Citigroup Alpha and Beta Analysis

Citigroup Inc -- USA Stock  

USD 76.15  0.3  0.4%

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
Symbol
Run Premiums

Citigroup Market Premiums

α (average alpha)=0.017874    β (beta)=1.2    
30 days against DJI
Risk Adjusted Performance  0.1179Jensen Alpha  (0.002756)Total Risk Alpha  (0.19)Sortino Ratio  0.0529Treynor Ratio  0.1945

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 Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 73.7 with a coefficient of variation of 2.73. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 73.73, and mean deviation of 1.86. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Citigroup exotic insider transaction detected12/12/2017