>

Citigroup Jensen Alpha

<div class='circular--portrait' style='background:#FF9E01;color: white;font-size:4em;padding-top: 25px;;'>CI</div>
C -- USA Stock  

Trending

Citigroup jensen-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
Equity
Refresh
Citigroup has current Jensen Alpha of 0.0286. Jensen alpha is a measure of the returns that are attributable to the managers' ability to select security and time the market. In other words, it is the returns remaining after deducting what would have been attributable to beta returns (which do not require skill) and the risk-freerate.
Jensen Alpha 
 = 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
 = 
0.0286
ER[a] =   Expected return on investing in Citigroup
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between Citigroup and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

Citigroup is rated below average in jensen alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  205.79  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Citigroup is roughly  205.79 
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk-free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk-Free Rate)]. Anything remaining over and above is alpha.
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