Procter Gamble Stock Beta

PG Stock

USD 162.44 0.94 0.58%

Procter Gamble fundamentals help investors to digest information that contributes to Procter Gamble's financial success or failures. It also enables traders to predict the movement of Procter Stock. The fundamental analysis module provides a way to measure Procter Gamble's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Procter Gamble stock.

Short Long Term Debt Total Total Assets

This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.

Procter Gamble Company Beta Analysis

Procter Gamble's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current Procter Gamble Beta

0.43

Most of Procter Gamble's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Procter Gamble is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

Procter Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for Procter Gamble is extremely important. It helps to project a fair market value of Procter Stock properly, considering its historical fundamentals such as Beta. Since Procter Gamble's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Procter Gamble's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Procter Gamble's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Net Receivables	Total Liab	Total Current Assets	Short Term Debt	Intangible Assets	Accounts Payable	Good Will	Common Stock	Current Deferred Revenue	Long Term Debt	Property Plant Equipment	Treasury Stock	Net Tangible Assets	Total Permanent Equity	Long Term Debt Total	Capital Surpluse	Deferred Long Term Liab	Accumulated Depreciation	Short Long Term Debt	Long Term Investments	Net Invested Capital	Cash And Equivalents	Net Working Capital	Capital Stock
Total Assets		0.94	0.91	0.55	0.88	0.96	0.87	0.89	0.98	0.34	0.96	0.95	0.69	0.69	0.83	-0.37	0.58	-0.44	-0.04	0.19	-0.17	-0.62	-0.18	0.12	-0.05	0.05	0.01	0.14
Total Stockholder Equity	0.94		0.83	0.35	0.85	0.81	0.84	0.89	0.97	0.1	0.97	0.83	0.58	0.45	0.65	-0.11	0.57	-0.66	-0.3	0.01	0.13	-0.64	0.03	-0.18	0.2	-0.15	0.25	0.22
Net Debt	0.91	0.83		0.63	0.85	0.9	0.72	0.8	0.88	0.43	0.88	0.91	0.58	0.71	0.82	-0.48	0.5	-0.25	0.03	0.31	-0.32	-0.5	-0.28	0.29	-0.16	-0.18	-0.15	0.04
Retained Earnings	0.55	0.35	0.63		0.54	0.68	0.46	0.43	0.49	0.95	0.51	0.75	0.56	0.87	0.82	-0.92	0.24	0.29	0.49	0.71	-0.74	-0.16	-0.64	0.64	-0.64	0.34	-0.71	-0.61
Net Receivables	0.88	0.85	0.85	0.54		0.82	0.6	0.73	0.92	0.39	0.91	0.8	0.63	0.67	0.84	-0.34	0.22	-0.52	0.11	0.35	-0.05	-0.39	0.08	0.06	-0.18	-0.05	-0.16	-0.07
Total Liab	0.96	0.81	0.9	0.68	0.82		0.82	0.81	0.89	0.53	0.86	0.96	0.73	0.84	0.91	-0.57	0.54	-0.21	0.19	0.33	-0.41	-0.54	-0.35	0.38	-0.27	0.22	-0.21	0.06
Total Current Assets	0.87	0.84	0.72	0.46	0.6	0.82		0.91	0.79	0.23	0.8	0.82	0.71	0.5	0.62	-0.27	0.81	-0.31	-0.21	0.09	-0.12	-0.59	-0.31	-0.01	0.13	0.1	0.17	0.15
Short Term Debt	0.89	0.89	0.8	0.43	0.73	0.81	0.91		0.85	0.19	0.85	0.81	0.63	0.47	0.69	-0.23	0.69	-0.41	-0.24	0.09	-0.06	-0.57	-0.13	0.02	0.15	-0.01	0.19	0.17
Intangible Assets	0.98	0.97	0.88	0.49	0.92	0.89	0.79	0.85		0.28	0.99	0.91	0.62	0.63	0.79	-0.28	0.47	-0.57	-0.11	0.14	-0.05	-0.62	-0.04	0.01	0.02	-0.02	0.06	0.12
