Citigroup Price Prediction and Hype Density Breakdown

C -- USA Stock  

USD 64.03  0.29  0.45%

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

February 22, 2019
64.03
Current Value
64.88
After-hype Price
Target Odds
Odds Odds
70.43
Upside
Citigroup is not too risky 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
 0.64% 1.84% 0.54%  0.10% 6 Events / Month8 Events / MonthIn about 6 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
64.0364.880.87%
219.05% 

Citigroup Hype Timeline

As of February 22, 2019 Citigroup is listed for 64.03. The entity has historical hype elasticity of 0.54 and average elasticity to hype of competition of 0.1. Citigroup is expected to increase in value after the next headline with price going to jump to 64.88. The average volatility of media hype impact on the company stock price is about 219.05%. The price increase on the next news is projected to be 0.87% where as daily expected return is currently at 0.64%. The volatility of related hype on Citigroup is about 1202.61% with expected price after next announcement by competition of 64.13. The company reported annual revenue of 65.5B. Net Income to common stockholders was 16.68B 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 6 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 0.84 6 per month 1.05  0.11  4.16 (1.99)  8.56 
Canadian Imperial Bank of Commerce 0.03 7 per month 0.81  0.0248  1.77 (1.87)  5.93 
Credit Suisse Group AG(0.02) 6 per month 1.16 (0.0014)  2.61 (2.31)  7.23 
East West Bancorp(0.47) 6 per month 0.73  0.22  3.28 (1.39)  9.09 
Bank of America Corporation 0.06 6 per month 0.00  0.20  4.15 (1.60)  9.22 
Barclays PLC 0.09 8 per month 0.72  0.0167  2.34 (1.74)  6.37 
Bank of Montreal 0.44 6 per month 0.58  0.0416  1.59 (0.94)  5.82 
The Bank of Nova Scotia 0.28 5 per month 0.81 (0.0224)  1.73 (0.93)  3.72 
ING Groep N V(0.01) 6 per month 1.12  0.0208  3.06 (1.97)  7.19 
JPMorgan Chase Co 0.29 8 per month 1.01 (0.0338)  3.06 (2.20)  8.71 

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