Caterpillar (CAT): 877.17 USD | 20d vol 3.449% daily (98th pct) — daily facts

On 2026-07-16, Caterpillar (CAT) closed at 877.17 USD, down 4.06% on the day. Its 20-day return of -7.22% is in the 14th percentile. Its RSI(14) of 39.52 is in the 17th percentile of its history since 1962. It trades at 70.7% of its 52-week range. Its 20/50/200-day moving averages are 972.77 / 929.49 / 717.97 USD, with price -9.83% / -5.63% / +22.17% against them. Its 52-week range is 403.32–1073.46 USD; it closed 18.29% below the high and 117.49% above the low. Its 20-day volatility is 3.449% daily, in the 98th percentile of its history since 1962. Its 14-day average true range (ATR) is 41.69 USD, 4.75% of price. It has returned -6.52% over 5 days and +9.87% over 60 days. Against the S&P 500, its weekly-return beta +0.71 / correlation +0.27 (52-week); beta +0.54 / correlation +0.21 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.13 (52-week); -0.26 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-16, prior 2026-07-15)
    close       877.17
    change      -37.13  (-4.061%)
  range            (as of 2026-07-16)
    range       32.93
    close pos   25.2% of range
  moving averages  (as of 2026-07-16)
     20d MA     972.77   price below by -9.83%
     50d MA     929.49   price below by -5.63%
    200d MA     717.97   price above by +22.17%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-16)
    20d stdev   3.449% daily ≈ 54.8% annualized (×√252)   (98th pct of own history, since 1962 (16221 obs))
    vs easing-2024 avg  1.68× (3.449% vs 2.058% era avg)
  ATR              (as of 2026-07-16)
    ATR(14)    41.69
    ATR%        4.75%   (98th pct of own history, since 1962 (16227 obs))
    range/ATR   79.0%
  52-week range    (as of 2026-07-16)
    high        1073.46   (-18.29% from high)
    low         403.32   (+117.49% from low)
  momentum         (as of 2026-07-16)
    RSI(14)     39.52   (17th pct of own history, since 1962 (16227 obs))
  returns          (as of 2026-07-16)
     5d return  -6.52%
    20d return  -7.22%
    60d return  +9.87%
  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      2.0576%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-15)
    vs real yield (Δ) -0.26 (26w)
    vs real yield (Δ) -0.13 (52w)
  S&P 500 market factor (weekly returns; async daily closes cap the magnitude)  (as of 2026-07-16)
    vs S&P 500  beta +0.54  corr +0.21  (26w)
    vs S&P 500  beta +0.71  corr +0.27  (52w)
  earnings horizon
    next earnings 2026-08-04  (19 days)