Macroaxis considers Citigroup to be not too risky. Citigroup secures Sharpe Ratio (or Efficiency) of -0.1902 which signifies that Citigroup had -0.1902% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Citigroup exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Citigroup Risk Adjusted Performance of 0.01 and Mean Deviation of 0.9266 to double-check risk estimate we provide.
|Time Horizon||30 Days Login to change|
Citigroup Technical Analysis
Projected Return Density Against MarketTaking into account the 30 trading days horizon, Citigroup has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Citigroup are completely uncorrelated. Furthermore, CitigroupIt does not look like Citigroup alpha can have any bearing on the equity current valuation.
Predicted Return Density