Microsoft (MSFT): 20-day return +26.60% (99th pct)

On 2026-08-21, Microsoft (MSFT) closed at 483.24 USD, up 0.43% on the day. Its 20-day return of +26.60% is in the 99th percentile. Its RSI(14) of 62.42 is in the 77th percentile of its history since 1986. It trades at 65.5% of its 52-week range. Its RSI last entered overbought 22 days ago (2026-07-30) and oversold 57 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 473.09 / 419.84 / 431.31 USD, with price +2.15% / +15.10% / +12.04% against them. Its moving averages stack 20-day > 200-day > 50-day. Its 52-week range is 349.2–553.72 USD; it closed 12.73% below the high and 38.38% above the low. The high was set 297 days ago (2025-10-28) and the low 57 days ago (2026-06-25). It is 13.00% below its all-time high, set 386 days ago (2025-07-31). Its 20-day volatility is 3.803% daily, in the 95th percentile of its history since 1986. Its realized volatility across horizons is 5-day 1.503%, 20-day 3.803%, 60-day 2.990%, and 120-day 2.406% daily. Annualized, these are 5-day 23.9%, 20-day 60.4%, 60-day 47.5%, and 120-day 38.2%. Its 14-day average true range (ATR) is 12.33 USD, 2.55% of price. It has returned -2.45% (21st pctile) over 5 days, -3.35% (20th) over 10 days, +26.60% (99th) over 20 days, +17.10% (81st) over 60 days, +21.25% (73rd) over 120 days, and -4.45% (20th) over 252 days. Against the S&P 500, its weekly-return beta +1.59 / correlation +0.53 (52-week); beta +1.68 / correlation +0.52 (26-week). Relative to the S&P 500, it has returned +23.06% (20-day), +15.05% (60-day), and -24.44% (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 2026-08-21, prior 2026-08-20)
    close       483.24
    change      +2.09  (+0.434%)
    listing     Exchange: NASDAQ, Currency: USD
  range            (as of 2026-08-21)
    range       7.83
    close pos   60.2% of range
  moving averages  (as of 2026-08-21)
     20d MA     473.09   price above by +2.15%
     50d MA     419.84   price above by +15.10%
    200d MA     431.31   price above by +12.04%
    200d MA slope  -1.10% over 20 sessions (falling)
    price > all MAs
    stack: 20d > 200d > 50d
    20d MA last crossed above 50d MA: 2026-08-03   (18d ago)
    20d MA last crossed above 200d MA: 2026-08-11   (10d ago)
    50d MA last crossed below 200d MA: 2026-01-21   (212d ago)
  volatility       (as of 2026-08-21)
    20d stdev   3.803% daily ≈ 60.4% annualized (×√252)   (95th pct of own history, since 1986 (9956 obs))
      5d vol     1.503% daily ≈ 23.9% annualized (×√252)   (50th pct of own history, since 1986 (9971 obs))
     60d vol     2.990% daily ≈ 47.5% annualized (×√252)   (90th pct of own history, since 1986 (9916 obs))
    120d vol     2.406% daily ≈ 38.2% annualized (×√252)   (76th pct of own history, since 1986 (9856 obs))
    vs easing-2024 avg  2.24× (3.803% vs 1.695% era avg)
  ATR              (as of 2026-08-21)
    ATR(14)    12.33
    ATR%        2.55%   (53rd pct of own history, since 1986 (9962 obs))
    range/ATR   63.5%
  relative volume  (as of 2026-08-21)
    RVOL        0.61x  (today vs 20-day average volume)
    pctile      10th pct of own history, since 1986 (9956 obs)
    avg vol 63d 39,621,119  (≈3-month average daily share volume)
  52-week range    (as of 2026-08-21)
    high        553.72   (-12.73% from high)   [2025-10-28, 297d ago]
    low         349.20   (+38.38% from low)   [2026-06-25, 57d ago]
    drawdown    -13.00% from all-time high, 386d 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 2026-08-21)
    RSI(14)     62.42   (77th pct of own history, since 1986 (9962 obs))
    last overbought   22d ago (2026-07-30)
    last oversold   57d ago (2026-06-25)
  MACD             (as of 2026-08-21)
    MACD(12,26,9)   +19.92 (below signal)   signal +23.25   hist -3.32
  returns          (as of 2026-08-21)
      5d return  -2.45%   from 495.40 on 2026-08-14   (21st pct of own history, since 1986 (9971 obs))
     10d return  -3.35%   from 499.99 on 2026-08-07   (20th pct of own history, since 1986 (9966 obs))
     20d return  +26.60%   from 381.70 on 2026-07-24   (99th pct of own history, since 1986 (9956 obs))
     60d return  +17.10%   from 412.67 on 2026-05-27   (81st pct of own history, since 1986 (9916 obs))
    120d return  +21.25%   from 398.55 on 2026-03-02   (73rd pct of own history, since 1986 (9856 obs))
    252d return  -4.45%   from 505.72 on 2025-08-20   (20th pct of own history, since 1986 (9724 obs))
    YTD return  -0.08%
  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      1.69%
  real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-20)
    vs real yield (Δ) -0.31 (26w)
    vs real yield (Δ) -0.20 (52w)
  S&P 500 market factor (weekly returns)  (as of 2026-08-21)
    vs S&P 500  beta +1.68  corr +0.52  (26w)
    vs S&P 500  beta +1.59  corr +0.53  (52w)
    vs S&P 500  +23.06% rel (20d return)
    vs S&P 500  +15.05% rel (60d return)
    vs S&P 500  -24.44% 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  +22.33% rel (20d return)
    vs Nasdaq 100  +19.30% rel (60d return)
    vs Nasdaq 100  -30.52% 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  +22.38% rel (20d return)
    vs XLK  +17.71% rel (60d return)
    vs XLK  -45.53% rel (252d return)
  earnings horizon
    next earnings 2026-10-28  (68 days)