Procter Gamble Stock Market Value
| PG Stock | USD 161.50 0.96 0.60% |
| 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 0.106 | 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.
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.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Procter Gamble on March 25, 2024 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 30 days. Procter Gamble is related to or competes with Unilever PLC, Estee Lauder, ELF Beauty, Coty, and Kenvue. 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 | 0.7396 | |||
| Information Ratio | 0.0527 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.3 |
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 | 0.0981 | |||
| Jensen Alpha | 0.0926 | |||
| Total Risk Alpha | 0.0126 | |||
| Sortino Ratio | 0.0624 | |||
| Treynor Ratio | 0.3035 |
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 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Procter Gamble, which you can use to evaluate the volatility of the company. Please check Procter Gamble's Risk Adjusted Performance of 0.0981, semi deviation of 0.5473, and Coefficient Of Variation of 647.08 to confirm if the risk estimate we provide is consistent with the expected return of 0.0724%. Procter Gamble has a performance score of 8 on a scale of 0 to 100. The company holds a Beta of 0.41, 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 0.67%. Please check Procter Gamble value at risk, as well as the relationship between the skewness and day median price , to decide if Procter Gamble will be following its historical price patterns.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Procter Gamble has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 -0.74 indicates that around 74.0% of current Procter Gamble price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 5.39 |
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 |
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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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
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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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.