Citigroup Performance

C -- USA Stock  

USD 66.75  0.41  0.62%

Macroaxis gives Citigroup performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Citigroup are completely uncorrelated. 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-one different technical indicators which can help you to evaluate its performance. Citigroup has expected return of -0.2511%. Please be advised to confirm Citigroup Jensen Alpha, 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.
 Time Horizon     30 Days    Login   to change

Citigroup Relative Risk vs. Return Landscape

If you would invest  7,043  in Citigroup on May 19, 2018 and sell it today you would lose (390.00)  from holding Citigroup or give up 5.54% of portfolio value over 30 days. Citigroup is generating negative expected returns and assumes 1.2494% volatility on return distribution over the 30 days horizon. Put is differently, 11% 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 under-perform the market. In addition to that, the company is 2.06 times more volatile than its market benchmark. It trades about -0.2 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.05 per unit of volatility.

Citigroup Market Risk Analysis

Sharpe Ratio = -0.201
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Citigroup Relative Performance Indicators

Estimated Market Risk
 1.25
  actual daily
 
 89 %
of total potential
  
Expected Return
 -0.25
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.2
  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.

Performance Rating

Citigroup Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

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

Citigroup Alerts

Equity Alerts and Improvement Suggestions
Citigroup generates negative expected return over the last 30 days
The company reported annual revenue of 64.65 B. Total Loss to common stockholders was (7.38 B) with gross profit before all taxes, overhead, and interest of 63.28 B.
Over 80.0% of the company shares are held by institutions such as insurance companies
On May 4, 2018 Citigroup paid $ 0.32 per share dividend to its current shareholders
Latest headline from MacroaxisInsider: Citigroup exotic insider transaction detected

Dividends

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