With this equity back-testing module your can estimate the performance of a buy and hold strategy of Caterpillar and determine expected loss or profit from investing in Caterpillar over given investment horizon. Check also Caterpillar Hype Analysis, Caterpillar Correlation, Caterpillar Valuation, Caterpillar Volatility as well as analyze Caterpillar Alpha and Beta and Caterpillar Performance.
|Horizon||30 Days Login to change|
Caterpillar 'What if' Analysis
October 19, 20180.00
December 18, 20180.00
If you would invest 0.00 in Caterpillar on October 19, 2018 and sell it all today you would earn a total of 0.00 from holding Caterpillar or generate 0.0% return on investment in Caterpillar over 60 days. Caterpillar is related to or competes with Deere, Alamo, ASV Holdings, Lindsay, Manitowoc, and Gencor Industries. Caterpillar Inc. manufactures and sells construction and mining equipment, diesel and natural gas engines, industrial ga...
Caterpillar Upside/Downside Indicators
Caterpillar Market Premium Indicators
Caterpillar Backtested Returns
Macroaxis considers Caterpillar to be not too risky. Caterpillar secures Sharpe Ratio (or Efficiency) of -0.0167 which signifies that Caterpillar had -0.0167% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Caterpillar exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Caterpillar Risk Adjusted Performance of
(0.11) and Mean Deviation of 2.35 to double-check risk estimate we provide. Macroaxis gives Caterpillar performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.761 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Caterpillar will likely underperform.. Even though it is essential to pay attention to Caterpillar historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Caterpillar exposes twenty-eight different technical indicators which can help you to evaluate its performance. Caterpillar has expected return of -0.0498%. Please be advised to confirm Caterpillar Value At Risk as well as the relationship between Skewness and Day Median Price to decide if Caterpillar past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.15)|
|Spearman Rank Test||0.11|
Caterpillar lagged returns against current returns
Current and Lagged Values
Caterpillar regressed lagged prices vs. current prices
Current vs Lagged Prices
Caterpillar Lagged Returns
Analyst recommendations and target price estimates broken down by several categories
|All Next||Launch Analyst Recommendations|
Check also Caterpillar Hype Analysis, Caterpillar Correlation, Caterpillar Valuation, Caterpillar Volatility as well as analyze Caterpillar Alpha and Beta and Caterpillar Performance. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.