Citizens Stock Market Value
| CIA Stock | USD 4.67 0.18 4.01% |
| Symbol | Citizens |
Citizens Price To Book Ratio
Is Life & Health Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Citizens. If investors know Citizens will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Citizens listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.43 | Revenue Per Share | Quarterly Revenue Growth 0.039 | Return On Assets | Return On Equity |
The market value of Citizens is measured differently than its book value, which is the value of Citizens that is recorded on the company's balance sheet. Investors also form their own opinion of Citizens' value that differs from its market value or its book value, called intrinsic value, which is Citizens' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Citizens' market value can be influenced by many factors that don't directly affect Citizens' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Citizens' value and its price as these two are different measures arrived at by different means. Investors typically determine if Citizens is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Citizens' 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.
Citizens '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 Citizens' 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 Citizens.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Citizens on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Citizens or generate 0.0% return on investment in Citizens over 90 days. Citizens is related to or competes with CNO Financial, Brighthouse Financial, FG Annuities, Prudential PLC, MetLife Preferred, Brighthouse Financial, and MetLife Preferred. Citizens, Inc., through its subsidiaries, provides life insurance products in the United States and internationally More
Citizens 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 Citizens' 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 Citizens upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.83 | |||
| Information Ratio | 0.058 | |||
| Maximum Drawdown | 16.27 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 6.35 |
Citizens Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citizens' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citizens' standard deviation. In reality, there are many statistical measures that can use Citizens historical prices to predict the future Citizens' volatility.| Risk Adjusted Performance | 0.0275 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.7213 | |||
| Sortino Ratio | 0.0577 | |||
| Treynor Ratio | (0.12) |
Citizens Backtested Returns
Citizens appears to be relatively risky, given 3 months investment horizon. Citizens secures Sharpe Ratio (or Efficiency) of 0.0729, which signifies that the company had a 0.0729 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Citizens, which you can use to evaluate the volatility of the firm. Please makes use of Citizens' Downside Deviation of 3.83, mean deviation of 2.93, and Risk Adjusted Performance of 0.0275 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Citizens holds a performance score of 5. The firm shows a Beta (market volatility) of -0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Citizens are expected to decrease at a much lower rate. During the bear market, Citizens is likely to outperform the market. Please check Citizens' sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Citizens' price patterns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
Citizens has modest reverse predictability. Overlapping area represents the amount of predictability between Citizens time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Citizens price movement. The serial correlation of -0.48 indicates that about 48.0% of current Citizens price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Citizens lagged returns against current returns
Autocorrelation, which is Citizens 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 Citizens' stock expected returns. We can calculate the autocorrelation of Citizens returns to help us make a trade decision. For example, suppose you find that Citizens 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 |
Citizens 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 Citizens stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citizens stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citizens stock over time.
Current vs Lagged Prices |
| Timeline |
Citizens Lagged Returns
When evaluating Citizens' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citizens stock have on its future price. Citizens 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, Citizens autocorrelation shows the relationship between Citizens stock current value and its past values and can show if there is a momentum factor associated with investing in Citizens.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Citizens offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Citizens' 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 Citizens Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Citizens Stock:Check out Citizens Correlation, Citizens Volatility and Citizens Alpha and Beta module to complement your research on Citizens. For information on how to trade Citizens Stock refer to our How to Trade Citizens Stock guide.You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Citizens 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.