Citigroup Performance

Citigroup Inc -- USA Stock  

USD 73.32  5.42  7.98%

Macroaxis gives Citigroup performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.325 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.. Even though it is essential to pay attention to Citigroup Inc 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 Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Citigroup Inc has expected return of -0.5154%. Please be advised to confirm Citigroup Inc Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Citigroup Inc past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Citigroup Inc Relative Risk vs. Return Landscape

If you would invest  7,627  in Citigroup Inc on February 22, 2018 and sell it today you would lose (837.00)  from holding Citigroup Inc or give up 10.97% of portfolio value over 30 days. Citigroup Inc is generating negative expected returns and assumes 1.5487% volatility on return distribution over the 30 days horizon. Put is differently, 14% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Citigroup Inc is expected to under-perform the market. In addition to that, the company is 1.42 times more volatile than its market benchmark. It trades about -0.33 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of volatility.

Operating Margin

Citigroup Inc Operating Margin
Based on recorded statements Citigroup Inc has Operating Margin of 35.93%. This is 48.66% higher than that of the Financial sector, and significantly higher than that of Banking industry, The Operating Margin for all stocks is 429.33% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Citigroup Daily Price Distribution

The median price of Citigroup for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 74.06 with a coefficient of variation of 2.95. The daily time series for the period is distributed with a sample standard deviation of 2.19, arithmetic mean of 74.15, and mean deviation of 1.55. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days Citigroup Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Citigroup Sharpe Ratio = -0.3328
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Estimated Market Risk

  actual daily
 86 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average Citigroup is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Citigroup by adding it to a well-diversified portfolio.


Citigroup Inc Dividends Analysis
Check Citigroup Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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