Citigroup Value At Risk

Citigroup Inc -- USA Stock  

USD 72.11  0.34  0.47%

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Citigroup Inc has current Value At Risk of (0.78). Value At Risk (or VAR) is statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Citigroup 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(0.78)
ER[a] =   Expected return on investing in Citigroup
STD =   Standard Deviation of Citigroup
N =   Number of points for the period
Z-SCORE =   Number of standard deviations above or below the mean

Value At Risk Comparison

Citigroup Inc is rated fourth in value at risk category among related companies. It is number one stock in maximum drawdown category among related companies .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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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
CurrencyUSD - US Dollar