Citigroup risk analysis

Use Citigroup Inc risk analysis together with your stock portfolios to protect against small markets fluctuations and to determine Stock optimization strategy that fits your criteria.  Suggest Portfolio

Projected Return Density against Market

Taking into account 30 trading days horizon, the stock has beta cooficient of 1.79 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Citigroup will likely underperform. In addition to that, Citigroup Inc has alpha of 1.79 implying that it can potentially generate 1.79% excess return over S&P 500 after adjusting for the inherited market risk (beta).Taking into account 30 trading days horizon, the coefficient of variation of Citigroup is 392.02. The daily returns are destributed with a variance of 1.63 and standard deviation of 1.28. The mean deviation of Citigroup Inc is currently at 1.02. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	1.79	Details
	(beta)	=	1.79	Details
	(volatility)	=	1.28	Details

Actual Return Volatility

Citigroup Inc accepts 1.28% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.