The Procter & Gamble Company (PG)
Quantitative Summary
DeterministicAt 21.0x earnings — a 35% discount to the sector average of 32.6x — PG is in the lower valuation range. Financial health is average: Piotroski 6/9, Altman Z 5.4. DCF fair value of $70 implies 51% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of this consumer defensive leader demonstrate a robust capital allocation engine, evidenced by an ROIC-WACC spread of +11.8%, indicating that the firm generates returns significantly exceeding its cost of capital. The DuPont decomposition reveals that the 30.6% return on equity is primarily margin-driven with an 18.9% net profit margin, supported by moderate leverage rather than aggressive asset turnover or high financial risk. Qualitative integrity metrics reinforce this stability; a Piotroski F-Score of 6/9 and a Beneish M-Score of -2.53 suggest strong operational health and low earnings manipulation risk, while an Altman Z-Score of 5.5 points to a solid safety margin against bankruptcy despite stagnant revenue growth of just 0.3% year-over-year.
Valuation metrics present a divergence between current market pricing and intrinsic value models. Trading at a forward P/E of 21.2x, the stock commands a substantial premium relative to its sector average of 31.2x? No, it trades at a discount; however, the DCF model implies a fair value of $87, suggesting current prices may be priced for lower growth than anticipated or that the market is pricing in specific risks not fully captured by the cash flow assumptions. The implied ten-year free cash flow growth rate of 8.5% appears conservative given the company's historical profitability profile. Furthermore, the Fama-French Profitability Factor score of 0.437 confirms robust profitability characteristics relative to its peers, yet this is counterbalanced by a negative annual alpha of -4.42%, indicating underperformance when adjusted for size and value exposures over recent periods.
Insider activity adds another layer of caution to the risk-reward assessment, with $55 million in net selling observed within the last 90 days, signaling potential management-level divergence from current valuations or a hedging strategy amidst flat top-line growth. While the Value Factor score remains neutral at 0.021, suggesting no significant mispricing based on historical value characteristics, the combination of negligible revenue expansion and insider outflows warrants scrutiny regarding future catalysts for multiple re-rating. Investors must weigh the high-quality fundamentals against the lack of organic growth momentum and recent internal capital flows to determine if the current discount offers adequate compensation for these risks.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 0% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.7% | 9.7% |
|---|---|---|---|
| 2% | $86 | $59 | $43 |
| 3% | $112 | $70 | $48 |
| 4% | $163 | $86 | $55 |
Center = base case. Green = >10% upside, Red = >10% downside vs $140.82.
Pre-computed DCF: WACC=7.7%, terminal growth 3%. Fair value $70 (-51.4%). Not investment advice.
Valuation Context
Currently trading 43% below its 5-year average P/E of 37.8x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedProcter & Gamble's stock is currently trading just below its 50-day moving average but above the 200-day moving average, indicating a slight near-term bearish bias within an overall stable trend. The RSI reading of 40.7 suggests that momentum may be weakening as it sits in neutral territory, neither overbought nor oversold.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-04-24 | $1.0890 | +3.0% |
| 2026-01-23 | $1.0570 | 0.0% |
| 2025-10-24 | $1.0570 | 0.0% |
| 2025-07-18 | $1.0570 | 0.0% |
| 2025-04-21 | $1.0570 | +5.0% |
| 2025-01-24 | $1.0070 | 0.0% |
| 2024-10-18 | $1.0070 | 0.0% |
| 2024-07-19 | $1.0070 | 0.0% |
| 2024-04-18 | $1.0070 | +7.0% |
| 2024-01-18 | $0.9410 | 0.0% |
| 2023-10-19 | $0.9410 | 0.0% |
| 2023-07-20 | $0.9410 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
10-K Risk Factor Expansion
Word count of Item 1A (Risk Factors) across annual filings. Rising counts often signal new regulatory, competitive, or operational risks.
Smart Money Flow
Institutional 13F filings from top hedge funds. Positions updated quarterly from SEC EDGAR.
| Fund | Quarter | Shares Change | % Change | Action |
|---|---|---|---|---|
| Two Sigma Investments | 2026-Q1 | -1,419,412 | -97.0% | Decreased |
| DE Shaw | 2026-Q1 | -2,266,251 | -60.4% | Decreased |
| Millennium Management | 2026-Q1 | +323,700 | +38.5% | Increased |
| Point72 Asset Mgmt | 2026-Q1 | +12,800 | +129.3% | Increased |
| Citadel Advisors | 2026-Q1 | -480,600 | -40.9% | Decreased |
| Renaissance Technologies | 2026-Q1 | -2,986,061 | -100.0% | Exited |
| Bridgewater Associates | 2026-Q1 | -27,445 | -14.8% | Decreased |
| Citadel Advisors | 2025-Q4 | +299,300 | +34.1% | Increased |
| Two Sigma Investments | 2025-Q4 | +1,452,514 | +12741.4% | Increased |
| Bridgewater Associates | 2025-Q4 | +43,896 | +31.0% | Increased |
| Point72 Asset Mgmt | 2025-Q4 | +1,400 | +16.5% | Increased |
| DE Shaw | 2025-Q4 | +1,643,696 | +77.9% | Increased |
Source: SEC 13F-HR filings. 13F data is delayed ~45 days after quarter end. Not investment advice.
