Procter & Gamble Co · Consumer products
$147.64
As of: 2026-09-03 01:42:29 (KST)
-43.6%
Expected return
26%
Success probability
-47.9%
Downside risk
For informational purposes only.
Not investment advice.
Procter & Gamble Co in the Consumer products industry earns C grade, reflecting a Monte Carlo score of 12 out of 100. The expected return stands at -43.6%, with a 26% probability of positive outcomes. At the current price of $147.64, These figures are derived from 10,000 Monte Carlo simulations and reflect the inherent uncertainty in financial markets.
The Reverse DCF valuation signals "Expensive" for this ticker. An implied growth rate of 42.1% (actual: 2.6%) drives the valuation framework. The estimated P50 intrinsic value of $82 provides a benchmark for assessing current pricing. The Reverse-DCF implied 0% success probability at $145 quantifies the margin of safety implied by this "Expensive" assessment.
Grade C (12) reflects an unfavorable setup. With -43.6% expected return and only 26% probability of gains, the margin of safety appears thin.
Across 10,000 simulated paths, the volatility of 3.8% is relatively low, meaning the simulated outcomes cluster tightly around the median. The median (P50) return stands at -44.1%, and a negative skew suggests downside scenarios are more pronounced than upside ones. The spread between the 10th percentile (-47.9%) and the 75th percentile (-41.3%) is +6.6%.
Key risk metrics: VaR(5%) of -47.9%, operating margin of 22.9% (at 22.9%, operating margins are adequate but could compress under competitive pressure), and volatility of 3.8%, where volatility risk is low. These three dimensions define the risk landscape at $148.
Same industry
DCF estimates a company's intrinsic value by discounting its future cash flows to present value. Modelvix uses Monte Carlo simulation to analyze thousands of scenarios.
Learn more →WACC is the average rate a company pays to finance its assets, used as the discount rate in DCF analysis. Modelvix simulates how WACC changes affect valuation.
Learn more →Terminal value represents the perpetual value of a business beyond the forecast period, often comprising the majority of DCF value. Modelvix analyzes terminal value uncertainty across growth scenarios.
Learn more →Reverse DCF works backward from the current stock price to infer the growth rate the market expects, helping you assess whether a stock is fairly valued. Modelvix shows what growth assumptions the current price implies.
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