Citigroup Hype Analysis, Citigroup Correlation, Citigroup Valuation, Citigroup Volatility as well as analyze Citigroup Alpha and Beta and Citigroup Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Citigroup and determine expected loss or profit from investing in Citigroup over given investment horizon. Check also
|Horizon||30 Days Login to change|
Citigroup 'What if' Analysis
March 20, 20190.00
May 19, 20190.00
If you would invest 0.00 in Citigroup on March 20, 2019 and sell it all today you would earn a total of 0.00 from holding Citigroup or generate 0.0% return on investment in Citigroup over 60 days. Citigroup is related to or competes with Canadian Imperial, Credit Suisse, East West, B of A, Barclays PLC, and Bank of Montreal. Citigroup Inc., a diversified financial services holding company, provides various financial products and services for c...
Citigroup Upside/Downside Indicators
|Value At Risk||(3.20)|
Citigroup Market Premium Indicators
|Risk Adjusted Performance||(0.001124)|
|Total Risk Alpha||0.0231|
Citigroup Backtested Returns
We consider Citigroup very steady. Citigroup secures Sharpe Ratio (or Efficiency) of 0.025 which signifies that the organization had 0.025% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Citigroup which you can use to evaluate future volatility of the firm. Please confirm Citigroup Mean Deviation of 1.22 and Risk Adjusted Performance of
(0.001124) to double-check if risk estimate we provide are consistent with the epected return of 0.0409%. Citigroup has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.0951 which signifies that Citigroup returns are very sensitive to returns on the market. as market goes up or down, Citigroup is expected to follow. Although it is extremely important to respect Citigroup historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Citigroup technical indicators you can presently evaluate if the expected return of 0.0409% will be sustainable into the future. Citigroup right now shows a risk of 1.6388%. Please confirm Citigroup Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Citigroup will be following its price patterns.
|15 days auto-correlation||(0.74)|
|Spearman Rank Test||-0.71|
Citigroup lagged returns against current returns
Current and Lagged Values
Citigroup regressed lagged prices vs. current prices
Current vs Lagged Prices
Citigroup Lagged Returns
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
|All Next||Launch Module|
Check also Citigroup Hype Analysis, Citigroup Correlation, Citigroup Valuation, Citigroup Volatility as well as analyze Citigroup Alpha and Beta and Citigroup Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.