Procter Stock Market Value

PG -  USA Stock  

USD 144.58  4.44  2.98%

Procter Gamble's market value is the price at which a share of Procter Gamble stock trades on a public exchange. It measures the collective expectations of Procter Gamble investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Procter Gamble and determine expected loss or profit from investing in Procter Gamble over a given investment horizon. Please check Procter Gamble Hype Analysis, Procter Gamble Correlation, Procter Gamble Valuation, Procter Gamble Volatility, as well as analyze Procter Gamble Alpha and Beta and Procter Gamble Performance.
Symbol
Backtest


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.
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 Procter Gamble value 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.
0.00
10/01/2021
No Change 0.00  0.0 
In 2 months and 2 days
11/30/2021
0.00
If you would invest  0.00  in Procter Gamble on October 1, 2021 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 60 days. Procter Gamble is related to or competes with Scotts Miracle-Gro, and Brown Forman. The Procter Gamble Company provides branded consumer packaged goods to consumers in North and Latin America, Europe, the...

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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Procter Gamble in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
143.81144.61145.41
Details
Intrinsic
Valuation
LowReal ValueHigh
130.12151.64152.44
Details
Naive
Forecast
LowNext ValueHigh
145.83146.63147.43
Details
13 Analysts
Consensus
LowTarget PriceHigh
138.00153.36164.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Procter Gamble. Your research has to be compared to or analyzed against Procter Gamble's peers to derive any actionable benefits. When done correctly, Procter Gamble's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Procter Gamble.

Procter Gamble Backtested Returns

We consider Procter Gamble very steady. Procter Gamble maintains Sharpe Ratio (i.e., Efficiency) of 0.0265, which implies the firm had 0.0265% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Procter Gamble, which you can use to evaluate the future volatility of the company. Please check Procter Gamble Risk Adjusted Performance of 0.036, semi deviation of 0.8456, and Coefficient Of Variation of 2168.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.0211%.
Procter Gamble has performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.5382, which implies possible diversification benefits within a given portfolio. Let's try to break down what Procter's beta means in this case. As returns on the market increase, Procter Gamble returns are expected to increase less than the market. However, during the bear market, the loss on holding Procter Gamble will be expected to be smaller as well. Although it is extremely important to respect Procter Gamble current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Procter Gamble technical indicators, you can presently evaluate if the expected return of 0.0211% will be sustainable into the future. Procter Gamble right now holds a risk of 0.8%. Please check Procter Gamble variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Procter Gamble will be following its historical price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.49   

Average predictability

Procter Gamble has average predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 1st of October 2021 to 31st of October 2021 and 31st of October 2021 to 30th of November 2021. 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 0.49 indicates that about 49.0% of current Procter Gamble price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test0.22
Residual Average0.0
Price Variance2.69

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 stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 
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      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 
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      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 markets does not have a solid backing from leading economists and market statisticians.

Procter Gamble Implied Volatility

    
  25.39  
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.

Current Sentiment - PG

Procter Gamble Investor Sentiment

Nearly all of Macroaxis users are at this time bullish on Procter Gamble. What is your perspective on investing in Procter Gamble? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please check Procter Gamble Hype Analysis, Procter Gamble Correlation, Procter Gamble Valuation, Procter Gamble Volatility, as well as analyze Procter Gamble Alpha and Beta and Procter Gamble Performance. 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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When running Procter Gamble 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 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.
A focus of Procter Gamble technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Procter Gamble trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...