Citigroup Probability of Target Price Finishing Over

Citigroup Inc -- USA Stock  

USD 75.85  0.14  0.18%

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
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Citigroup Target Price Odds to finish over

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 75.85 30 days 75.85  about 12.15% about 87.64%
Based on normal probability distribution, the odds of Citigroup to move above current price in 30 days from now is about 12.15%.
Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.2208 . 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 an alpha of 0.0016772150545454612 implying that it can potentially generate 0.0016772150545454612% excess return over DOW after adjusting for the inherited market risk (beta).
12.0%
Odds to move above current price in 30 days
 Citigroup Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.001677
βBeta against DOW=1.22
σ
Overall volatility
=1.96
 IrInformation ratio =0.035637