## Citigroup Expected Short fall |

C -- USA Stock | ## Fiscal Quarter End: |

Symbol |

| = | (1.04) |

VAR | = | Value At Risk of Citigroup |

## Expected Short fall Comparison

ES evaluates the value (or risk) of an investment in a conservative way, focusing on the less profitable outcomes. For high values of it ignores the most profitable but unlikely possibilities, for small values of it focuses on the worst losses. On the other hand, unlike the discounted maximum loss even for lower values of expected shortfall does not consider only the single most catastrophic outcome. Expected shortfall is a coherent, and moreover a spectral, measure of financial portfolio risk.

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## Thematic Opportunities

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## Citigroup Technical Signals

### All Citigroup Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.1014 | ||

Market Risk Adjusted Performance | (1.13) | ||

Mean Deviation | 0.8491 | ||

Semi Deviation | 0.6926 | ||

Downside Deviation | 0.9078 | ||

Coefficient Of Variation | 499.36 | ||

Standard Deviation | 1.07 | ||

Variance | 1.15 | ||

Information Ratio | 0.0674 | ||

Jensen Alpha | 0.2289 | ||

Total Risk Alpha | (0.09) | ||

Sortino Ratio | 0.0797 | ||

Treynor Ratio | (1.14) | ||

Maximum Drawdown | 4.85 | ||

Value At Risk | (1.52) | ||

Potential Upside | 1.99 | ||

Downside Variance | 0.8242 | ||

Semi Variance | 0.4797 | ||

Expected Short fall | (1.04) | ||

Skewness | 0.366 | ||

Kurtosis | (0.08) |