Caterpillar (CAT): 20-day volatility 3.216% daily (97th pct)

On 2026-07-23, Caterpillar (CAT) closed at 894.54 USD, up 0.59% on the day. Its 20-day return of -10.05% is in the 7th percentile. It trades at 73.2% of its 52-week range. Its RSI(14) of 44.08 is in the 28th percentile of its history since 1962. Its 20/50/200-day moving averages are 946.56 / 926.83 / 727.97 USD, with price -5.50% / -3.48% / +22.88% against them. Its 52-week range is 405.46–1073.46 USD; it closed 16.67% below the high and 120.62% above the low. Its 20-day volatility is 3.216% daily, in the 97th percentile of its history since 1962. Its 14-day average true range (ATR) is 39.61 USD, 4.43% of price. It has returned +1.98% over 5 days and +7.93% over 60 days. Against the S&P 500, its weekly-return beta +0.73 / correlation +0.28 (52-week); beta +0.58 / correlation +0.23 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.10 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-23, prior 2026-07-22)
    close       894.54
    change      +5.23  (+0.588%)
  range            (as of 2026-07-23)
    range       27.65
    close pos   45.5% of range
  moving averages  (as of 2026-07-23)
     20d MA     946.56   price below by -5.50%
     50d MA     926.83   price below by -3.48%
    200d MA     727.97   price above by +22.88%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-23)
    20d stdev   3.216% daily ≈ 51.1% annualized (×√252)   (97th pct of own history, since 1962 (16226 obs))
    vs easing-2024 avg  1.57× (3.216% vs 2.054% era avg)
  ATR              (as of 2026-07-23)
    ATR(14)    39.61
    ATR%        4.43%   (97th pct of own history, since 1962 (16232 obs))
    range/ATR   69.8%
  52-week range    (as of 2026-07-23)
    high        1073.46   (-16.67% from high)
    low         405.46   (+120.62% from low)
  momentum         (as of 2026-07-23)
    RSI(14)     44.08   (28th pct of own history, since 1962 (16232 obs))
  returns          (as of 2026-07-23)
     5d return  +1.98%
    20d return  -10.05%
    60d return  +7.93%
  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      2.0542%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-23)
    vs real yield (Δ) -0.23 (26w)
    vs real yield (Δ) -0.10 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-07-23)
    vs S&P 500  beta +0.58  corr +0.23  (26w)
    vs S&P 500  beta +0.73  corr +0.28  (52w)
  earnings horizon
    next earnings 2026-08-04  (12 days)