Microsoft (MSFT): 20-day return +27.16% (99th pct)

On 2026-08-05, Microsoft (MSFT) closed at 487.46 USD, down 1.09% on the day. Its 20-day return of +27.16% is in the 99th percentile. Its RSI(14) of 76.08 is in the 98th percentile of its history since 1986. It trades at 67.6% of its 52-week range. RSI above 70 is conventionally termed overbought. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 412.32 / 403.59 / 433.23 USD, with price +18.22% / +20.78% / +12.52% against them. Its 52-week range is 349.2–553.72 USD; it closed 11.97% below the high and 39.59% above the low. Its 20-day volatility is 3.848% daily, in the 96th percentile of its history since 1986. Its 14-day average true range (ATR) is 16.72 USD, 3.43% of price. It has returned +24.82% over 5 days and +17.43% over 60 days. Against the S&P 500, its weekly-return beta +1.54 / correlation +0.51 (52-week); beta +1.55 / correlation +0.49 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.18 (52-week); -0.31 (26-week). Next earnings are scheduled for 2026-10-28.

=== MICROSOFT (MSFT)  (USD) ===
  price & change   (as of 2026-08-05, prior 2026-08-04)
    close       487.46
    change      -5.35  (-1.086%)
  range            (as of 2026-08-05)
    range       12.53
    close pos   14.2% of range
  moving averages  (as of 2026-08-05)
     20d MA     412.32   price above by +18.22%
     50d MA     403.59   price above by +20.78%
    200d MA     433.23   price above by +12.52%
    price > all MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-08-05)
    20d stdev   3.848% daily ≈ 61.1% annualized (×√252)   (96th pct of own history, since 1986 (9944 obs))
    vs easing-2024 avg  2.26× (3.848% vs 1.699% era avg)
  ATR              (as of 2026-08-05)
    ATR(14)    16.72
    ATR%        3.43%   (81st pct of own history, since 1986 (9950 obs))
    range/ATR   74.9%
  relative volume  (as of 2026-08-05)
    RVOL        0.78x  (today vs 20-day average volume)
    pctile      31st pct of own history, since 1986 (9944 obs)
  52-week range    (as of 2026-08-05)
    high        553.72   (-11.97% from high)
    low         349.20   (+39.59% from low)
  momentum         (as of 2026-08-05)
    RSI(14)     76.08   (98th pct of own history, since 1986 (9950 obs))
  returns          (as of 2026-08-05)
     5d return  +24.82%
    20d return  +27.16%
    60d return  +17.43%
  volatility by rate-era
    pre-crisis       2.5611%   (from 1986-03-13)
    ZIRP-2009        1.6240%
    tightening-2015  1.4234%
    ZIRP-2019        1.9115%
    tightening-2022  1.9351%
    easing-2024      1.6992%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-04)
    vs real yield (Δ) -0.31 (26w)
    vs real yield (Δ) -0.18 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-05)
    vs S&P 500  beta +1.55  corr +0.49  (26w)
    vs S&P 500  beta +1.54  corr +0.51  (52w)
  earnings horizon
    next earnings 2026-10-28  (84 days)