Citigroup Total Risk Alpha

Citigroup Inc -- USA Stock  

USD 72.92  0.22  0.30%

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Citigroup Inc has current Total Risk Alpha of 0.22. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
RFR + (ER[b] - ER[a]) 
STD[a] / STD[b] 
ER[a] =   Expected return on investing in Citigroup
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Citigroup
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

Citigroup Inc is rated below average in total risk alpha category among related companies. It is rated third in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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Citigroup Inc., a diversified financial services holding company, provides various financial products and services for consumers, corporations, governments, and institutions. Citigroup Inc. was founded in 1812 and is based in New York, New York. Citigroup operates under Money Center Banks classification in USA and traded on New York Stock Exchange. It employs 209000 people. more
NameCitigroup Inc
CEO, Latin AmericaJane FraserView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock View All
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00831001.0
CurrencyUSD - US Dollar