On 2026-08-20, Procter & Gamble (PG) closed at 142.97 USD, down 0.98% on the day. Its RSI(14) of 40.95 is in the 18th percentile of its history since 1962. It trades at 18.1% of its 52-week range. Its 20-day return of -2.72% is in the 22nd percentile. Its RSI last entered overbought 174 days ago (2026-02-27) and oversold 147 days ago (2026-03-26). It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 145.52 / 147.7 / 147.65 USD, with price -1.75% / -3.20% / -3.17% against them. Its moving averages stack 50-day > 200-day > 20-day. Its 52-week range is 137.62–167.25 USD; it closed 14.52% below the high and 3.89% above the low. The high was set 174 days ago (2026-02-27) and the low 225 days ago (2026-01-07). It is 20.76% below its all-time high, set 631 days ago (2024-11-27). Its 20-day volatility is 0.918% daily, in the 31st percentile of its history since 1962. Its realized volatility across horizons is 5-day 0.757%, 20-day 0.918%, 60-day 1.420%, and 120-day 1.358% daily. Annualized, these are 5-day 12.0%, 20-day 14.6%, 60-day 22.5%, and 120-day 21.6%. Its 14-day average true range (ATR) is 2.82 USD, 1.97% of price. It has returned -0.89% (31st pctile) over 5 days, -2.72% (17th) over 10 days, -2.72% (22nd) over 20 days, +0.01% (40th) over 60 days, -14.49% (5th) over 120 days, and -9.74% (14th) over 252 days. Against the S&P 500, its weekly-return beta +0.24 / correlation +0.19 (52-week); beta +0.41 / correlation +0.33 (26-week). Relative to the S&P 500, it has returned -5.86% (20-day), -1.62% (60-day), and -28.92% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.44 (52-week); -0.45 (26-week). Next earnings are scheduled for 2026-10-22.
=== PROCTER & GAMBLE (PG) (USD) ===
price & change (as of 2026-08-20, prior 2026-08-19)
close 142.97
change -1.41 (-0.977%)
listing Exchange: NYSE, Currency: USD
range (as of 2026-08-20)
range 2.36
close pos 17.4% of range
moving averages (as of 2026-08-20)
20d MA 145.52 price below by -1.75%
50d MA 147.70 price below by -3.20%
200d MA 147.65 price below by -3.17%
200d MA slope -0.34% over 20 sessions (falling)
price < all MAs
stack: 50d > 200d > 20d
20d MA last crossed below 50d MA: 2026-08-05 (15d ago)
20d MA last crossed below 200d MA: 2026-08-03 (17d ago)
50d MA last crossed above 200d MA: 2026-08-14 (6d ago)
volatility (as of 2026-08-20)
20d stdev 0.918% daily ≈ 14.6% annualized (×√252) (31st pct of own history, since 1962 (16098 obs))
5d vol 0.757% daily ≈ 12.0% annualized (×√252) (32nd pct of own history, since 1962 (16113 obs))
60d vol 1.420% daily ≈ 22.5% annualized (×√252) (76th pct of own history, since 1962 (16058 obs))
120d vol 1.358% daily ≈ 21.6% annualized (×√252) (72nd pct of own history, since 1962 (15998 obs))
vs easing-2024 avg 0.80× (0.918% vs 1.145% era avg)
ATR (as of 2026-08-20)
ATR(14) 2.82
ATR% 1.97% (76th pct of own history, since 1962 (16104 obs))
range/ATR 83.6%
relative volume (as of 2026-08-20)
RVOL 1.73x (today vs 20-day average volume)
pctile 93rd pct of own history, since 1962 (16098 obs)
52-week range (as of 2026-08-20)
high 167.25 (-14.52% from high) [2026-02-27, 174d ago]
low 137.62 (+3.89% from low) [2026-01-07, 225d ago]
drawdown -20.76% from all-time high, 631d ago (2024-11-27)
max drawdown (10-year, close-basis) -24.85% (2017-09-20 94.40 -> 2018-05-02 70.94, 224d peak-to-trough); recovered 2018-11-30 (212d after trough)
momentum (as of 2026-08-20)
RSI(14) 40.95 (18th pct of own history, since 1962 (16104 obs))
last overbought 174d ago (2026-02-27)
last oversold 147d ago (2026-03-26)
MACD (as of 2026-08-20)
MACD(12,26,9) -1.12 (below signal) signal -0.89 hist -0.23
returns (as of 2026-08-20)
5d return -0.89% (31st pct of own history, since 1962 (16113 obs))
10d return -2.72% (17th pct of own history, since 1962 (16108 obs))
20d return -2.72% (22nd pct of own history, since 1962 (16098 obs))
60d return +0.01% (40th pct of own history, since 1962 (16058 obs))
120d return -14.49% (5th pct of own history, since 1962 (15998 obs))
252d return -9.74% (14th pct of own history, since 1962 (15866 obs))
YTD return -0.24%
volatility by rate-era
pre-crisis 1.43% (from 1962-01-02)
ZIRP-2009 1.02%
tightening-2015 0.98%
ZIRP-2019 1.43%
tightening-2022 1.19%
easing-2024 1.14%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-19)
vs real yield (Δ) -0.45 (26w)
vs real yield (Δ) -0.44 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-20)
vs S&P 500 beta +0.41 corr +0.33 (26w)
vs S&P 500 beta +0.24 corr +0.19 (52w)
vs S&P 500 -5.86% rel (20d return)
vs S&P 500 -1.62% rel (60d return)
vs S&P 500 -28.92% rel (252d return)
vs Nasdaq 100 beta +0.17 corr +0.22 (26w)
vs Nasdaq 100 beta +0.07 corr +0.09 (52w)
vs Nasdaq 100 -5.46% rel (20d return)
vs Nasdaq 100 +2.66% rel (60d return)
vs Nasdaq 100 -34.62% rel (252d return)
vs XLP (Consumer Staples) beta +0.94 corr +0.69 (26w)
vs XLP (Consumer Staples) beta +0.77 corr +0.64 (52w)
vs XLP -5.26% rel (20d return)
vs XLP -2.01% rel (60d return)
vs XLP -12.85% rel (252d return)
earnings horizon
next earnings 2026-10-22 (63 days)