C
US EQUITY
Financials
Diversified Banks
CIK: 831001
Citigroup (C) Quant Factor Diagnostic & Fair Value Model
Citigroup (Ticker: C) is listed in the Financials sector (Diversified Banks). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$120.62
-1.54%
Latest Close (2026-10-23)
Market Cap: $207.09M
P/E Ratio: 4.3
Momentum Strength
3M / 12M
-9.38%
1M: -8.69%
12M: +25.25%
Quality (ROE)
Point-in-Time
+26.76%
Trailing Return on Equity
Technical Trend
RSI 14
34.4
SMA50: $131.24
SMA200: $126.43
Valuation Multiplier
Trailing
4.3
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
C trades at an attractive earnings multiple of 4.3x, significantly lower than the broader S&P 500 average.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 6/9 (Moderate Financial Health)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 831001 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-K | 2025-12-31 | 2026-02-20 | $85.22B | $14.31B | -$67.63B | $6.99 |
| 10-K | 2024-12-31 | 2026-02-20 | $80.72B | $12.68B | -$19.67B | $5.94 |
| 10-K | 2023-12-31 | 2026-02-20 | $78.07B | $9.23B | -$73.42B | $4.04 |
| 10-Q | 2025-09-30 | 2025-11-06 | $22.09B | $3.75B | -$94.19B | $1.86 |
| 10-Q | 2024-12-31 | 2025-11-06 | - | - | - | - |
| 10-Q | 2024-09-30 | 2025-11-06 | $20.21B | $3.24B | -$44.47B | $1.51 |
| 10-Q | 2025-06-30 | 2025-08-06 | $21.67B | $4.02B | -$95.29B | $1.96 |
| 10-Q | 2024-06-30 | 2025-08-06 | $20.03B | $3.22B | -$27.79B | $1.52 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Citigroup (C) valuation multiples, momentum factors, and point-in-time filing conventions.
How should C's current valuation multiple be interpreted? ↓
C trades at a trailing P/E of 4.3x within the Financials sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are C's key momentum and technical factor indicators? ↓
As of the latest close, C shows a 1-month return of -8.69%, 3-month return of -9.38%, and 12-month return of +25.25%, with a 14-day RSI of 34.4. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for C? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can C be incorporated into systematic factor models? ↓
C can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.