Accounts Payable	0.34	0.1	0.43	0.95	0.39	0.53	0.23	0.19	0.28		0.28	0.56	0.48	0.85	0.72	-0.95	0.05	0.45	0.67	0.77	-0.81	0.01	-0.64	0.74	-0.81	0.46	-0.87	-0.68
Good Will	0.96	0.97	0.88	0.51	0.91	0.86	0.8	0.85	0.99	0.28		0.9	0.57	0.59	0.75	-0.27	0.48	-0.56	-0.16	0.13	-0.03	-0.62	-0.04	-0.04	0.06	-0.08	0.09	0.07
Common Stock	0.95	0.83	0.91	0.75	0.8	0.96	0.82	0.81	0.91	0.56	0.9		0.65	0.8	0.86	-0.61	0.59	-0.21	0.06	0.29	-0.42	-0.62	-0.42	0.34	-0.21	0.13	-0.19	-0.03
Current Deferred Revenue	0.69	0.58	0.58	0.56	0.63	0.73	0.71	0.63	0.62	0.48	0.57	0.65		0.63	0.74	-0.44	0.51	-0.24	0.23	0.43	-0.23	-0.24	-0.35	0.15	-0.38	0.22	-0.32	-0.13
Long Term Debt	0.69	0.45	0.71	0.87	0.67	0.84	0.5	0.47	0.63	0.85	0.59	0.8	0.63		0.92	-0.83	0.17	0.14	0.64	0.67	-0.72	-0.2	-0.49	0.66	-0.64	0.46	-0.63	-0.35
Property Plant Equipment	0.83	0.65	0.82	0.82	0.84	0.91	0.62	0.69	0.79	0.72	0.75	0.86	0.74	0.92		-0.68	0.25	-0.1	0.45	0.63	-0.52	-0.25	-0.34	0.5	-0.47	0.31	-0.45	-0.29
Treasury Stock	-0.37	-0.11	-0.48	-0.92	-0.34	-0.57	-0.27	-0.23	-0.28	-0.95	-0.27	-0.61	-0.44	-0.83	-0.68		-0.2	-0.49	-0.58	-0.59	0.88	0.19	0.72	-0.83	0.78	-0.43	0.83	0.47
Net Tangible Assets	0.58	0.57	0.5	0.24	0.22	0.54	0.81	0.69	0.47	0.05	0.48	0.59	0.51	0.17	0.25	-0.2		-0.15	-0.47	-0.22	-0.09	-0.68	-0.49	-0.01	0.15	-0.11	0.21	0.38
Total Permanent Equity	-0.44	-0.66	-0.25	0.29	-0.52	-0.21	-0.31	-0.41	-0.57	0.45	-0.56	-0.21	-0.24	0.14	-0.1	-0.49	-0.15		0.49	0.36	-0.69	0.39	-0.54	0.68	-0.48	0.29	-0.54	-0.38
Long Term Debt Total	-0.04	-0.3	0.03	0.49	0.11	0.19	-0.21	-0.24	-0.11	0.67	-0.16	0.06	0.23	0.64	0.45	-0.58	-0.47	0.49		0.78	-0.65	0.51	-0.27	0.66	-0.79	0.59	-0.77	-0.55
Capital Surpluse	0.19	0.01	0.31	0.71	0.35	0.33	0.09	0.09	0.14	0.77	0.13	0.29	0.43	0.67	0.63	-0.59	-0.22	0.36	0.78		-0.54	0.53	-0.38	0.5	-0.68	0.33	-0.71	-0.8
Deferred Long Term Liab	-0.17	0.13	-0.32	-0.74	-0.05	-0.41	-0.12	-0.06	-0.05	-0.81	-0.03	-0.42	-0.23	-0.72	-0.52	0.88	-0.09	-0.69	-0.65	-0.54		0.02	0.78	-0.94	0.67	-0.46	0.71	0.37
Accumulated Depreciation	-0.62	-0.64	-0.5	-0.16	-0.39	-0.54	-0.59	-0.57	-0.62	0.01	-0.62	-0.62	-0.24	-0.2	-0.25	0.19	-0.68	0.39	0.51	0.53	0.02		0.14	0.02	-0.23	0.1	-0.24	-0.54
Short Long Term Debt	-0.18	0.03	-0.28	-0.64	0.08	-0.35	-0.31	-0.13	-0.04	-0.64	-0.04	-0.42	-0.35	-0.49	-0.34	0.72	-0.49	-0.54	-0.27	-0.38	0.78	0.14		-0.65	0.47	-0.26	0.51	0.27
Long Term Investments	0.12	-0.18	0.29	0.64	0.06	0.38	-0.01	0.02	0.01	0.74	-0.04	0.34	0.15	0.66	0.5	-0.83	-0.01	0.68	0.66	0.5	-0.94	0.02	-0.65		-0.69	0.45	-0.71	-0.26
Net Invested Capital	-0.05	0.2	-0.16	-0.64	-0.18	-0.27	0.13	0.15	0.02	-0.81	0.06	-0.21	-0.38	-0.64	-0.47	0.78	0.15	-0.48	-0.79	-0.68	0.67	-0.23	0.47	-0.69		-0.4	0.95	0.51
Cash And Equivalents	0.05	-0.15	-0.18	0.34	-0.05	0.22	0.1	-0.01	-0.02	0.46	-0.08	0.13	0.22	0.46	0.31	-0.43	-0.11	0.29	0.59	0.33	-0.46	0.1	-0.26	0.45	-0.4		-0.35	-0.27
Net Working Capital	0.01	0.25	-0.15	-0.71	-0.16	-0.21	0.17	0.19	0.06	-0.87	0.09	-0.19	-0.32	-0.63	-0.45	0.83	0.21	-0.54	-0.77	-0.71	0.71	-0.24	0.51	-0.71	0.95	-0.35		0.64
Capital Stock	0.14	0.22	0.04	-0.61	-0.07	0.06	0.15	0.17	0.12	-0.68	0.07	-0.03	-0.13	-0.35	-0.29	0.47	0.38	-0.38	-0.55	-0.8	0.37	-0.54	0.27	-0.26	0.51	-0.27	0.64

