Procter Gamble Stock Market Value
| PG Stock | USD 156.96 1.01 0.65% |
| Symbol | Procter |
Procter Gamble Price To Book Ratio
Is Procter Gamble's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Procter Gamble. If investors know Procter will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Procter Gamble listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.11) | Dividend Share 3.735 | Earnings Share 5.97 | Revenue Per Share 35.567 | Quarterly Revenue Growth 0.032 |
The market value of Procter Gamble is measured differently than its book value, which is the value of Procter that is recorded on the company's balance sheet. Investors also form their own opinion of Procter Gamble's value that differs from its market value or its book value, called intrinsic value, which is Procter Gamble's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Procter Gamble's market value can be influenced by many factors that don't directly affect Procter Gamble's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Procter Gamble's value and its price as these two are different measures arrived at by different means. Investors typically determine if Procter Gamble is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Procter Gamble's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 10/26/2022 |
| 04/18/2024 |
If you would invest 0.00 in Procter Gamble on October 26, 2022 and sell it all today you would earn a total of 0.00 from holding Procter Gamble or generate 0.0% return on investment in Procter Gamble over 540 days. Procter Gamble is related to or competes with Clorox, Colgate Palmolive, Unilever PLC, Church Dwight, Kimberly Clark, Estee Lauder, and ELF Beauty. The Procter Gamble Company provides branded consumer packaged goods worldwide 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 Procter Gamble upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7289 | |||
| Information Ratio | 0.0236 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.28 |
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 | 0.0583 | |||
| Jensen Alpha | 0.0492 | |||
| Total Risk Alpha | 0.0038 | |||
| Sortino Ratio | 0.0279 | |||
| Treynor Ratio | 0.1805 |
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 0.12, which implies the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven 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 1133.87, semi deviation of 0.6481, and Risk Adjusted Performance of 0.0583 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Procter Gamble has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. 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 0.87%. Please check Procter Gamble value at risk, as well as the relationship between the skewness and day typical price , to decide if Procter Gamble will be following its historical price patterns.
Auto-correlation | 0.19 |
Very weak predictability
Procter Gamble has very weak predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 26th of October 2022 to 23rd of July 2023 and 23rd of July 2023 to 18th 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 0.19 indicates that over 19.0% of current Procter Gamble price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 30.98 |
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 Procter Gamble.
Regressed Prices |
| Timeline |
Procter Gamble Investors Sentiment
The influence of Procter Gamble's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Procter. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Procter Gamble's public news can be used to forecast risks associated with an investment in Procter. The trend in average sentiment can be used to explain how an investor holding Procter can time the market purely based on public headlines and social activities around Procter Gamble. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Procter Gamble's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Procter Gamble's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Procter Gamble's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Procter Gamble.
Procter Gamble Implied Volatility | 144.39 |
Procter Gamble's implied volatility exposes the market's sentiment of Procter Gamble stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Procter Gamble's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Procter Gamble stock will not fluctuate a lot when Procter Gamble's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Procter Gamble in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Procter Gamble's short interest history, or implied volatility extrapolated from Procter Gamble options trading.
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Procter Gamble using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
Align your risk with return expectations
Check out Procter Gamble Correlation, Procter Gamble Volatility and Procter Gamble Alpha and Beta module to complement your research on Procter Gamble. 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 AI Investment Finder module to use AI to screen and filter profitable investment opportunities.
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.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |
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.