Citigroup Alpha and Beta Analysis

Citigroup Inc -- USA Stock  

USD 72.28  0.84  1.15%

This module allows you to check different measures of market premium for Citigroup Inc as well as systematic risk associated with investing in Citigroup over a specified time horizon. Check also Citigroup Backtesting, Citigroup Valuation, Citigroup Correlation, Citigroup Hype Analysis, Citigroup Volatility, Citigroup History and analyze Citigroup Performance
Investment Horizon     30 Days    Login   to change
Run Premiums

Citigroup Market Premiums

α (average alpha)=0.056212    β (beta)=0.25    
30 days against DJI
Risk Adjusted Performance  0.0345Jensen Alpha  0.0943Total Risk Alpha  (0.49)Sortino Ratio  (0.003004)Treynor Ratio  0.5727

Citigroup expected buy-and-hold returns


Citigroup Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Citigroup Return and Market Media

The median price of Citigroup for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 72.65 with a coefficient of variation of 2.21. The daily time series for the period is distributed with a sample standard deviation of 1.61, arithmetic mean of 72.98, and mean deviation of 1.38. The Stock received some media coverage during the period.
Price Growth (%)  
Citigroup I Would not Worry About The Downgrade10/18/2017