Citigroup Market Risk Adjusted Performance

C -- USA Stock  

USD 70.39  0.56  0.80%

Citigroup market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Citigroup or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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Citigroup has current Market Risk Adjusted Performance of 0.0396.
MRAP 
 = 
ER[a] + (1/BETA - 1) 
ER[a] - RFR) 
 = 
0.0396
ER[a] =   Expected return on investing in Citigroup
RFR =   Risk Free Rate of return. Typically T-Bill Rate
BETA =   Beta of the asset with market or selected benchmark.

Market Risk Adjusted Performance Comparison

Citigroup is rated below average in market risk adjusted performance category among related companies. It is rated second in maximum drawdown category among related companies reporting about  202.88  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Citigroup is roughly  202.88 
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