Caterpillar (CAT): 20-day return -14.42% (3rd pct)

On 2026-08-03, Caterpillar (CAT) closed at 830.03 USD, up 1.87% on the day. Its 20-day return of -14.42% is in the 3rd percentile. Its RSI(14) of 39.55 is in the 17th percentile of its history since 1962. It trades at 63.6% of its 52-week range. Its 20/50/200-day moving averages are 884.66 / 919.23 / 739.63 USD, with price -6.18% / -9.70% / +12.22% against them. Its 52-week range is 405.46–1073.46 USD; it closed 22.68% below the high and 104.71% above the low. Its 20-day volatility is 2.522% daily, in the 89th percentile of its history since 1962. Its 14-day average true range (ATR) is 40.73 USD, 4.91% of price. It has returned -4.95% over 5 days and -10.45% over 60 days. Against the S&P 500, its weekly-return beta +0.75 / correlation +0.27 (52-week); beta +0.56 / correlation +0.23 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.14 (52-week); -0.23 (26-week). Next earnings are scheduled for 2026-08-04.

=== CATERPILLAR (CAT)  (USD) ===
  price & change   (as of 2026-08-03, prior 2026-07-31)
    close       830.03
    change      +15.22  (+1.868%)
  range            (as of 2026-08-03)
    range       30.63
    close pos   82.7% of range
  moving averages  (as of 2026-08-03)
     20d MA     884.66   price below by -6.18%
     50d MA     919.23   price below by -9.70%
    200d MA     739.63   price above by +12.22%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-03)
    20d stdev   2.522% daily ≈ 40.0% annualized (×√252)   (89th pct of own history, since 1962 (16233 obs))
    vs easing-2024 avg  1.22× (2.522% vs 2.074% era avg)
  ATR              (as of 2026-08-03)
    ATR(14)    40.73
    ATR%        4.91%   (98th pct of own history, since 1962 (16239 obs))
    range/ATR   75.2%
  relative volume  (as of 2026-08-03)
    RVOL        0.93x  (today vs 20-day average volume)
    pctile      54th pct of own history, since 1962 (16233 obs)
  52-week range    (as of 2026-08-03)
    high        1073.46   (-22.68% from high)
    low         405.46   (+104.71% from low)
  momentum         (as of 2026-08-03)
    RSI(14)     39.55   (17th pct of own history, since 1962 (16239 obs))
  returns          (as of 2026-08-03)
     5d return  -4.95%
    20d return  -14.42%
    60d return  -10.45%
  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      2.0743%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-31)
    vs real yield (Δ) -0.23 (26w)
    vs real yield (Δ) -0.14 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-03)
    vs S&P 500  beta +0.56  corr +0.23  (26w)
    vs S&P 500  beta +0.75  corr +0.27  (52w)
  earnings horizon
    next earnings 2026-08-04  (1 day)