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
Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Citigroup Inc is 'Hold'.
For the selected time horizon Citigroup Inc has a mean deviation of 0.7004, semi deviation of 0.5865, standard deviation of 0.9361, variance of 0.8764, downside variance of 0.6554 and semi variance of 0.344
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 74.60 % , 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 Return0.14Value At Risk-0.958
Potential Upside1.9617Standard Deviation0.9361
 Return Density 
      Distribution 

Citigroup Greeks

α
Alpha over DOW
= 0.14 
βBeta against DOW=(0.15) 
σ
Overall volatility
= 0.94 
 IrInformation ratio = 0.06 

Citigroup Volatility Alert

Citigroup Inc has low volatility with Treynor Ratio of -0.85, Maximum Drawdown of 3.11 and kurtosis of 0.47. However, we advice all investors to further analyze Citigroup Inc to make certain all market information is desiminated and is consistent with the current expectations about Citigroup upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Citigroup to competition
FundamentalsCitigroupPeer Average
Return On Equity6.83 % (15.17) %
Return On Asset0.86 % (15.64) %
Profit Margin24.26 % (5.50) %
Operating Margin35.16 % (10.91) %
Current Valuation399.22 B152.14 B
Shares Outstanding2.75 B1.43 B
Shares Owned by Insiders0.11 % 6.91 %
Shares Owned by Institutions74.60 % 18.37 %
Number of Shares Shorted19.51 M3.24 M
Price to Earning0.84 times40.69 times
Price to Book0.79 times14.44 times
Price to Sales2.75 times17.81 times
Revenue63.9 B9.85 B
Gross Profit62.56 B21.75 B
Net Income14.2 B517.71 M
Cash and Equivalents669.73 B3.89 B
Cash per Share243.25 times5.17 times
Total Debt436.68 B7.36 B
Debt to Equity0.91 times0.72 times
Book Value Per Share75.87 times13.64 times
Cash Flow from Operations51.46 B1.25 B
Short Ratio1.04 times2.09 times
Earnings Per Share4.96 times2.30 times
Price to Earnings To Growth1.30 times1.22 times
Number of Employees220 K10.67 K
Beta1.570.34
Market Capitalization175.74 B29.78 B
Total Asset1731.21 B126.86 B
Retained Earnings146.48 B38.24 B
Five Year Return0.28 %
Last Dividend Paid0.64
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Payment of 7178 shares by Barbara Desoer of Citigroup subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0485
Market Risk Adjusted Performance(0.84)
Mean Deviation0.7004
Semi Deviation0.5865
Downside Deviation0.8096
Coefficient Of Variation685.43
Standard Deviation0.9361
Variance0.8764
Information Ratio0.0579
Jensen Alpha0.1374
Total Risk Alpha(0.11)
Sortino Ratio0.0669
Treynor Ratio(0.85)
Maximum Drawdown3.11
Value At Risk(0.96)
Potential Upside1.96
Downside Variance0.6554
Semi Variance0.344
Expected Short fall(0.82)
Skewness0.4421
Kurtosis0.474

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 1.51 Trillion. Citigroup totals roughly 399.22 Billion in current valuation claiming about 26% of stocks in Banking industry.