Citigroup Total Risk Alpha

    Citigroup Inc -- USA Stock  

    USD 77.11  0.65  0.84%

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    Citigroup Inc has current Total Risk Alpha of 0.0. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
    Citigroup 
    Total Risk Alpha 
     = 
    RFR + (ER[b] - ER[a]) 
    x  
    STD[a] / STD[b] 
     = 
    0.0
    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 second in total risk alpha category among related companies. It is rated below average 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.
    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
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number00831001.0
    ISINUS1729674242
    CUSIP172967424
    CurrencyUSD - US Dollar