Caterpillar (CAT): 20-day return -15.43% (2nd pct)

On 2026-07-31, Caterpillar (CAT) closed at 814.81 USD, up 0.70% on the day. Its 20-day return of -15.43% is in the 2nd percentile. Its RSI(14) of 36.25 is in the 11th percentile of its history since 1962. It trades at 61.3% of its 52-week range. Its 20/50/200-day moving averages are 891.66 / 920.08 / 738.12 USD, with price -8.62% / -11.44% / +10.39% against them. Its 52-week range is 405.46–1073.46 USD; it closed 24.09% below the high and 100.96% above the low. Its 20-day volatility is 2.470% daily, in the 88th percentile of its history since 1962. Its 14-day average true range (ATR) is 41.51 USD, 5.09% of price. It has returned -8.32% over 5 days and -9.92% over 60 days. Against the S&P 500, its weekly-return beta +0.67 / correlation +0.24 (52-week); beta +0.50 / correlation +0.19 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.10 (52-week); -0.17 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-07-31, prior 2026-07-30)
    close       814.81
    change      +5.67  (+0.701%)
  range            (as of 2026-07-31)
    range       37.69
    close pos   19.9% of range
  moving averages  (as of 2026-07-31)
     20d MA     891.66   price below by -8.62%
     50d MA     920.08   price below by -11.44%
    200d MA     738.12   price above by +10.39%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-31)
    20d stdev   2.470% daily ≈ 39.2% annualized (×√252)   (88th pct of own history, since 1962 (16232 obs))
    vs easing-2024 avg  1.19× (2.470% vs 2.075% era avg)
  ATR              (as of 2026-07-31)
    ATR(14)    41.51
    ATR%        5.09%   (98th pct of own history, since 1962 (16238 obs))
    range/ATR   90.8%
  relative volume  (as of 2026-07-31)
    RVOL        0.79x  (today vs 20-day average volume)
    pctile      37th pct of own history, since 1962 (16232 obs)
  52-week range    (as of 2026-07-31)
    high        1073.46   (-24.09% from high)
    low         405.46   (+100.96% from low)
  momentum         (as of 2026-07-31)
    RSI(14)     36.25   (11th pct of own history, since 1962 (16238 obs))
  returns          (as of 2026-07-31)
     5d return  -8.32%
    20d return  -15.43%
    60d return  -9.92%
  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      2.0748%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-30)
    vs real yield (Δ) -0.17 (26w)
    vs real yield (Δ) -0.10 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-07-31)
    vs S&P 500  beta +0.50  corr +0.19  (26w)
    vs S&P 500  beta +0.67  corr +0.24  (52w)
  earnings horizon
    next earnings 2026-08-04  (4 days)