Projected Return Density against MarketAssuming 30 trading days horizon, Citigroup has beta of 0.0 . This suggests unless we do not have required data, the returns on S&P 500 and Citigroup are completely uncorrelated. Furthermore, Citigroup IncIt does not look like Citigroup alpha can have any bearing on the equity current valuation.
Actual Return VolatilityCitigroup Inc accepts 0.0% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.56% volatility of returns over 30 trading days.
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S&P 500 has a standard deviation of returns of 0.56 and is 9.223372036854776E16 times more volatile than Citigroup Inc. 0% of all equities and portfolios are less risky than Citigroup. Compared with the overall equity markets, volatility of historical daily returns of Citigroup Inc is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Citigroup Current Risk Indicators
Suggested Divercification Pairs