Citigroup (Peru) Market Value
| C Stock | 70.17 3.20 4.78% |
| Symbol | Citigroup |
Please note, there is a significant difference between Citigroup's value and its price as these two are different measures arrived at by different means. Investors typically determine if Citigroup is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Citigroup's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Citigroup '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's 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.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Citigroup on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Citigroup or generate 0.0% return on investment in Citigroup over 90 days. More
Citigroup 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's 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.1498 | |||
| Maximum Drawdown | 16.46 | |||
| Value At Risk | (3.61) | |||
| Potential Upside | 4.78 |
Citigroup Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citigroup's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citigroup's standard deviation. In reality, there are many statistical measures that can use Citigroup historical prices to predict the future Citigroup's volatility.| Risk Adjusted Performance | 0.1121 | |||
| Jensen Alpha | 0.3639 | |||
| Total Risk Alpha | 0.6479 | |||
| Sortino Ratio | 0.1507 | |||
| Treynor Ratio | 1.02 |
Citigroup Backtested Returns
As of now, Citigroup Stock is very steady. Citigroup secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Citigroup, which you can use to evaluate the volatility of the firm. Please confirm Citigroup's Risk Adjusted Performance of 0.1121, downside deviation of 2.85, and Mean Deviation of 1.87 to double-check if the risk estimate we provide is consistent with the expected return of 0.0093%. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Citigroup's returns are expected to increase less than the market. However, during the bear market, the loss of holding Citigroup is expected to be smaller as well. Citigroup right now shows a risk of 2.94%. Please confirm Citigroup semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if Citigroup will be following its price patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
Citigroup has weak reverse predictability. Overlapping area represents the amount of predictability between Citigroup time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 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 price movement. The serial correlation of -0.24 indicates that over 24.0% of current Citigroup price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 12.44 |
Citigroup lagged returns against current returns
Autocorrelation, which is Citigroup 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's stock expected returns. We can calculate the autocorrelation of Citigroup returns to help us make a trade decision. For example, suppose you find that Citigroup has exhibited high autocorrelation historically, and you observe that the 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citigroup stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citigroup stock over time.
Current vs Lagged Prices |
| Timeline |
Citigroup Lagged Returns
When evaluating Citigroup's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citigroup stock have on its future price. Citigroup 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 autocorrelation shows the relationship between Citigroup stock current value and its past values and can show if there is a momentum factor associated with investing in Citigroup.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional 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 Correlation, Citigroup Volatility and Citigroup Alpha and Beta module to complement your research on Citigroup. To learn how to invest in Citigroup Stock, please use our How to Invest in Citigroup guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
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.