Citigroup Beta

C -  USA Stock  

USD 49.08  1.97  3.86%

Citigroup fundamentals help investors to digest information that contributes to Citigroup's financial success or failures. It also enables traders to predict the movement of Citigroup Stock. This fundamental analysis module provides a way for investors to measures Citigroup's intrinsic value by examining all of its available economic and financial indicators and drivers, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Citigroup stock. Please note, this module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.
  
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Citigroup Beta Analysis

Citigroup's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it will be expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
 2019 2020 2021 2022 (projected)
Operating Income23.9 B13.63 B27.47 B25.75 B
Operating Expenses42.78 B44.37 B48.19 B44.85 B
Beta 
 = 
Covariance 
Variance 
More About Beta | All Equity Analysis

Current Citigroup Beta

    
  1.69  
Most of Citigroup's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Citigroup is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

Citigroup Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for Citigroup is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Beta. Since Citigroup's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Citigroup's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Citigroup's interrelated accounts and indicators.
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
Compare to competition

In accordance with the recently published financial statements, Citigroup has a Beta of 1.69. This is 106.1% higher than that of the Financial Services sector and significantly higher than that of the Banks—Diversified industry. The beta for all United States stocks is notably lower than that of the firm.

Citigroup Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Citigroup's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Citigroup could also be used in its relative valuation, which is a method of valuing Citigroup by comparing valuation metrics of similar companies.
Citigroup is currently under evaluation in beta category among related companies.

Citigroup Current Valuation Drivers

We derive many important indicators used in calculating different scores of Citigroup from analyzing Citigroup's financial statements. These drivers represent accounts that assess Citigroup's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Citigroup's important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Net Income Per Employee(32.53 K)88.46 K97 K52.42 K47.18 K45.66 K
Revenue Per Employee420.89 K476.08 K517.25 K421.58 K379.42 K371.99 K
Average Assets1,854.32 B1,919.25 B1,978.15 B2,236.76 B2,323.86 B2,356.32 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA26.25 B27.16 B27.74 B17.51 B31.37 B29.78 B
Earnings Before Interest Taxes and Depreciation Amortization USD26.25 B27.16 B27.74 B17.51 B31.37 B29.78 B
Earnings before Tax22.59 B23.4 B23.83 B13.57 B27.4 B25.65 B
Average Equity221.63 B198.81 B195.81 B194.32 B201.89 B223.67 B
Enterprise Value442.74 B372.81 B426.49 B322.6 B293.16 B327.71 B
Free Cash Flow(11.76 B)33.39 B(17.91 B)(24.02 B)57.32 B61.85 B
Invested Capital2,071.99 B2,144.12 B2,190.44 B2,424.29 B2,477.22 B2,561.42 B
Invested Capital Average2,060.69 B2,140.25 B2,215.71 B2,427.67 B2,494.14 B2,587.96 B
Market Capitalization196.74 B127.14 B174.42 B128.37 B119.83 B146.49 B
Tangible Asset Value1,815.06 B1,890.12 B1,924.21 B2,233.18 B2,265.62 B2,293.78 B
Let's try to break down what Citigroup's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Citigroup will likely underperform.

Citigroup Fundamentals

About Citigroup Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Citigroup's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Citigroup using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Citigroup based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Citigroup Inc., a diversified financial services holding company, provides various financial products and services to consumers, corporations, governments, and institutions in North America, Latin America, Asia, Europe, the Middle East, and Africa. Citigroup Inc. was founded in 1812 and is headquartered in New York, New York. Citigroup operates under BanksDiversified classification in the United States and is traded on New York Stock Exchange. It employs 223000 people.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Citigroup without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Citigroup

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 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 will appreciate offsetting losses from the drop in the long position's value.

Citigroup Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Citigroup 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 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 - 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 to buy it.
The correlation of Citigroup is a statistical measure of how it moves in relation to other equities. 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 moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Citigroup 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 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.
Pair CorrelationCorrelation Matching
Continue to Citigroup Piotroski F Score and Citigroup Altman Z Score analysis. Note that the Citigroup information on this page should be used as a complementary analysis to other Citigroup's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

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When running Citigroup price analysis, check to measure Citigroup's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Citigroup is operating at the current time. Most of Citigroup's value examination focuses on studying past and present price action to predict the probability of Citigroup's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Citigroup's price. Additionally, you may evaluate how the addition of Citigroup to your portfolios can decrease your overall portfolio volatility.
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Is Citigroup's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Citigroup. If investors know Citigroup will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Citigroup listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Citigroup is measured differently than its book value, which is the value of Citigroup that is recorded on the company's balance sheet. Investors also form their own opinion of Citigroup's value that differs from its market value or its book value, called intrinsic value, which is Citigroup's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Citigroup's market value can be influenced by many factors that don't directly affect Citigroup's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Citigroup's value and its price as these two are different measures arrived at by different means. Investors typically determine Citigroup value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Citigroup's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.