Procter Gamble (India) Market Value

PGHL Stock   5,034  307.15  5.75%   
Procter Gamble's market value is the price at which a share of Procter Gamble trades on a public exchange. It measures the collective expectations of Procter Gamble Health investors about its performance. Procter Gamble is selling for under 5034.05 as of the 1st of March 2025; that is 5.75 percent decrease since the beginning of the trading day. The stock's lowest day price was 4920.15.
With this module, you can estimate the performance of a buy and hold strategy of Procter Gamble Health and determine expected loss or profit from investing in Procter Gamble over a given investment horizon. Check out Procter Gamble Correlation, Procter Gamble Volatility and Procter Gamble Alpha and Beta module to complement your research on Procter Gamble.
For more information on how to buy Procter Stock please use our How to Invest in Procter Gamble guide.
Symbol

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.
0.00
01/30/2025
No Change 0.00  0.0 
In 31 days
03/01/2025
0.00
If you would invest  0.00  in Procter Gamble on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Procter Gamble Health or generate 0.0% return on investment in Procter Gamble over 30 days. Procter Gamble is related to or competes with Varun Beverages, Alkali Metals, Lakshmi Finance, Sarveshwar Foods, Foods Inns, Kohinoor Foods, and Agro Tech. Procter Gamble is entity of India. It is traded as Stock on NSE exchange. 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 Health 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.
Hype
Prediction
LowEstimatedHigh
5,0325,0345,036
Details
Intrinsic
Valuation
LowRealHigh
4,3404,3425,537
Details

Procter Gamble Health Backtested Returns

Procter Gamble Health maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Procter Gamble Health exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Procter Gamble's Variance of 3.25, coefficient of variation of (8,482), and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The company holds a Beta of -0.22, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Procter Gamble are expected to decrease at a much lower rate. During the bear market, Procter Gamble is likely to outperform the market. At this point, Procter Gamble Health has a negative expected return of -0.0027%. Please make sure to check Procter Gamble's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Procter Gamble Health performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.21  

Weak reverse predictability

Procter Gamble Health has weak reverse predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 2025. 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 Health price movement. The serial correlation of -0.21 indicates that over 21.0% of current Procter Gamble price fluctuation can be explain by its past prices.
Correlation Coefficient-0.21
Spearman Rank Test-0.58
Residual Average0.0
Price Variance7860.0

Procter Gamble Health 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 Health.
   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.

Additional 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.