Caterpillar Price Prediction

Caterpillar Inc -- USA Stock  

USD 130.54  0.93  0.71%

Macroaxis is not in business of monitoring Caterpillar headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Caterpillar Inc brand which may create opportunities for some arbitrage if properly timed. With Caterpillar hype-based prediction module you can estimate the value of Caterpillar Inc from the prospective of Caterpillar response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Caterpillar over a specific investment horizon. Check also Caterpillar Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

Caterpillar estimiated after-hype price volatility

 Next price density 
 
Expected price to next headline
October 18, 2017
130.54
Current Value
Downside upside
Downside
128.96
130.4
After-hype Price
Target Price Odds
 Above  Below  
131.84
Upside
Upside upside
Caterpillar is not too risky asset. Analysis and calculation of next after-hype price of Caterpillar Inc is based on 1 month time horizon.

Caterpillar Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.23% 0.48% 0.14%  0.01% 1 Events / Month1 Events / MonthVery soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
130.54130.40.11%
80% 

Caterpillar Hype Timeline

On 18 of October Caterpillar Inc is traded for  130.54 . This company has historical hype elasticity of -0.14 and average elasticity to hype of competition of 0.01. Caterpillar Inc is estimated to decline in value after the next headline with price expected to drop to 130.4. The average volatility of media hype impact on the company stock price is about 80.0%. The closing price depreciation on the next news is expected to be -0.11% where as daily expected return is currently at 0.23%. The volatility of related hype on Caterpillar is about 800.0% with expected price after next announcement by competition of 130.55. About 71.0% of the company shares are held by institutions such as insurance companies. The company has Price/Earnings To Growth (PEG) ratio of 0.68. Caterpillar Inc last dividend was issued on 2017-07-18. This company had 2:1 split on 2005-07-14. Considering 30-days investment horizon, the next estimated press release will be very soon.
Check also Caterpillar Basic Forecasting Models to cross-verify your projections.

Caterpillar Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Deere Company 0.91 1 per month 0.00  0.24 (0.71)  1.56 (0.46)  3.49 
Caterpillar Inc(0.6) 1 per month 0.00  0.22 (0.51)  1.03 (0.42)  1.25 
Cummins Inc 0.62 1 per month 0.00  0.17 (0.53)  0.88 (0.36)  1.27 
China Yuchai International Limited(0.47) 1 per month 1.37  0.2 (1.61)  3.01 (2.18)  6.38 
AGCO Corporation(0.17) 1 per month 0.00 (0.12)  0.00  1.58 (1.02)  5.96 
Antero Resources Corporation 0.07 1 per month 0.00 (0.24)  0.00  1.61 (2.64)  4.75