Microsoft (MSFT): 20-day return +25.79% (98th pct)

On 2026-08-14, Microsoft (MSFT) closed at 495.4 USD, down 0.30% on the day. Its 20-day return of +25.79% is in the 98th percentile. Its RSI(14) of 70.92 is in the 93rd percentile of its history since 1986. It trades at 71.5% of its 52-week range. RSI above 70 is conventionally termed overbought. Its RSI last entered overbought 15 days ago (2026-07-30) and oversold 50 days ago (2026-06-25). It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 450.24 / 412.78 / 432.48 USD, with price +10.03% / +20.02% / +14.55% against them. Its moving averages stack 20-day > 200-day > 50-day. Its 52-week range is 349.2–553.72 USD; it closed 10.53% below the high and 41.87% above the low. The high was set 290 days ago (2025-10-28) and the low 50 days ago (2026-06-25). It is 10.81% below its all-time high, set 379 days ago (2025-07-31). Its 20-day volatility is 3.842% daily, in the 95th percentile of its history since 1986. Its realized volatility across horizons is 5-day 1.371%, 20-day 3.842%, 60-day 2.965%, and 120-day 2.414% daily. Its 14-day average true range (ATR) is 13.8 USD, 2.79% of price. It has returned -0.92% over 5 days, +6.60% over 10 days, +25.79% over 20 days, +18.68% over 60 days, +28.85% over 120 days, and -4.84% over 252 days. Against the S&P 500, its weekly-return beta +1.60 / correlation +0.53 (52-week); beta +1.66 / correlation +0.51 (26-week). Relative to the S&P 500, it has returned +21.39% (20-day), +12.80% (60-day), and -25.24% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.19 (52-week); -0.34 (26-week). Next earnings are scheduled for 2026-10-28.

=== MICROSOFT (MSFT)  (USD) ===
  price & change   (as of 2026-08-14, prior 2026-08-13)
    close       495.40
    change      -1.48  (-0.298%)
  range            (as of 2026-08-14)
    range       6.09
    close pos   24.3% of range
  moving averages  (as of 2026-08-14)
     20d MA     450.24   price above by +10.03%
     50d MA     412.78   price above by +20.02%
    200d MA     432.48   price above by +14.55%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-14)
    20d stdev   3.842% daily ≈ 61.0% annualized (×√252)   (95th pct of own history, since 1986 (9951 obs))
    term struct  5d 1.371% · 20d 3.842% · 60d 2.965% · 120d 2.414% daily
    vs easing-2024 avg  2.27× (3.842% vs 1.696% era avg)
  ATR              (as of 2026-08-14)
    ATR(14)    13.80
    ATR%        2.79%   (62nd pct of own history, since 1986 (9957 obs))
    range/ATR   44.1%
  relative volume  (as of 2026-08-14)
    RVOL        0.42x  (today vs 20-day average volume)
    pctile      2nd pct of own history, since 1986 (9951 obs)
  52-week range    (as of 2026-08-14)
    high        553.72   (-10.53% from high)   [2025-10-28, 290d ago]
    low         349.20   (+41.87% from low)   [2026-06-25, 50d ago]
    drawdown    -10.81% from all-time high, 379d ago (2025-07-31)
  momentum         (as of 2026-08-14)
    RSI(14)     70.92   (93rd pct of own history, since 1986 (9957 obs))
    last overbought   15d ago (2026-07-30)
    last oversold   50d ago (2026-06-25)
  MACD             (as of 2026-08-14)
    MACD(12,26,9)   +28.58 (above signal)   signal +25.06   hist +3.52
  returns          (as of 2026-08-14)
      5d return  -0.92%
     10d return  +6.60%
     20d return  +25.79%
     60d return  +18.68%
    120d return  +28.85%
    252d return  -4.84%
  volatility by rate-era
    pre-crisis       2.56%   (from 1986-03-13)
    ZIRP-2009        1.62%
    tightening-2015  1.42%
    ZIRP-2019        1.91%
    tightening-2022  1.94%
    easing-2024      1.70%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-13)
    vs real yield (Δ) -0.34 (26w)
    vs real yield (Δ) -0.19 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-14)
    vs S&P 500  beta +1.66  corr +0.51  (26w)
    vs S&P 500  beta +1.60  corr +0.53  (52w)
    vs S&P 500  +21.39% rel (20d return)
    vs S&P 500  +12.80% rel (60d return)
    vs S&P 500  -25.24% rel (252d return)
    vs XLK (Information Technology)  beta +0.58  corr +0.36  (26w)
    vs XLK (Information Technology)  beta +0.71  corr +0.46  (52w)
  earnings horizon
    next earnings 2026-10-28  (75 days)