Caterpillar (CAT): 20-day return -26.50% (0th pct)

On 2026-07-29, Caterpillar (CAT) closed at 782.71 USD, down 6.91% on the day. Its 20-day return of -26.50% is in the 0th percentile. Its RSI(14) of 29.11 is in the 4th percentile of its history since 1962. It trades at 56.5% of its 52-week range. RSI below 30 is conventionally termed oversold. Its 20/50/200-day moving averages are 908.21 / 922.08 / 734.98 USD, with price -13.82% / -15.11% / +6.49% against them. Its 52-week range is 405.46–1073.46 USD; it closed 27.09% below the high and 93.04% above the low. Its 20-day volatility is 2.594% daily, in the 90th percentile of its history since 1962. Its 14-day average true range (ATR) is 41.94 USD, 5.36% of price. It has returned -11.99% over 5 days and -12.02% over 60 days. Against the S&P 500, its weekly-return beta +0.86 / correlation +0.30 (52-week); beta +0.79 / correlation +0.28 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.09 (52-week); -0.15 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-29, prior 2026-07-28)
    close       782.71
    change      -58.14  (-6.914%)
  range            (as of 2026-07-29)
    range       46.80
    close pos   14.3% of range
  moving averages  (as of 2026-07-29)
     20d MA     908.21   price below by -13.82%
     50d MA     922.08   price below by -15.11%
    200d MA     734.98   price above by +6.49%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-29)
    20d stdev   2.594% daily ≈ 41.2% annualized (×√252)   (90th pct of own history, since 1962 (16230 obs))
    vs easing-2024 avg  1.25× (2.594% vs 2.074% era avg)
  ATR              (as of 2026-07-29)
    ATR(14)    41.94
    ATR%        5.36%   (99th pct of own history, since 1962 (16236 obs))
    range/ATR   111.6%
  relative volume  (as of 2026-07-29)
    RVOL        2.04x  (today vs 20-day average volume)
    pctile      95th pct of own history, since 1962 (16230 obs)
  52-week range    (as of 2026-07-29)
    high        1073.46   (-27.09% from high)
    low         405.46   (+93.04% from low)
  momentum         (as of 2026-07-29)
    RSI(14)     29.11   (4th pct of own history, since 1962 (16236 obs))
  returns          (as of 2026-07-29)
     5d return  -11.99%
    20d return  -26.50%
    60d return  -12.02%
  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      2.0741%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-29)
    vs real yield (Δ) -0.15 (26w)
    vs real yield (Δ) -0.09 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-07-29)
    vs S&P 500  beta +0.79  corr +0.28  (26w)
    vs S&P 500  beta +0.86  corr +0.30  (52w)
  earnings horizon
    next earnings 2026-08-04  (6 days)