Contents

Return and volatility forecasts, Value at Risk (VaR), Volume

Updated regularly - Last update on 11-May-2012 
 
Return on Procter & Gamble (pg) stock follows ARMA(0,5)-GARCH(1,1) model (Student-t errors)
Given current Procter & Gamble stock close price of 63.68 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '63.57'     '63.53'      '63.13'      '63.08'  

Probability of Procter & Gamble stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '47.46%'    '49.34%'     '45.05%'     '49.46%' 

Value at Risk (VaR) for $1,000 worth of Procter & Gamble stock at 5 percent probability: 
Lose at most $21.21 in 1 day, $116.18 in 30 days and $201.22 in 90 days

Stock price, return, high and low

Price fundamentals for Procter & Gamble (pg) stock 
 
Procter & Gamble stock price change in percent over the last: 
    '30 days'     '6 months'    '1 year'      '3 years' 
    '-2.8380%'    '3.2091%'     '-1.5613%'    '37.3006%'

Average daily return (continuously compounded) for Procter & Gamble stock over the last: 
    '30 days'     '6 months'    '1 year'      '3 years'
    '-0.1544%'    '0.0063%'     '-0.0007%'    '0.0419%'

OVER THE LAST YEAR:
The minimum Procter & Gamble stock close price of 57.09 was observed on 10-Aug-2011 
The maximum Procter & Gamble stock close price of 67.33 was observed on 13-Mar-2012 
Current close price of Procter & Gamble (63.68) as a percent of range is equal to 64.36% 
 
The lowest one-day return (i.e. largest price drop for Procter & Gamble stock) 
 of -3.70% was observed on 27-Apr-2012 
The highest one-day return (i.e. largest price increase for Procter & Gamble stock) 
 of 3.27% was observed on 11-Aug-2011 

Technical Analysis: RSI and MACD

RSI readings of Procter & Gamble share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Procter & Gamble stocks when the MACD line crosses up through the signal line.
Sell Procter & Gamble shares when MACD line crosses down through the signal line.

Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Procter & Gamble share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Procter & Gamble stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Procter & Gamble stock.

Technical Analysis: Williams %R and On-Balance volume

Procter & Gamble equity is considered oversold if Williams R is below -80.
Procter & Gamble share is overbought if Williams R is above -20. 
On-Balance Volume for Procter & Gamble stock adds or subtracts volume to
a total depending on whether Procter & Gamble price moves up or down.

Stock performance compared to Dow Jones Index

Does Procter & Gamble (pg) stock go together with Dow Jones Index? 
 
Correlation between return on Procter & Gamble stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '31.26%'     '55.21%'      '72.09%'    '64.86%' 

Percent of time when return on Procter & Gamble stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '50.00%'     '50.39%'      '50.99%'    '49.01%' 

Stock performance compared to GOLD ETF (gld)

Does Procter & Gamble (pg) stock go together with GOLD ETF? 
 
Correlation between return on Procter & Gamble stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '-3.30%'     '19.97%'      '2.50%'     '6.92%'  

Percent of time when return on Procter & Gamble stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '68.18%'     '54.33%'      '47.04%'    '48.48%' 

Stock performance compared to Physical Silver (slv)

Does Procter & Gamble (pg) stock go together with Physical Silver? 
 
Correlation between return on Procter & Gamble stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '2.76%'      '27.20%'      '16.86%'    '15.96%' 

Percent of time when return on Procter & Gamble stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '63.64%'     '53.54%'      '48.22%'    '46.24%' 

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