Microsoft (MSFT): 20-day return +24.07% (98th pct)

On 2026-08-19, Microsoft (MSFT) closed at 484.31 USD, up 0.56% on the day. Its 20-day return of +24.07% is in the 98th percentile. Its RSI(14) of 63.53 is in the 79th percentile of its history since 1986. It trades at 66.1% of its 52-week range. Its RSI last entered overbought 20 days ago (2026-07-30) and oversold 55 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 463.04 / 416.57 / 431.67 USD, with price +4.59% / +16.26% / +12.20% against them. Its moving averages stack 20-day > 200-day > 50-day. Its 52-week range is 349.2–553.72 USD; it closed 12.54% below the high and 38.69% above the low. The high was set 295 days ago (2025-10-28) and the low 55 days ago (2026-06-25). It is 12.81% below its all-time high, set 384 days ago (2025-07-31). Its 20-day volatility is 3.866% daily, in the 96th percentile of its history since 1986. Its realized volatility across horizons is 5-day 1.581%, 20-day 3.866%, 60-day 2.994%, and 120-day 2.417% daily. Its 14-day average true range (ATR) is 13.27 USD, 2.74% of price. It has returned -1.65% over 5 days, -0.65% over 10 days, +24.07% over 20 days, +15.71% over 60 days, +20.56% over 120 days, and -6.34% over 252 days. Against the S&P 500, its weekly-return beta +1.59 / correlation +0.53 (52-week); beta +1.69 / correlation +0.52 (26-week). Relative to the S&P 500, it has returned +21.29% (20-day), +12.57% (60-day), and -25.86% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.21 (52-week); -0.33 (26-week). Next earnings are scheduled for 2026-10-28.

=== MICROSOFT (MSFT)  (USD) ===
  price & change   (as of 2026-08-19, prior 2026-08-18)
    close       484.31
    change      +2.68  (+0.556%)
  range            (as of 2026-08-19)
    range       9.74
    close pos   48.9% of range
  moving averages  (as of 2026-08-19)
     20d MA     463.04   price above by +4.59%
     50d MA     416.57   price above by +16.26%
    200d MA     431.67   price above by +12.20%
    200d MA slope  -1.34% over 20 sessions (falling)
    price > all MAs
    stack: 20d > 200d > 50d
    20d MA last crossed above 50d MA: 2026-08-03   (16d ago)
    20d MA last crossed above 200d MA: 2026-08-11   (8d ago)
    50d MA last crossed below 200d MA: 2026-01-21   (210d ago)
  volatility       (as of 2026-08-19)
    20d stdev   3.866% daily ≈ 61.4% annualized (×√252)   (96th pct of own history, since 1986 (9954 obs))
      5d vol     1.581% daily   (53rd pct of own history, since 1986 (9969 obs))
     60d vol     2.994% daily   (90th pct of own history, since 1986 (9914 obs))
    120d vol     2.417% daily   (76th pct of own history, since 1986 (9854 obs))
    vs easing-2024 avg  2.28× (3.866% vs 1.697% era avg)
  ATR              (as of 2026-08-19)
    ATR(14)    13.27
    ATR%        2.74%   (60th pct of own history, since 1986 (9960 obs))
    range/ATR   73.4%
  relative volume  (as of 2026-08-19)
    RVOL        0.52x  (today vs 20-day average volume)
    pctile      5th pct of own history, since 1986 (9954 obs)
  52-week range    (as of 2026-08-19)
    high        553.72   (-12.54% from high)   [2025-10-28, 295d ago]
    low         349.20   (+38.69% from low)   [2026-06-25, 55d ago]
    drawdown    -12.81% from all-time high, 384d ago (2025-07-31)
    max drawdown (10-year, close-basis) -37.56% (2021-11-19 343.11 -> 2022-11-03 214.25, 349d peak-to-trough); recovered 2023-06-15 (224d after trough)
  momentum         (as of 2026-08-19)
    RSI(14)     63.53   (79th pct of own history, since 1986 (9960 obs))
    last overbought   20d ago (2026-07-30)
    last oversold   55d ago (2026-06-25)
  MACD             (as of 2026-08-19)
    MACD(12,26,9)   +23.05 (below signal)   signal +24.76   hist -1.71
  returns          (as of 2026-08-19)
      5d return  -1.65%
     10d return  -0.65%
     20d return  +24.07%
     60d return  +15.71%
    120d return  +20.56%
    252d return  -6.34%
    YTD return  +0.14%
  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 2026-08-18)
    vs real yield (Δ) -0.33 (26w)
    vs real yield (Δ) -0.21 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-19)
    vs S&P 500  beta +1.69  corr +0.52  (26w)
    vs S&P 500  beta +1.59  corr +0.53  (52w)
    vs S&P 500  +21.29% rel (20d return)
    vs S&P 500  +12.57% rel (60d return)
    vs S&P 500  -25.86% rel (252d return)
    vs Nasdaq 100  beta +0.85  corr +0.41  (26w)
    vs Nasdaq 100  beta +0.94  corr +0.48  (52w)
    vs Nasdaq 100  +22.55% rel (20d return)
    vs Nasdaq 100  +15.91% rel (60d return)
    vs Nasdaq 100  -30.42% rel (252d return)
    vs XLK (Information Technology)  beta +0.58  corr +0.37  (26w)
    vs XLK (Information Technology)  beta +0.70  corr +0.46  (52w)
    vs XLK  +22.20% rel (20d return)
    vs XLK  +13.90% rel (60d return)
    vs XLK  -44.28% rel (252d return)
  earnings horizon
    next earnings 2026-10-28  (70 days)