C

CITIGROUP INCNYSE
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Valuation snapshot

Above base case

Price is between the base and bull cases.

Price captured with valuation · Valuation Sep 5, 2026

$137.72
price
$114.79
base IV/share

What drives C's base case?

base-case thesis

Citi's growth broadened across all five businesses, while expenses rose much more slowly than revenue in early 2026. The base case assumes the exceptional pace cools but Services, Wealth and institutional client activity continue expanding. Better efficiency supports higher earnings, while continued balance-sheet growth still requires meaningful retained capital.

What shapes the assumptions

  • First-half 2026 revenue growth of 0.14 across all five businesses

    total revenue growth

    Raises revenue growth

  • Efficiency ratio improved from 0.647 in 2025 to 0.577 in first-half 2026

    expenses divided by revenue

    Raises operating margin

  • Services custody and administration assets reached $35 trillion in 2Q26

    fee-generating client assets

    Raises revenue growth

  • Average loans grew 0.10 in first-half 2026

    average loan balances

    Raises reinvestment

Each driver links a business metric to the forecast assumption it shapes — the basis for this case, not investment advice.

Why the gap?

The market is pricing this as if revenue grows 10.8% a year. Over the last 5 years it grew 2.5% a year — so the price assumes far more than it has delivered.

What else could explain it?
Or, holding growth steady
the price is also consistent with a 38.4% operating margin, against the 32.0% assumed here.
How confident is this estimate?
Robustness 47.0/10 (Moderate) — some of any gap is our own uncertainty rather than disagreement.
What would change the answer?
Which assumption this valuation swings on, and by how much.

Many combinations of assumptions reproduce the same price. These are ways to read what the market might be expecting, not the market's actual view. How this is worked out

Research & assumptions

Inspect the valuation thesis, cases, risks, evidence, and model inputs.

Three independently researched cases generated automatically from published financials. Every assumption is justified and cited; the discount rate is computed from researched market inputs.

Company value drivers

Ranked operating metrics and the valuation assumptions they influence.

1. Full-year efficiency ratio

Operating expenses divided by revenue measures how much of each revenue dollar is consumed before credit costs.

64.7%

reported
Full-year efficiency ratioOperating profitoperating expenses and operating profit → IV (down)
Citi 2025 annual report

2. Full-year return on tangible common equity

This measures profit generated from tangible common equity and indicates whether Citi is improving its capital productivity.

7.7%

reported
Full-year return on tangible common equityOperating profitafter-tax operating profit → IV (up)Full-year return on tangible common equityFree cash flowcapital retained to support growth → IV (down)
Citi 2025 annual report

3. Services AUC/AUA, period-end

Assets under custody and administration measure the client assets supporting recurring Securities Services fees.

$35T

reported
Services AUC/AUA, period-endRevenue forecastServices fee revenue → IV (up)Services AUC/AUA, period-endTerminal valuelong-run revenue growth → IV (up)
Citi 2Q26 earnings presentation

4. USPB full-year net-credit-loss rate

Net credit losses as a share of average USPB loans show how consumer credit quality affects provisions and earnings.

3.4%

reported
USPB full-year net-credit-loss rateOperating profitprovision for credit losses → IV (down)USPB full-year net-credit-loss rateFree cash flowcapital retained against credit risk → IV (up)
Citi 2025 annual report

5. Standardized CET1 ratio, period-end

The standardized CET1 ratio measures Citi's highest-quality regulatory capital relative to risk-weighted assets and constrains growth and distributions.

12.8%

reported
Standardized CET1 ratio, period-endFree cash flowcapital retained to support risk-weighted assets → IV (mixed)Standardized CET1 ratio, period-endRevenue forecastbalance-sheet-supported revenue → IV (mixed)
Citi 2Q26 earnings presentation

Base inputs from financials

source period →

Base revenue (TTM)

$85.2B

Diluted shares

1,862,600,000

Net cash

Bear

low confidence

$65.52

IV / share

-52.4% vs $137.72

Enterprise

$122B

Equity

$122B

Discount rate

9.4%

Cost of equity

9.4%

Where the value comes from

Explicit cash flows
$19.43
Terminal value
$46.09
Net cash
$0.00
Intrinsic value / share
$65.52

70.3% of the value rests on the terminal value — high dependency. A small change to terminal growth moves the valuation a lot — see terminal growth below.