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like IYK or VDC, the fund manager is mechanically forced to buy or sell PG shares regardless of The Procter & Gamble Company's individual fundamentals. We estimate $42.1B of passive capital is structurally linked to PG through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in The Procter & Gamble Company to visualize passive redemption contagion across ETFs and collateral stocks.
If The Procter & Gamble Company (PG) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Walmart Inc. (WMT) as the most exposed collateral stock, sharing 1 ETFs with PG. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 37 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
PG Ownership Dynamics
Passive funds hold 1 in every 8 PG shares, reducing daily market volatility.
The Procter & Gamble Company (PG) exerts measurable gravity on the passive index market, currently representing 13.6% of the IYK (IYK) and 9.1% of the VDC (VDC). Across 34 tracked ETFs, approximately 292M shares (12.5% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest PG Exposure
Float lock-up computed from 34 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
PG Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for The Procter & Gamble Company over the past year sits near $145.06 (12% of 252-day volume). The current price of $140.82 sits 2.9% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
PG Capital Efficiency
How efficiently does The Procter & Gamble Company convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
The Procter & Gamble Company converts 59% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The positive ROIC-WACC spread of 10.9% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-05 | 8 | $143.42 | $1,147.36 |
| 2026-05-04 | 1,192 | $147.26 | $175,533.92 |
| 2026-04-27 | 600 | $148.18 | $88,908 |
| 2026-04-24 | 5,793 | $145.71 | $844,098.03 |
| 2026-04-23 | 10,777 | $142.85 | $1.5M |
| 2026-04-16 | 6,759 | $143.38 | $969,105.42 |
| 2026-04-15 | 18 | $144.38 | $2,598.84 |
| 2026-04-13 | 37,176 | $145.16 | $5.4M |
| 2026-04-06 | 11 | $143.12 | $1,574.32 |
| 2026-03-25 | 134 | $143.16 | $19,183.44 |
| 2026-03-23 | 29,964 | $144.28 | $4.3M |
| 2026-03-18 | 140 | $151.48 | $21,207.2 |
| 2026-03-17 | 60,008 | $152.12 | $9.1M |
| 2026-03-16 | 94 | $150.65 | $14,161.1 |
| 2026-03-12 | 41,872 | $153.32 | $6.4M |
| 2026-03-11 | 15,219 | $156.01 | $2.4M |
| 2026-03-09 | 3,548 | $153.63 | $545,079.24 |
| 2026-03-02 | 18,455 | $167.20 | $3.1M |
| 2026-02-27 | 1,144 | $163.75 | $187,330 |
| 2026-02-26 | 300 | $163.39 | $49,017 |
| 2026-02-25 | 82 | $165.28 | $13,552.96 |
| 2026-02-23 | 2,000 | $160.78 | $321,560 |
| 2026-02-18 | 248,899 | $159.55 | $39.7M |
| 2026-02-12 | 4,978 | $160.00 | $796,480 |
| 2026-02-11 | 5,102 | $159.08 | $811,626.16 |
| 2026-02-10 | 12,493 | $157.33 | $2.0M |
| 2026-02-09 | 5,647 | $159.17 | $898,832.99 |
| 2026-02-06 | 5,106 | $158.61 | $809,862.66 |
| 2026-02-03 | 133 | $153.19 | $20,374.27 |
| 2026-02-02 | 1,500 | $151.77 | $227,655 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Institutional Holdings (13F Filings)
Raw SEC 13F-HR filings from institutional investment managers. Shows exact share counts and portfolio values as reported to the SEC.
| Fund | Quarter | Shares | Value ($K) |
|---|---|---|---|
| DE Shaw | 2026-Q1 | 1,487,832 | $214,902,454K |
| Millennium Management | 2026-Q1 | 1,164,500 | $168,200,380K |
| Citadel Advisors | 2026-Q1 | 695,700 | $100,486,908K |
| Bridgewater Associates | 2026-Q1 | 157,906 | $22,807,943K |
| Two Sigma Investments | 2026-Q1 | 44,502 | $6,427,869K |
| Point72 Asset Mgmt | 2026-Q1 | 22,700 | $3,278,788K |
| DE Shaw | 2025-Q4 | 3,754,083 | $537,997,635K |
| Renaissance Technologies | 2025-Q4 | 2,986,061 | $427,932,474K |
| Two Sigma Investments | 2025-Q4 | 1,463,914 | $209,793,515K |
| Citadel Advisors | 2025-Q4 | 1,176,300 | $168,575,553K |
| Millennium Management | 2025-Q4 | 840,800 | $120,495,048K |
| Bridgewater Associates | 2025-Q4 | 185,351 | $26,562,652K |
| Point72 Asset Mgmt | 2025-Q4 | 9,900 | $1,418,769K |
| DE Shaw | 2025-Q3 | 2,110,387 | $324,260,963K |
| Citadel Advisors | 2025-Q3 | 877,000 | $134,751,050K |
Source: SEC 13F-HR filings. Values reported in thousands. 13F data is delayed ~45 days after quarter end.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| CL | 0.698 | 0.721 | Moderate |
| CHD | 0.638 | 0.613 | Moderate |
| KO | 0.582 | 0.588 | Moderate |
| CLX | 0.573 | 0.579 | Moderate |
| MDLZ | 0.534 | 0.523 | Moderate |
| KMB | 0.518 | 0.433 | Moderate |
| PEP | 0.495 | 0.440 | Moderate |
| GIS | 0.477 | 0.455 | Moderate |
| MCD | 0.468 | 0.479 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare PG to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.