Citigroup Downside Deviation

    Citigroup Inc -- USA Stock  

    USD 72.32  0.09  0.12%

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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 below average 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.
    Citigroup Inc., a diversified financial services holding company, offer various financial solutions and services for consumers, corporations, governments, and institutions worldwide. more
    NameCitigroup Inc
    Analyst Consensus
    Macroaxis Advice
    Bond Rating
    InstrumentUSA Stock Stocks Directory
    RegionNorth America
    ExchangeNew York Stock Exchange
    CIK Number00831001.0
    ISINUS1729674242
    CUSIP172967424
    Related Entity0R01
    CurrencyUSD - US Dollar