PROCTER GAMBLE CO Market Value

742718FL8   97.51  0.15  0.15%   
PROCTER's market value is the price at which a share of PROCTER trades on an exchange. It measures the collective expectations of PROCTER GAMBLE CO investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of PROCTER GAMBLE CO and determine expected loss or profit from investing in PROCTER over a given investment horizon.
Check out PROCTER Correlation, PROCTER Volatility and PROCTER Alpha and Beta module to complement your research on PROCTER.
Symbol

Please note, there is a significant difference between PROCTER's value and its price as these two are different measures arrived at by different means. Investors typically determine if PROCTER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PROCTER'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 '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's bond 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.
0.00
01/28/2025
No Change 0.00  0.0 
In 31 days
02/27/2025
0.00
If you would invest  0.00  in PROCTER on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding PROCTER GAMBLE CO or generate 0.0% return on investment in PROCTER over 30 days. PROCTER is related to or competes with Highway Holdings, Life Time, Ioneer, Titan America, SBM Offshore, Black Mammoth, and East Africa. More

PROCTER 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's bond 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 CO upside and downside potential and time the market with a certain degree of confidence.

PROCTER Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for PROCTER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PROCTER's standard deviation. In reality, there are many statistical measures that can use PROCTER historical prices to predict the future PROCTER's volatility.
Hype
Prediction
LowEstimatedHigh
97.3997.5197.63
Details
Intrinsic
Valuation
LowRealHigh
81.6081.72107.26
Details
Naive
Forecast
LowNextHigh
97.4997.6097.72
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
97.1397.3797.62
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as PROCTER. Your research has to be compared to or analyzed against PROCTER's peers to derive any actionable benefits. When done correctly, PROCTER's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in PROCTER GAMBLE CO.

PROCTER GAMBLE CO Backtested Returns

At this point, PROCTER is very steady. PROCTER GAMBLE CO maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had a 0.12 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for PROCTER GAMBLE CO, which you can use to evaluate the volatility of the bond. Please check PROCTER's downside deviation of 0.1177, and Risk Adjusted Performance of 0.0426 to confirm if the risk estimate we provide is consistent with the expected return of 0.0144%. The bond holds a Beta of -0.0219, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PROCTER are expected to decrease at a much lower rate. During the bear market, PROCTER is likely to outperform the market.

Auto-correlation

    
  0.63  

Good predictability

PROCTER GAMBLE CO has good predictability. Overlapping area represents the amount of predictability between PROCTER time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 CO price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current PROCTER price fluctuation can be explain by its past prices.
Correlation Coefficient0.63
Spearman Rank Test0.19
Residual Average0.0
Price Variance0.01
PROCTER ReturnsPROCTER Lagged ReturnsDiversified AwayPROCTER ReturnsPROCTER Lagged ReturnsDiversified Away100%

PROCTER GAMBLE CO lagged returns against current returns

Autocorrelation, which is PROCTER bond'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's bond expected returns. We can calculate the autocorrelation of PROCTER returns to help us make a trade decision. For example, suppose you find that PROCTER has exhibited high autocorrelation historically, and you observe that the bond 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   
JavaScript chart by amCharts 3.21.15Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22Feb 24Feb 26-0.15%-0.10%-0.05%0%0.05%0.10%0.15%0.20%0.25%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

PROCTER 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PROCTER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PROCTER bond over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22Feb 24Feb 2697.2097.2597.3097.3597.4097.4597.5097.55
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

PROCTER Lagged Returns

When evaluating PROCTER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PROCTER bond have on its future price. PROCTER 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 autocorrelation shows the relationship between PROCTER bond current value and its past values and can show if there is a momentum factor associated with investing in PROCTER GAMBLE CO.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 28FebFeb 05Feb 09Feb 13Feb 17Feb 21Feb 2597.197.297.397.497.597.6
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in PROCTER Bond

PROCTER financial ratios help investors to determine whether PROCTER Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PROCTER with respect to the benefits of owning PROCTER security.

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