Citigroup Price Prediction and Hype Density Breakdown

C -- USA Stock  

Fiscal Quarter End: December 31, 2019  

We analyze noise-free headlines and recent hype associated with Citigroup which may create opportunities for some arbitrage if properly timed. With Citigroup hype-based prediction module you can estimate the value of Citigroup from the prospective of Citigroup response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Citigroup over a specific investment horizon. Check also Citigroup Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Citigroup After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Citigroup Estimiated After-Hype Price Volatility

Current Value
75.81
December 8, 2019
75.89
After-hype Price
79.70
Upside
Citigroup is very steady asset. Analysis and calculation of next after-hype price of Citigroup is based on 3 months time horizon.

Citigroup Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.16  1.27  0.08   0.03  5 Events / Month6 Events / MonthIn about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
75.8175.890.11 
254.00  

Citigroup Hype Timeline

As of December 8, 2019 Citigroup is listed for 75.81. The entity has historical hype elasticity of 0.08 and average elasticity to hype of competition of 0.03. Citigroup is expected to increase in value after the next headline with price going to jump to 75.89. The average volatility of media hype impact on the company stock price is about 254.0%. The price increase on the next news is projected to be 0.11% where as daily expected return is currently at 0.16%. The volatility of related hype on Citigroup is about 709.5% with expected price after next announcement by competition of 75.84. The company reported annual revenue of 65.09 B. Net Income to common stockholders was 17.48 B with gross profit before all taxes, overhead, and interest of 65.5 B. Taking into account the 30 trading days horizon, the next expected press release will be in about 5 days.
Check also Citigroup Basic Forecasting Models to cross-verify your projections.

Citigroup Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Citigroup 0.50 5 per month 1.02  0.10  2.43 (2.37)  7.05 
Canadian Imperial Bank Of Comme 0.76 2 per month 1.16  0.0237  1.20 (0.85)  6.78 
Credit Suisse Group 0.11 10 per month 1.07  0.0361  2.46 (1.79)  5.70 
East West Bancorp(0.33) 9 per month 1.62  0.08  3.59 (2.96)  9.68 
Barclays PLC 0.04 7 per month 0.85  0.17  5.56 (1.71)  9.81 
Bank Of Montreal 0.20 9 per month 0.59  0.08  1.13 (1.44)  3.69 
Bank Nova Scotia Halifax Pfd 3 0.00 0 per month 0.43 (0.0007)  1.05 (0.77)  2.70 
ING Group N V(0.03) 8 per month 0.99  0.12  2.81 (1.79)  6.23 
JP Morgan Chase Co 0.30 6 per month 0.53  0.19  2.48 (1.30)  5.65 
HSBC Holdings Plc 0.24 9 per month 1.09 (0.06)  1.45 (1.92)  7.14 
Check also Citigroup Basic Forecasting Models to cross-verify your projections. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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