Citigroup Performance

C -- USA Stock  

Fiscal Quarter End: December 31, 2019  

On a scale of 0 to 100 Citigroup holds performance score of 13. The firm shows Beta (market volatility) of 1.5739 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Citigroup will likely underperform. Although it is vital to follow to Citigroup historical returns, it is good to be conservative about what you can actually do with the information regarding 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 0.2863% will be sustainable into the future. Please makes use of Citigroup Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Citigroup price patterns will revert.
1313

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Citigroup are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days. Despite somewhat sluggish basic indicators, Citigroup sustained solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low48.42
Target High Price113.00
Payout Ratio24.67%
Fifty Two Week High76.28
Target Low Price52.00
Trailing Annual Dividend Yield2.52%
Horizon     30 Days    Login   to change

Citigroup Relative Risk vs. Return Landscape

If you would invest  6,195  in Citigroup on October 22, 2019 and sell it today you would earn a total of  1,195  from holding Citigroup or generate 19.29% return on investment over 30 days. Citigroup is generating 0.2863% of daily returns and assumes 1.4545% volatility on return distribution over the 30 days horizon. Put is differently, 13% of equities are less volatile than the company and over 95% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Citigroup is expected to generate 2.25 times more return on investment than the market. However, the company is 2.25 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of risk.

Citigroup Market Risk Analysis

Sharpe Ratio = 0.1969
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Citigroup Relative Performance Indicators

Estimated Market Risk
 1.45
  actual daily
 
 13 %
of total potential
 
1313
Expected Return
 0.29
  actual daily
 
 5 %
of total potential
 
55
Risk-Adjusted Return
 0.2
  actual daily
 
 13 %
of total potential
 
1313
Based on monthly moving average Citigroup is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Citigroup by adding it to a well-diversified portfolio.

Citigroup Alerts

Equity Alerts and Improvement Suggestions

CITIGROUP INC has accumulated about 760.54 B in cash with (28.47 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 348.36.
Over 80.0% of the company shares are held by institutions such as insurance companies
Latest headline from simplywall.st: Citigroup Inc. Has Got What It Takes To Be An Attractive Dividend Stock - Simply Wall St

Citigroup Dividends

Citigroup Dividends Analysis

Check Citigroup dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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Check also Trending Equities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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