As of 20 of February Citigroup shows Downside Deviation of 1.65, Risk Adjusted Performance of 0.1411 and Mean Deviation of 1.47. Citigroup technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Citigroup which can be compared to its rivals. Please confirm Citigroup Jensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Citigroup is priced correctly providing market reflects its regular price of 64.54 per share. Given that Citigroup has Jensen Alpha of 0.0872, we suggest you validate Citigroup prevailing market performance to make sure the company can sustain itself at future point.
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Citigroup Technical Analysis
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Citigroup Trend AnalysisUse this graph to draw trend lines for Citigroup. You can use it to identify possible trend reversals for Citigroup as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Citigroup price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Citigroup Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Citigroup applied against its price change over selected period. The best fit line has a slop of 0.44 % which indicates that Citigroup will continue to generate solid returns. It has 78 observation points and a regression sum of squares at 1876.67, which is the sum of squared deviations for the predicted Citigroup price change compared to its average price change.
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
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|Risk Adjusted Performance||0.1411|
|Market Risk Adjusted Performance||0.1834|
|Coefficient Of Variation||1281.69|
|Total Risk Alpha||0.0676|
|Value At Risk||(2.06)|
|Expected Short fall||(1.62)|
Check also Trending Equities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.