Citigroup Cdr Stock Market Value
| CITI Stock | 40.25 0.28 0.70% |
| Symbol | CITIGROUP |
CITIGROUP CDR 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CITIGROUP CDR's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CITIGROUP CDR.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in CITIGROUP CDR on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding CITIGROUP CDR or generate 0.0% return on investment in CITIGROUP CDR over 90 days. CITIGROUP CDR is related to or competes with GoldQuest Mining, Lion One, Atrium Mortgage, Perseus Mining, Black Mammoth, and Westshore Terminals. More
CITIGROUP CDR Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CITIGROUP CDR's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CITIGROUP CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.2204 | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 3.55 |
CITIGROUP CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CITIGROUP CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CITIGROUP CDR's standard deviation. In reality, there are many statistical measures that can use CITIGROUP CDR historical prices to predict the future CITIGROUP CDR's volatility.| Risk Adjusted Performance | 0.2839 | |||
| Jensen Alpha | 0.4872 | |||
| Total Risk Alpha | 0.1443 | |||
| Sortino Ratio | 0.2972 | |||
| Treynor Ratio | 2.42 |
CITIGROUP CDR Backtested Returns
CITIGROUP CDR appears to be very steady, given 3 months investment horizon. CITIGROUP CDR secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the company had a 0.36 % return per unit of volatility over the last 3 months. By reviewing CITIGROUP CDR's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of CITIGROUP CDR's mean deviation of 1.15, and Risk Adjusted Performance of 0.2839 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CITIGROUP CDR holds a performance score of 28. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CITIGROUP CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding CITIGROUP CDR is expected to be smaller as well. Please check CITIGROUP CDR's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether CITIGROUP CDR's price patterns will revert.
Auto-correlation | 0.93 |
Excellent predictability
CITIGROUP CDR has excellent predictability. Overlapping area represents the amount of predictability between CITIGROUP CDR time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CITIGROUP CDR price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current CITIGROUP CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 6.4 |
CITIGROUP CDR lagged returns against current returns
Autocorrelation, which is CITIGROUP CDR stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CITIGROUP CDR's stock expected returns. We can calculate the autocorrelation of CITIGROUP CDR returns to help us make a trade decision. For example, suppose you find that CITIGROUP CDR has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
CITIGROUP CDR regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CITIGROUP CDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CITIGROUP CDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CITIGROUP CDR stock over time.
Current vs Lagged Prices |
| Timeline |
CITIGROUP CDR Lagged Returns
When evaluating CITIGROUP CDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CITIGROUP CDR stock have on its future price. CITIGROUP CDR autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CITIGROUP CDR autocorrelation shows the relationship between CITIGROUP CDR stock current value and its past values and can show if there is a momentum factor associated with investing in CITIGROUP CDR.
Regressed Prices |
| Timeline |
Pair Trading with CITIGROUP CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if CITIGROUP CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in CITIGROUP CDR will appreciate offsetting losses from the drop in the long position's value.Moving together with CITIGROUP Stock
Moving against CITIGROUP Stock
The ability to find closely correlated positions to CITIGROUP CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CITIGROUP CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CITIGROUP CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CITIGROUP CDR to buy it.
The correlation of CITIGROUP CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CITIGROUP CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CITIGROUP CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for CITIGROUP CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in CITIGROUP Stock
CITIGROUP CDR financial ratios help investors to determine whether CITIGROUP Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CITIGROUP with respect to the benefits of owning CITIGROUP CDR security.