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# RNN 1st Gen Model Citigroup Inc. National commercial banks

Prediction models:
78.57% successful of 42 deals
$ 53.93 Last close price
at 18-dec-2018

C

Model's trade recommendations 2.86% Return for period

1.83% Annual return

$174.74B Market Cap

β 1.55  

C

Model (following trade recommendations)

C

Underlying stock

S&P 500

Index
Return for period 2.86%
-16.54%
1.78%
52wk return 8.42%
-27.80%
16.82%
52wk Range
53.93—80.08
2000.54—2399.63
Sortino ratio 0.24
Sharpe ratio 0.20
Norm. RMSE 0.61%
Downside risk 7.93%
Volatility 0.00%
  • 1.28 (1.88%) Div (Yield)
  • BUY Analysts consensus recommendation

Citigroup Inc. is a global financial services company. It provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services and wealth management. The Company also offers various wholesale banking products and services, including fixed income and equity sales and trading, foreign exchange, prime brokerage, and equity and fixed income research services. Citigroup Inc. is based in New York.

Industry sector: Finance

Sector classification: National commercial banks

Deep Learning based analysis and prediction model for Citigroup Inc. (C) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Oct. 2, 2015.

Market data for C model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 2567M
P/E 12.03
Shares Outstanding 2570M
% Held by Insiders 0.11%
% Held by Institutions 79.89%
EPS (last reported FY) $5.33
EPS (last reported Q) $1.68
EPS, estimated (last reported Q) $1.61
Total revenues $88 B
Net income $-7 B