Citigroup Performance

Citigroup Inc -- USA Stock  

USD 71.77  0.34  0.47%

Citigroup has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of 3.0298 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.. Although it is extremely important to respect Citigroup Inc historical returns, it is better to be realistic regarding the information on equity current trending patternss. 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 Inc technical indicators you can presently evaluate if the expected return of 0.0804% will be sustainable into the future. Citigroup Inc right now shows a risk of 1.1275%. Please confirm Citigroup Inc Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Citigroup Inc will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  7,060  in Citigroup Inc on September 16, 2017 and sell it today you would earn a total of  111  from holding Citigroup Inc or generate 1.57% return on investment over 30 days. Citigroup Inc is generating 0.0804% of daily returns and assumes 1.1275% volatility on return distribution over the 30 days horizon. Put is differently, 10% 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 generate 1.42 times less return on investment than the market. In addition to that, the company is 4.92 times more volatile than its market benchmark. It trades about 0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of volatility.

Operating Margin

Citigroup Inc Operating Margin
Based on recorded statements Citigroup Inc has Operating Margin of 35.31%. This is 775.14% lower than that of the Services sector, and significantly higher than that of Banking industry, The Operating Margin for all stocks is 423.65% 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 Sat, Sep 16, 2017 and Mon, Oct 16, 2017 is 72.37 with a coefficient of variation of 2.57. The daily time series for the period is distributed with a sample standard deviation of 1.87, arithmetic mean of 72.73, and mean deviation of 1.55. The Stock did not receive any noticable media coverage during the period.
4 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Citigroup Inc are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Citigroup Sharpe Ratio = 0.0713
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashCAverage
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 1.13
  actual daily
 
 90 %
of total potential
  

Expected Return

 0.08
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.07
  actual daily
 
 4 %
of total potential
  
Based on monthly moving average Citigroup is performing at about 4% 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.

Dividends

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