Procter risk analysis

Use Procter Gamble Co risk analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Allowing for 30-days total investment horizon, Procter has beta of 0.49 . This implies as returns on market go up, Procter avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Procter Gamble Co will be expected to be much smaller as well. Moreover, Procter Gamble Co has alpha of 0.49 implying that it can potentially generate 0.49% excess return over S&P 500 after adjusting for the inherited market risk (beta).Allowing for 30-days total investment horizon, the coefficient of variation of Procter is 763.36. The daily returns are destributed with a variance of 0.52 and standard deviation of 0.72. The mean deviation of Procter Gamble Co is currently at 0.6. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	0.49	Details
	(beta)	=	0.49	Details
	(volatility)	=	0.72	Details

Actual Return Volatility

Procter Gamble Co accepts 0.72% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.