Caterpillar Performance

Caterpillar Inc -- USA Stock  

USD 168.5  1.91  1.12%

On a scale of 0 to 100 Caterpillar holds performance score of 38. The firm shows Beta (market volatility) of 0.1229 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.. Although it is vital to follow to Caterpillar Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for Caterpillar Inc which you can use to evaluate performance of the firm. Please makes use of Caterpillar Inc Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Caterpillar price patterns will revert.
 Time Horizon     30 Days    Login   to change

Caterpillar Inc Relative Risk vs. Return Landscape

If you would invest  15,464  in Caterpillar Inc on December 21, 2017 and sell it today you would earn a total of  1,577  from holding Caterpillar Inc or generate 10.2% return on investment over 30 days. Caterpillar Inc is generating 0.516% of daily returns assuming volatility of 0.8719% on return distribution over 30 days investment horizon. In other words, 8% of equities are less volatile than the company and above 91% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Caterpillar Inc is expected to generate 1.88 times more return on investment than the market. However, the company is 1.88 times more volatile than its market benchmark. It trades about 0.59 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

Caterpillar Daily Price Distribution

The median price of Caterpillar for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 159.44 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 6.76, arithmetic mean of 161.1, and mean deviation of 5.99. The Stock received some media coverage during the period.
38 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Caterpillar Inc are ranked lower than 38 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Caterpillar Sharpe Ratio = 0.5918
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Estimated Market Risk

 0.87
  actual daily
 
 92 %
of total potential
  

Expected Return

 0.52
  actual daily
 
 9 %
of total potential
  

Risk-Adjusted Return

 0.59
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Caterpillar is performing at about 38% 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.

Dividends

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