Citigroup Total Risk Alpha

Citigroup Inc -- USA Stock  

USD 71.33  0.34  0.47%

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Citigroup Inc has current Total Risk Alpha of (0.19). 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] 
 = 
(0.19)
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 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.
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 Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00831001.0
ISINUS1729674242
CUSIP172967424
Related Entity0R01
CurrencyUSD - US Dollar