Citigroup Jensen Alpha

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
Citigroup Inc has current Jensen Alpha of 0.1326. Jensen alpha is a measure of the returns that are attributable to the managers ability to select security and time the market. In other words it is the returns remaining after deducting what would have been attributable to beta returns (which do not require skill) and the risk free rate.
Citigroup 
Jensen Alpha 
 = 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
 = 
0.1326
ER[a] =   Expected return on investing in Citigroup
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between Citigroup and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

Citigroup Inc is rated third in jensen alpha category among related companies. It is rated fifth in maximum drawdown category among related companies reporting about  43.43  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Citigroup Inc is roughly  43.43 
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk Free Rate)]. Anything remaining over and above is alpha.
Compare Citigroup to competition
Citigroup Inc., a diversified financial services holding company, offer various financial solutions and services for consumers, corporations, governments, and institutions worldwide. more
NameCitigroup Inc
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00831001.0
ISINUS1729674242
CUSIP172967424
CurrencyUSD - US Dollar