On 2026-08-19, Caterpillar (CAT) closed at 816.15 USD, down 2.94% on the day. Its 20-day return of -8.23% is in the 11th percentile. Its RSI(14) of 39.77 is in the 18th percentile of its history since 1962. It trades at 61.2% of its 52-week range. Its RSI last entered overbought 100 days ago (2026-05-11) and oversold 21 days ago (2026-07-29). It is trading above some and below others of its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 848.36 / 908.1 / 758.62 USD, with price -3.80% / -10.13% / +7.58% against them. Its moving averages stack 50-day > 20-day > 200-day. Its 52-week range is 410.52–1073.46 USD; it closed 23.97% below the high and 98.81% above the low. The high was set 50 days ago (2026-06-30) and the low 351 days ago (2025-09-02). It is 23.97% below its all-time high, set 50 days ago (2026-06-30). Its 20-day volatility is 2.872% daily, in the 94th percentile of its history since 1962. Its realized volatility across horizons is 5-day 2.940%, 20-day 2.872%, 60-day 3.032%, and 120-day 2.825% daily. Its 14-day average true range (ATR) is 36.93 USD, 4.52% of price. It has returned -4.61% over 5 days, -6.31% over 10 days, -8.23% over 20 days, -7.24% over 60 days, +8.40% over 120 days, and +97.79% over 252 days. Against the S&P 500, its weekly-return beta +0.81 / correlation +0.30 (52-week); beta +0.80 / correlation +0.34 (26-week). Relative to the S&P 500, it has returned -11.01% (20-day), -10.38% (60-day), and +78.27% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.10 (52-week); -0.15 (26-week). Next earnings are scheduled for 2026-10-29.
=== CATERPILLAR (CAT) (USD) ===
price & change (as of 2026-08-19, prior 2026-08-18)
close 816.15
change -24.72 (-2.940%)
range (as of 2026-08-19)
range 43.26
close pos 24.2% of range
moving averages (as of 2026-08-19)
20d MA 848.36 price below by -3.80%
50d MA 908.10 price below by -10.13%
200d MA 758.62 price above by +7.58%
200d MA slope +4.49% over 20 sessions (rising)
price mixed vs MAs
stack: 50d > 20d > 200d
20d MA last crossed below 50d MA: 2026-07-28 (22d ago)
20d MA last crossed above 200d MA: 2025-06-27 (418d ago)
50d MA last crossed above 200d MA: 2025-07-16 (399d ago)
volatility (as of 2026-08-19)
20d stdev 2.872% daily ≈ 45.6% annualized (×√252) (94th pct of own history, since 1962 (16245 obs))
5d vol 2.940% daily (92nd pct of own history, since 1962 (16260 obs))
60d vol 3.032% daily (97th pct of own history, since 1962 (16205 obs))
120d vol 2.825% daily (95th pct of own history, since 1962 (16145 obs))
vs easing-2024 avg 1.38× (2.872% vs 2.085% era avg)
ATR (as of 2026-08-19)
ATR(14) 36.93
ATR% 4.52% (97th pct of own history, since 1962 (16251 obs))
range/ATR 117.1%
relative volume (as of 2026-08-19)
RVOL 1.36x (today vs 20-day average volume)
pctile 83rd pct of own history, since 1962 (16245 obs)
52-week range (as of 2026-08-19)
high 1073.46 (-23.97% from high) [2026-06-30, 50d ago]
low 410.52 (+98.81% from low) [2025-09-02, 351d ago]
drawdown -23.97% from all-time high, 50d ago (2026-06-30)
max drawdown (10-year, close-basis) -46.25% (2018-01-22 170.89 -> 2020-03-23 91.85, 791d peak-to-trough); recovered 2020-11-10 (232d after trough)
momentum (as of 2026-08-19)
RSI(14) 39.77 (18th pct of own history, since 1962 (16251 obs))
last overbought 100d ago (2026-05-11)
last oversold 21d ago (2026-07-29)
MACD (as of 2026-08-19)
MACD(12,26,9) -15.63 (above signal) signal -17.71 hist +2.08
returns (as of 2026-08-19)
5d return -4.61%
10d return -6.31%
20d return -8.23%
60d return -7.24%
120d return +8.40%
252d return +97.79%
YTD return +42.47%
volatility by rate-era
pre-crisis 1.83% (from 1962-01-02)
ZIRP-2009 2.02%
tightening-2015 1.72%
ZIRP-2019 2.11%
tightening-2022 1.96%
easing-2024 2.08%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-18)
vs real yield (Δ) -0.15 (26w)
vs real yield (Δ) -0.10 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-19)
vs S&P 500 beta +0.80 corr +0.34 (26w)
vs S&P 500 beta +0.81 corr +0.30 (52w)
vs S&P 500 -11.01% rel (20d return)
vs S&P 500 -10.38% rel (60d return)
vs S&P 500 +78.27% rel (252d return)
vs Nasdaq 100 beta +0.58 corr +0.39 (26w)
vs Nasdaq 100 beta +0.56 corr +0.32 (52w)
vs Nasdaq 100 -9.75% rel (20d return)
vs Nasdaq 100 -7.04% rel (60d return)
vs Nasdaq 100 +73.71% rel (252d return)
vs XLI (Industrials) beta +1.53 corr +0.67 (26w)
vs XLI (Industrials) beta +1.55 corr +0.63 (52w)
vs XLI -9.96% rel (20d return)
vs XLI -13.17% rel (60d return)
vs XLI +77.31% rel (252d return)
earnings horizon
next earnings 2026-10-29 (71 days)