Citigroup Total Risk Alpha

C -- USA Stock  

USD 70.39  0.56  0.80%

Citigroup total-risk-alpha 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
Symbol
Refresh
Citigroup has current Total Risk Alpha of 0.0069. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.0069
ER[a] =   Expected return on investing in Citigroup
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Citigroup
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

Citigroup is rated below average in total risk alpha category among related companies. It is rated second in maximum drawdown category among related companies reporting about  1,164  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Citigroup is roughly  1,164 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
Compare Citigroup to competition

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
Explore Thematic Ideas
Explore Investing Ideas  
Search macroaxis.com