Citigroup Inc shows Risk Adjusted Performance of 0.06912 and Mean Deviation of 1.27. Citigroup Inc 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 Inc which can be compared to its rivals. Please confirm Citigroup IncJensen Alpha, Potential Upside, Skewness, as well as the relationship between Maximum Drawdown and Semi Variance to decide if Citigroup Inc is priced correctly providing market reflects its regular price of 76.82 per share. Given that Citigroup has Jensen Alpha of 0.1695, we suggest you validate Citigroup Inc prevailing market performance to make sure the company can sustain itself at future point.
The output start index for this execution was one with a total number of output elements of sixteen. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Citigroup Inc volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
Citigroup Inc Trend Analysis
Use this graph to draw trend lines for Citigroup Inc. 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 Line
The following chart estimates an ordinary least squares regression model for Citigroup Inc applied against its price change over selected period. The best fit line has a slop of 0.14 % which may imply that the price for Citigroup Inc will drop even more. It has 34 observation points and a regression sum of squares at 15.54, which is the sum of squared deviations for the predicted Citigroup price change compared to its average price change.
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Citigroup Inc is rated fifth in mean deviation category among related companies. It is rated fourth in standard deviation category among related companies creating about 1.46 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Citigroup Inc is roughly 1.46