Cash and Equivalents697.62 B3.89 B
Cash per Share263.85 times5.17 times
Total Debt432.1 B7.36 B
Debt to Equity0.91 % 0.72 %
Book Value Per Share77.36 times13.64 times
Cash Flow from Operations11.35 B1.25 B
Short Ratio0.02 times2.09 times
Earnings Per Share4.99 times2.3 times
Price to Earnings To Growth1.26 times1.22 times
Number of Employees220 K10.67 K
Beta1.670.34
Market Capitalization193.33 B29.78 B
Total Asset1731.21 B126.86 B
Retained Earnings146.48 B38.24 B
Five Year Return0.34 %
Last Dividend Paid0.8
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Don Callahan of 1015936 shares of Citigroup subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0274
Market Risk Adjusted Performance(0.49)
Mean Deviation0.7409
Semi Deviation1.06
Downside Deviation1.16
Coefficient Of Variation1177.5
Standard Deviation1.13
Variance1.27
Information Ratio(0.034104)
Jensen Alpha0.1069
Total Risk Alpha(0.52)
Sortino Ratio(0.033154)
Treynor Ratio(0.5)
Maximum Drawdown5.67
Value At Risk(0.78)
Potential Upside1.89
Downside Variance1.34
Semi Variance1.11
Expected Short fall(0.91)
Skewness(0.92)
Kurtosis4.13

Current Valuation

Citigroup Current Valuation Analysis
Citigroup Inc is rated fourth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Banking industry is currently estimated at about (352.98 Billion). Citigroup adds roughly 4.25 Billion in current valuation claiming only tiny portion of stocks in Banking industry.