Citizens Financial's market value is the price at which a share of Citizens Financial trades on a public exchange. It measures the collective expectations of Citizens Financial Group investors about its performance. Citizens Financial is trading at 41.85 as of the 23rd of July 2025. This is a 1.18 percent increase since the beginning of the trading day. The stock's lowest day price was 41.85. With this module, you can estimate the performance of a buy and hold strategy of Citizens Financial Group and determine expected loss or profit from investing in Citizens Financial over a given investment horizon. Check out Citizens Financial Correlation, Citizens Financial Volatility and Citizens Financial Alpha and Beta module to complement your research on Citizens Financial.
Please note, there is a significant difference between Citizens Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Citizens Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Citizens Financial'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.
Citizens Financial 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Citizens Financial's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Citizens Financial.
0.00
04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in Citizens Financial on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Citizens Financial Group or generate 0.0% return on investment in Citizens Financial over 90 days. Citizens Financial is related to or competes with SALESFORCE INC, GEELY AUTOMOBILE, Warner Music, Lamar Advertising, Tencent Music, China Yongda, and GRUPO CARSO. Citizens Financial Group, Inc. operates as the bank holding company for Citizens Bank, National Association and Citizens... More
Citizens Financial Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Citizens Financial's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Citizens Financial Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Citizens Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Citizens Financial's standard deviation. In reality, there are many statistical measures that can use Citizens Financial historical prices to predict the future Citizens Financial's volatility.
Citizens Financial appears to be very steady, given 3 months investment horizon. Citizens Financial secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Citizens Financial Group, which you can use to evaluate the volatility of the firm. Please makes use of Citizens Financial's Risk Adjusted Performance of 0.2483, mean deviation of 1.29, and Downside Deviation of 1.41 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Citizens Financial holds a performance score of 21. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Citizens Financial are expected to decrease at a much lower rate. During the bear market, Citizens Financial is likely to outperform the market. Please check Citizens Financial's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Citizens Financial's price patterns will revert.
Auto-correlation
0.47
Average predictability
Citizens Financial Group has average predictability. Overlapping area represents the amount of predictability between Citizens Financial time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Citizens Financial price movement. The serial correlation of 0.47 indicates that about 47.0% of current Citizens Financial price fluctuation can be explain by its past prices.
Correlation Coefficient
0.47
Spearman Rank Test
0.51
Residual Average
0.0
Price Variance
5.17
Citizens Financial lagged returns against current returns
Autocorrelation, which is Citizens Financial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Citizens Financial's stock expected returns. We can calculate the autocorrelation of Citizens Financial returns to help us make a trade decision. For example, suppose you find that Citizens Financial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Citizens Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Citizens Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Citizens Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Citizens Financial stock over time.
Current vs Lagged Prices
Timeline
Citizens Financial Lagged Returns
When evaluating Citizens Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Citizens Financial stock have on its future price. Citizens Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Citizens Financial autocorrelation shows the relationship between Citizens Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Citizens Financial Group.
Citizens Financial financial ratios help investors to determine whether Citizens Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Citizens with respect to the benefits of owning Citizens Financial security.