On 2026-08-10, Procter & Gamble (PG) closed at 146.44 USD, up 0.45% on the day. It trades at 29.8% of its 52-week range. Its 20-day return of -1.30% is in the 33rd percentile. Its RSI(14) of 47.88 is in the 36th 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 147.37 / 147.58 / 147.94 USD, with price -0.63% / -0.77% / -1.01% against them. Its 52-week range is 137.62–167.25 USD; it closed 12.44% below the high and 6.41% above the low. Its 20-day volatility is 1.182% daily, in the 59th percentile of its history since 1962. Its 14-day average true range (ATR) is 3.44 USD, 2.35% of price. It has returned +1.01% over 5 days and +2.95% over 60 days. Against the S&P 500, its weekly-return beta +0.23 / correlation +0.17 (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 -0.45 (52-week); -0.45 (26-week). Next earnings are scheduled for 2026-10-22.
=== PROCTER & GAMBLE (PG) (USD) ===
price & change (as of 2026-08-10, prior 2026-08-07)
close 146.44
change +0.65 (+0.446%)
range (as of 2026-08-10)
range 2.27
close pos 99.1% of range
moving averages (as of 2026-08-10)
20d MA 147.37 price below by -0.63%
50d MA 147.58 price below by -0.77%
200d MA 147.94 price below by -1.01%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-10)
20d stdev 1.182% daily ≈ 18.8% annualized (×√252) (59th pct of own history, since 1962 (16090 obs))
vs easing-2024 avg 1.03× (1.182% vs 1.149% era avg)
ATR (as of 2026-08-10)
ATR(14) 3.44
ATR% 2.35% (87th pct of own history, since 1962 (16096 obs))
range/ATR 66.0%
relative volume (as of 2026-08-10)
RVOL 0.53x (today vs 20-day average volume)
pctile 8th pct of own history, since 1962 (16090 obs)
52-week range (as of 2026-08-10)
high 167.25 (-12.44% from high)
low 137.62 (+6.41% from low)
momentum (as of 2026-08-10)
RSI(14) 47.88 (36th pct of own history, since 1962 (16096 obs))
returns (as of 2026-08-10)
5d return +1.01%
20d return -1.30%
60d return +2.95%
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 1.1493%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-07)
vs real yield (Δ) -0.45 (26w)
vs real yield (Δ) -0.45 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-10)
vs S&P 500 beta +0.41 corr +0.32 (26w)
vs S&P 500 beta +0.23 corr +0.17 (52w)
earnings horizon
next earnings 2026-10-22 (73 days)