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

Time Horizon

Risk Tolerance

Execute Advice
Citigroup Inc -- USA Stock  

USD 78.3  0.91  1.18%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Citigroup Inc is 'Strong Hold'.
For the selected time horizon Citigroup Inc has a risk adjusted performance of 0.0895, jensen alpha of (0.054246), total risk alpha of (0.26), sortino ratio of (0.096312) and treynor ratio of 0.1611
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 Gross Profit, Cash per Share and the relationship between Price to Sales and Net Income . Given that Citigroup Inc has Number of Shares Shorted of 23.2 K, 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 Return0.16Value At Risk1.17
Potential Upside1.55Standard Deviation0.83
 Return Density 

Citigroup Greeks

Alpha over DOW
Beta against DOW=0.92
Overall volatility
Information ratio =0.09

Citigroup Volatility Alert

Citigroup Inc exhibits relatively low volatility with skewness of 0.12 and kurtosis of -0.42. However, we advice investors to further investigate Citigroup Inc to make sure all market statistics is disseminated and is consistent with investors' estimations about Citigroup upside potential.
 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 Margin24.36 % (5.5) %
Operating Margin35.9 % (10.91) %
Current Valuation8.36 B152.14 B
Shares Outstanding2.64 B1.43 B
Shares Owned by Insiders0.12 % 6.91 %
Shares Owned by Institutions82.22 % 18.37 %
Number of Shares Shorted23.2 K3.24 M
Price to Earning14.83 times40.69 times
Price to Book0.97 times14.44 times
Price to Sales3.16 times17.81 times
Revenue64.32 B9.85 B
Gross Profit62.56 B21.75 B
EBITDA28.03 B1.41 B
Net Income14.25 B517.71 M
Cash and Equivalents698.87 B3.89 B
Cash per Share264.32 times5.17 times
Total Debt484.68 B7.36 B
Debt to Equity0.91 % 0.72 %
Book Value Per Share78.81 times13.64 times
Cash Flow from Operations22.29 B1.25 B
Short Ratio0.44 times2.09 times
Earnings Per Share5.18 times2.3 times
Price to Earnings To Growth1.19 times1.22 times
Number of Employees220 K10.67 K
Market Capitalization203.16 B29.78 B
Total Asset1731.21 B126.86 B
Retained Earnings147.54 B38.24 B
Five Year Return0.39 %
Last Dividend Paid1.28
Strong Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Citigroup exotic insider transaction detected [view details]
Risk Adjusted Performance0.0895
Market Risk Adjusted Performance0.1711
Mean Deviation0.6318
Semi Deviation0.5259
Downside Deviation0.7398
Coefficient Of Variation521.51
Standard Deviation0.8275
Information Ratio(0.086096)
Jensen Alpha(0.054246)
Total Risk Alpha(0.26)
Sortino Ratio(0.096312)
Treynor Ratio0.1611
Maximum Drawdown2.72
Value At Risk(1.17)
Potential Upside1.55
Downside Variance0.5472
Semi Variance0.2766
Expected Short fall(0.79)

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 (314.52 Billion). Citigroup adds roughly 8.36 Billion in current valuation claiming only tiny portion of stocks in Banking industry.