Citigroup Capital Xiii Preferred Stock Market Value
| C-PN Preferred Stock | USD 30.89 0.12 0.39% |
| Symbol | Citigroup |
Citigroup Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Citigroup Capital's preferred stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Citigroup Capital.
| 10/26/2024 |
| 01/24/2025 |
If you would invest 0.00 in Citigroup Capital on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Citigroup Capital XIII or generate 0.0% return on investment in Citigroup Capital over 90 days. Citigroup Capital is related to or competes with Merrill Lynch, and Morgan Stanley. More
Citigroup Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Citigroup Capital's preferred stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Citigroup Capital XIII upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3632 | |||
| Information Ratio | 0.015 | |||
| Maximum Drawdown | 1.6 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.7302 |
Citigroup Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citigroup Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citigroup Capital's standard deviation. In reality, there are many statistical measures that can use Citigroup Capital historical prices to predict the future Citigroup Capital's volatility.| Risk Adjusted Performance | 0.1103 | |||
| Jensen Alpha | 0.0425 | |||
| Total Risk Alpha | 0.0271 | |||
| Sortino Ratio | 0.0153 | |||
| Treynor Ratio | 1.52 |
Citigroup Capital XIII Backtested Returns
As of now, Citigroup Preferred Stock is very steady. Citigroup Capital XIII secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Citigroup Capital XIII, which you can use to evaluate the volatility of the firm. Please confirm Citigroup Capital's Mean Deviation of 0.276, risk adjusted performance of 0.1103, and Downside Deviation of 0.3632 to double-check if the risk estimate we provide is consistent with the expected return of 0.0428%. Citigroup Capital has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0286, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Citigroup Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Citigroup Capital is expected to be smaller as well. Citigroup Capital XIII right now shows a risk of 0.35%. Please confirm Citigroup Capital XIII semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Citigroup Capital XIII will be following its price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
Citigroup Capital XIII has weak reverse predictability. Overlapping area represents the amount of predictability between Citigroup Capital time series from 26th of October 2024 to 10th of December 2024 and 10th of December 2024 to 24th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Citigroup Capital XIII price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Citigroup Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Citigroup Capital XIII lagged returns against current returns
Autocorrelation, which is Citigroup Capital preferred stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Citigroup Capital's preferred stock expected returns. We can calculate the autocorrelation of Citigroup Capital returns to help us make a trade decision. For example, suppose you find that Citigroup Capital has exhibited high autocorrelation historically, and you observe that the preferred stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Citigroup Capital regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Citigroup Capital preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citigroup Capital preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citigroup Capital preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Citigroup Capital Lagged Returns
When evaluating Citigroup Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citigroup Capital preferred stock have on its future price. Citigroup Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Citigroup Capital autocorrelation shows the relationship between Citigroup Capital preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Citigroup Capital XIII.
Regressed Prices |
| Timeline |
Other Information on Investing in Citigroup Preferred Stock
Citigroup Capital financial ratios help investors to determine whether Citigroup Preferred Stock 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 Capital security.