Citigroup Market Risk Adjusted Performance

Citigroup Inc -- USA Stock  

USD 71.73  0.4  0.56%

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Citigroup Inc has current Market Risk Adjusted Performance of 0.3339.
Citigroup 
MRAP 
 = 
ER[a] + (1/BETA - 1) 
ER[a] - RFR) 
 = 
0.3339
ER[a] =   Expected return on investing in Citigroup
RFR =   Risk Free Rate of return. Typically T-Bill Rate
BETA =   Beta of the asset with market or selected benchmark.

Market Risk Adjusted Performance Comparison

Citigroup Inc is rated second in market risk adjusted performance category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  7.32  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Citigroup Inc is roughly  7.32 
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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
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00831001.0
ISINUS1729674242
CUSIP172967424
Related Entity0R01
CurrencyUSD - US Dollar