Caterpillar (CAT): 20-day return -18.38% (1st pct)

On 2026-07-30, Caterpillar (CAT) closed at 809.14 USD, up 3.38% on the day. Its 20-day return of -18.38% is in the 1st percentile. Its RSI(14) of 35.02 is in the 9th percentile of its history since 1962. It trades at 60.4% of its 52-week range. Its 20/50/200-day moving averages are 899.09 / 920.99 / 736.57 USD, with price -10.00% / -12.14% / +9.85% against them. Its 52-week range is 405.46–1073.46 USD; it closed 24.62% below the high and 99.56% above the low. Its 20-day volatility is 2.483% daily, in the 88th percentile of its history since 1962. Its 14-day average true range (ATR) is 41.8 USD, 5.17% of price. It has returned -9.55% over 5 days and -7.50% over 60 days. Against the S&P 500, its weekly-return beta +0.72 / correlation +0.26 (52-week); beta +0.58 / correlation +0.22 (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 2026-07-30, prior 2026-07-29)
    close       809.14
    change      +26.43  (+3.377%)
  range            (as of 2026-07-30)
    range       21.08
    close pos   35.4% of range
  moving averages  (as of 2026-07-30)
     20d MA     899.09   price below by -10.00%
     50d MA     920.99   price below by -12.14%
    200d MA     736.57   price above by +9.85%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-30)
    20d stdev   2.483% daily ≈ 39.4% annualized (×√252)   (88th pct of own history, since 1962 (16231 obs))
    vs easing-2024 avg  1.20× (2.483% vs 2.076% era avg)
  ATR              (as of 2026-07-30)
    ATR(14)    41.80
    ATR%        5.17%   (98th pct of own history, since 1962 (16237 obs))
    range/ATR   50.4%
  relative volume  (as of 2026-07-30)
    RVOL        1.15x  (today vs 20-day average volume)
    pctile      72nd pct of own history, since 1962 (16231 obs)
  52-week range    (as of 2026-07-30)
    high        1073.46   (-24.62% from high)
    low         405.46   (+99.56% from low)
  momentum         (as of 2026-07-30)
    RSI(14)     35.02   (9th pct of own history, since 1962 (16237 obs))
  returns          (as of 2026-07-30)
     5d return  -9.55%
    20d return  -18.38%
    60d return  -7.50%
  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      2.0763%
  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 2026-07-30)
    vs S&P 500  beta +0.58  corr +0.22  (26w)
    vs S&P 500  beta +0.72  corr +0.26  (52w)
  earnings horizon
    next earnings 2026-08-04  (5 days)