Citigroup Alpha and Beta Analysis Overview

C -- USA Stock  

USD 71.36  0.48  0.68%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Citigroup Market Premiums

α0.02β0.46
30 days against DJI
Risk Adjusted Performance  

0.0175

Jensen Alpha  

0.041689

Total Risk Alpha  

0.17

Sortino Ratio  

0.10

Treynor Ratio  

0.0249

Citigroup expected buy-and-hold returns

Citigroup Market Price Analysis

Citigroup Return and Market Media

The median price of Citigroup for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 71.02 with a coefficient of variation of 1.24. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 70.98, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Helfer Michael S of 10149 shares of Citigroup...08/31/2018
2
Payment of 95882 shares by James Forese of Citigroup subject...09/04/2018
3
Payment of 853 shares by Freiberg Steven J of Citigroup subj...09/07/2018
4
Citigroup exotic insider transaction detected09/11/2018
5
Acquisition by Kaden Lewis B of 81399 shares of Citigroup su...09/18/2018

Citigroup 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 Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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