Citigroup Technical Analysis

Citigroup Inc shows Downside Deviation of 0.8096, Risk Adjusted Performance of 0.0485 and Mean Deviation of 0.7004. Citigroup Inc technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Citigroup Inc which can be compared to its rivals. 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 is priced correctly providing market reflects its regular price of 63.78 per share. Given that Citigroup has Jensen Alpha of 0.1374, we suggest you validate Citigroup Inc prevailing market performance to make sure the company can sustain itself at future point.
Investment Horizon     30 Days    Login   to change

Citigroup Inc Trend Analysis

Use this graph to draw trend lines for Citigroup Inc. You can use it to identify possible trend reversals for Citigroup as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Citigroup price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.

Citigroup Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Citigroup Inc applied against its price change over selected period. The best fit line has a slop of 0.11 % which indicates that Citigroup Inc will continue to generate solid returns. It has 34 observation points and a regression sum of squares at 10.33, which is the sum of squared deviations for the predicted Citigroup price change compared to its average price change.

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Citigroup Inc is rated below average in mean deviation category among related companies. It is rated fifth in standard deviation category among related companies creating about  1.34  of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Citigroup Inc is roughly  1.34