| CStock | USD57.510.210.36% |
Citigroup's odds of distress is less than 5% at the present time. It is unlikely to undergo any financial distress in the next 24 months. Chance Of Bankruptcy shows the probability of financial distress over the next two years of operations under current economic and market conditions. All items used in analyzing the odds of distress are taken from the Citigroup balance sheet, as well as cash flow and income statements available from the company's most recent filings. Check out Citigroup Piotroski F Score and Citigroup Altman Z Score analysis.
For information on how to trade Citigroup Stock refer to our How to Trade Citigroup Stock guide.
Citigroup | Probability Of Bankruptcy Short Term Coverage Ratios Price Earnings Ratio Price To Sales Ratio Dividend Yield Operating Cycle Price Book Value Ratio Price Earnings To Growth Ratio Days Of Payables Outstanding Operating Cash Flow Per Share Dividend Payout Ratio Price To Operating Cash Flows Ratio Free Cash Flow Per Share Price To Free Cash Flows Ratio Pretax Profit Margin Inventory Turnover Ebt Per Ebit Payables Turnover Operating Profit Margin Effective Tax Rate Company Equity Multiplier Long Term Debt To Capitalization Cash Per Share Total Debt To Capitalization Interest Coverage Return On Capital Employed Payout Ratio Debt Equity Ratio Ebit Per Revenue Quick Ratio Dividend Paid And Capex Coverage Ratio Net Income Per E B T Cash Ratio Cash Conversion Cycle Operating Cash Flow Sales Ratio Days Of Inventory Outstanding Days Of Sales Outstanding Free Cash Flow Operating Cash Flow Ratio Cash Flow Coverage Ratios Price To Book Ratio Current Ratio Fixed Asset Turnover Capital Expenditure Coverage Ratio Price Cash Flow Ratio Enterprise Value Multiple Debt Ratio Cash Flow To Debt Ratio Price Sales Ratio Return On Assets Receivables Turnover Asset Turnover Net Profit Margin Gross Profit Margin Price Fair Value Return On Equity Change In Cash Free Cash Flow Change In Working Capital Begin Period Cash Flow Other Cashflows From Financing Activities Depreciation Other Non Cash Items Dividends Paid Capital Expenditures Total Cash From Operating Activities Net Income Total Cash From Financing Activities End Period Cash Flow Stock Based Compensation Other Cashflows From Investing Activities Sale Purchase Of Stock Change To Inventory Investments Net Borrowings Total Cashflows From Investing Activities Exchange Rate Changes Cash And Cash Equivalents Changes Cash Flows Other Operating Change To Netincome Change To Operating Activities Issuance Of Capital Stock Common Stock Shares Outstanding Total Assets Short Long Term Debt Total Total Current Liabilities Total Stockholder Equity Net Debt Retained Earnings Cash Non Current Assets Total Other Assets Cash And Short Term Investments Net Receivables Liabilities And Stockholders Equity Non Current Liabilities Total Other Stockholder Equity Total Liab Total Current Assets Accumulated Other Comprehensive Income Short Term Debt Other Current Liab Common Stock Common Stock Total Equity Other Liab Accounts Payable Long Term Debt Short Term Investments Inventory Preferred Stock Total Equity Treasury Stock Good Will Intangible Assets Non Currrent Assets Other Net Tangible Assets Total Permanent Equity Noncontrolling Interest In Consolidated Entity Retained Earnings Total Equity Long Term Debt Total Capital Surpluse Additional Paid In Capital Long Term Investments Non Current Liabilities Other Property Plant Equipment Other Current Assets Short Long Term Debt Earning Assets Net Invested Capital Capital Stock Property Plant And Equipment Net Interest Expense Other Operating Expenses Operating Income Ebit Ebitda Total Operating Expenses Income Before Tax Income Tax Expense Depreciation And Amortization Selling General Administrative Total Revenue Gross Profit Total Other Income Expense Net Selling And Marketing Expenses Cost Of Revenue Net Income Applicable To Common Shares Minority Interest Extraordinary Items Discontinued Operations Net Income From Continuing Ops Non Recurring Tax Provision Net Interest Income Interest Income Reconciled Depreciation Probability Of Bankruptcy |
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.
| 2021 | 2022 | 2023 | 2024 (projected) | EBITDA | 31.4B | 48.5B | 9.4B | 8.9B | EBIT | 27.4B | 44.2B | 4.8B | 4.6B |
Probability Of Bankruptcy | = | Normalized | Z-Score |
Current Citigroup Probability Of Bankruptcy | Less than 5% |
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.
Quarterly Earnings Growth (0) | Dividend Share 2.08 | Earnings Share 4.04 | Revenue Per Share 36.63 | Quarterly Revenue Growth (0.09) |
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 if Citigroup is a good investment 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 Citigroup 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.
