Citigroup (C) Earnings Day Historical Stock Performance
With Citigroup set to report Q1 earnings Before Market Open, we looked at how the $C stock reacts to post earnings announcement since Jan 2000.
Over Night Gap Movement for Citigroup before earnings are reported since Jan 2000
here is how the Citigroup Inc stock price gap'ed before earnings are reported
below the backtest performance summary,assuming one is holding on to longs.
- Winners : 30
- Losers : 23
- % Winners : 57%
- Average Change % : 0.84
- Median Change % : 0.69
- Maximum Gain % : 10.20
- Maximum Loss % : -5.05
- Average Gain %if Winner : 2.81
- Average Loss % if Loser : -1.89
- Average Gain % / Average Loss % : 1.48
- Average Absolute Change% : 2.43
Citigroup Overnight Gap Movements prior to Earnings Reporting since Jan 2000
Period | Earnings Date | Overnight Gap | Gap % |
Q1 2013 | 15-Apr-13 | ?? | ?? |
Q4 2012 | 17-Jan-13 | -0.95 | -2.24 |
Q3 2012 | 15-Oct-12 | 0.65 | 1.87 |
Q2 2012 | 16-Jul-12 | 0.8 | 3 |
Q1 2012 | 16-Apr-12 | 0.76 | 2.28 |
Q4 2011 | 17-Jan-12 | -1.55 | -5.05 |
Q3 2011 | 17-Oct-11 | 0.42 | 1.48 |
Q2 2011 | 15-Jul-11 | 1.12 | 2.88 |
Q1 2011 | 18-Apr-11 | 0 | 0 |
Q4 2010 | 18-Jan-11 | -1.99 | -3.89 |
Q3 2010 | 18-Oct-10 | 0.49 | 1.24 |
Q2 2010 | 16-Jul-10 | -1.09 | -2.63 |
Q1 2010 | 19-Apr-10 | 0.91 | 2 |
Q4 2009 | 19-Jan-10 | -0.8 | -2.34 |
Q3 2009 | 15-Oct-09 | -1.99 | -3.99 |
Q2 2009 | 17-Jul-09 | 1.5 | 4.96 |
Q1 2009 | 17-Apr-09 | 1.39 | 3.47 |
Q4 2008 | 16-Jan-09 | 3.89 | 10.2 |
Q3 2008 | 16-Oct-08 | -2.16 | -1.35 |
Q2 2008 | 18-Jul-08 | 17.69 | 10.19 |
Q1 2008 | 18-Apr-08 | 16.22 | 7.08 |
Q4 2007 | 15-Jan-08 | -7.54 | -2.75 |
Q3 2007 | 15-Oct-07 | -7.45 | -1.67 |
Q2 2007 | 20-Jul-07 | 2.85 | 0.61 |
Q1 2007 | 16-Apr-07 | 6.02 | 1.28 |
Q4 2006 | 19-Jan-07 | -3.52 | -0.72 |
Q3 2006 | 19-Oct-06 | -3.93 | -0.88 |
Q2 2006 | 17-Jul-06 | -5.92 | -1.41 |
Q1 2006 | 17-Apr-06 | 3.15 | 0.75 |
Q4 2005 | 20-Jan-06 | -6.33 | -1.52 |
Q3 2005 | 17-Oct-05 | 2.65 | 0.69 |
Q2 2005 | 18-Jul-05 | -6.11 | -1.55 |
Q1 2005 | 15-Apr-05 | 5.46 | 1.43 |
Q4 2004 | 20-Jan-05 | -4.5 | -1.12 |
Q3 2004 | 14-Oct-04 | 1.07 | 0.29 |
Q2 2004 | 15-Jul-04 | 0.01 | 0 |
Q1 2004 | 15-Apr-04 | -5.27 | -1.27 |
Q4 2003 | 20-Jan-04 | 4.03 | 1.01 |
Q3 2003 | 20-Oct-03 | -7.84 | -2.03 |
Q2 2003 | 14-Jul-03 | 6.74 | 1.84 |
Q1 2003 | 14-Apr-03 | 3.86 | 1.31 |
Q4 2002 | 21-Jan-03 | 4.24 | 1.47 |
Q3 2002 | 15-Oct-02 | 21.01 | 8.88 |
Q2 2002 | 17-Jul-02 | 10.14 | 3.87 |
Q1 2002 | 15-Apr-02 | -1.08 | -0.32 |
Q4 2001 | 17-Jan-02 | 8.91 | 2.54 |
Q3 2001 | 17-Oct-01 | 6.16 | 1.87 |
Q2 2001 | 16-Jul-01 | 8.14 | 2.33 |
Q1 2001 | 16-Apr-01 | 4.27 | 1.27 |
Q4 2000 | 16-Jan-01 | -4.05 | -1.07 |
Q3 2000 | 17-Oct-00 | 7.08 | 1.97 |
Q2 2000 | 19-Jul-00 | -2.32 | -0.66 |
Q1 2000 | 17-Apr-00 | -3.96 | -1.29 |
Q4 1999 | 18-Jan-00 | 0.32 | 0.1 |
Citigroup Stock Price Intra-day Movement post earnings since Jan 2000
