Procter Gamble (Brazil) Market Value
| PGCO34 Stock | BRL 75.83 1.17 1.52% |
| Symbol | Procter |
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.
| 12/11/2022 |
| 11/30/2024 |
If you would invest 0.00 in Procter Gamble on December 11, 2022 and sell it all today you would earn a total of 0.00 from holding The Procter Gamble or generate 0.0% return on investment in Procter Gamble over 720 days. Procter Gamble is related to or competes with Charter Communications, Spotify Technology, Waste Management, Electronic Arts, Verizon Communications, and Zoom Video. The Procter Gamble Company provides branded consumer packaged goods to consumers in North America, Europe, the Asia Paci... 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 The Procter Gamble upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0436 | |||
| Maximum Drawdown | 7.52 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.19 |
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 | 0.1119 | |||
| Jensen Alpha | 0.1704 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0526 | |||
| Treynor Ratio | 1.26 |
Procter Gamble Backtested Returns
Procter Gamble appears to be very steady, given 3 months investment horizon. Procter Gamble maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Procter Gamble, which you can use to evaluate the volatility of the company. Please evaluate Procter Gamble's Market Risk Adjusted Performance of 1.27, coefficient of variation of 712.44, and Semi Deviation of 1.01 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Procter Gamble holds a performance score of 12. The company holds a Beta of 0.15, which implies not very significant fluctuations relative to the market. 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. Please check Procter Gamble's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Procter Gamble's historical price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
The Procter Gamble has insignificant reverse predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 11th of December 2022 to 6th of December 2023 and 6th of December 2023 to 30th of November 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 -0.15 indicates that less than 15.0% of current Procter Gamble price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 43.31 |
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 The Procter Gamble.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Procter Stock
Procter Gamble financial ratios help investors to determine whether Procter Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Procter with respect to the benefits of owning Procter Gamble security.