Use Citigroup Inc. performance together with your portfolio to protect against small markets fluctuations and to determine Stock optimization strategy that fits your criteria.
If you would invest 3,388 in Citigroup Inc. on April 25, 2012 and sell it today you would lose (722) from holding Citigroup Inc. or give up 21.31% of portfolio value over 30 days. Citigroup Inc. is generating negative expected returns and assumes 1.83% volatility on return distribution over the 30 days horizon. Put is differently, 30% 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 [Daily Volatility] (%)
Taking into account 30 trading days horizon, Citigroup Inc. is expected to under-perform the market. In addition to that, the company is 2.41 times more volatile than its market benchmark. It trades about -0.57 of its total potential returns per unit of risk. The NYSE is currently generating roughly -0.39 per unit of volatility.
Citigroup Operating Margin
Based on recorded statements Citigroup Inc. has Operating Margin of 21.87%. This indicator is about the same for Financial average (which is currently at 21.71) sector, and 33.67% lower than that of Money Center Banks industry, The Operating Margin for all stocks is 526.32% 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.
Over the last 30 days Citigroup Inc. has generated negative risk-adjusted returns adding no value to investors with long positions.
1 Month Effecincy (a.k Sharpe Ratio) ...
-0.57
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C
Estimated Market Risk
1.83
actual daily
70 %
of total potential
Expected Return
-1.04
actual daily
1 %
of total potential
Risk-Adjusted Return
-0.57
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.
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