Microsoft (MSFT): 20-day return +19.40% (96th pct)

On 2026-08-17, Microsoft (MSFT) closed at 480.35 USD, down 3.04% on the day. Its 20-day return of +19.40% is in the 96th percentile. Its RSI(14) of 62.19 is in the 76th percentile of its history since 1986. It trades at 64.1% of its 52-week range. Its RSI last entered overbought 18 days ago (2026-07-30) and oversold 53 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 454.14 / 413.82 / 432.17 USD, with price +5.77% / +16.08% / +11.15% against them. Its moving averages stack 20-day > 200-day > 50-day. Its 52-week range is 349.2–553.72 USD; it closed 13.25% below the high and 37.56% above the low. The high was set 293 days ago (2025-10-28) and the low 53 days ago (2026-06-25). It is 13.52% below its all-time high, set 382 days ago (2025-07-31). Its 20-day volatility is 3.950% daily, in the 96th percentile of its history since 1986. Its realized volatility across horizons is 5-day 1.594%, 20-day 3.950%, 60-day 2.995%, and 120-day 2.431% daily. Its 14-day average true range (ATR) is 14.03 USD, 2.92% of price. It has returned -5.08% over 5 days, -1.50% over 10 days, +19.40% over 20 days, +14.08% over 60 days, +23.48% over 120 days, and -8.06% over 252 days. Against the S&P 500, its weekly-return beta +1.60 / correlation +0.53 (52-week); beta +1.70 / correlation +0.52 (26-week). Relative to the S&P 500, it has returned +15.35% (20-day), +9.88% (60-day), and -27.80% (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 2026-08-17, prior 2026-08-14)
    close       480.35
    change      -15.05  (-3.038%)
  range            (as of 2026-08-17)
    range       14.25
    close pos   13.6% of range
  moving averages  (as of 2026-08-17)
     20d MA     454.14   price above by +5.77%
     50d MA     413.82   price above by +16.08%
    200d MA     432.17   price above by +11.15%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-17)
    20d stdev   3.950% daily ≈ 62.7% annualized (×√252)   (96th pct of own history, since 1986 (9952 obs))
    term struct  5d 1.594% · 20d 3.950% · 60d 2.995% · 120d 2.431% daily
    vs easing-2024 avg  2.32× (3.950% vs 1.699% era avg)
  ATR              (as of 2026-08-17)
    ATR(14)    14.03
    ATR%        2.92%   (67th pct of own history, since 1986 (9958 obs))
    range/ATR   101.6%
  relative volume  (as of 2026-08-17)
    RVOL        0.75x  (today vs 20-day average volume)
    pctile      26th pct of own history, since 1986 (9952 obs)
  52-week range    (as of 2026-08-17)
    high        553.72   (-13.25% from high)   [2025-10-28, 293d ago]
    low         349.20   (+37.56% from low)   [2026-06-25, 53d ago]
    drawdown    -13.52% from all-time high, 382d ago (2025-07-31)
  momentum         (as of 2026-08-17)
    RSI(14)     62.19   (76th pct of own history, since 1986 (9958 obs))
    last overbought   18d ago (2026-07-30)
    last oversold   53d ago (2026-06-25)
  MACD             (as of 2026-08-17)
    MACD(12,26,9)   +26.45 (above signal)   signal +25.34   hist +1.11
  returns          (as of 2026-08-17)
      5d return  -5.08%
     10d return  -1.50%
     20d return  +19.40%
     60d return  +14.08%
    120d return  +23.48%
    252d return  -8.06%
  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 2026-08-14)
    vs real yield (Δ) -0.34 (26w)
    vs real yield (Δ) -0.19 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-17)
    vs S&P 500  beta +1.70  corr +0.52  (26w)
    vs S&P 500  beta +1.60  corr +0.53  (52w)
    vs S&P 500  +15.35% rel (20d return)
    vs S&P 500  +9.88% rel (60d return)
    vs S&P 500  -27.80% rel (252d return)
    vs XLK (Information Technology)  beta +0.59  corr +0.36  (26w)
    vs XLK (Information Technology)  beta +0.71  corr +0.45  (52w)
  earnings horizon
    next earnings 2026-10-28  (72 days)