Citigroup Performance

C -- USA Stock  

USD 70.88  0.34  0.48%

Citigroup has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.6219 which signifies that as returns on market increase, Citigroup returns are expected to increase less than the market. However during bear market, the loss on holding Citigroup will be expected to be smaller as well.. 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 0.0255% will be sustainable into the future. Citigroup right now shows a risk of 0.7884%. 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.
Horizon     30 Days    Login   to change

Citigroup Relative Risk vs. Return Landscape

If you would invest  7,053  in Citigroup on August 19, 2018 and sell it today you would earn a total of  35.00  from holding Citigroup or generate 0.5% return on investment over 30 days. Citigroup is generating 0.0255% of daily returns and assumes 0.7884% volatility on return distribution over the 30 days horizon. Put is differently, 7% 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 is expected to generate 2.21 times less return on investment than the market. In addition to that, the company is 2.17 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.16 per unit of volatility.

Citigroup Market Risk Analysis

Sharpe Ratio = 0.0323
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Citigroup Relative Performance Indicators

Estimated Market Risk
 0.79
  actual daily
 
 93 %
of total potential
  
Expected Return
 0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
  
Based on monthly moving average Citigroup is performing at about 2% 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 Performance Rating

Citigroup Risk Adjusted Performance Analysis

2 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Citigroup are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.

Citigroup Alerts

Equity Alerts and Improvement Suggestions

The company reported annual revenue of 64.84 B. Total Loss to common stockholders was (6.75 B) with gross profit before all taxes, overhead, and interest of 64.28 B.
Over 79.0% of the company shares are held by institutions such as insurance companies
On August 3, 2018 Citigroup paid $ 0.45 per share dividend to its current shareholders
Latest headline from MacroaxisInsider: Acquisition or disposition of Citigroup securities by David George Al

Citigroup Performance Indicators

Citigroup Basic Price Performance Measures

Fifty Two Week Low64.38
Target High Price101.00
Fifty Two Week High80.70
Target Low Price62.00
Trailing Annual Dividend Yield1.81%

Citigroup Dividends

Citigroup Dividends Analysis

Check Citigroup dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check also Trending Equities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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