Citigroup Price Prediction and Hype Density Breakdown

C -- USA Stock  

USD 66.54  0.94  1.39%

We analyze noise-free headlines and recent hype associated with Citigroup which may create opportunities for some arbitrage if properly timed. With Citigroup hype-based prediction module you can estimate the value of Citigroup 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.
Horizon     30 Days    Login   to change

Citigroup After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Citigroup Estimiated After-Hype Price Volatility

June 17, 2019
66.54
Current Value
66.55
After-hype Price
71.38
Upside
Citigroup is very steady asset. Analysis and calculation of next after-hype price of Citigroup is based on 2 months time horizon.

Citigroup Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.10% 1.62% 0.01%  0.02% 11 Events / Month7 Events / MonthIn about 11 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
66.5466.550.02%
2,025% 

Citigroup Hype Timeline

As of June 17, 2019 Citigroup is listed for 66.54. The entity has historical hype elasticity of 0.01 and average elasticity to hype of competition of -0.02. Citigroup is expected to increase in value after the next headline with price going to jump to 66.55. The average volatility of media hype impact on the company stock price is about 2025.0%. The price increase on the next news is projected to be 0.02% where as daily expected return is currently at -0.1%. The volatility of related hype on Citigroup is about 666.67% with expected price after next announcement by competition of 66.52. The company reported annual revenue of 65.06B. Net Income to common stockholders was 16.77B with gross profit before all taxes, overhead, and interest of 65.5B. Taking into account the 30 trading days horizon, the next expected press release will be in about 11 days.
Check also Citigroup Basic Forecasting Models to cross-verify your projections.

Citigroup Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Citigroup 0.08 11 per month 0.00  0.00  2.19 (2.30)  6.80 
Canadian Imperial Bank of Commerce(2.22) 8 per month 0.00  0.00  1.20 (1.36)  6.16 
Credit Suisse Group AG 0.05 7 per month 0.00  0.00  2.59 (2.16)  7.23 
East West Bancorp(0.42) 6 per month 0.00  0.00  2.32 (3.69)  8.73 
Bank of America Corporation(0.15) 8 per month 0.00  0.00  1.66 (2.13)  6.06 
Barclays PLC 0.02 8 per month 0.00  0.00  1.63 (2.82)  6.02 
Bank of Montreal(0.20) 7 per month 0.00  0.00  1.17 (1.39)  4.13 
The Bank of Nova Scotia 0.12 9 per month 0.00  0.00  1.18 (1.37)  2.82 
ING Groep N V 0.02 6 per month 0.00  0.00  1.35 (3.06)  5.81 
JPMorgan Chase Co 0.27 8 per month 0.00  0.00  1.92 (1.63)  5.28 

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Check also Citigroup Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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