Procter & Gamble (PG): 148.05 USD | 20-day return -1.60% — daily facts

On 2026-07-15, Procter & Gamble (PG) closed at 148.05 USD, up 1.35% on the day. Its 20-day return of -1.60% is in the 31st percentile. It trades at 35.2% of its 52-week range. Its RSI(14) of 50.14 is in the 43rd percentile of its history since 1962. Its 20/50/200-day moving averages are 149.12 / 146.37 / 148.27 USD, with price -0.71% / +1.15% / -0.15% against them. Its 52-week range is 137.62–167.25 USD; it closed 11.48% below the high and 7.58% above the low. Its 20-day volatility is 1.590% daily, in the 84th percentile of its history since 1962. Its 14-day average true range (ATR) is 3.22 USD, 2.18% of price. It has returned -0.24% over 5 days and +0.76% over 60 days. Against the S&P 500, its weekly-return beta +0.38 / correlation +0.27 (52-week); beta +0.39 / correlation +0.26 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.39 (52-week); -0.41 (26-week). Next earnings are scheduled for 2026-07-29.

=== PROCTER & GAMBLE (PG)  (USD) ===
  price & change   (as of 2026-07-15, prior 2026-07-14)
    close       148.05
    change      +1.97  (+1.349%)
  range            (as of 2026-07-15)
    range       3.93
    close pos   86.3% of range
  moving averages  (as of 2026-07-15)
     20d MA     149.12   price below by -0.71%
     50d MA     146.37   price above by +1.15%
    200d MA     148.27   price below by -0.15%
    price mixed vs MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-07-15)
    20d stdev   1.590% daily ≈ 25.2% annualized (×√252)   (84th pct of own history, since 1962 (16072 obs))
    vs easing-2024 avg  1.38× (1.590% vs 1.150% era avg)
  ATR              (as of 2026-07-15)
    ATR(14)    3.22
    ATR%        2.18%   (83rd pct of own history, since 1962 (16078 obs))
    range/ATR   121.9%
  52-week range    (as of 2026-07-15)
    high        167.25   (-11.48% from high)
    low         137.62   (+7.58% from low)
  momentum         (as of 2026-07-15)
    RSI(14)     50.14   (43rd pct of own history, since 1962 (16078 obs))
  returns          (as of 2026-07-15)
     5d return  -0.24%
    20d return  -1.60%
    60d return  +0.76%
  volatility by rate-era
    pre-crisis       1.4310%   (from 1962-01-02)
    ZIRP-2009        1.0206%
    tightening-2015  0.9761%
    ZIRP-2019        1.4274%
    tightening-2022  1.1861%
    easing-2024      1.1502%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-14)
    vs real yield (Δ) -0.41 (26w)
    vs real yield (Δ) -0.39 (52w)
  S&P 500 market factor (weekly returns; async daily closes cap the magnitude)  (as of 2026-07-15)
    vs S&P 500  beta +0.39  corr +0.26  (26w)
    vs S&P 500  beta +0.38  corr +0.27  (52w)
  earnings horizon
    next earnings 2026-07-29  (14 days)