here is how the Citigroup Inc Stock Price moved from Open to Close on earnings reporting day ( assuming one is holding on to longs)
- Winners : 16
- Losers : 37
- % Winners : 30%
- Average Change % : -1.12
- Median Change % : -1.09
- Maximum Gain % : 6.00
- Maximum Loss % : -17.07
- Average Gain %if Winner : 2.47
- Average Loss % if Loser : -2.75
- Average Gain % / Average Loss % : 0.90
- Average Absolute Change% : 2.66
Citigroup stock price change during intra-day ( from Open to Close) on earnings reporting day since Jan 2000
Date | Change from Open to Close | Change% |
17-Jan-13 | -0.29 | -0.70 |
15-Oct-12 | 1.26 | 3.56 |
16-Jul-12 | -0.64 | -2.33 |
16-Apr-12 | -0.17 | -0.50 |
17-Jan-12 | -0.96 | -3.29 |
17-Oct-11 | -0.89 | -3.09 |
15-Jul-11 | -1.76 | -4.39 |
18-Apr-11 | 0.00 | 0.00 |
18-Jan-11 | -1.30 | -2.64 |
18-Oct-10 | 1.70 | 4.26 |
16-Jul-10 | -1.50 | -3.71 |
19-Apr-10 | 2.29 | 4.94 |
19-Jan-10 | 2.00 | 6.00 |
15-Oct-09 | -0.50 | -1.04 |
17-Jul-09 | -1.60 | -5.04 |
17-Apr-09 | -4.99 | -12.05 |
16-Jan-09 | -7.17 | -17.07 |
16-Oct-08 | -1.08 | -0.69 |
18-Jul-08 | -4.35 | -2.27 |
18-Apr-08 | -5.91 | -2.41 |
15-Jan-08 | -12.45 | -4.67 |
15-Oct-07 | -7.73 | -1.76 |
20-Jul-07 | -6.53 | -1.38 |
16-Apr-07 | 6.10 | 1.28 |
19-Jan-07 | 4.51 | 0.93 |
19-Oct-06 | 1.07 | 0.24 |
17-Jul-06 | -4.51 | -1.09 |
17-Apr-06 | -0.53 | -0.13 |
20-Jan-06 | -13.16 | -3.22 |
17-Oct-05 | -4.63 | -1.19 |
18-Jul-05 | -5.94 | -1.53 |
15-Apr-05 | -2.52 | -0.65 |
20-Jan-05 | 2.25 | 0.57 |
14-Oct-04 | -4.46 | -1.22 |
15-Jul-04 | -7.29 | -1.97 |
15-Apr-04 | -3.09 | -0.76 |
20-Jan-04 | -5.72 | -1.42 |
20-Oct-03 | 5.92 | 1.56 |
14-Jul-03 | 0.95 | 0.25 |
14-Apr-03 | 4.66 | 1.56 |
21-Jan-03 | -9.42 | -3.22 |
15-Oct-02 | 8.90 | 3.45 |
17-Jul-02 | -4.85 | -1.78 |
15-Apr-02 | -7.43 | -2.19 |
17-Jan-02 | -1.44 | -0.40 |
17-Oct-01 | -2.79 | -0.83 |
16-Jul-01 | -6.07 | -1.70 |
16-Apr-01 | -6.76 | -1.98 |
16-Jan-01 | 15.13 | 4.05 |
17-Oct-00 | -17.21 | -4.69 |
19-Jul-00 | 9.27 | 2.64 |
17-Apr-00 | 10.57 | 3.49 |
18-Jan-00 | 2.32 | 0.76 |
Intra-day Citigroup price movement since Jan 2000 post earnings if stock price gaps up
here is how the Citigroup Inc stock price moved from open to close on earnings day ( assuming one is holding on to longs) , if the share price gaps up ( that is earnings reporting day open is price greater than the previous trading day's closing price)
- Winners : 8
- Losers : 23
- % Winners : 26%
- Average Change % : -1.67
- Median Change % : -1.38
- Maximum Gain % : 4.94
- Maximum Loss % : -17.07
- Average Gain %if Winner : 2.51
- Average Loss % if Loser : -3.12
- Average Gain % / Average Loss % : 0.80
- Average Absolute Change% : 2.96
Citigroup stock price change during Intra-day ( from Open till Close) on earnings reporting day since Jan 2000 , if the Stock Gaps up
Date | Gap % | Close - Open | Change% |
15-Oct-12 | 1.87 | 1.26 | 3.56 |
16-Jul-12 | 3 | -0.64 | -2.33 |
16-Apr-12 | 2.28 | -0.17 | -0.5 |
