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TRVC

Citigroup Inc.
Chart
€115.14
Latest Week 2026-06-05
Financial ServicesBanks - DiversifiedLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.7
OS Score
64.0%
Value
7.0%
Quality
89.0%
Momentum
3/9
F-Score
0.212
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
11.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 65%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.44
V
Value Analysis
Cheapness relative to fundamentals
64.0%ile
P/E
12.3×
P/S
2.2×
P/B
0.9×
E/P
0.0816
FCF Yield
-0.196
SH Yield
0.112
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
25.00000000
/100
Negative FCF yield (-19.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
7.0%ile
ROE
0.076
ROA
0.006
Net Margin
0.182
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.056
Earn Growth
0.212
Stability
0.294
lower=better
Accruals
0.017
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
24.6%
12M Return
72.8%
12-1 Mom
64.7%
Risk-Adj
2.44
Vol 252d
26.5%
Vol 60d
60.9%
↑ Expanding
Max DD 12M
-12.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 65% is very strong — a clear uptrend. Risk-adjusted momentum of 2.44 is excellent — strong returns relative to volatility. Near-term vol (61%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
54.7%
Sector Quality %ile
9.5%
P/E z-score
-0.30
P/B z-score
-0.31
Sector Avg OS
56.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 98.0% 91.0% 75.0% 88.0%
LUS1 Lang & Schwarz Aktiengesellschaft 97.0% 95.0% 68.0% 81.0%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (64th value) but weak quality (7th). Classic value trap risk.
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.9% avg (6 factors)
Quality
D
38.8% avg (4 factors)
Momentum
A
88.6% avg (4 factors)
Risk
B
72.6% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.700—1—
Value %ile0.640—0—
Quality %ile0.070—1—
Momentum %ile0.890—1—
F-Score3.000—1—
Confidence0.727—1—
Volatility0.265—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.25
Earnings Yield (E/P)
0.0816
Price / Sales
2.23
Price / Book
0.93
FCF Yield
-19.6%
Sales Yield (1/P·S)
0.4629
Shareholder Yield
Div + net buyback / mktcap
11.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.6%
Return on Assets
0.6%
Net Margin
18.2%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.017
External Financing
Net issuance — lower=better
0.011
MomentumPrice trend strength over different horizons
6M Return
24.6%
12M Return
72.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
64.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.6%
Earnings Growth (YoY)
21.2%
Earnings Stability (CV)
Lower = more stable
0.294
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend Yield
2.8%
Buyback Yield
8.5%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
33
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity