Citigroup Probability of Target Price

Citigroup Inc -- USA Stock  

USD 72.38  0.61  0.85%

Citigroup probability of target price tool provides mechanism to make assumptions about upside and downside potential of Citigroup Inc performance during a given time horizon utilizing its historical volatility. Please specify Citigroup time horizon, a valid symbol (red box) and a target price (blue box) you would like Citigroup odds to be computed. Check also Citigroup Backtesting, Citigroup Valuation, Citigroup Correlation, Citigroup Hype Analysis, Citigroup Volatility, Citigroup History as well as Citigroup Performance
Investment Horizon     30 Days    Login   to change
Refresh Odds

Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 72.38 30 days 72.38  about 57.34% about 42.24%
Based on normal probability distribution, the odds of Citigroup to move above current price in 30 days from now is about 57.34%.
Taking into account the 30 trading days horizon, the stock has beta coefficient of 3.0298 . 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. Additionally Citigroup Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
57.0%
Odds to move above current price in 30 days
 Citigroup Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=(0.22) 
βBeta against DOW= 3.03 
σ
Overall volatility
= 1.87 
 IrInformation ratio = 0.0373