|C -- USA Stock|| |
USD 73.72 0.43 0.58%
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Citigroup has current Kurtosis of 5.42. Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between).
Citigroup is rated second
in kurtosis category among related companies. It is rated third
in maximum drawdown category among related companies reporting about 0.74
of Maximum Drawdown per Kurtosis. The ratio of Kurtosis to Maximum Drawdown for Citigroup is roughly 1.35
A high kurtosis typically shows a distribution of returns with fat tails, whereas a low kurtosis portrays a distribution with skinny tails or a distribution concentrated toward the mean.