Citigroup Skewness 
C  USA Stock  Trending 
Symbol 
 =  0.243 
3PM  =  Third upper moment 
STD  =  Standard Deviation of Citigroup 
Skewness Comparison
Citigroup is rated below average in skewness category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 19.09 of Maximum Drawdown per Skewness. The ratio of Maximum Drawdown to Skewness for Citigroup is roughly 19.09
Skewness 

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Citigroup Technical Signals
All Citigroup Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.0661  
Market Risk Adjusted Performance  0.0866  
Mean Deviation  0.8396  
Semi Deviation  0.8103  
Downside Deviation  0.9347  
Coefficient Of Variation  782.31  
Standard Deviation  1.05  
Variance  1.09  
Information Ratio  0.0122  
Jensen Alpha  (0.06)  
Total Risk Alpha  (0.12)  
Sortino Ratio  0.0136  
Treynor Ratio  0.0766  
Maximum Drawdown  4.64  
Value At Risk  (1.55)  
Potential Upside  1.77  
Downside Variance  0.8736  
Semi Variance  0.6565  
Expected Short fall  (1.00)  
Skewness  0.243  
Kurtosis  (0.30) 