Citigroup Correlations

C Stock  USD 123.77  1.08  0.88%   
The current 90-days correlation between Citigroup and Goldman Sachs Group is 0.74 (i.e., Poor diversification). The correlation of Citigroup is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Citigroup Correlation With Market

Very poor diversification

The correlation between Citigroup and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Citigroup and DJI in the same portfolio, assuming nothing else is changed.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Citigroup. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services.
For information on how to trade Citigroup Stock refer to our How to Trade Citigroup Stock guide.

Moving together with Citigroup Stock

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  0.82HSBC HSBC Holdings PLCPairCorr
  0.65MUFG Mitsubishi UFJ Financial Normal TradingPairCorr
  0.75WMT Walmart Common Stock Aggressive PushPairCorr
  0.81SAR Saratoga Investment CorpPairCorr
  0.7VLKAF Volkswagen AGPairCorr
  0.69VWAGY Volkswagen AG 110PairCorr
  0.76VLKPF Volkswagen AG VZOPairCorr
  0.89AA Alcoa CorpPairCorr
  0.8BA BoeingPairCorr
  0.67CAT CaterpillarPairCorr

Moving against Citigroup Stock

  0.5HNHPF Hon Hai PrecisionPairCorr
  0.47JD JD Inc Adr Sell-off TrendPairCorr
  0.6HPQ HP IncPairCorr
  0.54MSFT MicrosoftPairCorr
  0.35MMM 3M CompanyPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Citigroup Stock performing well and Citigroup Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Citigroup's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.