Coca-Cola (KO): 20-day return +11.49% (96th pct)

On 2026-08-20, Coca-Cola (KO) closed at 90.5 USD, up 0.17% on the day. Its 20-day return of +11.49% is in the 96th percentile. It trades at 94.8% of its 52-week range. Its RSI(14) of 69.13 is in the 93rd percentile of its history since 1962. Its RSI last entered overbought 93 days ago (2026-05-19) and oversold 664 days ago (2024-10-25). It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 87.29 / 84.16 / 77.38 USD, with price +3.68% / +7.53% / +16.96% against them. Its moving averages stack 20-day > 50-day > 200-day. Its 52-week range is 65.35–91.87 USD; it closed 1.49% below the high and 38.49% above the low. The high was set 0 days ago (2026-08-20) and the low 325 days ago (2025-09-29). It is 1.49% below its all-time high, set 0 days ago (2026-08-20). Its 20-day volatility is 1.414% daily, in the 61st percentile of its history since 1962. Its realized volatility across horizons is 5-day 1.206%, 20-day 1.414%, 60-day 1.581%, and 120-day 1.344% daily. Annualized, these are 5-day 19.1%, 20-day 22.4%, 60-day 25.1%, and 120-day 21.3%. Its 14-day average true range (ATR) is 1.67 USD, 1.84% of price. It has returned +3.52% (87th pctile) over 5 days, +4.20% (83rd) over 10 days, +11.49% (96th) over 20 days, +12.48% (85th) over 60 days, +10.96% (67th) over 120 days, and +29.05% (79th) over 252 days. Against the S&P 500, its weekly-return beta -0.04 / correlation -0.03 (52-week); beta -0.01 / correlation -0.01 (26-week). Relative to the S&P 500, it has returned +8.35% (20-day), +10.86% (60-day), and +9.86% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.09 (52-week); -0.03 (26-week). Next earnings are scheduled for 2026-10-20.

=== COCA-COLA (KO)  (USD) ===
  price & change   (as of 2026-08-20, prior 2026-08-19)
    close       90.50
    change      +0.15  (+0.166%)
    listing     Exchange: NYSE, Currency: USD
  range            (as of 2026-08-20)
    range       2.14
    close pos   36.0% of range
  moving averages  (as of 2026-08-20)
     20d MA     87.29   price above by +3.68%
     50d MA     84.16   price above by +7.53%
    200d MA     77.38   price above by +16.96%
    200d MA slope  +2.51% over 20 sessions (rising)
    price > all MAs
    stack: 20d > 50d > 200d
    20d MA last crossed above 50d MA: 2026-05-11   (101d ago)
    20d MA last crossed above 200d MA: 2026-01-20   (212d ago)
    50d MA last crossed above 200d MA: 2025-12-17   (246d ago)
  volatility       (as of 2026-08-20)
    20d stdev   1.414% daily ≈ 22.5% annualized (×√252)   (61st pct of own history, since 1962 (15111 obs))
      5d vol     1.206% daily ≈ 19.1% annualized (×√252)   (55th pct of own history, since 1962 (15126 obs))
     60d vol     1.581% daily ≈ 25.1% annualized (×√252)   (70th pct of own history, since 1962 (15071 obs))
    120d vol     1.344% daily ≈ 21.3% annualized (×√252)   (52nd pct of own history, since 1962 (15011 obs))
    vs easing-2024 avg  1.34× (1.414% vs 1.058% era avg)
  ATR              (as of 2026-08-20)
    ATR(14)    1.67
    ATR%        1.84%   (54th pct of own history, since 1962 (15117 obs))
    range/ATR   128.2%
  relative volume  (as of 2026-08-20)
    RVOL        0.94x  (today vs 20-day average volume)
    pctile      53rd pct of own history, since 1962 (15111 obs)
  52-week range    (as of 2026-08-20)
    high        91.87   (-1.49% from high)   [2026-08-20, 0d ago]
    low         65.35   (+38.49% from low)   [2025-09-29, 325d ago]
    drawdown    -1.49% from all-time high, 0d ago (2026-08-20)
    max drawdown (10-year, close-basis) -37.54% (2020-02-21 60.13 -> 2020-03-23 37.56, 31d peak-to-trough); recovered 2022-01-04 (652d after trough)
  momentum         (as of 2026-08-20)
    RSI(14)     69.13   (93rd pct of own history, since 1962 (15117 obs))
    last overbought   93d ago (2026-05-19)
    last oversold   664d ago (2024-10-25)
  MACD             (as of 2026-08-20)
    MACD(12,26,9)   +1.52 (above signal)   signal +1.31   hist +0.20
  returns          (as of 2026-08-20)
      5d return  +3.52%   (87th pct of own history, since 1962 (15126 obs))
     10d return  +4.20%   (83rd pct of own history, since 1962 (15121 obs))
     20d return  +11.49%   (96th pct of own history, since 1962 (15111 obs))
     60d return  +12.48%   (85th pct of own history, since 1962 (15071 obs))
    120d return  +10.96%   (67th pct of own history, since 1962 (15011 obs))
    252d return  +29.05%   (79th pct of own history, since 1962 (14879 obs))
    YTD return  +29.45%
  volatility by rate-era
    pre-crisis       1.70%   (from 1962-01-02)
    ZIRP-2009        1.04%
    tightening-2015  0.84%
    ZIRP-2019        1.51%
    tightening-2022  1.06%
    easing-2024      1.06%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-19)
    vs real yield (Δ) -0.03 (26w)
    vs real yield (Δ) -0.09 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-20)
    vs S&P 500  beta -0.01  corr -0.01  (26w)
    vs S&P 500  beta -0.04  corr -0.03  (52w)
    vs S&P 500  +8.35% rel (20d return)
    vs S&P 500  +10.86% rel (60d return)
    vs S&P 500  +9.86% rel (252d return)
    vs Nasdaq 100  beta -0.12  corr -0.14  (26w)
    vs Nasdaq 100  beta -0.16  corr -0.17  (52w)
    vs Nasdaq 100  +8.75% rel (20d return)
    vs Nasdaq 100  +15.13% rel (60d return)
    vs Nasdaq 100  +4.16% rel (252d return)
    vs XLP (Consumer Staples)  beta +1.13  corr +0.74  (26w)
    vs XLP (Consumer Staples)  beta +0.88  corr +0.67  (52w)
    vs XLP  +8.96% rel (20d return)
    vs XLP  +10.46% rel (60d return)
    vs XLP  +25.94% rel (252d return)
  earnings horizon
    next earnings 2026-10-20  (61 days)