Citigroup Buy or Sell Recommendation

Macroaxis provides Citigroup Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Citigroup positions. The advice algorithm takes into account all of Citigroup Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Citigroup buy-and-hold prospective. Check also Citigroup Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Execute Advice

Citigroup Recommendation

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Citigroup Inc is 'Strong Hold'.
For the selected time horizon Citigroup Inc has a risk adjusted performance of 0.054, jensen alpha of (0.03), total risk alpha of (0.09), sortino ratio of 0.0735 and treynor ratio of 0.0602
Macroaxis buy, hold, or sell suggestion module provides unbiased buy, hold, or sell recommendation that can be used to complement current average analyst sentiment on Citigroup Inc. Our buy, hold, or sell suggestion engine ##verb4## current market data to analyse the corporation potential to grow from the prospective of investors risk tolerance and investing horizon. To make sure Citigroup is not overpriced, please confirm all Citigroup Inc fundamentals including its Price to Earning, Gross Profit, Cash per Share, as well as the relationship between Price to Sales and Net Income . Given that Citigroup Inc has Shares Owned by Institutions of 74.60 % , we suggest you validate Citigroup Inc market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.15Value At Risk-1.5212
Potential Upside2.2905Standard Deviation1.2232
 Return Density 
Benchmark  Embed   Distribution 

Citigroup Greeks

α
Alpha over NYSE
=(0.03) 
βBeta against NYSE= 2.36 
σ
Overall volatility
= 1.24 
 IrInformation ratio = 0.06 

Citigroup Volatility Alert

Citigroup Inc has low volatility with Treynor Ratio of 0.06, Maximum Drawdown of 4.69 and kurtosis of 0.54. However, we advice all investors to further analyze Citigroup Inc to make certain all market information is desiminated and is consistent with the current expectations about Citigroup upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Citigroup to competition
FundamentalsCitigroupPeer Average
Return On Equity0.07 % (15.17) %
Return On Asset0.0082 % (15.64) %
Profit Margin0.23 % (5.50) %
Operating Margin0.33 % (10.91) %
Current Valuation399.22 B152.14 B
Shares Outstanding3 B1.43 B
Shares Owned by Insiders0.11 % 6.91 %
Shares Owned by Institutions74.60 % 18.37 %
Number of Shares Shorted42.02 M3.24 M
Price to Earning12.97 times40.69 times
Price to Book0.79 times14.44 times
Price to Sales2.64 times17.81 times
Revenue88.28 B9.85 B
Gross Profit68.44 B21.75 B
EBITDA28.19 B1.41 B
Net Income17.24 B517.71 M
Cash and Equivalents133.1 B3.89 B
Cash per Share230.63 times5.17 times
Total Debt368.85 B7.36 B
Debt to Equity0.91 times0.72 times
Book Value Per Share74.73 times13.64 times
Cash Flow from Operations39.74 B1.25 B
Short Ratio1.53 times2.09 times
Earnings Per Share4.60 times2.30 times
Price to Earnings To Growth2.65 times1.22 times
Number of Employees220 K10.67 K
Beta1.560.34
Market Capitalization154.16 B29.78 B
Total Asset1731.21 B126.86 B
Retained Earnings133.84 B38.24 B
Last Dividend Paid0.16
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.054
Market Risk Adjusted Performance0.0702
Mean Deviation0.927
Semi Deviation0.7474
Downside Deviation0.9685
Coefficient Of Variation803.67
Standard Deviation1.22
Variance1.5
Information Ratio0.0582
Jensen Alpha(0.03)
Total Risk Alpha(0.09)
Sortino Ratio0.0735
Treynor Ratio0.0602
Maximum Drawdown4.69
Value At Risk(1.52)
Potential Upside2.29
Downside Variance0.938
Semi Variance0.5587
Expected Short fall(1.28)
Skewness0.7575
Kurtosis0.5447
Current Valuation
Citigroup Current Valuation Analysis
Citigroup Inc is rated third in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Banking industry is currently estimated at about 1.68 Trillion. Citigroup totals roughly 399.22 Billion in current valuation claiming about 24% of stocks in Banking industry.