On 2026-08-05, Procter & Gamble (PG) closed at 146.8 USD, down 0.82% on the day. It trades at 31.0% of its 52-week range. Its 20-day return of -1.08% is in the 35th percentile. Its RSI(14) of 48.48 is in the 38th percentile of its history since 1962. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 147.52 / 147.52 / 148.02 USD, with price -0.49% / -0.49% / -0.82% against them. Its 52-week range is 137.62–167.25 USD; it closed 12.23% below the high and 6.67% above the low. Its 20-day volatility is 1.206% daily, in the 61st percentile of its history since 1962. Its 14-day average true range (ATR) is 3.61 USD, 2.46% of price. It has returned +0.48% over 5 days and +0.26% over 60 days. Against the S&P 500, its weekly-return beta +0.25 / correlation +0.19 (52-week); beta +0.41 / correlation +0.32 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.46 (52-week); -0.47 (26-week). Next earnings are scheduled for 2026-10-22.
=== PROCTER & GAMBLE (PG) (USD) ===
price & change (as of 2026-08-05, prior 2026-08-04)
close 146.80
change -1.21 (-0.818%)
range (as of 2026-08-05)
range 2.69
close pos 79.6% of range
moving averages (as of 2026-08-05)
20d MA 147.52 price below by -0.49%
50d MA 147.52 price below by -0.49%
200d MA 148.02 price below by -0.82%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-05)
20d stdev 1.206% daily ≈ 19.1% annualized (×√252) (61st pct of own history, since 1962 (16087 obs))
vs easing-2024 avg 1.05× (1.206% vs 1.151% era avg)
ATR (as of 2026-08-05)
ATR(14) 3.61
ATR% 2.46% (89th pct of own history, since 1962 (16093 obs))
range/ATR 74.6%
relative volume (as of 2026-08-05)
RVOL 0.87x (today vs 20-day average volume)
pctile 43rd pct of own history, since 1962 (16087 obs)
52-week range (as of 2026-08-05)
high 167.25 (-12.23% from high)
low 137.62 (+6.67% from low)
momentum (as of 2026-08-05)
RSI(14) 48.48 (38th pct of own history, since 1962 (16093 obs))
returns (as of 2026-08-05)
5d return +0.48%
20d return -1.08%
60d return +0.26%
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 1.1513%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-04)
vs real yield (Δ) -0.47 (26w)
vs real yield (Δ) -0.46 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-05)
vs S&P 500 beta +0.41 corr +0.32 (26w)
vs S&P 500 beta +0.25 corr +0.19 (52w)
earnings horizon
next earnings 2026-10-22 (78 days)