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 Return||0.15||Value At Risk||-1.5212|
|Potential Upside||2.2905||Standard Deviation||1.2232|
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.