Citigroup Stock Alpha and Beta Analysis
| C Stock | USD 69.84 0.89 1.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citigroup. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citigroup over a specified time horizon. Remember, high Citigroup's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Citigroup's market risk premium analysis include:
Beta 1.98 | Alpha 0.003558 | Risk 1.97 | Sharpe Ratio 0.11 | Expected Return 0.22 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Citigroup |
Citigroup Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citigroup market risk premium is the additional return an investor will receive from holding Citigroup long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Citigroup. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Citigroup's performance over market.| α | 0 | β | 1.98 |
Citigroup expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Citigroup's Buy-and-hold return. Our buy-and-hold chart shows how Citigroup performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citigroup Market Price Analysis
Market price analysis indicators help investors to evaluate how Citigroup stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Citigroup shares will generate the highest return on investment. By understating and applying Citigroup stock market price indicators, traders can identify Citigroup position entry and exit signals to maximize returns.
Citigroup Return and Market Media
The median price of Citigroup for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 62.09 with a coefficient of variation of 5.53. The daily time series for the period is distributed with a sample standard deviation of 3.48, arithmetic mean of 62.91, and mean deviation of 2.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Will Dells reentry into SP 500 after 11 years push its stock higher | 09/24/2024 |
2 | Spotlight on Roblox Analyzing the Surge in Options Activity | 10/04/2024 |
3 | GXO Logistics Sets New 52-Week High Should You Buy | 10/18/2024 |
4 | Earnings call Terex reports a net sales decrease of 6 percent year-over-year | 10/30/2024 |
5 | Realty Income Q3 2024 Earnings Call Transcript | 11/05/2024 |
6 | Oppenheimer Issues Positive Forecast for HubSpot Stock Price | 11/08/2024 |
7 | Disposition of 13000 shares by Peter Henry of Citigroup at 69.975 subject to Rule 16b-3 | 11/11/2024 |
8 | Heres what the big hedge funds were betting on before Trumps election win | 11/14/2024 |
9 | Target Plunges 21 percent While Williams-Sonoma Soars 27 percent On Same Day | 11/20/2024 |
| Citigroup dividend paid on 22nd of November 2024 | 11/22/2024 |
About Citigroup Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Citigroup or other stocks. Alpha measures the amount that position in Citigroup has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0423 | 0.0568 | 0.0525 | 0.0551 | Price To Sales Ratio | 1.64 | 1.25 | 1.4 | 1.61 |
Citigroup Upcoming Company Events
As portrayed in its financial statements, the presentation of Citigroup's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Citigroup's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Citigroup's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Citigroup. Please utilize our Beneish M Score to check the likelihood of Citigroup's management manipulating its earnings.
| 12th of April 2024 Upcoming Quarterly Report | View | |
| 12th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Citigroup
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out Citigroup Backtesting, Citigroup Valuation, Citigroup Correlation, Citigroup Hype Analysis, Citigroup Volatility, Citigroup History and analyze Citigroup Performance. For information on how to trade Citigroup Stock refer to our How to Trade Citigroup Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Citigroup technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.