Citigroup Downside Deviation

Citigroup Inc -- USA Stock  

USD 77.08  0.26  0.34%

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Citigroup Inc has current Downside Deviation of 0.0. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view downside risk is the annualized standard deviation of returns below the target.
Citigroup 
Downside Deviation 
=  
SQRT(DV) 
 = 
0.0
SQRT =   Square root notation
DV =   Downside Variance of returns over selected period

Downside Deviation Comparison

Citigroup Inc is rated below average in downside deviation category among related companies. It is rated fourth in maximum drawdown category among related companies .
It is the square root of the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.
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Citigroup Inc., a diversified financial services holding company, provides various financial products and services for consumers, corporations, governments, and institutions worldwide. Citigroup Inc. was founded in 1812 and is based in New York, New York. Citigroup operates under Money Center Banks classification in USA and traded on New York Stock Exchange exchange. It employs 209000 people. more
NameCitigroup Inc
CEO, Latin AmericaJane FraserAll Leadership
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00831001.0
ISINUS1729674242
CUSIP172967424
CurrencyUSD - US Dollar