Caterpillar Performance

CAT -- USA Stock  

USD 141.12  4.30  3.14%

Macroaxis gives Caterpillar performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.061 which signifies that as returns on market increase, Caterpillar returns are expected to increase less than the market. However during bear market, the loss on holding Caterpillar will be expected to be smaller as well.. 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-one different technical indicators which can help you to evaluate its performance. Caterpillar has expected return of -0.0799%. Please be advised to confirm Caterpillar Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Caterpillar past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Caterpillar Relative Risk vs. Return Landscape

If you would invest  13,953  in Caterpillar on June 21, 2018 and sell it today you would lose (271.00)  from holding Caterpillar or give up 1.94% of portfolio value over 30 days. Caterpillar is generating negative expected returns assuming volatility of 1.6845% on return distribution over 30 days investment horizon. In other words, 15% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Caterpillar is expected to under-perform the market. In addition to that, the company is 2.93 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

Caterpillar Market Risk Analysis

Sharpe Ratio = -0.0474
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Caterpillar Relative Performance Indicators

Estimated Market Risk
  actual daily
 85 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Caterpillar is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Caterpillar by adding it to a well-diversified portfolio.

Performance Rating

Caterpillar Risk Adjusted Performance Analysis

Risk-Adjusted Performance

Over the last 30 days Caterpillar has generated negative risk-adjusted returns adding no value to investors with long positions.

Caterpillar Alerts

Equity Alerts and Improvement Suggestions
Caterpillar generates negative expected return over the last 30 days
Caterpillar has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
About 69.0% of the company shares are held by institutions such as insurance companies
On July 19, 2018 Caterpillar paid $ 0.86 per share dividend to its current shareholders
Latest headline from Market Capitalization Evaluation Caterpillar Inc. , Stock Yards Bancorp, Inc. , RLJ ...

Caterpillar Dividends Analysis

Check Caterpillar dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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