Revenue growth8.0% → 2.0% → 2.0% → 2.0% → 2.0%medium

How derived: The 2025 growth rate of 0.0558 and first-half 2026 growth of 0.14 support a strong first forecast year, but this case assumes Markets and Banking normalize sharply and later growth falls to 0.02.

Why this confidence: Management guidance anchors the first forecast year , Trading and investment-banking revenue is cyclical

Evidence for

  • Management's 2026 guidance calls for non-Markets net interest income growth of approximately 0.05 to 0.06, while the cyclical Markets component is outside that guidance.[Citi 2Q26 earnings presentation]· primary

Evidence against

  • First-half 2026 revenue grew 0.14, with growth of 0.17 in Services, 0.18 in Markets, 0.24 in Banking and 0.12 in Wealth.[Citi 2Q26 Form 10-Q]· primary
Operating margin27.0%medium

How derived: Citi's pretax-income margin rose from about 0.233 in 2025 to about 0.315 in first-half 2026, but this case assumes credit costs and transformation spending pull the sustainable margin back to 0.27.

Why this confidence: Reported expense and credit-loss data permit a direct margin calculation , Future credit losses and market revenue are difficult to normalize

Evidence for

  • Citi's 2025 efficiency ratio was 0.647 and provisions for credit losses were $10.265 billion, leaving pretax income of $19.828 billion on $85.225 billion of revenue.[Citi 2025 annual report]· primary

Evidence against

  • First-half 2026 revenue increased 0.14 while expenses increased only 0.06, producing a 0.577 efficiency ratio and substantially higher pretax profitability.[Citi 2Q26 earnings presentation]· primary
Tax rate27.0%medium

How derived: The assumption retains Citi's 2025 effective tax rate of 0.27 because this case allows limited relief from unusual-item tax effects and international minimum-tax rules.

Why this confidence: Multiple years of reported effective tax rates are available , Cross-border taxes and divestiture effects remain variable

No tracked driver measures this assumption yet.

Evidence for

  • Citi reported a 2025 effective tax rate of 0.27, up from 0.25 in 2024 because the Russia and Banamex items had limited tax benefits.[Citi 2025 annual report]· primary

Evidence against

  • The effective tax rate in the second quarter of 2026 was approximately 0.25 after the unusual 2025 items.[Citi 2Q26 results]· primary
Reinvestment rate50.0%low

How derived: This case assumes half of after-tax operating profit must remain in the business because weaker capital productivity and credit performance would constrain distributions despite current excess capital.

Why this confidence: Regulatory capital ratios provide an observable constraint , A conventional reinvestment rate is an imperfect measure for a bank

Evidence for

  • Citi's standardized CET1 ratio declined from 0.135 in the second quarter of 2025 to 0.128 in the second quarter of 2026 as risk-weighted assets expanded.[Citi 2Q26 earnings presentation]· primary

Evidence against

  • Citi repurchased $4.0 billion of common shares in the second quarter of 2026 and expected 2026 repurchases to exceed 2025.[Citi 2Q26 earnings presentation]· primary
Terminal growth2.0%low

How derived: The long-run rate is set below Citi's recent growth and management's near-term mid-single-digit objective because a mature global bank should eventually grow near underlying real economic activity.

Why this confidence: Mature-bank economics bound long-run growth , Terminal assumptions extend far beyond disclosed guidance

Measured by

Evidence for

  • Management's near-term target is only mid-single-digit revenue growth excluding Legacy Franchises and reconciling items, making eventual deceleration plausible.[Citi 2Q26 earnings presentation]· primary

Evidence against

Base

low confidence

$114.79

IV / share

-16.6% vs $137.72

Enterprise

$213.8B

Equity

$213.8B

Discount rate

9.4%

Cost of equity

9.4%

Where the value comes from

Explicit cash flows
$31.10
Terminal value
$83.69
Net cash
$0.00
Intrinsic value / share
$114.79

72.9% of the value rests on the terminal value — high dependency. A small change to terminal growth moves the valuation a lot — see terminal growth below.

Revenue growth12.0% → 5.5% → 5.0% → 4.5% → 4.0%medium

How derived: The path starts below first-half 2026 growth of 0.14, then converges toward management's near-term mid-single-digit objective as unusually strong Markets and Banking comparisons normalize.

