Procter Stock Alpha and Beta Analysis


USD 148.56  1.89  1.29%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Procter Gamble. It also helps investors analyze the systematic and unsystematic risks associated with investing in Procter Gamble over a specified time horizon. Remember, high Procter Gamble's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Procter Gamble Backtesting, Procter Gamble Valuation, Procter Gamble Correlation, Procter Gamble Hype Analysis, Procter Gamble Volatility, Procter Gamble History and analyze Procter Gamble Performance.
Please note that although Procter Gamble alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Procter Gamble did 0.09  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Procter Gamble stock's relative risk over its benchmark. Procter Gamble has a beta of 0.70  . Let's try to break down what Procter's beta means in this case. As returns on the market increase, Procter Gamble returns are expected to increase less than the market. However, during the bear market, the loss on holding Procter Gamble will be expected to be smaller as well.
Procter Gamble Enterprise Value over EBIT is projected to increase significantly based on the last few years of reporting. The past year's Enterprise Value over EBIT was at 52.90. The current year Enterprise Value over EBITDA is expected to grow to 40.23, whereas Tangible Assets Book Value per Share are forecasted to decline to 29.62.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

316.04 Billion

Procter Gamble Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Procter Gamble market risk premium is the additional return an investor will receive from holding Procter Gamble long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Procter Gamble. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Procter Gamble's performance over market.
α-0.09   β0.70
90 days against DJI

Procter Gamble expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Procter Gamble's Buy-and-hold return. Our buy-and-hold chart shows how Procter Gamble performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Procter Gamble Market Price Analysis

Market price analysis indicators help investors to evaluate how Procter Gamble stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Procter Gamble shares will generate the highest return on investment. By understating and applying Procter Gamble stock market price indicators, traders can identify Procter Gamble position entry and exit signals to maximize returns.

Procter Gamble Return and Market Media

The median price of Procter Gamble for the period between Wed, May 18, 2022 and Tue, Aug 16, 2022 is 144.27 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 4.51, arithmetic mean of 143.63, and mean deviation of 3.11. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
2 Low-Stress Dividend Stocks to Buy Now - The Motley Fool05/26/2022
Acquisition by B Allen of 225 shares of Procter Gamble subje...06/16/2022
Dont Buy Philip Morris Stock. Here Are 2 Better Dividend Pay...06/27/2022
EPS Estimate06/30/2022
Procter Gamble exotic insider transaction detected07/07/2022
Acquisition by Sundar Raman of tradable shares of Procter Ga...07/08/2022
PG Declares Quarterly Dividend National Business joplinglobe...07/12/2022
2 Stocks Im Never Selling - The Motley Fool07/21/2022
Is Procter Gamble Stock a Buy Right Now - Nasdaq07/27/2022
EPS Reported07/29/2022
PGs Bearish Trend Could Offer Great Buying Opportunity For L...08/03/2022
Acquisition by Aguilar Moses Victor Javier of 485 shares of ...08/04/2022
Acquisition by Whaley Susan Street of 101 shares of Procter ...08/05/2022
Procter Gamble exotic insider transaction detected08/08/2022
Exercise or conversion by M Grabowski of 16000 shares of Pro...08/12/2022

About Procter Gamble Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Procter Gamble has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.510.50.490.42
Interest Coverage50.6639.3645.9137.68

Procter Gamble Upcoming Company Events

As portrayed in its financial statements, the presentation of Procter Gamble's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Procter Gamble's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Procter Gamble's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Procter Gamble. Please utilize our Beneish M Score to check the likelihood of Procter Gamble's management manipulating its earnings.
Upcoming Quarterly Report19th of January 2022
Next Financial Report19th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End29th of July 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Procter Gamble

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Please check Procter Gamble Backtesting, Procter Gamble Valuation, Procter Gamble Correlation, Procter Gamble Hype Analysis, Procter Gamble Volatility, Procter Gamble History and analyze Procter Gamble Performance. 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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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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.
A focus of Procter Gamble technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Procter Gamble trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...