CITIGROUP INC 44 Performance
The bond shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and CITIGROUP are completely uncorrelated.
Risk-Adjusted Performance
Very Weak
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Over the last 90 days CITIGROUP INC 44 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, CITIGROUP is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
CITIGROUP |
CITIGROUP Relative Risk vs. Return Landscape
If you would invest (100.00) in CITIGROUP INC 44 on November 9, 2024 and sell it today you would earn a total of 100.00 from holding CITIGROUP INC 44 or generate -100.0% return on investment over 90 days. CITIGROUP INC 44 is generating negative expected returns and assumes 0.0% volatility on return distribution over the 90 days horizon. Simply put, 0% 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 |
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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 INC 44, 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 = 0.0
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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.
| CITIGROUP INC 44 is not yet fully synchronised with the market data | |
| CITIGROUP INC 44 has some characteristics of a very speculative penny stock |
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any corporate bond could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Other Tools for CITIGROUP Bond
When running CITIGROUP's price analysis, check to measure CITIGROUP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CITIGROUP is operating at the current time. Most of CITIGROUP's value examination focuses on studying past and present price action to predict the probability of CITIGROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CITIGROUP's price. Additionally, you may evaluate how the addition of CITIGROUP to your portfolios can decrease your overall portfolio volatility.
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