Why this confidence: Current-year results and management's multi-year target both support the path , The revenue mix includes volatile trading and underwriting activity

Price implies: 10.8% vs our 6.2% — one of several sets that fit this price

Evidence for

  • First-half 2026 revenue grew 0.14, and management targets mid-single-digit revenue growth from 2025 through 2028 excluding Legacy Franchises and reconciling items.[Citi 2Q26 earnings presentation]· primary

Evidence against

  • Management's explicit 2026 growth guidance covers non-Markets net interest income at approximately 0.05 to 0.06, while Markets and fee revenue remain sensitive to market conditions.[Citi 2Q26 earnings presentation]· primary
Operating margin32.0%medium

How derived: First-half 2026 pretax income was about 0.315 of revenue, and a 0.32 target assumes productivity offsets normalizing revenue while credit costs remain near recent levels.

Why this confidence: The target is close to current reported pretax profitability , Credit provisions can change materially across an economic cycle

Price implies: 38.4% vs our 32.0% — one of several sets that fit this price

Evidence for

  • First-half 2026 pretax income was $15.546 billion on $49.399 billion of revenue, while the efficiency ratio improved to 0.577.[Citi 2Q26 earnings presentation]· primary

Evidence against

  • Management's full-year 2026 efficiency-ratio guidance remains approximately 0.60, and provisions still totaled $5.327 billion in the first half.[Citi 2Q26 earnings presentation]· primary
Tax rate25.0%medium

How derived: The assumption uses the second-quarter 2026 effective tax rate of 0.25, which also matches 2024 and excludes the limited tax benefits attached to 2025's unusual losses.

Why this confidence: The rate recurs in both a recent quarter and a prior full year , Geographic earnings mix can shift the effective rate

No tracked driver measures this assumption yet.

Evidence for

  • Citi reported effective tax rates of 0.25 in 2024 and approximately 0.25 in the second quarter of 2026.[Citi 2Q26 results]· primary

Evidence against

  • The 2025 effective tax rate was 0.27, demonstrating sensitivity to losses with limited tax benefits and Citi's international mix.[Citi 2025 annual report]· primary
Reinvestment rate40.0%low

How derived: A 0.40 rate balances loan and risk-weighted-asset growth against Citi's stated capital-productivity gains and its ability to fund substantial repurchases while remaining above its CET1 requirement.

Why this confidence: Loan growth and CET1 disclosures indicate required capital investment , Bank reinvestment cannot be cleanly inferred from conventional capital expenditure

Evidence for

  • Average loans grew 0.10 and standardized risk-weighted assets reached $1.230 trillion by the second quarter of 2026, requiring additional supporting capital.[Citi 2Q26 earnings presentation]· primary

Evidence against

Terminal growth2.5%low

How derived: The rate is below the explicit-period growth path and management's near-term target, reflecting mature-bank growth that roughly follows long-run nominal economic expansion without exceeding the discount-rate environment.

Why this confidence: The assumption is conservatively below the explicit forecast , Small changes have a large effect over an indefinite horizon

Measured by

Evidence for

  • Citi targets mid-single-digit near-term revenue growth but remains a mature, regulated institution whose capital must expand with its balance sheet.[Citi 2Q26 earnings presentation]· primary

Evidence against

Bull

low confidence

$156.31

IV / share

+13.5% vs $137.72

Enterprise

$291.1B

Equity

$291.1B

Discount rate

9.4%

Cost of equity

9.4%

Where the value comes from

Explicit cash flows
$39.06
Terminal value
$117.25
Net cash
$0.00
Intrinsic value / share
$156.31

75.0% of the value rests on the terminal value — high dependency. A small change to terminal growth moves the valuation a lot — see terminal growth below.

Revenue growth14.0% → 7.0% → 6.5% → 6.0% → 5.5%low

How derived: The path carries first-half 2026 growth of 0.14 through the first year and assumes Services, Wealth and market-share gains keep later growth above management's mid-single-digit near-term objective.

Why this confidence: The initial rate matches current reported performance , Later rates exceed management's stated near-term objective

Evidence for

  • First-half 2026 revenue grew 0.14, including 0.17 growth in Services, 0.18 in Markets, 0.24 in Banking and 0.12 in Wealth.[Citi 2Q26 Form 10-Q]· primary

Evidence against

  • Management's own 2025-to-2028 core-business revenue objective is mid-single-digit growth, below most of this scenario's forecast path.[Citi 2Q26 earnings presentation]· primary
Operating margin35.0%low

How derived: The target assumes Citi reaches its below-0.55 medium-term efficiency objective while strong client activity and improved card credit keep provisions near or below their recent share of revenue.

