On 2026-07-29, Procter & Gamble (PG) closed at 146.1 USD, down 1.87% on the day. Its RSI(14) of 45.20 is in the 28th percentile of its history since 1962. It trades at 28.6% of its 52-week range. Its 20-day return of -0.37% is in the 41st percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 148.58 / 147.24 / 148.09 USD, with price -1.67% / -0.77% / -1.35% against them. Its 52-week range is 137.62–167.25 USD; it closed 12.65% below the high and 6.16% above the low. Its 20-day volatility is 1.507% daily, in the 80th percentile of its history since 1962. Its 14-day average true range (ATR) is 3.63 USD, 2.48% of price. It has returned -2.03% over 5 days and -0.79% over 60 days. Against the S&P 500, its weekly-return beta +0.27 / correlation +0.20 (52-week); beta +0.38 / correlation +0.28 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.45 (52-week); -0.43 (26-week). Next earnings are scheduled for 2026-10-22.
=== PROCTER & GAMBLE (PG) (USD) ===
price & change (as of 2026-07-29, prior 2026-07-28)
close 146.10
change -2.78 (-1.867%)
range (as of 2026-07-29)
range 6.18
close pos 95.5% of range
moving averages (as of 2026-07-29)
20d MA 148.58 price below by -1.67%
50d MA 147.24 price below by -0.77%
200d MA 148.09 price below by -1.35%
price < all MAs
stack: 20d > 200d > 50d
volatility (as of 2026-07-29)
20d stdev 1.507% daily ≈ 23.9% annualized (×√252) (80th pct of own history, since 1962 (16082 obs))
vs easing-2024 avg 1.31× (1.507% vs 1.151% era avg)
ATR (as of 2026-07-29)
ATR(14) 3.63
ATR% 2.48% (90th pct of own history, since 1962 (16088 obs))
range/ATR 170.5%
relative volume (as of 2026-07-29)
RVOL 1.74x (today vs 20-day average volume)
pctile 93rd pct of own history, since 1962 (16082 obs)
52-week range (as of 2026-07-29)
high 167.25 (-12.65% from high)
low 137.62 (+6.16% from low)
momentum (as of 2026-07-29)
RSI(14) 45.20 (28th pct of own history, since 1962 (16088 obs))
returns (as of 2026-07-29)
5d return -2.03%
20d return -0.37%
60d return -0.79%
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 1.1508%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-29)
vs real yield (Δ) -0.43 (26w)
vs real yield (Δ) -0.45 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-29)
vs S&P 500 beta +0.38 corr +0.28 (26w)
vs S&P 500 beta +0.27 corr +0.20 (52w)
earnings horizon
next earnings 2026-10-22 (85 days)