Caterpillar (CAT): 20-day volatility 3.305% daily (97th pct)

On 2026-07-21, Caterpillar (CAT) closed at 889.97 USD, up 2.97% on the day. Its 20-day return of -12.94% is in the 4th percentile. Its RSI(14) of 43.10 is in the 25th percentile of its history since 1962. It trades at 72.5% of its 52-week range. Its 20/50/200-day moving averages are 956.3 / 927.64 / 724 USD, with price -6.94% / -4.06% / +22.92% against them. Its 52-week range is 405.46–1073.46 USD; it closed 17.09% below the high and 119.50% above the low. Its 20-day volatility is 3.305% daily, in the 97th percentile of its history since 1962. Its 14-day average true range (ATR) is 41.36 USD, 4.65% of price. It has returned -4.65% over 5 days and +6.55% over 60 days. Against the S&P 500, its weekly-return beta +0.73 / correlation +0.28 (52-week); beta +0.59 / correlation +0.23 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.11 (52-week); -0.24 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-21, prior 2026-07-20)
    close       889.97
    change      +25.67  (+2.970%)
  range            (as of 2026-07-21)
    range       21.99
    close pos   63.5% of range
  moving averages  (as of 2026-07-21)
     20d MA     956.30   price below by -6.94%
     50d MA     927.64   price below by -4.06%
    200d MA     724.00   price above by +22.92%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-21)
    20d stdev   3.305% daily ≈ 52.5% annualized (×√252)   (97th pct of own history, since 1962 (16224 obs))
    vs easing-2024 avg  1.61× (3.305% vs 2.057% era avg)
  ATR              (as of 2026-07-21)
    ATR(14)    41.36
    ATR%        4.65%   (97th pct of own history, since 1962 (16230 obs))
    range/ATR   53.2%
  52-week range    (as of 2026-07-21)
    high        1073.46   (-17.09% from high)
    low         405.46   (+119.50% from low)
  momentum         (as of 2026-07-21)
    RSI(14)     43.10   (25th pct of own history, since 1962 (16230 obs))
  returns          (as of 2026-07-21)
     5d return  -4.65%
    20d return  -12.94%
    60d return  +6.55%
  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      2.0573%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-21)
    vs real yield (Δ) -0.24 (26w)
    vs real yield (Δ) -0.11 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-07-21)
    vs S&P 500  beta +0.59  corr +0.23  (26w)
    vs S&P 500  beta +0.73  corr +0.28  (52w)
  earnings horizon
    next earnings 2026-08-04  (14 days)