## Citigroup Standard Deviation |

C -- USA Stock | ## USD 56.85 1.50 2.57% |

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Symbol | Refresh |

Citigroup |
| = | 2.02 |

SQRT | = | Square root notation |

V | = | Variance of Citigroup returns |

## Standard Deviation Comparison

Citigroup is rated

**fifth**in standard deviation category among related companies. It is rated**below average**in maximum drawdown category among related companies reporting about 3.98 of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for Citigroup is roughly 3.98Standard Deviation | ... |

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## Thematic Opportunities

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## Citigroup Technical Signals

### All Citigroup Technical Indicators

Cycle Indicators | |

Math Operators | |

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Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.32) | ||

Market Risk Adjusted Performance | (0.47) | ||

Mean Deviation | 1.61 | ||

Coefficient Of Variation | (424.39) | ||

Standard Deviation | 2.02 | ||

Variance | 4.08 | ||

Information Ratio | (0.15) | ||

Jensen Alpha | (0.30) | ||

Total Risk Alpha | (0.22) | ||

Treynor Ratio | (0.48) | ||

Maximum Drawdown | 8.04 | ||

Value At Risk | (3.53) | ||

Potential Upside | 3.21 | ||

Skewness | (0.03916) | ||

Kurtosis | (0.47) |

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