Citigroup (Germany) Alpha and Beta Analysis
| TRVC Stock | 67.77 0.80 1.17% |
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 0.0351 | Alpha 0.42 | Risk 1.85 | Sharpe Ratio 0.23 | Expected Return 0.43 |
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.
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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 | 0.42 | β | 0.04 |
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, Sep 15, 2024 and Sat, Dec 14, 2024 is 59.09 with a coefficient of variation of 8.73. The daily time series for the period is distributed with a sample standard deviation of 5.31, arithmetic mean of 60.84, and mean deviation of 4.86. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Citigroup in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Citigroup's short interest history, or implied volatility extrapolated from Citigroup options trading.
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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Additional Information and Resources on Investing in Citigroup Stock
When determining whether Citigroup offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Citigroup's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Citigroup Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Citigroup Stock: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 Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
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.