Caterpillar (CAT): 20-day return -12.45% (4th pct)

On 2026-07-27, Caterpillar (CAT) closed at 873.28 USD, down 1.74% on the day. Its 20-day return of -12.45% is in the 4th percentile. Its RSI(14) of 40.55 is in the 19th percentile of its history since 1962. It trades at 70.0% of its 52-week range. Its 20/50/200-day moving averages are 931.93 / 925.78 / 731.87 USD, with price -6.29% / -5.67% / +19.32% against them. Its 52-week range is 405.46–1073.46 USD; it closed 18.65% below the high and 115.38% above the low. Its 20-day volatility is 2.568% daily, in the 89th percentile of its history since 1962. Its 14-day average true range (ATR) is 39.46 USD, 4.52% of price. It has returned +1.04% over 5 days and +7.81% over 60 days. Against the S&P 500, its weekly-return beta +0.73 / correlation +0.27 (52-week); beta +0.59 / correlation +0.24 (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 2026-07-27, prior 2026-07-24)
    close       873.28
    change      -15.45  (-1.738%)
  range            (as of 2026-07-27)
    range       54.31
    close pos   62.1% of range
  moving averages  (as of 2026-07-27)
     20d MA     931.93   price below by -6.29%
     50d MA     925.78   price below by -5.67%
    200d MA     731.87   price above by +19.32%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-27)
    20d stdev   2.568% daily ≈ 40.8% annualized (×√252)   (89th pct of own history, since 1962 (16228 obs))
    vs easing-2024 avg  1.25× (2.568% vs 2.053% era avg)
  ATR              (as of 2026-07-27)
    ATR(14)    39.46
    ATR%        4.52%   (97th pct of own history, since 1962 (16234 obs))
    range/ATR   137.6%
  52-week range    (as of 2026-07-27)
    high        1073.46   (-18.65% from high)
    low         405.46   (+115.38% from low)
  momentum         (as of 2026-07-27)
    RSI(14)     40.55   (19th pct of own history, since 1962 (16234 obs))
  returns          (as of 2026-07-27)
     5d return  +1.04%
    20d return  -12.45%
    60d return  +7.81%
  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      2.0526%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-24)
    vs real yield (Δ) -0.24 (26w)
    vs real yield (Δ) -0.11 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-07-27)
    vs S&P 500  beta +0.59  corr +0.24  (26w)
    vs S&P 500  beta +0.73  corr +0.27  (52w)
  earnings horizon
    next earnings 2026-08-04  (8 days)