Caterpillar (CAT): 20-day volatility 3.437% daily (98th pct)

On 2026-07-17, Caterpillar (CAT) closed at 880.28 USD, up 0.35% on the day. Its 20-day return of -7.91% is in the 12th percentile. Its RSI(14) of 40.11 is in the 18th percentile of its history since 1962. It trades at 71.1% of its 52-week range. Its 20/50/200-day moving averages are 968.99 / 929 / 720.02 USD, with price -9.15% / -5.24% / +22.26% against them. Its 52-week range is 405.46–1073.46 USD; it closed 18.00% below the high and 117.11% above the low. Its 20-day volatility is 3.437% daily, in the 98th percentile of its history since 1962. Its 14-day average true range (ATR) is 42.63 USD, 4.84% of price. It has returned -7.57% over 5 days and +9.97% over 60 days. Against the S&P 500, its weekly-return beta +0.75 / correlation +0.29 (52-week); beta +0.62 / correlation +0.24 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.15 (52-week); -0.27 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-17, prior 2026-07-16)
    close       880.28
    change      +3.11  (+0.355%)
  range            (as of 2026-07-17)
    range       54.86
    close pos   76.5% of range
  moving averages  (as of 2026-07-17)
     20d MA     968.99   price below by -9.15%
     50d MA     929.00   price below by -5.24%
    200d MA     720.02   price above by +22.26%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-17)
    20d stdev   3.437% daily ≈ 54.6% annualized (×√252)   (98th pct of own history, since 1962 (16222 obs))
    vs easing-2024 avg  1.67× (3.437% vs 2.056% era avg)
  ATR              (as of 2026-07-17)
    ATR(14)    42.63
    ATR%        4.84%   (98th pct of own history, since 1962 (16228 obs))
    range/ATR   128.7%
  52-week range    (as of 2026-07-17)
    high        1073.46   (-18.00% from high)
    low         405.46   (+117.11% from low)
  momentum         (as of 2026-07-17)
    RSI(14)     40.11   (18th pct of own history, since 1962 (16228 obs))
  returns          (as of 2026-07-17)
     5d return  -7.57%
    20d return  -7.91%
    60d return  +9.97%
  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      2.0560%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-16)
    vs real yield (Δ) -0.27 (26w)
    vs real yield (Δ) -0.15 (52w)
  S&P 500 market factor (weekly returns; async daily closes cap the magnitude)  (as of 2026-07-17)
    vs S&P 500  beta +0.62  corr +0.24  (26w)
    vs S&P 500  beta +0.75  corr +0.29  (52w)
  earnings horizon
    next earnings 2026-08-04  (18 days)