CITIGROUP INC Probability of Future Bond Price Finishing Under 85.82
| 172967MY4 | 81.65 4.37 5.08% |
CITIGROUP |
CITIGROUP Target Price Odds to finish below 85.82
The tendency of CITIGROUP Bond price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay under 85.82 after 90 days |
| 81.65 | 90 days | 85.82 | about 21.97 |
Based on a normal probability distribution, the odds of CITIGROUP to stay under 85.82 after 90 days from now is about 21.97 (This CITIGROUP INC probability density function shows the probability of CITIGROUP Bond to fall within a particular range of prices over 90 days) . Probability of CITIGROUP INC price to stay between its current price of 81.65 and 85.82 at the end of the 90-day period is about 22.52 .
Assuming the 90 days trading horizon CITIGROUP has a beta of 0.0092. This usually implies as returns on the market go up, CITIGROUP average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding CITIGROUP INC will be expected to be much smaller as well. Additionally CITIGROUP INC has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. CITIGROUP Price Density |
| Price |
Predictive Modules for CITIGROUP
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CITIGROUP INC. Regardless of method or technology, however, to accurately forecast the bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.CITIGROUP Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. CITIGROUP is not an exception. The market had few large corrections towards the CITIGROUP's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold CITIGROUP INC, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of CITIGROUP within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.11 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 1.18 | |
Ir | Information ratio | -0.33 |
CITIGROUP Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of CITIGROUP for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for CITIGROUP INC can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| CITIGROUP INC generated a negative expected return over the last 90 days |
CITIGROUP Technical Analysis
CITIGROUP's future price can be derived by breaking down and analyzing its technical indicators over time. CITIGROUP Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of CITIGROUP INC. In general, you should focus on analyzing CITIGROUP Bond price patterns and their correlations with different microeconomic environments and drivers.
CITIGROUP Predictive Forecast Models
CITIGROUP's time-series forecasting models is one of many CITIGROUP's bond analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary CITIGROUP's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the bond market movement and maximize returns from investment trading.
Things to note about CITIGROUP INC
Checking the ongoing alerts about CITIGROUP for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for CITIGROUP INC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| CITIGROUP INC generated a negative expected return over the last 90 days |
Other Information on Investing in CITIGROUP Bond
CITIGROUP financial ratios help investors to determine whether CITIGROUP Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CITIGROUP with respect to the benefits of owning CITIGROUP security.