On 2026-08-20, Microsoft (MSFT) closed at 481.15 USD, down 0.65% on the day. Its 20-day return of +26.09% is in the 98th percentile. Its RSI(14) of 61.61 is in the 74th percentile of its history since 1986. It trades at 64.5% of its 52-week range. Its RSI last entered overbought 21 days ago (2026-07-30) and oversold 56 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 468.01 / 418.13 / 431.48 USD, with price +2.81% / +15.07% / +11.51% against them. Its moving averages stack 20-day > 200-day > 50-day. Its 52-week range is 349.2–553.72 USD; it closed 13.11% below the high and 37.79% above the low. The high was set 296 days ago (2025-10-28) and the low 56 days ago (2026-06-25). It is 13.38% below its all-time high, set 385 days ago (2025-07-31). Its 20-day volatility is 3.809% daily, in the 95th percentile of its history since 1986. Its realized volatility across horizons is 5-day 1.425%, 20-day 3.809%, 60-day 2.994%, and 120-day 2.408% daily. Annualized, these are 5-day 22.6%, 20-day 60.5%, 60-day 47.5%, and 120-day 38.2%. Its 14-day average true range (ATR) is 12.68 USD, 2.63% of price. It has returned -3.17% (16th pctile) over 5 days, -3.74% (18th) over 10 days, +26.09% (98th) over 20 days, +15.65% (78th) over 60 days, +22.51% (75th) over 120 days, and -5.61% (18th) over 252 days. Against the S&P 500, its weekly-return beta +1.58 / correlation +0.53 (52-week); beta +1.67 / correlation +0.52 (26-week). Relative to the S&P 500, it has returned +22.95% (20-day), +14.03% (60-day), and -24.80% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.20 (52-week); -0.31 (26-week). Next earnings are scheduled for 2026-10-28.
=== MICROSOFT (MSFT) (USD) ===
price & change (as of 2026-08-20, prior 2026-08-19)
close 481.15
change -3.16 (-0.652%)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-08-20)
range 4.66
close pos 35.4% of range
moving averages (as of 2026-08-20)
20d MA 468.01 price above by +2.81%
50d MA 418.13 price above by +15.07%
200d MA 431.48 price above by +11.51%
200d MA slope -1.23% over 20 sessions (falling)
price > all MAs
stack: 20d > 200d > 50d
20d MA last crossed above 50d MA: 2026-08-03 (17d ago)
20d MA last crossed above 200d MA: 2026-08-11 (9d ago)
50d MA last crossed below 200d MA: 2026-01-21 (211d ago)
volatility (as of 2026-08-20)
20d stdev 3.809% daily ≈ 60.5% annualized (×√252) (95th pct of own history, since 1986 (9955 obs))
5d vol 1.425% daily ≈ 22.6% annualized (×√252) (47th pct of own history, since 1986 (9970 obs))
60d vol 2.994% daily ≈ 47.5% annualized (×√252) (90th pct of own history, since 1986 (9915 obs))
120d vol 2.408% daily ≈ 38.2% annualized (×√252) (76th pct of own history, since 1986 (9855 obs))
vs easing-2024 avg 2.25× (3.809% vs 1.696% era avg)
ATR (as of 2026-08-20)
ATR(14) 12.68
ATR% 2.63% (57th pct of own history, since 1986 (9961 obs))
range/ATR 36.8%
relative volume (as of 2026-08-20)
RVOL 0.53x (today vs 20-day average volume)
pctile 5th pct of own history, since 1986 (9955 obs)
52-week range (as of 2026-08-20)
high 553.72 (-13.11% from high) [2025-10-28, 296d ago]
low 349.20 (+37.79% from low) [2026-06-25, 56d ago]
drawdown -13.38% from all-time high, 385d 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 2026-08-20)
RSI(14) 61.61 (74th pct of own history, since 1986 (9961 obs))
last overbought 21d ago (2026-07-30)
last oversold 56d ago (2026-06-25)
MACD (as of 2026-08-20)
MACD(12,26,9) +21.34 (below signal) signal +24.08 hist -2.74
returns (as of 2026-08-20)
5d return -3.17% (16th pct of own history, since 1986 (9970 obs))
10d return -3.74% (18th pct of own history, since 1986 (9965 obs))
20d return +26.09% (98th pct of own history, since 1986 (9955 obs))
60d return +15.65% (78th pct of own history, since 1986 (9915 obs))
120d return +22.51% (75th pct of own history, since 1986 (9855 obs))
252d return -5.61% (18th pct of own history, since 1986 (9723 obs))
YTD return -0.51%
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 2026-08-19)
vs real yield (Δ) -0.31 (26w)
vs real yield (Δ) -0.20 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-20)
vs S&P 500 beta +1.67 corr +0.52 (26w)
vs S&P 500 beta +1.58 corr +0.53 (52w)
vs S&P 500 +22.95% rel (20d return)
vs S&P 500 +14.03% rel (60d return)
vs S&P 500 -24.80% 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 +23.35% rel (20d return)
vs Nasdaq 100 +18.30% rel (60d return)
vs Nasdaq 100 -30.50% rel (252d return)
vs XLK (Information Technology) beta +0.59 corr +0.37 (26w)
vs XLK (Information Technology) beta +0.70 corr +0.46 (52w)
vs XLK +23.49% rel (20d return)
vs XLK +16.75% rel (60d return)
vs XLK -45.59% rel (252d return)
earnings horizon
next earnings 2026-10-28 (69 days)