Citigroup Price Prediction

Macroaxis is not in business of monitoring Citigroup headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Citigroup Inc brand which may create opportunities for some arbitrage if properly timed. With Citigroup hype-based prediction module you can estimate the value of Citigroup Inc from the prospective of Citigroup response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Citigroup over a specific investment horizon. Check also Citigroup Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

Citigroup estimiated after-hype price volatility

 Next price density 
 
Embed  
Expected price to next headline
April 25, 2017
60.21
Current Value
Downside upside
60.18
After-hype Price
Target Price Odds
 Above  Below  
63.78
Upside
Upside upside
Citigroup is not too risky asset. Analysis and calculation of next after-hype price of Citigroup Inc is based on 1 month time horizon.

Citigroup Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.10% 1.20% 0.00%  0.04% 0 Events / Month2 Events / MonthIn 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
60.2160.180.00%
0.00% 

Citigroup Hype Timeline

As of April 25, 2017 Citigroup Inc is going for 60.21 . This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.04. Citigroup Inc is expected not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 0.0%. The immediate return on the next news is expected to be very small where as daily expected return is currently at 0.1%. The volatility of relative hype elasticity to Citigroup is about 271.7%%. The volatility of related hype on Citigroup is about 271.7% with expected price after next announcement by competition of 60.25. About 75.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 0.79. Some equities with similar Price to Book (P/B) outperform the market in the long run. Citigroup Inc has Price/Earnings To Growth (PEG) ratio of 2.65. This company last dividend was issued on 2017-02-02. The firm had 1:10 split on May 9, 2011. Taking into account the 30 trading days horizon, the next expected press release will be in 5 to 10 days.
Check also Citigroup Basic Forecasting Models to cross-verify your projections.

Citigroup Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Citigroup Inc 0.00 0 per month 0.64  0.11 (1.32)  1.89 (1.18)  3.07 
The Goldman Sachs Group Inc 2.18 2 per month 0.00 (0.10)  0.00  1.85 (1.50)  6.42 
The Bank of New York Mellon Corporation(0.62) 1 per month 0.28  0.17 (0.97)  1.71 (0.78)  2.74 
Morgan Stanley 0.58 2 per month 1.06  0.08 (1.81)  2.19 (1.81)  4.00 
Regions Financial Corporation 0.02 2 per month 0.00 (0.06)  0.00  2.52 (2.01)  7.23 
Bank of America Corporation 0.49 2 per month 0.81  0.09 (1.57)  2.23 (1.37)  3.79