Procter Z Score
PG  Stock  USD 149.77 0.53 0.36% 
Procter  Z Score 
Procter Z Score Analysis
Procter Gamble's ZScore is a simple linear, multifactor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..2021  2022 (projected)  
Consolidated Income  3.57 B  3.66 B 
Direct Expenses  42.16 B  44.18 B 
Z Score  =  Sum Of   5 Factors 
Current Procter Gamble Z Score  6.6 
Most of Procter Gamble's fundamental indicators, such as Z Score, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Procter Gamble is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
 
 
 
 

Procter Z Score Driver Correlations
Understanding the fundamental principles of building solid financial models for Procter Gamble is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Procter Gamble's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Procter Gamble's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Procter Gamble's interrelated accounts and indicators.
Click cells to compare fundamentals
To calculate ZScore one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. ZScore can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with ZScores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a socalled 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition 
Based on the company's disclosures, Procter Gamble has a Z Score of 6.6. This is 27.15% lower than that of the Consumer Defensive sector and 98.8% higher than that of the Household & Personal Products industry. The z score for all United States stocks is 24.31% higher than that of the company.
Procter Z Score Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Procter Gamble's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Procter Gamble could also be used in its relative valuation, which is a method of valuing Procter Gamble by comparing valuation metrics of similar companies.Procter Gamble is currently under evaluation in z score category among related companies.
Procter Gamble Current Valuation Drivers
We derive many important indicators used in calculating different scores of Procter Gamble from analyzing Procter Gamble's financial statements. These drivers represent accounts that assess Procter Gamble's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Procter Gamble's important valuation drivers and their relationship over time.
2017  2018  2019  2020  2021  2022 (projected)  
Net Income Per Employee  105.98 K  40.17 K  131.23 K  141.64 K  139.07 K  116.99 K  
Revenue Per Employee  726.43 K  697.77 K  714.71 K  753.64 K  756.48 K  688.7 K  
Average Assets  128.26 B  121.14 B  123.04 B  119.72 B  107.75 B  112.13 B  
Earnings Before Interest Taxes and Depreciation Amortization EBITDA  16.42 B  9.18 B  19.16 B  20.81 B  21.19 B  18.51 B  
Earnings Before Interest Taxes and Depreciation Amortization USD  17.51 B  21.67 B  16.55 B  9.33 B  8.4 B  11.86 B  
Earnings before Tax  13.85 B  18.39 B  13.21 B  6 B  5.4 B  5.54 B  
Average Equity  60.77 B  55.76 B  54.49 B  52.52 B  47.27 B  51.09 B  
Enterprise Value  250.3 B  247.49 B  226.26 B  302.57 B  347.96 B  316.04 B  
Free Cash Flow  12.12 B  9.37 B  11.15 B  11.89 B  10.71 B  10.25 B  
Invested Capital  50.98 B  47.33 B  49.71 B  70.66 B  81.26 B  72.42 B  
Invested Capital Average  51.12 B  46.64 B  52.22 B  54.3 B  62.45 B  61.85 B  
Market Capitalization  225.38 B  222.9 B  196.29 B  275.04 B  316.29 B  283.44 B  
Tangible Asset Value  58.26 B  51.52 B  49.23 B  74.82 B  86.05 B  76.33 B  
Working Capital  3.01 B  (3.72 B)  (4.92 B)  (7.54 B)  (8.67 B)  (9.35 B) 
Procter Gamble ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower socialengagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Procter Gamble's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Procter Gamble's managers, analysts, and investors.Environment Score  Governance Score  Social Score 
Procter Gamble Institutional Holders
Institutional Holdings refers to the ownership stake in Procter Gamble that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Procter Gamble's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in highprofile magazines, and presentations at investor conferences help move the stock higher, increasing Procter Gamble's value.Security Type  Shares  Value  
Vanguard Group Inc  Common Shares  222.4 M  32 B  
Blackrock Inc  Common Shares  161.4 M  23.2 B  
State Street Corp  Common Shares  104 M  14.9 B  
Geode Capital Management Llc  Common Shares  45.6 M  6.6 B  
Wellington Management Group Llp  Common Shares  41.4 M  6 B  
Morgan Stanley  Common Shares  40.3 M  5.8 B  
Bank Of America Corp  Common Shares  36.3 M  5.2 B 
Procter Fundamentals
Return On Equity  31.64 %  
Return On Asset  9.88 %  
Profit Margin  18.38 %  
Operating Margin  26.81 %  
Current Valuation  381.18 B  
Shares Outstanding  2.39 B  
Shares Owned by Insiders  0.11 %  
Shares Owned by Institutions  65.89 %  
Number of Shares Shorted  13.21 M  
Price to Earning  25.81 X  
Price to Book  7.85 X  
Price to Sales  4.47 X  
Revenue  80.19 B  
Gross Profit  38.21 B  
EBITDA  21.5 B  
Net Income  14.46 B  
Cash and Equivalents  7.21 B  
Cash per Share  3.02 X  
Total Debt  32.29 B  
Debt to Equity  0.69 %  
Current Ratio  0.65 X  
Book Value Per Share  19.11 X  
Cash Flow from Operations  16.72 B  
Short Ratio  2.02 X  
Earnings Per Share  5.81 X  
Price to Earnings To Growth  5.52 X  
Number of Employees  106 K  
Beta  0.34  
Market Capitalization  358.27 B  
Total Asset  127.14 B  
Retained Earnings  104.59 B  
Working Capital  3.01 B  
Current Asset  33.78 B  
Current Liabilities  30.77 B  
Z Score  6.6  
Five Year Return  2.68 %  
Last Dividend Paid  0.91 
About Procter Gamble Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Procter Gamble's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Procter Gamble using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Procter Gamble based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The Procter Gamble Company provides branded consumer packaged goods worldwide. The Procter Gamble Company was founded in 1837 and is headquartered in Cincinnati, Ohio. Procter Gamble operates under Household Personal Products classification in the United States and is traded on New York Stock Exchange. It employs 106000 people.
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 decisionmaking process regarding taking a position in Procter. The overall investor sentiment generally increases the direction of a stock movement in a oneyear 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.
Investor biases related to Procter Gamble's public news can be used to forecast risks associated with investment in Procter. The trend in average sentiment can be used to explain how an investor holding Procter can time the market purely based on public headlines and social activities around Procter Gamble. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Procter Gamble's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Procter Gamble's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Procter Gamble's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Procter Gamble.
Procter Gamble Implied Volatility  36.88 
Procter Gamble's implied volatility exposes the market's sentiment of Procter Gamble stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Procter Gamble's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Procter Gamble stock will not fluctuate a lot when Procter Gamble's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Procter Gamble in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Procter Gamble's short interest history, or implied volatility extrapolated from Procter Gamble options trading.
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Please check Procter Gamble Piotroski F Score and Procter Gamble Valuation analysis. 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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and riskadjusted market 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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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 YOY 0.071  Market Capitalization 350.5 B  Quarterly Revenue Growth YOY 0.03  Return On Assets 0.0988  Return On Equity 0.32 
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 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.