# Citigroup Probability Of Bankruptcy

C | - USA Stock | ## USD 51.05 3.59 7.56% |

Citigroup | Probability Of Bankruptcy |

**B**, whereas Net Income Per Employee is forecasted to decline to about 45.7

**K**.

## Citigroup Probability Of Bankruptcy Analysis

Citigroup's Probability Of Bankruptcy is a relative measure of the likelihood of financial distress. For stocks, the Probability Of Bankruptcy is the normalized value of Z-Score. For funds and ETFs, it is derived from a multi-factor model developed by Macroaxis. The score is used to predict the probability of a firm or a fund experiencing financial distress within the next 24 months. Unlike Z-Score, Probability Of Bankruptcy is the value between 0 and 100, indicating the firm's actual probability it will be financially distressed in the next 2 fiscal years. 2019 | 2020 | 2021 | 2022 (projected) | |

Operating Income | 23.9 B | 13.63 B | 27.47 B | 25.75 B |

Operating Expenses | 42.78 B | 44.37 B | 48.19 B | 44.85 B |

Probability Of Bankruptcy | = | Normalized | | Z-Score |

## Current Citigroup Probability Of Bankruptcy | 47% |

Most of Citigroup's fundamental indicators, such as Probability Of Bankruptcy, 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.

Our calculation of Citigroup probability of bankruptcy is based on Altman Z-Score and Piotroski F-Score, but not limited to these measures. To be applied to a broader range of industries and markets, we use several other techniques to enhance the accuracy of predicting Citigroup odds of financial distress. These include financial statement analysis, different types of price predictions, earning estimates, analysis consensus, and basic intrinsic valuation. Please use the options below to get a better understanding of different measures that drive the calculation of Citigroup financial health.

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.

## Citigroup Probability Of Bankruptcy 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 Probability Of Bankruptcy. 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.

0.46 | 0.43 | 0.76 | 0.23 | -0.56 | 0.51 | ||

0.46 | 0.91 | 0.16 | 0.95 | 0.09 | 1.0 | ||

0.43 | 0.91 | 0.24 | 0.88 | -0.02 | 0.92 | ||

0.76 | 0.16 | 0.24 | -0.09 | -0.87 | 0.23 | ||

0.23 | 0.95 | 0.88 | -0.09 | 0.25 | 0.94 | ||

-0.56 | 0.09 | -0.02 | -0.87 | 0.25 | 0.01 | ||

0.51 | 1.0 | 0.92 | 0.23 | 0.94 | 0.01 |

**Click cells**to compare fundamentals

The Probability of Bankruptcy SHOULD NOT be confused with the actual chance of a company to file for chapter 7, 11, 12, or 13 bankruptcy protection. Macroaxis simply defines Financial Distress as an operational condition where a company is having difficulty meeting its current financial obligations towards its creditors or delivering on the expectations of its investors. Macroaxis derives these conditions daily from both public financial statements as well as analysis of stock prices reacting to market conditions or economic downturns, including short-term and long-term historical volatility. Other factors taken into account include analysis of liquidity, revenue patterns, R&D expenses, and commitments, as well as public headlines and social sentiment.

Compare to competition |

Based on the latest financial disclosure, Citigroup has a Probability Of Bankruptcy of 47.0%. This is 5.87% lower than that of the Financial Services sector and significantly higher than that of the Banksâ€”Diversified industry. The probability of bankruptcy for all United States stocks is 18.0% lower than that of the firm.

Chance Of Financial Distress

Less than 47

Citigroup has

**less than 47 (%) percent**chance of experiencing financial distress in the next two years of operations. The calculation of odds of distress for Citigroup stock is tightly coupled with the Probability of Bankruptcy. It complements the equity performance score by supplying investors with insight into company financials without requiring them to know too much about all of the complex accounting and financial indicators surrounding the entity. More Info## Citigroup Main Bankruptcy Drivers

2017 | 2018 | 2019 | 2020 | 2021 | 2022 (projected) | ||

Return on Average Assets | 0.01 | 0.008 | (0.004) | 0.009 | 0.005 | 0.008316 | |

Total Debt | 437.44 B | 442.11 B | 460.15 B | 500.73 B | 473.63 B | 443.69 B | |

Total Liabilities | 1,640.79 B | 1,720.31 B | 1,757.21 B | 2,059.89 B | 2,088.74 B | 2,100.06 B | |

Total Assets | 1,842.46 B | 1,917.38 B | 1,951.16 B | 2,260.09 B | 2,291.41 B | 2,324.26 B | |

Net Cash Flow from Operations | (8.77 B) | 36.95 B | (12.84 B) | (20.62 B) | 61.25 B | 66.08 B | |

Weighted Average Shares | 2.7 B | 2.49 B | 2.25 B | 2.09 B | 2.03 B | 2.19 B | |

Weighted Average Shares Diluted | 2.7 B | 2.49 B | 2.27 B | 2.1 B | 2.05 B | 2.21 B |

## Citigroup Fundamentals

Return On Equity | 10.93 % | |||

Return On Asset | 0.97 % | |||

Profit Margin | 29.27 % | |||

Current Valuation | (295.08 B) | |||

Shares Outstanding | 1.98 B | |||

Shares Owned by Insiders | 0.21 % | |||

Shares Owned by Institutions | 77.55 % | |||

Number of Shares Shorted | 36.32 M | |||

Price to Earning | 4.50 X | |||

Price to Book | 0.51 X | |||

Price to Sales | 1.26 X | |||

Revenue | 74.99 B | |||

Gross Profit | 74.99 B | |||

EBITDA | 28.03 B | |||

Net Income | 20.75 B | |||

Cash and Equivalents | 921.27 B | |||

Cash per Share | 464.25 X | |||

Total Debt | 473.63 B | |||

Debt to Equity | 0.91 % | |||

Book Value Per Share | 92.17 X | |||

Cash Flow from Operations | 60.82 B | |||

Short Ratio | 1.32 X | |||

Earnings Per Share | 10.56 X | |||

Price to Earnings To Growth | 0.32 X | |||

Number of Employees | 223 K | |||

Beta | 1.69 | |||

Market Capitalization | 94.17 B | |||

Total Asset | 1731.21 B | |||

Retained Earnings | 155.97 B | |||

Five Year Return | 2.54 % | |||

Last Dividend Paid | 2.04 |

## 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.
## Citigroup Investors Sentiment

The influence of Citigroup's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Citigroup. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.## Citigroup Implied Volatility | 54.87 |

Citigroup's implied volatility exposes the market's sentiment of Citigroup stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Citigroup's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Citigroup stock will not fluctuate a lot when Citigroup's options are near their expiration.

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Citigroup in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Citigroup's short interest history, or implied volatility extrapolated from Citigroup options trading.

## 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.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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

## Complementary Tools for Citigroup Stock analysis

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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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.