On 2026-08-20, Caterpillar (CAT) closed at 815.39 USD, down 0.09% on the day. Its 20-day return of -8.85% is in the 10th percentile. Its RSI(14) of 39.64 is in the 18th percentile of its history since 1962. It trades at 61.1% of its 52-week range. Its RSI last entered overbought 101 days ago (2026-05-11) and oversold 22 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 844.4 / 906.11 / 759.81 USD, with price -3.44% / -10.01% / +7.31% against them. Its moving averages stack 50-day > 20-day > 200-day. Its 52-week range is 410.52–1073.46 USD; it closed 24.04% below the high and 98.62% above the low. The high was set 51 days ago (2026-06-30) and the low 352 days ago (2025-09-02). It is 24.04% below its all-time high, set 51 days ago (2026-06-30). Its 20-day volatility is 2.864% daily, in the 94th percentile of its history since 1962. Its realized volatility across horizons is 5-day 2.942%, 20-day 2.864%, 60-day 3.001%, and 120-day 2.822% daily. Annualized, these are 5-day 46.7%, 20-day 45.5%, 60-day 47.6%, and 120-day 44.8%. Its 14-day average true range (ATR) is 35.57 USD, 4.36% of price. It has returned -4.59% (10th pctile) over 5 days, -4.85% (16th) over 10 days, -8.85% (10th) over 20 days, -10.25% (16th) over 60 days, +9.77% (58th) over 120 days, and +95.96% (98th) over 252 days. Against the S&P 500, its weekly-return beta +0.83 / correlation +0.31 (52-week); beta +0.82 / correlation +0.36 (26-week). Relative to the S&P 500, it has returned -11.99% (20-day), -11.88% (60-day), and +76.78% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.08 (52-week); -0.10 (26-week). Next earnings are scheduled for 2026-10-29.
=== CATERPILLAR (CAT) (USD) ===
price & change (as of 2026-08-20, prior 2026-08-19)
close 815.39
change -0.76 (-0.093%)
listing Exchange: NYSE, Currency: USD
range (as of 2026-08-20)
range 17.93
close pos 80.3% of range
moving averages (as of 2026-08-20)
20d MA 844.40 price below by -3.44%
50d MA 906.11 price below by -10.01%
200d MA 759.81 price above by +7.31%
200d MA slope +4.37% over 20 sessions (rising)
price mixed vs MAs
stack: 50d > 20d > 200d
20d MA last crossed below 50d MA: 2026-07-28 (23d ago)
20d MA last crossed above 200d MA: 2025-06-27 (419d ago)
50d MA last crossed above 200d MA: 2025-07-16 (400d ago)
volatility (as of 2026-08-20)
20d stdev 2.864% daily ≈ 45.5% annualized (×√252) (94th pct of own history, since 1962 (16246 obs))
5d vol 2.942% daily ≈ 46.7% annualized (×√252) (92nd pct of own history, since 1962 (16261 obs))
60d vol 3.001% daily ≈ 47.6% annualized (×√252) (97th pct of own history, since 1962 (16206 obs))
120d vol 2.822% daily ≈ 44.8% annualized (×√252) (95th pct of own history, since 1962 (16146 obs))
vs easing-2024 avg 1.37× (2.864% vs 2.083% era avg)
ATR (as of 2026-08-20)
ATR(14) 35.57
ATR% 4.36% (97th pct of own history, since 1962 (16252 obs))
range/ATR 50.4%
relative volume (as of 2026-08-20)
RVOL 0.94x (today vs 20-day average volume)
pctile 55th pct of own history, since 1962 (16246 obs)
52-week range (as of 2026-08-20)
high 1073.46 (-24.04% from high) [2026-06-30, 51d ago]
low 410.52 (+98.62% from low) [2025-09-02, 352d ago]
drawdown -24.04% from all-time high, 51d 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 2026-08-20)
RSI(14) 39.64 (17th pct of own history, since 1962 (16252 obs))
last overbought 101d ago (2026-05-11)
last oversold 22d ago (2026-07-29)
MACD (as of 2026-08-20)
MACD(12,26,9) -17.16 (above signal) signal -17.60 hist +0.44
returns (as of 2026-08-20)
5d return -4.59% (10th pct of own history, since 1962 (16261 obs))
10d return -4.85% (16th pct of own history, since 1962 (16256 obs))
20d return -8.85% (10th pct of own history, since 1962 (16246 obs))
60d return -10.25% (16th pct of own history, since 1962 (16206 obs))
120d return +9.77% (58th pct of own history, since 1962 (16146 obs))
252d return +95.96% (98th pct of own history, since 1962 (16014 obs))
YTD return +42.33%
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 2026-08-19)
vs real yield (Δ) -0.10 (26w)
vs real yield (Δ) -0.08 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-20)
vs S&P 500 beta +0.82 corr +0.36 (26w)
vs S&P 500 beta +0.83 corr +0.31 (52w)
vs S&P 500 -11.99% rel (20d return)
vs S&P 500 -11.88% rel (60d return)
vs S&P 500 +76.78% rel (252d return)
vs Nasdaq 100 beta +0.58 corr +0.39 (26w)
vs Nasdaq 100 beta +0.57 corr +0.32 (52w)
vs Nasdaq 100 -11.59% rel (20d return)
vs Nasdaq 100 -7.60% rel (60d return)
vs Nasdaq 100 +71.08% rel (252d return)
vs XLI (Industrials) beta +1.48 corr +0.67 (26w)
vs XLI (Industrials) beta +1.52 corr +0.63 (52w)
vs XLI -7.66% rel (20d return)
vs XLI -13.39% rel (60d return)
vs XLI +77.19% rel (252d return)
earnings horizon
next earnings 2026-10-29 (70 days)