Microsoft (MSFT): 20-day return +30.88% (99th pct)

On 2026-08-11, Microsoft (MSFT) closed at 503.81 USD, down 0.45% on the day. Its 20-day return of +30.88% is in the 99th percentile. Its RSI(14) of 77.71 is in the 98th percentile of its history since 1986. It trades at 75.6% 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 435.53 / 409.66 / 432.94 USD, with price +15.68% / +22.98% / +16.37% against them. Its 52-week range is 349.2–553.72 USD; it closed 9.01% below the high and 44.28% above the low. Its 20-day volatility is 3.817% daily, in the 95th percentile of its history since 1986. Its 14-day average true range (ATR) is 15.01 USD, 2.98% of price. It has returned +2.23% over 5 days and +23.05% over 60 days. Against the S&P 500, its weekly-return beta +1.59 / correlation +0.52 (52-week); beta +1.64 / correlation +0.51 (26-week). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.19 (52-week); -0.35 (26-week). Next earnings are scheduled for 2026-10-28.

=== MICROSOFT (MSFT)  (USD) ===
  price & change   (as of 2026-08-11, prior 2026-08-10)
    close       503.81
    change      -2.25  (-0.445%)
  range            (as of 2026-08-11)
    range       5.78
    close pos   73.7% of range
  moving averages  (as of 2026-08-11)
     20d MA     435.53   price above by +15.68%
     50d MA     409.66   price above by +22.98%
    200d MA     432.94   price above by +16.37%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-11)
    20d stdev   3.817% daily ≈ 60.6% annualized (×√252)   (95th pct of own history, since 1986 (9948 obs))
    vs easing-2024 avg  2.25× (3.817% vs 1.697% era avg)
  ATR              (as of 2026-08-11)
    ATR(14)    15.01
    ATR%        2.98%   (68th pct of own history, since 1986 (9954 obs))
    range/ATR   38.5%
  relative volume  (as of 2026-08-11)
    RVOL        0.58x  (today vs 20-day average volume)
    pctile      8th pct of own history, since 1986 (9948 obs)
  52-week range    (as of 2026-08-11)
    high        553.72   (-9.01% from high)
    low         349.20   (+44.28% from low)
  momentum         (as of 2026-08-11)
    RSI(14)     77.71   (98th pct of own history, since 1986 (9954 obs))
  returns          (as of 2026-08-11)
     5d return  +2.23%
    20d return  +30.88%
    60d return  +23.05%
  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      1.6975%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-10)
    vs real yield (Δ) -0.35 (26w)
    vs real yield (Δ) -0.19 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-11)
    vs S&P 500  beta +1.64  corr +0.51  (26w)
    vs S&P 500  beta +1.59  corr +0.52  (52w)
  earnings horizon
    next earnings 2026-10-28  (78 days)