Caterpillar (CAT): 20-day return -18.62% (1st pct)

On 2026-07-28, Caterpillar (CAT) closed at 840.85 USD, down 3.71% on the day. Its 20-day return of -18.62% is in the 1st percentile. Its RSI(14) of 35.75 is in the 11th percentile of its history since 1962. It trades at 65.2% of its 52-week range. Its 20/50/200-day moving averages are 922.31 / 924.19 / 733.57 USD, with price -8.83% / -9.02% / +14.62% against them. Its 52-week range is 405.46–1073.46 USD; it closed 21.67% below the high and 107.38% above the low. Its 20-day volatility is 2.453% daily, in the 87th percentile of its history since 1962. Its 14-day average true range (ATR) is 40.17 USD, 4.78% of price. It has returned -5.52% over 5 days and -5.53% over 60 days. Against the S&P 500, its weekly-return beta +0.73 / correlation +0.27 (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 -0.12 (52-week); -0.22 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-28, prior 2026-07-27)
    close       840.85
    change      -32.43  (-3.714%)
  range            (as of 2026-07-28)
    range       31.82
    close pos   53.0% of range
  moving averages  (as of 2026-07-28)
     20d MA     922.31   price below by -8.83%
     50d MA     924.19   price below by -9.02%
    200d MA     733.57   price above by +14.62%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-28)
    20d stdev   2.453% daily ≈ 38.9% annualized (×√252)   (87th pct of own history, since 1962 (16229 obs))
    vs easing-2024 avg  1.19× (2.453% vs 2.057% era avg)
  ATR              (as of 2026-07-28)
    ATR(14)    40.17
    ATR%        4.78%   (98th pct of own history, since 1962 (16235 obs))
    range/ATR   79.2%
  52-week range    (as of 2026-07-28)
    high        1073.46   (-21.67% from high)
    low         405.46   (+107.38% from low)
  momentum         (as of 2026-07-28)
    RSI(14)     35.75   (11th pct of own history, since 1962 (16235 obs))
  returns          (as of 2026-07-28)
     5d return  -5.52%
    20d return  -18.62%
    60d return  -5.53%
  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      2.0568%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-27)
    vs real yield (Δ) -0.22 (26w)
    vs real yield (Δ) -0.12 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-07-28)
    vs S&P 500  beta +0.59  corr +0.23  (26w)
    vs S&P 500  beta +0.73  corr +0.27  (52w)
  earnings horizon
    next earnings 2026-08-04  (7 days)