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
November 20, 20180.00
January 19, 20190.00
If you would invest 0.00 in Citigroup on November 20, 2018 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
Citigroup Market Premium Indicators
Citigroup Backtested Returns
We consider Citigroup not too volatile. Citigroup secures Sharpe Ratio (or Efficiency) of 0.0211 which signifies that the organization had 0.0211% 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-eight technical indicators for Citigroup which you can use to evaluate future volatility of the firm. Please confirm Citigroup Risk Adjusted Performance of
(0.006824) and Mean Deviation of 1.75 to double-check if risk estimate we provide are consistent with the epected return of 0.0501%. Citigroup has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.9507 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 0.0501% will be sustainable into the future. Citigroup right now shows a risk of 2.3706%. Please confirm Citigroup Sortino Ratio, 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||(0.90)|
|Spearman Rank Test||-0.82|
Citigroup lagged returns against current returns
Current and Lagged Values
Citigroup regressed lagged prices vs. current prices
Current vs Lagged Prices
Citigroup Lagged Returns
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 Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.