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  • Citi Earnings Reporting Day : Historical Patterns

    Citigroup (NYSE: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

    PeriodEarnings DateOvernight GapGap %
    Q1 201315-Apr-13????
    Q4 201217-Jan-13-0.95-2.24
    Q3 201215-Oct-120.651.87
    Q2 201216-Jul-120.83
    Q1 201216-Apr-120.762.28
    Q4 201117-Jan-12-1.55-5.05
    Q3 201117-Oct-110.421.48
    Q2 201115-Jul-111.122.88
    Q1 201118-Apr-1100
    Q4 201018-Jan-11-1.99-3.89
    Q3 201018-Oct-100.491.24
    Q2 201016-Jul-10-1.09-2.63
    Q1 201019-Apr-100.912
    Q4 200919-Jan-10-0.8-2.34
    Q3 200915-Oct-09-1.99-3.99
    Q2 200917-Jul-091.54.96
    Q1 200917-Apr-091.393.47
    Q4 200816-Jan-093.8910.2
    Q3 200816-Oct-08-2.16-1.35
    Q2 200818-Jul-0817.6910.19
    Q1 200818-Apr-0816.227.08
    Q4 200715-Jan-08-7.54-2.75
    Q3 200715-Oct-07-7.45-1.67
    Q2 200720-Jul-072.850.61
    Q1 200716-Apr-076.021.28
    Q4 200619-Jan-07-3.52-0.72
    Q3 200619-Oct-06-3.93-0.88
    Q2 200617-Jul-06-5.92-1.41
    Q1 200617-Apr-063.150.75
    Q4 200520-Jan-06-6.33-1.52
    Q3 200517-Oct-052.650.69
    Q2 200518-Jul-05-6.11-1.55
    Q1 200515-Apr-055.461.43
    Q4 200420-Jan-05-4.5-1.12
    Q3 200414-Oct-041.070.29
    Q2 200415-Jul-040.010
    Q1 200415-Apr-04-5.27-1.27
    Q4 200320-Jan-044.031.01
    Q3 200320-Oct-03-7.84-2.03
    Q2 200314-Jul-036.741.84
    Q1 200314-Apr-033.861.31
    Q4 200221-Jan-034.241.47
    Q3 200215-Oct-0221.018.88
    Q2 200217-Jul-0210.143.87
    Q1 200215-Apr-02-1.08-0.32
    Q4 200117-Jan-028.912.54
    Q3 200117-Oct-016.161.87
    Q2 200116-Jul-018.142.33
    Q1 200116-Apr-014.271.27
    Q4 200016-Jan-01-4.05-1.07
    Q3 200017-Oct-007.081.97
    Q2 200019-Jul-00-2.32-0.66
    Q1 200017-Apr-00-3.96-1.29
    Q4 199918-Jan-000.320.1

    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

    DateChange from Open to CloseChange%
    17-Jan-13-0.29-0.70
    15-Oct-121.263.56
    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-110.000.00
    18-Jan-11-1.30-2.64
    18-Oct-101.704.26
    16-Jul-10-1.50-3.71
    19-Apr-102.294.94
    19-Jan-102.006.00
    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-076.101.28
    19-Jan-074.510.93
    19-Oct-061.070.24
    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-052.250.57
    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-035.921.56
    14-Jul-030.950.25
    14-Apr-034.661.56
    21-Jan-03-9.42-3.22
    15-Oct-028.903.45
    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-0115.134.05
    17-Oct-00-17.21-4.69
    19-Jul-009.272.64
    17-Apr-0010.573.49
    18-Jan-002.320.76

    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

    DateGap %Close - OpenChange%
    15-Oct-121.871.263.56
    16-Jul-123-0.64-2.33
    16-Apr-122.28-0.17-0.5
    17-Oct-111.48-0.89-3.09
    15-Jul-112.88-1.76-4.39
    18-Oct-101.241.74.26
    19-Apr-1022.294.94
    17-Jul-094.96-1.6-5.04
    17-Apr-093.47-4.99-12.05
    16-Jan-0910.2-7.17-17.07
    18-Jul-0810.19-4.35-2.27
    18-Apr-087.08-5.91-2.41
    20-Jul-070.61-6.53-1.38
    16-Apr-071.286.11.28
    17-Apr-060.75-0.53-0.13
    17-Oct-050.69-4.63-1.19
    15-Apr-051.43-2.52-0.65
    14-Oct-040.29-4.46-1.22
    15-Jul-040-7.29-1.97
    20-Jan-041.01-5.72-1.42
    14-Jul-031.840.950.25
    14-Apr-031.314.661.56
    21-Jan-031.47-9.42-3.22
    15-Oct-028.888.93.45
    17-Jul-023.87-4.85-1.78
    17-Jan-022.54-1.44-0.4
    17-Oct-011.87-2.79-0.83
    16-Jul-012.33-6.07-1.7
    16-Apr-011.27-6.76-1.98
    17-Oct-001.97-17.21-4.69
    18-Jan-000.12.320.76

    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

    DateGap %Close - OpenChange %
    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-10-2.3426
    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-07-0.724.510.93
    19-Oct-06-0.881.070.24
    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-05-1.122.250.57
    15-Apr-04-1.27-3.09-0.76
    20-Oct-03-2.035.921.56
    15-Apr-02-0.32-7.43-2.19
    16-Jan-01-1.0715.134.05
    19-Jul-00-0.669.272.64
    17-Apr-00-1.2910.573.49

    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.

    Tags: C, earnings
    Apr 15 3:17 AM | Link | Comment!
  • What Next After GLD Falls More Than 4% In A Day

    With SPDR Gold Shares (NYSEARCA:GLD) falling more than 4% as on yesterday's close , we looked at how GLD fares over the next 1 - 5 trading days.

    as can be seen the table below

    - over the next 1 day the average change was 0.23% with 54% being positive

    - over the next 2 days the average change was 0.38% with 64% being positive

    - over the next 3 days the average change was 0.1% with 54% being positive

    - over the next 4 days the average change was -0.64% with 31% being positive

    - over the next 5 days the average change was -0.5% with 46% being positive

    GLD 4% or more since Jan 2005

    Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

    Apr 14 9:02 PM | Link | Comment!
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