Citigroup Backtesting

We consider Citigroup very steady. Citigroup secures Sharpe Ratio (or Efficiency) of 0.1006 which signifies that the organization had 0.1006% of return per unit of risk over the last 3 months. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Citigroup which you can use to evaluate future volatility of the firm. Please confirm Citigroup Mean Deviation of 0.8396, Risk Adjusted Performance of 0.0667 and Downside Deviation of 0.9347 to double-check if risk estimate we provide are consistent with the epected return of 0.1064%. Citigroup has performance score of 6 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.1272 which signifies that as returns on market increase, returns on owning Citigroup are expected to decrease at a much smaller rate. During bear market, Citigroup is likely to outperform the market. Although it is extremely important to respect Citigroup historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Citigroup technical indicators you can presently evaluate if the expected return of 0.1064% will be sustainable into the future. Citigroup right now shows a risk of 1.06%. Please confirm Citigroup Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Citigroup will be following its price patterns.