Caterpillar Price Prediction and Hype Density Breakdown

CAT -- USA Stock  

USD 138.22  2.53  1.80%

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 brand which may create opportunities for some arbitrage if properly timed. With Caterpillar hype-based prediction module you can estimate the value of Caterpillar 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.
 Time Horizon     30 Days    Login   to change

Caterpillar After-Hype Price Density Analysis

 Next price density 
 
Expected price to next headline

Caterpillar Estimiated After-Hype Price Volatility

July 16, 2018
138.22
Current Value
Downside
135.34
140.83
After-hype Price
Target Odds
  
146.32
Upside
Caterpillar is not too risky asset. Analysis and calculation of next after-hype price of Caterpillar is based on 1 month time horizon.

Caterpillar Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.26% 1.83% 0.08%  0.07% 5 Events / Month5 Events / MonthIn about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
138.22140.830.06%
610.00% 

Caterpillar Hype Timeline

On 16 of July Caterpillar is traded for 138.22. This company has historical hype elasticity of 0.08 and average elasticity to hype of competition of -0.07. Caterpillar is estimated to increase in value after the next headline with price going to jump to 140.83. The average volatility of media hype impact on the company stock price is about 610.0%. The price escalation on the next news is projected to be 0.06% where as daily expected return is currently at -0.26%. The volatility of related hype on Caterpillar is about 675.28% with expected price after next announcement by competition of 138.15. The company reported last year revenue of 48.5 B. Total Income to common stockholders was 2.23 B with profit before taxes, overhead, and interest of 12.04 B. Considering 30-days investment horizon, the next estimated press release will be in about 5 days.
Check also Caterpillar Basic Forecasting Models to cross-verify your projections.

Caterpillar Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Deere Company 0.05 6 per month 0.00 (0.40)  1.45 (2.46)  5.34 
Alamo Group(1.29) 5 per month 0.00 (0.29)  1.46 (1.70)  3.26 
ASV Holdings(0.03) 1 per month 5.08  0.09  12.44 (5.87)  21.67 
Caterpillar 0.30 5 per month 0.00 (0.30)  1.95 (3.18)  7.28 
Lindsay Corporation(1.48) 5 per month 0.00 (0.25)  1.66 (2.88)  6.96 
The Manitowoc Company 0.06 6 per month 1.98  0.06  3.86 (2.93)  8.31 
Gencor Industries(0.20) 3 per month 0.95 (0.015)  1.88 (1.23)  4.29 
Premier Holding Corporation 0.01 2 per month 13.77  0.17  50.00 (20.00)  83.33 
AGCO Corporation(0.18) 3 per month 0.00 (0.17)  1.12 (3.08)  7.51 
Arts Way Manufacturing Co 0.05 2 per month 0.00 (0.06)  4.71 (4.20)  18.09 

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Check also Caterpillar Basic Forecasting Models to cross-verify your projections. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.