| 172967JC6 | | | 94.53 5.34 5.35% |
CITIGROUP total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CITIGROUP INC 43 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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CITIGROUP INC 43 has current Total Risk Alpha of
(0.25). The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | (0.25) | |
| ER[a] | = | Expected return on investing in CITIGROUP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CITIGROUP |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CITIGROUP Total Risk Alpha Peers Comparison
CITIGROUP Total Risk Alpha Relative To Other Indicators
CITIGROUP INC 43 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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