Performance Snapshot
Charts
Earnings Context
Previous: 2026-04-30
Next: 2026-08-07
Days to next: 36
Avg earnings move: 3.5%
Median earnings move: 3.6%
Technical Signal Snapshot
RSI: 52.2
Direction score: 0.1613
Price vs EMA20: 1.0%
EMA20 vs EMA50: 0.4%
EMA50 vs EMA200: -3.3%
EMA20 slope: 2.1%
Options Volatility Snapshot
Label: IV above recent HV
Expiration: 2026-08-21
Days to expiration: 50
ATM average IV: 74.7%
ATM call / put IV: 84.3% / 65.0%
6M HV: 43.0%
IV minus HV: 31.7%
IV discount vs HV: -73.7%
Expected move: 15.9%
ATM Greeks
Call delta / gamma: 0.6661 / 0.10783
Call theta / vega: -0.013 / 0.0146
Put delta / gamma: -0.3176 / 0.137011
Put theta / vega: -0.0087 / 0.0143
Greeks are option-market context for the selected ATM expiration, not a trade recommendation.
Grounded Summary
- CNH returned -1.2% over 1M, -1.9% over 3M, and 15.8% over 6M.
- Relative performance was -15.8% vs SPY and -24.9% vs QQQ over 3M.
- The thesis field is missing or needs review.
- Headline context: Fetched headlines cluster around: uncategorized (3), macro/sector (1), management/strategy (1).
- Recent examples: US Manufacturing Stocks That Could Benefit If North American Trade Rules Tighten - simplywall.st; Pictet Asset Management Holding SA Sells 1,562,765 Shares of CNH Industrial N.V.
- $CNH - MarketBeat; CNH Industrial NV Actuals & Estimates (NYSE:CNH) - TradingView.
- Main watch items: thesis needs review, underperforming SPY, underperforming QQQ, IV above HV.
- Next earnings is listed as 2026-08-07; typical close-to-close earnings move is 3.5% on average.
- Options context: IV above recent HV; ATM average IV is 74.7% versus 6M HV 43.0%.
- Technical context: RSI 52.2 and direction score 0.1613.
- Portfolio role/theme: Industrials.
- Next review question: What is the current reason for holding CNH, and what would invalidate it?
- This is context for review, not a buy or sell recommendation.
Theme: Industrials. Sector: Industrials. Industry: Farm & Heavy Construction Machinery.
Thesis
Status: needs_review
Thesis: missing
Invalidation: n/a
Catalyst: n/a
Risk Flags
- thesis needs review
- underperforming SPY
- underperforming QQQ
- IV above HV
Headline Context
Fetched headlines cluster around: uncategorized (3), macro/sector (1), management/strategy (1). Recent examples: US Manufacturing Stocks That Could Benefit If North American Trade Rules Tighten - simplywall.st; Pictet Asset Management Holding SA Sells 1,562,765 Shares of CNH Industrial N.V. $CNH - MarketBeat; CNH Industrial NV Actuals & Estimates (NYSE:CNH) - TradingView.
Questions for Next Review
- What is the current reason for holding CNH, and what would invalidate it? Codex: Review CNH against trend mixed, 3M return -1.9%, and headline context before changing the thesis.
- Why has CNH lagged SPY over the last 3 months? Codex: 3M relative performance vs SPY is -15.8%; review whether news or company metrics explain the gap.
- Why has CNH lagged QQQ over the last 3 months? Codex: 3M relative performance vs QQQ is -24.9%; compare that against headline tone and thesis expectations.
- Is CNH's elevated implied volatility explained by earnings or headline risk? Codex: 6M realized volatility is 43.0% and options context is IV above recent HV.
Headlines
US Manufacturing Stocks That Could Benefit If North American Trade Rules Tighten simplywall.st
Pictet Asset Management Holding SA Sells 1,562,765 Shares of CNH Industrial N.V. $CNH MarketBeat
CNH Industrial NV Actuals & Estimates (NYSE:CNH) TradingView
Price-Driven Insight from (CNH) for Rule-Based Strategy Stock Traders Daily
CNH INDUSTRIAL NV (CNH) Stock Chart ChartMill
Evidence
JSON: /home/amirali/Documents/code/portfolio-analytics/outputs/evidence/CNH.json
Markdown: /home/amirali/Documents/code/portfolio-analytics/outputs/evidence/CNH.md