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.
| Competition |
Based on the latest financial disclosure, Citigroup has a Probability Of Bankruptcy of 5.0%. This is 89.99% lower than that of the Banks sector and significantly higher than that of the Financials industry. The probability of bankruptcy for all United States stocks is 87.45% higher than that of the company.
Citigroup Probability Of Bankruptcy 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 Probability Of Bankruptcy 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 probability of bankruptcy category among related companies.
Citigroup Main Bankruptcy Drivers
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024 (projected) | ||
| Return On Assets | 0.009943 | 0.004887 | 0.00958 | 0.006143 | 0.003811 | 0.003621 | |
| Asset Turnover | 0.0381 | 0.0329 | 0.0314 | 0.0312 | 0.0649 | 0.088 | |
| Net Debt | 99.9B | (8.4B) | 20.3B | (23.3B) | 333.4B | 350.0B | |
| Total Current Liabilities | 93.7B | 80.0B | 89.4B | 116.3B | 735.5B | 772.3B | |
| Non Current Liabilities Total | 248.8B | 271.7B | 254.4B | 116.3B | 1.5T | 1.6T | |
| Total Assets | 2.0T | 2.3T | 2.3T | 2.4T | 2.4T | 1.4T | |
| Total Current Assets | 514.0B | 689.5B | 604.9B | 635.3B | 1.1T | 1.1T | |
| Total Cash From Operating Activities | (12.8B) | (20.6B) | 61.2B | 25.1B | 2.5B | 2.4B |
Citigroup ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Citigroup's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Citigroup's managers, analysts, and investors.
Environment Score | Governance Score | Social Score |
Citigroup Fundamentals
| Return On Equity | 0.046 | ||||
| Return On Asset | 0.0039 | ||||
| Profit Margin | 0.13 % | ||||
| Operating Margin | (0.09) % | ||||
| Current Valuation | (215.21 B) | ||||
| Shares Outstanding | 1.91 B | ||||
| Shares Owned By Insiders | 3.14 % | ||||
| Shares Owned By Institutions | 70.94 % | ||||
| Number Of Shares Shorted | 26.44 M | ||||
| Price To Earning | 6.50 X | ||||
| Price To Book | 0.59 X | ||||
| Price To Sales | 1.55 X | ||||
| Revenue | 157.1 B | ||||
| Gross Profit | 70.56 B | ||||
| EBITDA | 9.38 B | ||||
| Net Income | 9.05 B | ||||
| Cash And Equivalents | 990.92 B | ||||
| Cash Per Share | 511.61 X | ||||
| Total Debt | 594.3 B | ||||
| Debt To Equity | 0.91 % | ||||
| Book Value Per Share | 98.71 X | ||||
| Cash Flow From Operations | 2.49 B | ||||
| Short Ratio | 1.48 X | ||||
| Earnings Per Share | 4.04 X | ||||
| Price To Earnings To Growth | 0.72 X | ||||
| Target Price | 60.53 | ||||
| Number Of Employees | 236.85 K | ||||
| Beta | 1.5 | ||||
| Market Capitalization | 109.92 B | ||||
| Total Asset | 2.42 T | ||||
| Retained Earnings | 198.91 B | ||||
| Z Score | 0.3 | ||||
| Annual Yield | 0.04 % | ||||
| Five Year Return | 3.01 % | ||||
| Net Asset | 2.42 T | ||||
| Last Dividend Paid | 2.08 |
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 238000 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Citigroup's public news can be used to forecast risks associated with an investment in Citigroup. The trend in average sentiment can be used to explain how an investor holding Citigroup can time the market purely based on public headlines and social activities around Citigroup. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Citigroup's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Citigroup's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Citigroup's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Citigroup.
Citigroup Implied Volatility | 29.88 |
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.
Moving together with Citigroup Stock
| 0.63 | CM | Canadian Imperial Bank Financial Report 23rd of May 2024 | PairCorr |
| 0.79 | NU | Nu Holdings Financial Report 20th of May 2024 | PairCorr |
Moving against Citigroup Stock
| 0.47 | ING | ING Group NV Normal Trading | PairCorr |
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.
When determining whether Citigroup offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Citigroup's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Citigroup Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Citigroup Stock:
Check out Citigroup Piotroski F Score and Citigroup Altman Z Score analysis.
For information on how to trade Citigroup Stock refer to our How to Trade Citigroup Stock guide.
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 the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Citigroup Stock analysis
When running Citigroup's 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 the 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.
Quarterly Earnings Growth (0) | Dividend Share 2.08 | Earnings Share 4.04 | Revenue Per Share 36.63 | Quarterly Revenue Growth (0.09) |
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 if Citigroup is a good investment 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.
