On 2026-07-31, Procter & Gamble (PG) closed at 144.49 USD, up 0.37% on the day. Its 20-day return of -4.57% is in the 13th percentile. Its RSI(14) of 42.52 is in the 21st percentile of its history since 1962. It trades at 23.2% of its 52-week range. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 148.06 / 147.33 / 148.05 USD, with price -2.41% / -1.93% / -2.40% against them. Its 52-week range is 137.62–167.25 USD; it closed 13.61% below the high and 4.99% above the low. Its 20-day volatility is 1.393% daily, in the 74th percentile of its history since 1962. Its 14-day average true range (ATR) is 3.61 USD, 2.50% of price. It has returned -1.98% over 5 days and -0.28% over 60 days. Against the S&P 500, its weekly-return beta +0.26 / correlation +0.19 (52-week); beta +0.36 / correlation +0.26 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.44 (52-week); -0.42 (26-week). Next earnings are scheduled for 2026-10-22.
=== PROCTER & GAMBLE (PG) (USD) ===
price & change (as of 2026-07-31, prior 2026-07-30)
close 144.49
change +0.53 (+0.368%)
range (as of 2026-07-31)
range 3.24
close pos 93.5% of range
moving averages (as of 2026-07-31)
20d MA 148.06 price below by -2.41%
50d MA 147.33 price below by -1.93%
200d MA 148.05 price below by -2.40%
price < all MAs
stack: 20d > 200d > 50d
volatility (as of 2026-07-31)
20d stdev 1.393% daily ≈ 22.1% annualized (×√252) (74th pct of own history, since 1962 (16084 obs))
vs easing-2024 avg 1.21× (1.393% vs 1.151% era avg)
ATR (as of 2026-07-31)
ATR(14) 3.61
ATR% 2.50% (90th pct of own history, since 1962 (16090 obs))
range/ATR 89.7%
relative volume (as of 2026-07-31)
RVOL 1.06x (today vs 20-day average volume)
pctile 66th pct of own history, since 1962 (16084 obs)
52-week range (as of 2026-07-31)
high 167.25 (-13.61% from high)
low 137.62 (+4.99% from low)
momentum (as of 2026-07-31)
RSI(14) 42.52 (21st pct of own history, since 1962 (16090 obs))
returns (as of 2026-07-31)
5d return -1.98%
20d return -4.57%
60d return -0.28%
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 1.1506%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-07-30)
vs real yield (Δ) -0.42 (26w)
vs real yield (Δ) -0.44 (52w)
S&P 500 market factor (weekly returns) (as of 2026-07-31)
vs S&P 500 beta +0.36 corr +0.26 (26w)
vs S&P 500 beta +0.26 corr +0.19 (52w)
earnings horizon
next earnings 2026-10-22 (83 days)