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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

Competition

Predict Procter Gamble

In accordance with the recently published financial statements, Procter Gamble has a Beta of 0.429. This is 65.12% lower than that of the Household Products sector and 65.12% lower than that of the Consumer Staples industry. The beta for all United States stocks is notably lower than that of the firm.

Procter Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Procter Gamble's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Procter Gamble could also be used in its relative valuation, which is a method of valuing Procter Gamble by comparing valuation metrics of similar companies.

Procter Gamble is currently under evaluation in beta category among related companies.

Procter Gamble ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Procter Gamble's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Procter Gamble's managers, analysts, and investors.

Environment Score

Governance Score

Social Score

Procter Gamble Institutional Holders

Institutional Holdings refers to the ownership stake in Procter Gamble that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Procter Gamble's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Procter Gamble's value.

		Shares
Jpmorgan Chase & Co	2023-12-31	24.7 M
Bank Of New York Mellon Corp	2023-12-31	21.5 M
Legal & General Group Plc	2023-12-31	20.6 M
T. Rowe Price Associates, Inc.	2023-12-31	20.5 M
Royal Bank Of Canada	2023-12-31	17.8 M
Charles Schwab Investment Management Inc	2023-12-31	16.2 M
State Farm Mutual Automobile Ins Co	2023-12-31	15.8 M
Ameriprise Financial Inc	2023-12-31	15.3 M
Wells Fargo & Co	2023-12-31	15.2 M
Vanguard Group Inc	2023-12-31	224.9 M
Blackrock Inc	2023-12-31	155.8 M

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 Fundamentals

	Return On Equity	0.32
	Return On Asset	0.11
	Profit Margin	0.18 %
	Operating Margin	0.23 %
	Current Valuation	405.13 B
	Shares Outstanding	2.36 B
	Shares Owned By Insiders	0.09 %
	Shares Owned By Institutions	67.43 %
	Number Of Shares Shorted	16.91 M
	Price To Earning	25.21 X
	Price To Book	7.66 X
	Price To Sales	4.35 X
	Revenue	82.01 B
	Gross Profit	39.25 B
	EBITDA	21.82 B
	Net Income	14.74 B
	Cash And Equivalents	8.25 B
	Cash Per Share	2.83 X
	Total Debt	34.61 B
	Debt To Equity	0.74 %
	Current Ratio	0.62 X
	Book Value Per Share	20.87 X
	Cash Flow From Operations	16.85 B
	Short Ratio	2.91 X
	Earnings Per Share	6.12 X
	Price To Earnings To Growth	3.28 X
	Target Price	160.5
	Number Of Employees	107 K
	Beta	0.43
	Market Capitalization	381.16 B
	Total Asset	120.83 B
	Retained Earnings	118.17 B
	Working Capital	(13.11 B)
	Current Asset	33.78 B
	Current Liabilities	30.77 B
	Annual Yield	0.02 %
	Five Year Return	2.67 %
	Net Asset	120.83 B
	Last Dividend Paid	3.76

About Procter Gamble Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Procter Gamble's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Procter Gamble using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Procter Gamble based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

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When determining whether Procter Gamble is a strong investment it is important to analyze Procter Gamble's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Procter Gamble's future performance. For an informed investment choice regarding Procter Stock, refer to the following important reports:

How To Invest In Procter

Details

Is Procter Stock a good investment?

Details

What is Procter Gamble's Net Worth?

Details

Largest Household Products Companies

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Largest Household & Personal Products Companies

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Check out Procter Gamble Piotroski F Score and Procter Gamble Altman Z Score analysis.

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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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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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

0.106

Dividend Share

3.763

Earnings Share

6.12

Revenue Per Share

35.616

Quarterly Revenue Growth

0.006

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.

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Procter Gamble Stock Beta

Procter Gamble Company Beta Analysis

Beta

Covariance

Variance

Current Procter Gamble Beta

Procter Beta Driver Correlations

Procter Beta Peer Comparison

Procter Gamble ESG Sustainability

Procter Gamble Institutional Holders

Procter Fundamentals

About Procter Gamble Fundamental Analysis

Becoming a Better Investor with Macroaxis

Build Optimal Portfolios

Align your risk with return expectations

Complementary Tools for Procter Stock analysis

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