Our way of 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 INC which you can use to evaluate future volatility of the firm. Please confirm CITIGROUP INC to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
CITIGROUP INC Technical Analysis
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CITIGROUP INC Projected Return Density Against MarketGiven the investment horizon of 30 days, CITIGROUP INC has beta of 0.0 . This suggests the returns on DOW and CITIGROUP INC do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Given the investment horizon of 30 days, the coefficient of variation of CITIGROUP INC is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of CITIGROUP INC is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
CITIGROUP INC Return Volatilitythe company inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9088% risk (volatility on return distribution) over the 30 days horizon.
CITIGROUP INC Investment Opportunity
DOW has a standard deviation of returns of 0.91 and is 9.223372036854776E16 times more volatile than CITIGROUP INC. 0% of all equities and portfolios are less risky than CITIGROUP INC. Compared to the overall equity markets, volatility of historical daily returns of CITIGROUP INC is lower than 0 (%) of all global equities and portfolios over the last 30 days.
CITIGROUP INC Current Risk Indicators
CITIGROUP INC Suggested Diversification Pairs
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