Procter Stock Market Value

PG -  USA Stock  

USD 139.33  1.88  1.33%

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.
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Backtest


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 underlying business (such as 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
11/01/2019
No Change 0.00  0.0 
In 1 year 11 months and 22 days
10/21/2021
0.00
If you would invest  0.00  in Procter Gamble on November 1, 2019 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 720 days. Procter Gamble is related to or competes with Scotts Miracle-Gro, Philip Morris, Ralph Lauren, Brown Forman, KBS Fashion, Kingold Jewelry, and Nu Skin. 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
139.24139.99140.74
Details
Intrinsic
Valuation
LowReal ValueHigh
126.00147.46148.21
Details
Naive
Forecast
LowNext ValueHigh
141.34142.09142.84
Details
13 Analysts
Consensus
LowTarget PriceHigh
138.00153.82167.00
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

Procter Gamble maintains Sharpe Ratio (i.e., Efficiency) of -0.003, which implies the firm had -0.003% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Procter Gamble exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Procter Gamble Semi Deviation of 0.7907, coefficient of variation of 3986.34, and Risk Adjusted Performance of 0.0186 to confirm the risk estimate we provide.
The company holds a Beta of 0.4218, 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. Even though it is essential to pay attention to Procter Gamble current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Procter Gamble exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Procter Gamble has an expected return of -0.0023%. Please be advised to check Procter Gamble value at risk, as well as the relationship between the skewness and day median price to decide if Procter Gamble performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.68   

Good predictability

Procter Gamble has good predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 1st of November 2019 to 26th of October 2020 and 26th of October 2020 to 21st of October 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 0.68 indicates that around 68.0% of current Procter Gamble price fluctuation can be explain by its past prices.
Correlation Coefficient0.68
Spearman Rank Test0.51
Residual Average0.0
Price Variance31.52

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.

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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Currently Active Assets on Macroaxis

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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Procter Stock analysis

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...