On 2026-08-07, Procter & Gamble (PG) closed at 145.79 USD, down 0.80% on the day. It trades at 27.6% of its 52-week range. Its RSI(14) of 46.12 is in the 31st percentile of its history since 1962. Its 20-day return of -0.85% is in the 37th percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 147.47 / 147.57 / 147.96 USD, with price -1.14% / -1.21% / -1.47% against them. Its 52-week range is 137.62–167.25 USD; it closed 12.83% below the high and 5.94% above the low. Its 20-day volatility is 1.197% daily, in the 60th percentile of its history since 1962. Its 14-day average true range (ATR) is 3.53 USD, 2.42% of price. It has returned +0.90% over 5 days and +1.31% over 60 days. Against the S&P 500, its weekly-return beta +0.24 / correlation +0.18 (52-week); beta +0.39 / correlation +0.31 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.46 (52-week); -0.45 (26-week). Next earnings are scheduled for 2026-10-22.
=== PROCTER & GAMBLE (PG) (USD) ===
price & change (as of 2026-08-07, prior 2026-08-06)
close 145.79
change -1.18 (-0.803%)
range (as of 2026-08-07)
range 2.12
close pos 90.1% of range
moving averages (as of 2026-08-07)
20d MA 147.47 price below by -1.14%
50d MA 147.57 price below by -1.21%
200d MA 147.96 price below by -1.47%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-07)
20d stdev 1.197% daily ≈ 19.0% annualized (×√252) (60th pct of own history, since 1962 (16089 obs))
vs easing-2024 avg 1.04× (1.197% vs 1.150% era avg)
ATR (as of 2026-08-07)
ATR(14) 3.53
ATR% 2.42% (89th pct of own history, since 1962 (16095 obs))
range/ATR 60.0%
relative volume (as of 2026-08-07)
RVOL 0.89x (today vs 20-day average volume)
pctile 47th pct of own history, since 1962 (16089 obs)
52-week range (as of 2026-08-07)
high 167.25 (-12.83% from high)
low 137.62 (+5.94% from low)
momentum (as of 2026-08-07)
RSI(14) 46.12 (31st pct of own history, since 1962 (16095 obs))
returns (as of 2026-08-07)
5d return +0.90%
20d return -0.85%
60d return +1.31%
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 1.1500%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-06)
vs real yield (Δ) -0.45 (26w)
vs real yield (Δ) -0.46 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-07)
vs S&P 500 beta +0.39 corr +0.31 (26w)
vs S&P 500 beta +0.24 corr +0.18 (52w)
earnings horizon
next earnings 2026-10-22 (76 days)