On 2026-07-30, Procter & Gamble (PG) closed at 143.96 USD, down 1.47% on the day. Its RSI(14) of 41.14 is in the 18th percentile of its history since 1962. It trades at 21.4% of its 52-week range. Its 20-day return of -2.35% is in the 25th percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 148.4 / 147.27 / 148.06 USD, with price -2.99% / -2.25% / -2.77% against them. Its 52-week range is 137.62–167.25 USD; it closed 13.93% below the high and 4.61% above the low. Its 20-day volatility is 1.535% daily, in the 82nd percentile of its history since 1962. Its 14-day average true range (ATR) is 3.64 USD, 2.53% of price. It has returned -2.05% over 5 days and +0.38% over 60 days. Against the S&P 500, its weekly-return beta +0.27 / correlation +0.19 (52-week); beta +0.38 / correlation +0.27 (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 2026-07-30, prior 2026-07-29)
close 143.96
change -2.14 (-1.465%)
range (as of 2026-07-30)
range 2.20
close pos 77.7% of range
moving averages (as of 2026-07-30)
20d MA 148.40 price below by -2.99%
50d MA 147.27 price below by -2.25%
200d MA 148.06 price below by -2.77%
price < all MAs
stack: 20d > 200d > 50d
volatility (as of 2026-07-30)
20d stdev 1.535% daily ≈ 24.4% annualized (×√252) (82nd pct of own history, since 1962 (16083 obs))
vs easing-2024 avg 1.33× (1.535% vs 1.151% era avg)
ATR (as of 2026-07-30)
ATR(14) 3.64
ATR% 2.53% (91st pct of own history, since 1962 (16089 obs))
range/ATR 60.4%
relative volume (as of 2026-07-30)
RVOL 1.11x (today vs 20-day average volume)
pctile 70th pct of own history, since 1962 (16083 obs)
52-week range (as of 2026-07-30)
high 167.25 (-13.93% from high)
low 137.62 (+4.61% from low)
momentum (as of 2026-07-30)
RSI(14) 41.14 (18th pct of own history, since 1962 (16089 obs))
returns (as of 2026-07-30)
5d return -2.05%
20d return -2.35%
60d return +0.38%
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 1.1514%
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 2026-07-30)
vs S&P 500 beta +0.38 corr +0.27 (26w)
vs S&P 500 beta +0.27 corr +0.19 (52w)
earnings horizon
next earnings 2026-10-22 (84 days)