Citigroup Probability of Target Price Finishing Over 79.48

Citigroup Inc -- USA Stock  

USD 77.08  0.26  0.34%

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
 Time Horizon     30 Days    Login   to change
Refresh Odds

Citigroup Target Price Odds to finish over 79.48

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 77.08 30 days 79.48  about 14.59% about 85.19%
Based on normal probability distribution, the odds of Citigroup to move over $ 79.48  or more in 30 days from now is about 14.59%. Probability of Citigroup Inc price to stay between its current price of $ 77.08  and $ 79.48  at the end of the 30-day period is about 34.24%.
Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.0473 . This suggests Citigroup Inc market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Citigroup is expected to follow. Additionally Citigroup Inc has an alpha of 0.11733378330454552 implying that it can potentially generate 0.11733378330454552% excess return over DOW after adjusting for the inherited market risk (beta).
15.0%
Odds to move over $ 79.48  or more in 30 days
 Citigroup Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.12
β
Beta against DOW=1.05
σ
Overall volatility
=2.34
Ir
Information ratio =0.059204