Procter Gamble (India) Market Value
| PGHL Stock | 5,152 88.15 1.68% |
| 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.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Procter Gamble on December 18, 2024 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 90 days. Procter Gamble is related to or competes with AUTHUM INVESTMENT, Yatra Online, Tube Investments, Kalyani Investment, Investment Trust, BF Investment, and SIL Investments. 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.
| Information Ratio | 0.013 | |||
| Maximum Drawdown | 9.44 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 2.5 |
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 | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.11 | |||
| Treynor Ratio | 0.5963 |
Procter Gamble Health Backtested Returns
Procter Gamble Health maintains Sharpe Ratio (i.e., Efficiency) of -0.0339, which implies the firm had a -0.0339 % return per unit of risk over the last 3 months. Procter Gamble Health exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Procter Gamble's Risk Adjusted Performance of (0.02), variance of 2.97, and Coefficient Of Variation of (2,947) to confirm the risk estimate we provide. The company holds a Beta of -0.11, 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 -0.0585%. Please make sure to check Procter Gamble's potential upside, kurtosis, and 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 | -0.17 |
Insignificant reverse predictability
Procter Gamble Health has insignificant reverse predictability. Overlapping area represents the amount of predictability between Procter Gamble time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 -0.17 indicates that over 17.0% of current Procter Gamble price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 5807.7 |
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 |
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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.