|Horizon||30 Days Login to change|
Citigroup Market Sensitivity
|Citigroup returns are very sensitive to returns on the market. As market goes up or down, Citigroup is expected to follow.One Month Beta |Analyze Citigroup Demand TrendCheck current 30 days Citigroup correlation with market (DOW)|
β = 1.1347
Citigroup Technical Analysis
Citigroup Projected Return Density Against MarketTaking into account the 30 trading days horizon, the stock has beta coefficient of 1.1347 . This suggests Citigroup market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Citigroup is expected to follow. Moreover, Citigroup has an alpha of 0.0547 implying that it can potentially generate 0.0547% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Citigroup Return VolatilityCitigroup accepts 1.1433% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.