17-Oct-11 | 1.48 | -0.89 | -3.09 |
15-Jul-11 | 2.88 | -1.76 | -4.39 |
18-Oct-10 | 1.24 | 1.7 | 4.26 |
19-Apr-10 | 2 | 2.29 | 4.94 |
17-Jul-09 | 4.96 | -1.6 | -5.04 |
17-Apr-09 | 3.47 | -4.99 | -12.05 |
16-Jan-09 | 10.2 | -7.17 | -17.07 |
18-Jul-08 | 10.19 | -4.35 | -2.27 |
18-Apr-08 | 7.08 | -5.91 | -2.41 |
20-Jul-07 | 0.61 | -6.53 | -1.38 |
16-Apr-07 | 1.28 | 6.1 | 1.28 |
17-Apr-06 | 0.75 | -0.53 | -0.13 |
17-Oct-05 | 0.69 | -4.63 | -1.19 |
15-Apr-05 | 1.43 | -2.52 | -0.65 |
14-Oct-04 | 0.29 | -4.46 | -1.22 |
15-Jul-04 | 0 | -7.29 | -1.97 |
20-Jan-04 | 1.01 | -5.72 | -1.42 |
14-Jul-03 | 1.84 | 0.95 | 0.25 |
14-Apr-03 | 1.31 | 4.66 | 1.56 |
21-Jan-03 | 1.47 | -9.42 | -3.22 |
15-Oct-02 | 8.88 | 8.9 | 3.45 |
17-Jul-02 | 3.87 | -4.85 | -1.78 |
17-Jan-02 | 2.54 | -1.44 | -0.4 |
17-Oct-01 | 1.87 | -2.79 | -0.83 |
16-Jul-01 | 2.33 | -6.07 | -1.7 |
16-Apr-01 | 1.27 | -6.76 | -1.98 |
17-Oct-00 | 1.97 | -17.21 | -4.69 |
18-Jan-00 | 0.1 | 2.32 | 0.76 |
Intraday Citigroup movement ( change from open to close) since Jan 2000 on earnings reporting day , if stock price gaps down
here is how the Citigroup Inc stock price moved from Open to Close on earnings reporting day (assuming one is holding on to longs) , if the stock price gaps down
- Winners : 8
- Losers : 13
- % Winners : 38%
- Average Change % : -0.37
- Median Change % : -0.76
- Maximum Gain % : 6.00
- Maximum Loss % : -4.67
- Average Gain %if Winner : 2.44
- Average Loss % if Loser : -2.10
- Average Gain % / Average Loss % : 1.16
- Average Absolute Change% : 2.23
Citigroup stock price change during Intraday ( from Open till Close) on earnings reporting day since Jan 2000 , if the Stock price Gaps down
Date | Gap % | Close - Open | Change % |
17-Jan-13 | -2.24 | -0.29 | -0.7 |
17-Jan-12 | -5.05 | -0.96 | -3.29 |
18-Jan-11 | -3.89 | -1.3 | -2.64 |
16-Jul-10 | -2.63 | -1.5 | -3.71 |
19-Jan-10 | -2.34 | 2 | 6 |
15-Oct-09 | -3.99 | -0.5 | -1.04 |
16-Oct-08 | -1.35 | -1.08 | -0.69 |
15-Jan-08 | -2.75 | -12.45 | -4.67 |
15-Oct-07 | -1.67 | -7.73 | -1.76 |
19-Jan-07 | -0.72 | 4.51 | 0.93 |
19-Oct-06 | -0.88 | 1.07 | 0.24 |
17-Jul-06 | -1.41 | -4.51 | -1.09 |
20-Jan-06 | -1.52 | -13.16 | -3.22 |
18-Jul-05 | -1.55 | -5.94 | -1.53 |
20-Jan-05 | -1.12 | 2.25 | 0.57 |
15-Apr-04 | -1.27 | -3.09 | -0.76 |
20-Oct-03 | -2.03 | 5.92 | 1.56 |
15-Apr-02 | -0.32 | -7.43 | -2.19 |
16-Jan-01 | -1.07 | 15.13 | 4.05 |
19-Jul-00 | -0.66 | 9.27 | 2.64 |
17-Apr-00 | -1.29 | 10.57 | 3.49 |
ps: The Price data is adjusted for splits and dividends.
Conclusion : should Citi opens with positive gap , traders can short , which had a historical win rate of 74%, for an average trade percent of -1.67 % and a median trade percent of -1.38%
Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours. I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it (other than from Seeking Alpha). I have no business relationship with any company whose stock is mentioned in this article.