Lockheed Martin (LMT): 20-day return +19.64% (97th pct)

On 2026-08-14, Lockheed Martin (LMT) closed at 608.68 USD, up 1.78% on the day. Its 20-day return of +19.64% is in the 97th percentile. Its RSI(14) of 67.53 is in the 90th percentile of its history since 1962. It trades at 67.6% of its 52-week range. Its RSI last entered overbought 4 days ago (2026-08-10) and oversold 114 days ago (2026-04-22). It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 575.39 / 542.41 / 550.1 USD, with price +5.78% / +12.22% / +10.65% against them. Its moving averages stack 20-day > 200-day > 50-day. Its 52-week range is 434.84–692 USD; it closed 12.04% below the high and 39.98% above the low. The high was set 165 days ago (2026-03-02) and the low 365 days ago (2025-08-14). It is 12.04% below its all-time high, set 165 days ago (2026-03-02). Its 20-day volatility is 2.625% daily, in the 81st percentile of its history since 1962. Its realized volatility across horizons is 5-day 1.766%, 20-day 2.625%, 60-day 2.182%, and 120-day 1.934% daily. Its 14-day average true range (ATR) is 15.26 USD, 2.51% of price. It has returned +3.53% over 5 days, +4.45% over 10 days, +19.64% over 20 days, +15.58% over 60 days, -7.86% over 120 days, and +37.53% over 252 days. Against the S&P 500, its weekly-return beta -0.02 / correlation -0.01 (52-week); beta -0.01 / correlation -0.00 (26-week). Relative to the S&P 500, it has returned +15.24% (20-day), +9.70% (60-day), and +17.13% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is +0.03 (52-week); +0.18 (26-week). Next earnings are scheduled for 2026-10-20.

=== LOCKHEED MARTIN (LMT)  (USD) ===
  price & change   (as of 2026-08-14, prior 2026-08-13)
    close       608.68
    change      +10.67  (+1.784%)
  range            (as of 2026-08-14)
    range       10.13
    close pos   94.5% of range
  moving averages  (as of 2026-08-14)
     20d MA     575.39   price above by +5.78%
     50d MA     542.41   price above by +12.22%
    200d MA     550.10   price above by +10.65%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-14)
    20d stdev   2.625% daily ≈ 41.7% annualized (×√252)   (81st pct of own history, since 1962 (16228 obs))
    term struct  5d 1.766% · 20d 2.625% · 60d 2.182% · 120d 1.934% daily
    vs easing-2024 avg  1.68× (2.625% vs 1.565% era avg)
  ATR              (as of 2026-08-14)
    ATR(14)    15.26
    ATR%        2.51%   (59th pct of own history, since 1962 (16234 obs))
    range/ATR   66.4%
  relative volume  (as of 2026-08-14)
    RVOL        0.68x  (today vs 20-day average volume)
    pctile      29th pct of own history, since 1962 (16228 obs)
  52-week range    (as of 2026-08-14)
    high        692.00   (-12.04% from high)   [2026-03-02, 165d ago]
    low         434.84   (+39.98% from low)   [2025-08-14, 365d ago]
    drawdown    -12.04% from all-time high, 165d ago (2026-03-02)
  momentum         (as of 2026-08-14)
    RSI(14)     67.53   (90th pct of own history, since 1962 (16234 obs))
    last overbought   4d ago (2026-08-10)
    last oversold   114d ago (2026-04-22)
  MACD             (as of 2026-08-14)
    MACD(12,26,9)   +19.07 (above signal)   signal +17.28   hist +1.79
  returns          (as of 2026-08-14)
      5d return  +3.53%
     10d return  +4.45%
     20d return  +19.64%
     60d return  +15.58%
    120d return  -7.86%
    252d return  +37.53%
  volatility by rate-era
    pre-crisis       2.42%   (from 1962-01-02)
    ZIRP-2009        1.31%
    tightening-2015  1.14%
    ZIRP-2019        1.77%
    tightening-2022  1.43%
    easing-2024      1.57%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-13)
    vs real yield (Δ) +0.18 (26w)
    vs real yield (Δ) +0.03 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-14)
    vs S&P 500  beta -0.01  corr -0.00  (26w)
    vs S&P 500  beta -0.02  corr -0.01  (52w)
    vs S&P 500  +15.24% rel (20d return)
    vs S&P 500  +9.70% rel (60d return)
    vs S&P 500  +17.13% rel (252d return)
    vs XLI (Industrials)  beta +0.54  corr +0.22  (26w)
    vs XLI (Industrials)  beta +0.56  corr +0.24  (52w)
  earnings horizon
    next earnings 2026-10-20  (67 days)