Citigroup (Germany) Performance
| TRVC Stock | 67.77 0.80 1.17% |
On a scale of 0 to 100, Citigroup holds a performance score of 18. The firm shows a Beta (market volatility) of 0.0351, which signifies not very significant fluctuations relative to the market. 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. Please check Citigroup's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Citigroup's price patterns will revert.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Citigroup are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain fundamental indicators, Citigroup exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 262 B |
Citigroup |
Citigroup Relative Risk vs. Return Landscape
If you would invest 5,176 in Citigroup on September 15, 2024 and sell it today you would earn a total of 1,601 from holding Citigroup or generate 30.93% return on investment over 90 days. Citigroup is generating 0.4254% of daily returns and assumes 1.8532% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Citigroup, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
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 stocks, such as Citigroup, 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 = 0.2296
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | TRVC | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.85 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.43 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Citigroup is performing at about 18% of its full potential. 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 it to a well-diversified portfolio.
Citigroup Fundamentals Growth
Citigroup Stock prices reflect investors' perceptions of the future prospects and financial health of Citigroup, and Citigroup fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Citigroup Stock performance.
| Return On Equity | 0.075 | |||
| Return On Asset | 0.0064 | |||
| Profit Margin | 0.21 % | |||
| Operating Margin | 0.27 % | |||
| Current Valuation | (365.84 B) | |||
| Shares Outstanding | 1.94 B | |||
| Price To Book | 0.50 X | |||
| Price To Sales | 1.14 X | |||
| Revenue | 75.31 B | |||
| EBITDA | 44.23 B | |||
| Total Debt | 271.61 B | |||
| Book Value Per Share | 94.06 X | |||
| Cash Flow From Operations | 25.07 B | |||
| Earnings Per Share | 6.70 X | |||
| Total Asset | 2.42 T | |||
About Citigroup Performance
By analyzing Citigroup's fundamental ratios, stakeholders can gain valuable insights into Citigroup's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Citigroup has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Citigroup has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Citigroup performance evaluation
Checking the ongoing alerts about Citigroup for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Citigroup help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 74.0% of the company shares are owned by institutional investors |
- Analyzing Citigroup's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Citigroup's stock is overvalued or undervalued compared to its peers.
- Examining Citigroup's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Citigroup's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Citigroup's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Citigroup's stock. These opinions can provide insight into Citigroup's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Citigroup Stock analysis
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.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Commodity Directory Find actively traded commodities issued by global exchanges |