In this chapter we analyse market share for a consumer product. The prod­ uct is widely known world wide and the brand leader in its major markets. The study will focus on one of those markets. We build a model for market share that utilises available information on product price and measures of promotional activity. The objectives are to determine a model with good predictive power and to assess the importance of suggested explanatory variables. In addition, we use the example to highlight interesting and important aspects of regression modelling.