Caterpillar (CAT): 938.39 USD | 20d vol 3.799% daily (99th pct) — daily facts

On 2026-07-09, Caterpillar (CAT) closed at 938.39 USD, down 1.02% on the day. It trades at 80.0% of its 52-week range. Its RSI(14) of 47.72 is in the 37th percentile of its history since 1962. Its 20-day return of +2.59% is in the 58th percentile. Its 20/50/200-day moving averages are 969.52 / 922.97 / 706.64 USD, with price -3.21% / +1.67% / +32.80% against them. Its 52-week range is 396.88–1073.46 USD; it closed 12.58% below the high and 136.44% above the low. Its 20-day volatility is 3.799% daily, in the 99th percentile of its history since 1962. Its 14-day average true range (ATR) is 42.98 USD, 4.58% of price. It has returned -5.35% over 5 days and +18.52% over 60 days. Against the S&P 500, its weekly-return beta +0.66 / correlation +0.26 (52-week); beta +0.42 / correlation +0.17 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.14 (52-week); -0.28 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-09, prior 2026-07-08)
    close       938.39
    change      -9.69  (-1.022%)
  range            (as of 2026-07-09)
    range       48.78
    close pos   8.2% of range
  moving averages  (as of 2026-07-09)
     20d MA     969.52   price below by -3.21%
     50d MA     922.97   price above by +1.67%
    200d MA     706.64   price above by +32.80%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-09)
    20d stdev   3.799% daily ≈ 60.3% annualized (×√252)   (99th pct of own history, since 1962 (16216 obs))
    vs easing-2024 avg  1.85× (3.799% vs 2.054% era avg)
  ATR              (as of 2026-07-09)
    ATR(14)    42.98
    ATR%        4.58%   (97th pct of own history, since 1962 (16222 obs))
    range/ATR   113.5%
  52-week range    (as of 2026-07-09)
    high        1073.46   (-12.58% from high)
    low         396.88   (+136.44% from low)
  momentum         (as of 2026-07-09)
    RSI(14)     47.72   (37th pct of own history, since 1962 (16222 obs))
  returns          (as of 2026-07-09)
     5d return  -5.35%
    20d return  +2.59%
    60d return  +18.52%
  volatility by rate-era
    pre-crisis       1.8267%   (from 1962-01-02)
    ZIRP-2009        2.0221%
    tightening-2015  1.7203%
    ZIRP-2019        2.1140%
    tightening-2022  1.9636%
    easing-2024      2.0540%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-09)
    vs real yield (Δ) -0.28 (26w)
    vs real yield (Δ) -0.14 (52w)
  S&P 500 market factor (weekly returns; async daily closes cap the magnitude)  (as of 2026-07-09)
    vs S&P 500  beta +0.42  corr +0.17  (26w)
    vs S&P 500  beta +0.66  corr +0.26  (52w)
  earnings horizon
    next earnings 2026-08-04  (26 days)