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  
March 24, 2017
58.05
Current Value
Downside upside
58.16
After-hype Price
Target Price Odds
 Above  Below  
61.61
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
 0.18% 1.15% 0.11%  0.04% 2 Events / Month1 Events / MonthIn 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
58.0558.160.19%
188.52% 

Citigroup Hype Timeline

As of March 24, 2017 Citigroup Inc is going for 58.05 . This company has historical hype elasticity of 0.11 and average elasticity to hype of competition of -0.04. Citigroup Inc is expected to increase in value after the next headline with price going to jump to 58.16. The average volatility of media hype impact on the company stock price is about 188.52%. The price increase on the next news is estimated to be 0.19% where as daily expected return is currently at -0.18%. The volatility of related hype on Citigroup is about 503.65% with expected price after next announcement by competition of 58.01. The company reported annual revenue of 88.28 B. Net Income to common stockholders was 17.24 B with gross profit before all taxes, overhead, and interest of 68.44 B. 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 0.61 2 per month 0.00 (0.12)  0.00  1.01 (1.75)  5.51 
The Goldman Sachs Group Inc(1.59) 2 per month 0.00 (0.30)  0.00  0.80 (1.72)  5.65 
The Bank of New York Mellon Corporation 0.16 2 per month 0.00 (0.05)  0.00  1.09 (1.46)  4.46 
Morgan Stanley(0.57) 2 per month 0.00 (0.24)  0.00  1.19 (2.83)  6.82 
Regions Financial Corporation 0.02 1 per month 0.00 (0.07)  0.00  0.72 (1.32)  7.84 
Bank of America Corporation 0.00 2 per month 0.00 (0.16)  0.00  1.40 (1.69)  9.44