|Horizon||30 Days Login to change|
Citigroup Relative Risk vs. Return LandscapeIf 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.
Citigroup Market Risk Analysis
Sharpe Ratio = 0.0323
Citigroup Relative Performance Indicators