Why this confidence: The target is consistent with management's medium-term efficiency and return framework , It requires several years of successful execution and benign credit conditions

Evidence for

  • Management targets a medium-term efficiency ratio below 0.55 and a return on tangible common equity of approximately 0.14 to 0.15.[Citi 2Q26 earnings presentation]· primary

Evidence against

Tax rate24.0%low

How derived: The rate assumes a favorable earnings mix and no repetition of the poorly tax-shielded 2025 divestiture charges, placing it modestly below the normalized 0.25 recent rate.

Why this confidence: Recent quarters demonstrate the assumed rate is possible , The assumption is below the latest full-year normalized result

No tracked driver measures this assumption yet.

Evidence for

  • The second-quarter 2025 effective tax rate was approximately 0.23 and the comparable 2026 rate was approximately 0.25, showing that a 0.24 outcome is achievable.[Citi 2Q26 results]· primary

Evidence against

Reinvestment rate35.0%low

How derived: The case assumes higher returns and capital-productivity gains allow faster growth with only 0.35 of after-tax operating profit retained, leaving substantial capacity for shareholder distributions.

Why this confidence: Management explicitly targets better capital productivity , High forecast growth normally requires more regulatory capital

Evidence for

  • Management identifies capital-productivity gains as a key return driver and targets medium-term return on tangible common equity of approximately 0.14 to 0.15.[Citi 2Q26 earnings presentation]· primary

Evidence against

  • Average loans grew 0.10 and standardized risk-weighted assets increased to $1.230 trillion by the second quarter of 2026, so sustained above-target growth would still consume capital.[Citi 2Q26 earnings presentation]· primary
Terminal growth3.0%low

How derived: The upper-end terminal rate assumes Citi's global payments, custody and wealth platforms compound with nominal economic activity while remaining below the explicit forecast growth rates.

Why this confidence: Long-running growth in transaction and custody volumes supports structural expansion , A high terminal rate is especially sensitive to regulation and economic maturity

Measured by

Evidence for

  • Services assets under custody and administration rose from $23.5 trillion in 2023 to $31.4 trillion in 2025 and reached $35 trillion in the second quarter of 2026.[Citi annual report and 2Q26 presentation]· primary

Evidence against

  • Citi is a systemically important regulated bank, and management's nearer-term core revenue objective is only mid-single-digit growth.[Citi 2Q26 earnings presentation]· primary

Valuation robustness

reliability of the estimate, not a stock rating

47 / 100 · Moderate

Scenario dispersion6
Terminal-value dependency2.7
Historical stability0
Margin predictabilityn/a
Forecast visibility4.8
Evidence quality10

Formula v1.0.0. Higher means a more reliable estimate — not a recommendation.

Quality checks

Automated model-risk flags — warnings, not recommendations.

  • 73% of the intrinsic value rests on the terminal value — a small change to terminal growth moves the valuation a lot.terminal growth
  • The reinvestment assumption is low-confidence.reinvestment
  • The terminal growth assumption is low-confidence.terminal growth

Per-share economics

Business growth after changes in the diluted share count.

PeriodRevenue growthFCF/shareFCF/share growthSharesShare growth
Q1 2024-2.0%-6.460.9%1.94B-1.1%
Q2 20243.1%-9.5666.1%1.95B-1.2%
Q3 20240.3%-9.4-230.1%1.94B-0.6%
Q1 20252.8%-31.37-390.2%1.92B-1.2%
Q2 20258.2%-20.25-111.8%1.89B-2.7%
Q3 20259.3%-0.2897.0%1.86B-4.0%

Valuation history every run

Sep 5, 2026Bear$65.52Bull$156.31Base$114.79Price$137.72
$58.25$84.59$110.92$137.25$163.58Sep 5, 2026

History builds as the valuation is recalculated — this is the first recorded run.

Market inputs researched

Risk-free rate

The value is the U.S. Treasury's 10-year nominal par yield for 2026-09-04, the latest business day before the valuation date.

4.8%
high
Beta

The input is Citigroup's published five-year monthly beta as of the latest market close.

1.1
medium
Equity risk premium

The input is the August 2026 trailing-12-month implied U.S. equity risk premium from Aswath Damodaran's monthly series.

4.2%
medium
Share price

The value is Citigroup's regular-session closing share price on 2026-09-04.

137.72
high
Cost of debt

The input is Citi's reported weighted-average long-term-debt rate including derivative effects at 2025-12-31.

4.4%
high
Researched bygpt-5.6-sol
Why the model matters →

Generated 9/5/2026, 10:01:59 PM · pipeline v1.2.0