Procter Gamble (Mexico) Market Value
| PG Stock | MXN 2,680 0.82 0.03% |
| Symbol | Procter |
Procter Gamble 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Procter Gamble's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Procter Gamble.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Procter Gamble on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding The Procter Gamble or generate 0.0% return on investment in Procter Gamble over 30 days. Procter Gamble is related to or competes with Ameriprise Financial, Bank of Nova Scotia, Southern Copper, Martin Marietta, Air Transport, Verizon Communications, and Micron Technology. The Procter Gamble Company provides branded consumer packaged goods to consumers in North and Latin America, Europe, the... More
Procter Gamble Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Procter Gamble's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Procter Gamble upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.0225 | |||
| Maximum Drawdown | 8.72 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.59 |
Procter Gamble Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Procter Gamble's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Procter Gamble's standard deviation. In reality, there are many statistical measures that can use Procter Gamble historical prices to predict the future Procter Gamble's volatility.| Risk Adjusted Performance | 0.0555 | |||
| Jensen Alpha | 0.0781 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0239 | |||
| Treynor Ratio | 0.783 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Procter Gamble's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Procter Gamble Backtested Returns
We consider Procter Gamble very steady. Procter Gamble maintains Sharpe Ratio (i.e., Efficiency) of 0.088, which implies the firm had a 0.088% return per unit of risk over the last 3 months. We have found thirty technical indicators for Procter Gamble, which you can use to evaluate the volatility of the company. Please check Procter Gamble's Coefficient Of Variation of 1214.4, market risk adjusted performance of 0.793, and Semi Deviation of 0.8239 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Procter Gamble has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Procter Gamble's returns are expected to increase less than the market. However, during the bear market, the loss of holding Procter Gamble is expected to be smaller as well. Procter Gamble right now holds a risk of 1.15%. Please check Procter Gamble potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Procter Gamble will be following its historical price patterns.
Auto-correlation | -0.9 |
Excellent reverse predictability
The Procter Gamble has excellent reverse predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Procter Gamble price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Procter Gamble price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 1333.16 |
Procter Gamble lagged returns against current returns
Autocorrelation, which is Procter Gamble stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Procter Gamble's stock expected returns. We can calculate the autocorrelation of Procter Gamble returns to help us make a trade decision. For example, suppose you find that Procter Gamble has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Procter Gamble regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Procter Gamble stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Procter Gamble stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Procter Gamble stock over time.
Current vs Lagged Prices |
| Timeline |
Procter Gamble Lagged Returns
When evaluating Procter Gamble's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Procter Gamble stock have on its future price. Procter Gamble autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Procter Gamble autocorrelation shows the relationship between Procter Gamble stock current value and its past values and can show if there is a momentum factor associated with investing in The Procter Gamble.
Regressed Prices |
| Timeline |
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Check out Procter Gamble Correlation, Procter Gamble Volatility and Procter Gamble Alpha and Beta module to complement your research on Procter Gamble. For more information on how to buy Procter Stock please use our How to Invest in Procter Gamble guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.
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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.