Procter Gamble Correlations

PG Stock

USD 155.32 2.13 1.39%

The current 90-days correlation between Procter Gamble and Virtus Dfa 2040 is -0.21 (i.e., Very good diversification). The correlation of Procter Gamble is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Procter Gamble Correlation With Market

Good diversification

The correlation between Procter Gamble and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Procter Gamble and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Procter Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Procter Gamble. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

For more detail on how to invest in Procter Stock please use our How to Invest in Procter Gamble guide.

Moving together with Procter Stock

0.65	CLX	Clorox	Pair Corr
0.85	ODC	Oil Dri	Pair Corr
0.83	MDLZ	Mondelez International	Pair Corr

Moving against Procter Stock

0.35	BMYMP	Bristol Myers Squibb Earnings Call Tomorrow	Pair Corr
0.34	ISFFF	ISS A/S	Pair Corr
0.51	SVSN	Stereo Vision Entert	Pair Corr

Related Correlations Analysis

	PG	MSTSX	RRTLX	GSFP	FPCG	GSFI	SEIC	GVPIX	TTNDY	VTARX
PG		0.01	0.01	-0.14	0.0	0.0	-0.08	0.19	0.32	-0.06	PG
MSTSX	0.01		0.97	0.65	0.0	0.0	0.86	-0.67	0.75	0.94	MSTSX
RRTLX	0.01	0.97		0.74	0.0	0.0	0.88	-0.69	0.8	0.95	RRTLX
GSFP	-0.14	0.65	0.74		0.0	0.0	0.62	-0.73	0.56	0.67	GSFP
FPCG	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	FPCG
GSFI	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	GSFI
SEIC	-0.08	0.86	0.88	0.62	0.0	0.0		-0.66	0.71	0.84	SEIC
GVPIX	0.19	-0.67	-0.69	-0.73	0.0	0.0	-0.66		-0.54	-0.67	GVPIX
TTNDY	0.32	0.75	0.8	0.56	0.0	0.0	0.71	-0.54		0.66	TTNDY
VTARX	-0.06	0.94	0.95	0.67	0.0	0.0	0.84	-0.67	0.66		VTARX
	PG	MSTSX	RRTLX	GSFP	FPCG	GSFI	SEIC	GVPIX	TTNDY	VTARX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

RRTLX	+ 0.97	MSTSX
VTARX	+ 0.95	RRTLX
VTARX	+ 0.94	MSTSX
SEIC	+ 0.88	RRTLX
SEIC	+ 0.86	MSTSX
VTARX	+ 0.84	SEIC

High negative correlations

GVPIX	- 0.73	GSFP
GVPIX	- 0.69	RRTLX
VTARX	- 0.67	GVPIX
GVPIX	- 0.67	MSTSX
GVPIX	- 0.66	SEIC
TTNDY	- 0.54	GVPIX

Risk-Adjusted Indicators

There is a big difference between Procter Stock performing well and Procter Gamble Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Procter Gamble's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PG	0.94	0.07	0.03	1.25	1.07	(1.05)	1.84	(1.55)	5.66
MSTSX	0.65	0.15	0.16	0.61	0.44	(0.81)	0.93	(1.09)	12.28
RRTLX	0.26	0.04	0.04	0.17	0.15	(0.33)	0.57	(0.49)	3.30
GSFP	0.55	0.18	0.22	1.77	0.33	(0.68)	1.27	(1.10)	3.10
FPCG	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
GSFI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SEIC	0.99	0.02	0.02	0.06	1.40	(1.01)	2.10	(1.71)	7.41
GVPIX	0.47	(0.09)	0.00	(0.46)	0.00	0.00	0.76	(1.23)	2.68
TTNDY	1.48	0.09	0.04	0.18	1.92	(1.41)	3.23	(2.45)	7.25
VTARX	0.67	0.18	0.28	0.36	0.00	(0.90)	0.86	(0.83)	17.94

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