Citigroup Alpha and Beta Analysis Overview

C -- USA Stock  

USD 66.34  0.41  0.61%

This module allows you to check different measures of market premium for Citigroup 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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Citigroup Market Premiums

α0.24β0.42
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Citigroup expected buy-and-hold returns

Citigroup Market Price Analysis

Citigroup Return and Market Media

The median price of Citigroup for the period between Sun, May 20, 2018 and Tue, Jun 19, 2018 is 68.11 with a coefficient of variation of 2.45. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 68.13, and mean deviation of 1.35. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Citigroup exotic insider transaction detected05/24/2018
2
3 US Stocks to Buy as International Growth Slows05/30/2018
3
Todays Hot Stock Under Review Citigroup Inc06/05/2018
4
Citigroup exotic insider transaction detected06/08/2018
5
Purchase by Ryan Robert L of 12400 shares of Citigroup06/11/2018
6
An Eye on Data Citigroup Inc06/14/2018
7
Institutionals Holders Overview For Citigroup Inc.06/18/2018

Current Sentiment - C

Citigroup Investor Sentiment
Most of Macroaxis users are currently bullish on Citigroup. What is your opinion about investing in Citigroup? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

Citigroup Upcoming Company Events
Upcoming Quarterly ReportJanuary 16, 2018
Next Earnings ReportApril 12, 2018

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Check also Citigroup Backtesting, Citigroup Valuation, Citigroup Correlation, Citigroup Hype Analysis, Citigroup Volatility, Citigroup History and analyze Citigroup Performance. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.