Citigroup Stock Alpha and Beta Analysis

C
 Stock
  

USD 44.86  0.17  0.38%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citigroup. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citigroup over a specified time horizon. Remember, high Citigroup's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Continue to Citigroup Backtesting, Citigroup Valuation, Citigroup Correlation, Citigroup Hype Analysis, Citigroup Volatility, Citigroup History and analyze Citigroup Performance.
  
Please note that although Citigroup alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Citigroup did 0.17  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Citigroup stock's relative risk over its benchmark. Citigroup has a beta of 1.19  . Let's try to break down what Citigroup's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Citigroup will likely underperform.
Citigroup Enterprise Value over EBIT is projected to decrease significantly based on the last few years of reporting. The past year's Enterprise Value over EBIT was at 11.00. The current year Enterprise Value over EBITDA is expected to grow to 13.46, whereas Book Value per Share is forecasted to decline to 96.92.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

327.71 Billion

Citigroup Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citigroup market risk premium is the additional return an investor will receive from holding Citigroup long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Citigroup. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Citigroup's performance over market.
α-0.17   β1.19
90 days against NYA

Citigroup expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Citigroup's Buy-and-hold return. Our buy-and-hold chart shows how Citigroup performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Citigroup Market Price Analysis

Market price analysis indicators help investors to evaluate how Citigroup stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Citigroup shares will generate the highest return on investment. By understating and applying Citigroup stock market price indicators, traders can identify Citigroup position entry and exit signals to maximize returns.

Citigroup Return and Market Media

The median price of Citigroup for the period between Sun, Sep 11, 2022 and Sat, Dec 10, 2022 is 45.36 with a coefficient of variation of 5.94. The daily time series for the period is distributed with a sample standard deviation of 2.71, arithmetic mean of 45.56, and mean deviation of 2.29. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Citigroup Inc. insiders who sold US4.6m worth of stock earli...09/19/2022
2
Stocks trending after hours Goldman Sachs, Lyft, Mind Medici...09/27/2022
3
EPS Estimate09/30/2022
4
Credit Suisse, Citi cut 2022 year-end target for SP 500 - Ya...10/03/2022
5
Acquisition by Grace Dailey of tradable shares of Citigroup ...10/04/2022
6
Citigroup Is Overweight Financial, Tech, China Stocks - Bloo...10/12/2022
7
EPS Reported10/14/2022
8
Citigroup Inc. insiders sold US2.6m worth of stock suggestin...10/21/2022
9
Limited Flows Driving Stock Rally Before Fed Meeting, Citi S...11/01/2022
10
Citigroup Says Japan Stocks Poised to Fall After Recent Rall...12/02/2022

About Citigroup Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Citigroup or other stocks. Alpha measures the amount that position in Citigroup has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2020 2021 2022 (projected)
Cash and Equivalents Turnover0.540.350.280.29
Calculated Tax Rate18.5318.5219.8424.06

Citigroup Upcoming Company Events

As portrayed in its financial statements, the presentation of Citigroup's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Citigroup's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Citigroup's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Citigroup. Please utilize our Beneish M Score to check the likelihood of Citigroup's management manipulating its earnings.
Upcoming Quarterly Report21st of April 2022
Next Financial Report13th of July 2022
Next Fiscal Quarter End31st of March 2022
Next Fiscal Year End13th of January 2023
Last Quarter Report31st of December 2021
Last Financial Announcement31st of March 2021

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Continue to Citigroup Backtesting, Citigroup Valuation, Citigroup Correlation, Citigroup Hype Analysis, Citigroup Volatility, Citigroup History and analyze Citigroup Performance. Note that the Citigroup information on this page should be used as a complementary analysis to other Citigroup's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running Citigroup price analysis, check to measure Citigroup's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Citigroup is operating at the current time. Most of Citigroup's value examination focuses on studying past and present price action to predict the probability of Citigroup's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Citigroup's price. Additionally, you may evaluate how the addition of Citigroup to your portfolios can decrease your overall portfolio volatility.
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Citigroup technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Citigroup technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Citigroup trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...