Procter Gamble Stock Alpha and Beta Analysis
PG Stock | USD 157.29 1.34 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Procter Gamble. It also helps investors analyze the systematic and unsystematic risks associated with investing in Procter Gamble over a specified time horizon. Remember, high Procter Gamble's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Procter Gamble's market risk premium analysis include:
Beta 0.36 | Alpha 0.0492 | Risk 0.87 | Sharpe Ratio 0.12 | Expected Return 0.1 |
Procter Gamble Quarterly Cash And Equivalents |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Procter |
Procter Gamble Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Procter Gamble market risk premium is the additional return an investor will receive from holding Procter Gamble long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Procter Gamble. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Procter Gamble's performance over market.α | 0.05 | β | 0.36 |
Procter Gamble expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Procter Gamble's Buy-and-hold return. Our buy-and-hold chart shows how Procter Gamble performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Procter Gamble Market Price Analysis
Market price analysis indicators help investors to evaluate how Procter Gamble stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Procter Gamble shares will generate the highest return on investment. By understating and applying Procter Gamble stock market price indicators, traders can identify Procter Gamble position entry and exit signals to maximize returns.
Procter Gamble Return and Market Media
The median price of Procter Gamble for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 158.64 with a coefficient of variation of 2.38. The daily time series for the period is distributed with a sample standard deviation of 3.76, arithmetic mean of 157.75, and mean deviation of 2.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
Procter Gamble dividend paid on 15th of February 2024 | 02/15/2024 |
1 | New York City Retirement System to back Disney in boardroom battle with Trian, Blackwells | 03/28/2024 |
2 | Statement by Oasis on A Better Kao | 04/03/2024 |
3 | Richard Bakers Private Investment Firm and Bernd Beetz Confirm Deal to Buy Galeria inGermany | 04/10/2024 |
4 | Will PG Beat Estimates Again in Its Next Earnings Report | 04/11/2024 |
5 | Procter Gamble Earnings Expected to Grow Should You Buy | 04/12/2024 |
6 | CBS TO OPEN THE GATES IN JANUARY 2025 | 04/15/2024 |
7 | Consumer Reports Laundry pod recall issued due to safety concerns for kids | 04/16/2024 |
About Procter Gamble Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Procter or other stocks. Alpha measures the amount that position in Procter Gamble has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0253 | 0.025 | 0.0225 | 0.0209 | Price To Sales Ratio | 4.32 | 4.38 | 3.94 | 4.14 |
Procter Gamble Upcoming Company Events
As portrayed in its financial statements, the presentation of Procter Gamble's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Procter Gamble's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Procter Gamble's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Procter Gamble. Please utilize our Beneish M Score to check the likelihood of Procter Gamble's management manipulating its earnings.
19th of April 2024 Upcoming Quarterly Report | View | |
26th of July 2024 Next Financial Report | View | |
31st of March 2024 Next Fiscal Quarter End | View | |
26th of July 2024 Next Fiscal Year End | View | |
31st of December 2023 Last Quarter Report | View | |
30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Procter Gamble
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Procter Gamble Backtesting, Procter Gamble Valuation, Procter Gamble Correlation, Procter Gamble Hype Analysis, Procter Gamble Volatility, Procter Gamble History and analyze Procter Gamble Performance. For more detail on how to invest in Procter Stock please use our How to Invest in Procter Gamble guide.Note that the Procter Gamble information on this page should be used as a complementary analysis to other Procter Gamble's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Procter Stock analysis
When running Procter Gamble's price analysis, check to measure Procter Gamble's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Procter Gamble is operating at the current time. Most of Procter Gamble's value examination focuses on studying past and present price action to predict the probability of Procter Gamble's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Procter Gamble's price. Additionally, you may evaluate how the addition of Procter Gamble to your portfolios can decrease your overall portfolio volatility.
Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |
Procter Gamble technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.