Citigroup Buy or Sell Recommendation

Macroaxis provides Citigroup Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Citigroup positions. The advice algorithm takes into account all of Citigroup Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Citigroup buy-and-hold prospective. Check also Citigroup Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Citigroup Inc -- USA Stock  

USD 76.82  0.18  0.23%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Citigroup Inc is 'Strong Hold'.
For the selected time horizon Citigroup Inc has a risk adjusted performance of 0.06912, jensen alpha of 0.1695, total risk alpha of 0.1838, sortino ratio of 0.0 and treynor ratio of 0.083546
Macroaxis provides unbiased buy, hold, or sell recommendation on Citigroup Inc that should be used to complement current analysts and expert consensus on Citigroup Inc. Our buy or sell advice engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Citigroup is not overpriced, please confirm all Citigroup Inc fundamentals including its Gross Profit, Cash per Share and the relationship between Price to Sales and Net Income . Given that Citigroup Inc has Number of Shares Shorted of 23.2 K, we suggest you validate Citigroup Inc market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.08Value At Risk4.16
Potential Upside2.12Standard Deviation1.86
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Blackrock IncCommon Shares187.6 M14 B
Vanguard Group IncCommon Shares181.5 M13.5 B
State Street CorpCommon Shares122.4 M9.1 B
Fmr LlcCommon Shares105.7 M7.9 B
Jpmorgan Chase CoCommon Shares49.1 M3.7 B
Wellington Management Group LlpCommon Shares42.9 M3.2 B
Invesco LtdCommon Shares42.6 M3.2 B

Citigroup Greeks

α
Alpha over DOW
=0.17
β
Beta against DOW=1.03
σ
Overall volatility
=1.91
Ir
Information ratio =0.0871

Citigroup Volatility Alert

Citigroup Inc exhibits very low volatility with skewness of -1.27 and kurtosis of 1.61. However, we advise investors to further study Citigroup Inc technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Citigroup to competition
FundamentalsCitigroupPeer Average
Return On Equity(2.82) % (15.17) %
Return On Asset(0.33) % (15.64) %
Profit Margin(9.70) % (5.50) %
Operating Margin35.59 % (10.91) %
Current Valuation(10.16 B)152.14 B
Shares Outstanding2.57 B1.43 B
Shares Owned by Insiders0.12 % 6.91 %
Shares Owned by Institutions79.88 % 18.37 %
Number of Shares Shorted23.2 K3.24 M
Price to Earning14.83 times40.69 times
Price to Book1.08 times14.44 times
Price to Sales3.07 times17.81 times
Revenue63.95 B9.85 B
Gross Profit62.56 B21.75 B
EBITDA28.03 B1.41 B
Net Income(7.34 B)517.71 M
Cash and Equivalents664.4 B3.89 B
Cash per Share258.54 times5.17 times
Total Debt437.44 B7.36 B
Debt to Equity0.91 % 0.72 %
Book Value Per Share70.85 times13.64 times
Cash Flow from Operations22.29 B1.25 B
Short Ratio0.44 times2.09 times
Earnings Per Share2.76 times2.30 times
Price to Earnings To Growth0.85 times1.22 times
Number of Employees209 K10.67 K
Beta1.50.34
Market Capitalization196.49 B29.78 B
Total Asset1731.21 B126.86 B
Retained Earnings147.54 B38.24 B
Five Year Return0.41 %
Last Dividend Paid1.28
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Gary Reiner of 2550 shares of Citigroup subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.06912
Market Risk Adjusted Performance0.073546
Mean Deviation1.27
Coefficient Of Variation2,445
Standard Deviation1.86
Variance3.46
Information Ratio0.0871
Jensen Alpha0.1695
Total Risk Alpha0.1838
Treynor Ratio0.083546
Maximum Drawdown6.28
Value At Risk4.16
Potential Upside2.12
Skewness1.27
Kurtosis1.61

Current Valuation

Citigroup Current Valuation Analysis
Citigroup Inc is rated fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Banking industry is currently estimated at about (70.42 Billion). Citigroup has negative current valuation of (10.16 Billion) contributing less than 1% to the industry.