Procter Gamble (India) Alpha and Beta Analysis
| PGHL Stock | 5,169 21.90 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Procter Gamble Health. 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. Key technical indicators related to Procter Gamble's market risk premium analysis include:
Beta 0.42 | Alpha (0.05) | Risk 1.75 | Sharpe Ratio 0.0092 | Expected Return 0.016 |
Procter Gamble Quarterly Cash And Equivalents |
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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.
Procter |
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 | -0.05 | β | 0.42 |
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 Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5168.55 with a coefficient of variation of 2.93. The daily time series for the period is distributed with a sample standard deviation of 152.17, arithmetic mean of 5193.87, and mean deviation of 109.35. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Procter Gamble Health Has Announced A Dividend Of 60.00 - Simply Wall St | 09/27/2024 |
2 | Procter Gamble Health Q1 Results Live Profit Rise by 25.56 percent YOY Company Business News - Mint | 11/06/2024 |
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 financial instruments including Procter or other stocks. Alpha measures the amount that position in Procter Gamble Health 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.
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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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.