Caterpillar (CAT): 20-day volatility 3.350% daily (97th pct)

On 2026-07-20, Caterpillar (CAT) closed at 864.3 USD, down 1.81% on the day. Its 20-day return of -12.33% is in the 4th percentile. Its RSI(14) of 38.06 is in the 15th percentile of its history since 1962. It trades at 68.7% of its 52-week range. Its 20/50/200-day moving averages are 962.91 / 927.75 / 721.95 USD, with price -10.24% / -6.84% / +19.72% against them. Its 52-week range is 405.46–1073.46 USD; it closed 19.48% below the high and 113.17% above the low. Its 20-day volatility is 3.350% daily, in the 97th percentile of its history since 1962. Its 14-day average true range (ATR) is 41.95 USD, 4.85% of price. It has returned -7.21% over 5 days and +6.85% over 60 days. Against the S&P 500, its weekly-return beta +0.75 / correlation +0.29 (52-week); beta +0.60 / correlation +0.24 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.12 (52-week); -0.24 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-20, prior 2026-07-17)
    close       864.30
    change      -15.98  (-1.815%)
  range            (as of 2026-07-20)
    range       33.10
    close pos   9.2% of range
  moving averages  (as of 2026-07-20)
     20d MA     962.91   price below by -10.24%
     50d MA     927.75   price below by -6.84%
    200d MA     721.95   price above by +19.72%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-20)
    20d stdev   3.350% daily ≈ 53.2% annualized (×√252)   (97th pct of own history, since 1962 (16223 obs))
    vs easing-2024 avg  1.63× (3.350% vs 2.056% era avg)
  ATR              (as of 2026-07-20)
    ATR(14)    41.95
    ATR%        4.85%   (98th pct of own history, since 1962 (16229 obs))
    range/ATR   78.9%
  52-week range    (as of 2026-07-20)
    high        1073.46   (-19.48% from high)
    low         405.46   (+113.17% from low)
  momentum         (as of 2026-07-20)
    RSI(14)     38.06   (15th pct of own history, since 1962 (16229 obs))
  returns          (as of 2026-07-20)
     5d return  -7.21%
    20d return  -12.33%
    60d return  +6.85%
  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 2026-07-17)
    vs real yield (Δ) -0.24 (26w)
    vs real yield (Δ) -0.12 (52w)
  S&P 500 market factor (weekly returns; async daily closes cap the magnitude)  (as of 2026-07-20)
    vs S&P 500  beta +0.60  corr +0.24  (26w)
    vs S&P 500  beta +0.75  corr +0.29  (52w)
  earnings horizon
    next earnings 2026-08-04  (15 days)