Citigroup Hype Analysis, Citigroup Correlation, Citigroup Valuation, Citigroup Volatility as well as analyze Citigroup Alpha and Beta and Citigroup Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Citigroup and determine expected loss or profit from investing in Citigroup over given investment horizon. Check also
|Horizon||30 Days Login to change|
Citigroup 'What if' Analysis
June 22, 20190.00
August 21, 20190.00
If you would invest 0.00 in Citigroup on June 22, 2019 and sell it all today you would earn a total of 0.00 from holding Citigroup or generate 0.0% return on investment in Citigroup over 60 days. Citigroup is related to or competes with Canadian Imperial, Credit Suisse, East West, B of A, Barclays PLC, and Bank Of Montreal. Citigroup Inc., a diversified financial services holding company, provides various financial products and services for c...
Citigroup Upside/Downside Indicators
|Value At Risk||(3.59)|
Citigroup Market Premium Indicators
|Risk Adjusted Performance||(0.07)|
|Total Risk Alpha||(0.06)|
Citigroup Backtested Returns
Macroaxis considers Citigroup to be very steady. Citigroup secures Sharpe Ratio (or Efficiency) of -0.0703 which signifies that the organization had -0.0703% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Citigroup exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Citigroup Mean Deviation of 1.26 and Risk Adjusted Performance of
(0.07) to double-check risk estimate we provide. The firm shows Beta (market volatility) of 1.4336 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Citigroup will likely underperform. Even though it is essential to pay attention to Citigroup historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Citigroup exposes twenty-eight different technical indicators which can help you to evaluate its performance. Citigroup has expected return of -0.1215%. Please be advised to confirm Citigroup Sortino Ratio, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Citigroup past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.68)|
|Spearman Rank Test||-0.68|
Citigroup lagged returns against current returns
Current and Lagged Values
Citigroup regressed lagged prices vs. current prices
Current vs Lagged Prices
Citigroup Lagged Returns
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Check also Citigroup Hype Analysis, Citigroup Correlation, Citigroup Valuation, Citigroup Volatility as well as analyze Citigroup Alpha and Beta and Citigroup Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.