Search for another Company Symbol?

Volatility Analysis for CitiGroup

Prev. Co. Next Co.
C:  Daily Volatility = Price Range as a percent of the daily average price.

Volatility is defined as the price range for a period, divided by the average price for the period:

For instance, on 2/3/2010 the average price was 3.41 with a range of 0.09, indicating a Daily Volatility of 2.6%. Daily Volatility (the daily range as a portion of the daily average price) is plotted in green. Blue is Weekly Volatility, which is the weekly range as a portion of the weekly average price. It is important to avoid confusing this with the weekly average of the daily volatility, which is a completely different concept.

For reference, the price is plotted in red. Volatility, as measured through various intervals, ( Daily, Weekly, Monthly and Quarterly) is plotted according to color.

Investors often make a distinction between the concept of Volatility, and the concept of Risk. Academics define them to be exactly equivalent, but as can be seen here, there is good reason to distinguish between the levels of volatility or risk experienced across different time frames. Average Daily Volatility over the history of C has been 3% in contrast to the Average Quarterly Volatility of 27%.



Prev. Co. Next Co.
C:  Volatility Curve

If you have ever seen a "yield curve" you should be able to understand the concept behind this "yield curve". Each Volatility Curve is a snapshot in time. From left to right, each position plots the Volatility associated with increasing intervals of time. The relationship between the length of time, and the expected change in price, is not linear, as is demonstrated by this chart.



Prev. Co. Next Co.
Daily Volatility Histogram of CitiGroup

This histogram is a frequency distribution of Daily Volatility, corresponding to the green points on the first chart on this page.



Prev. Co. Next Co.
C:  Quarterly Volatility Histogram

Similarly, the purple points on the top chart, the Quarterly Volatility Values, are subjected to frequency distribution here.

For Subscribers: Refined Analysis of CitiGroup Volatility and Risk Behavior

Refined Volatility Risk Analysis for C :


Companies in the News:

Friday, February 05, 2010: We have news on Genzyme Corporation, ticker symbol GENZ. A significant moving average event has happened. Also, there are breaking events concerning Archer-Daniels-Midland and Pactiv Corporation.

From the News Archive: (2/5/2010 ) Favorable events happened at Wells Fargo & Company, Marathon Oil Corporation, Dell Inc., and Principal Financial Group, Inc..


More C Technical Analysis Topics

C Price Predictions

Support and Resistance Levels

Politics and Prices of C

Japanese Candlestick Analysis

Momentum Investing Indicators

C Classical Analysis of Time Series

C Historical Volume

C Seasonal Trends

Market Sentiment

Back to C Table of Contents


Information on public pages is delayed. Associates of Hybrid Technical may hold positions in issues covered here. These reports are not to be used for stock-picking or investment decision support. Any such use is strictly prohibited.



Notice: Pages available to the public on this site are for entertainment and academic purposes only. We do not advocate investment in common stock. We do not recommend the purchase or sale of this or any other issue. Research shows that most people who invest in common stock will lose money. Charts and concepts are property of Hybrid Technical. All Rights Reserved. All Content is Copyright 2008 by Hybrid Technical

.