CITIGROUP FDG INC Performance
| 1730T3BM4 | 79.40 0.00 0.00% |
The bond shows a Beta (market volatility) of 1.25, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CITIGROUP will likely underperform.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days CITIGROUP FDG INC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Bond's basic indicators remain comparatively stable which may send shares a bit higher in January 2025. The newest uproar may also be a sign of mid-term up-swing for CITIGROUP FDG INC private investors. ...more
| Yield To Maturity | 6.002 |
CITIGROUP |
CITIGROUP Relative Risk vs. Return Landscape
If you would invest 8,633 in CITIGROUP FDG INC on September 3, 2024 and sell it today you would lose (693.00) from holding CITIGROUP FDG INC or give up 8.03% of portfolio value over 90 days. CITIGROUP FDG INC is generating negative expected returns and assumes 3.4966% volatility on return distribution over the 90 days horizon. Simply put, 31% of bonds are less volatile than CITIGROUP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CITIGROUP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIGROUP's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as CITIGROUP FDG INC, and traders can use it to determine the average amount a CITIGROUP's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1086
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 1730T3BM4 |
Estimated Market Risk
| 3.5 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.38 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CITIGROUP is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CITIGROUP by adding CITIGROUP to a well-diversified portfolio.
About CITIGROUP Performance
Assessing CITIGROUP's fundamental ratios provides investors with valuable insights into CITIGROUP's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the CITIGROUP is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| CITIGROUP FDG INC generated a negative expected return over the last 90 days | |
| CITIGROUP FDG INC has high historical volatility and very poor performance |
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.